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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   551,297:   123,028    184,459    174,725    217,151    138,982    514,904    498,166:    36,393     53,131
Old  :   494,072:   115,452    183,061    150,355    196,387    117,157    462,194    450,573:    31,878     43,499
Other:    57,226:    20,756     14,578     11,190     20,764     21,825     52,710     47,593:     4,515      9,633
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    -3,695:     6,363      2,559     -6,165     -3,500        451     -3,303     -3,155:      -393       -540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       33.5       31.7       39.4       25.2       93.4       90.4:       6.6        9.6
Old  :     100.0:      23.4       37.1       30.4       39.7       23.7       93.5       91.2:       6.5        8.8
Other:     100.0:      36.3       25.5       19.6       36.3       38.1       92.1       83.2:       7.9       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       132        152        155        109        108        328        341:
Old  :       422:       130        154        146        107        103        318        330:
Other:       182:        37         45         39         50         68        117        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1        8.6       21.0       15.8       11.8        7.4       18.4       12.9
Old  :                 14.3        9.5       22.4       17.2       13.1        8.5       19.5       14.5
Other:                 34.6       18.5       46.7       30.7       34.6       18.5       46.1       28.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   170,695:    47,191     47,540     28,455     79,174     66,567    154,821    142,563:    15,874     28,132
Old  :   148,700:    46,683     47,933     22,684     65,985     55,334    135,353    125,951:    13,347     22,749
Other:    21,995:     5,100      4,198      1,180     13,189     11,233     19,468     16,612:     2,526      5,383
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       746:     2,129      1,328        327     -2,472     -1,769        -16       -114:       763        860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       27.9       16.7       46.4       39.0       90.7       83.5:       9.3       16.5
Old  :     100.0:      31.4       32.2       15.3       44.4       37.2       91.0       84.7:       9.0       15.3
Other:     100.0:      23.2       19.1        5.4       60.0       51.1       88.5       75.5:      11.5       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        49         56         49         70         67        145        151:
Old  :       198:        53         54         45         66         65        137        148:
Other:       102:        18         16         15         36         50         59         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       16.3       26.3       24.7       13.8       12.3       22.3       19.0
Old  :                 18.2       15.8       29.2       24.4       16.9       15.1       26.3       22.7
Other:                 34.5       45.4       57.9       52.6       32.6       45.4       55.5       51.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  : 1,931,406:   464,915    307,657    620,850    691,285    643,778  1,777,050  1,572,286:   154,356    359,121
Old  : 1,773,374:   434,831    316,389    564,475    637,786    576,652  1,637,093  1,457,515:   136,281    315,859
Other:   158,032:    57,529     18,714     28,930     53,499     67,127    139,958    114,771:    18,075     43,262
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -38,114:    13,873      4,838    -50,660     -2,809      3,971    -39,596    -41,852:     1,482      3,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       15.9       32.1       35.8       33.3       92.0       81.4:       8.0       18.6
Old  :     100.0:      24.5       17.8       31.8       36.0       32.5       92.3       82.2:       7.7       17.8
Other:     100.0:      36.4       11.8       18.3       33.9       42.5       88.6       72.6:      11.4       27.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       797:       196        205        225        284        328        603        656:
Old  :       787:       183        214        214        281        325        584        648:
Other:       369:        78         53         52         89        193        188        279:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       10.9       17.4       17.2        8.2        7.5       14.2       11.3
Old  :                 10.6       10.0       18.1       16.8        8.5        6.8       14.6       10.8
Other:                 17.1       26.6       27.2       34.3       16.8       25.3       25.9       30.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,793:     3,553      1,537        908      4,196      6,981      8,656      9,425:     2,137      1,368
Old  :    10,609:     3,492      1,542        902      4,093      6,885      8,486      9,328:     2,123      1,281
Other:       184:        66          0          1        103         96        170         97:        14         87
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :      -215:        33        150         84       -159       -344        -43       -110:      -173       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       14.2        8.4       38.9       64.7       80.2       87.3:      19.8       12.7
Old  :     100.0:      32.9       14.5        8.5       38.6       64.9       80.0       87.9:      20.0       12.1
Other:     100.0:      35.8        0.0        0.5       56.1       52.2       92.4       52.8:       7.6       47.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          6          6         16         11         41         18:
Old  :        43:        20          6          6         16         11         41         18:
Other:        10:         4          0          1          4          4          8          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       61.4       48.2       75.7       33.9       59.8       43.9       69.0
Old  :                 36.7       62.2       48.4       76.6       33.9       60.9       44.0       70.1
Other:                 86.0       52.2       92.4       52.8       72.9       35.9       75.5       35.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  : 1,240,345:   180,027    210,372    495,886    504,460    342,257  1,180,373  1,048,515:    59,972    191,830
Old  : 1,162,856:   177,292    208,727    467,845    465,247    320,928  1,110,384    997,499:    52,473    165,357
Other:    77,488:    18,447     17,358     12,329     39,213     21,329     69,989     51,016:     7,499     26,473
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    26,615:     1,392     -5,914     20,817      3,841      8,543     26,050     23,446:       565      3,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       17.0       40.0       40.7       27.6       95.2       84.5:       4.8       15.5
Old  :     100.0:      15.2       17.9       40.2       40.0       27.6       95.5       85.8:       4.5       14.2
Other:     100.0:      23.8       22.4       15.9       50.6       27.5       90.3       65.8:       9.7       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       748:       179        313        307        168        216        548        654:
Old  :       744:       182        316        290        161        213        527        644:
Other:       336:        80         96         56         58        129        175        247:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       11.3       19.6       18.6        7.5        3.9       12.2        6.6
Old  :                 10.6       11.8       19.9       19.4        7.5        4.7       12.4        7.6
Other:                 27.3       15.2       39.0       23.2       26.5       14.1       37.2       20.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,851:    19,131      1,277        477          0      5,229     19,608      6,983:     2,243     14,868
Old  :    19,432:    17,728      1,238        477          0      4,562     18,205      6,277:     1,227     13,155
Other:     2,419:     1,403         39          0          0        667      1,403        706:     1,016      1,713
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :      -828:       336        -45        -73          0       -470        263       -588:    -1,091       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6        5.8        2.2        0.0       23.9       89.7       32.0:      10.3       68.0
Old  :     100.0:      91.2        6.4        2.5        0.0       23.5       93.7       32.3:       6.3       67.7
Other:     100.0:      58.0        1.6        0.0        0.0       27.6       58.0       29.2:      42.0       70.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          5          4          0         13          6         21:
Old  :        23:         5          5          4          0         13          6         21:
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  :                 87.7       12.8       89.7       19.5       87.4       12.8       87.6       19.0
Old  :                 91.4       12.3       93.7       19.3       91.1       12.3       91.2       18.7
Other:                 58.0       24.5       58.0       27.2       58.0       24.5       58.0       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   430,974:   122,385     92,924    100,381    170,367    205,467    393,133    398,772:    37,841     32,202
Old  :   413,461:   122,854     92,275     93,024    162,589    197,609    378,467    382,907:    34,994     30,554
Other:    17,513:     2,828      3,947      4,060      7,777      7,858     14,666     15,865:     2,847      1,648
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -19,712:     2,151     -3,321    -10,011    -11,704     -3,492    -19,564    -16,824:      -148     -2,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       21.6       23.3       39.5       47.7       91.2       92.5:       8.8        7.5
Old  :     100.0:      29.7       22.3       22.5       39.3       47.8       91.5       92.6:       8.5        7.4
Other:     100.0:      16.2       22.5       23.2       44.4       44.9       83.7       90.6:      16.3        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        97         92        102         84         79        242        229:
Old  :       315:       102         90        102         83         79        241        229:
Other:        60:        11         18         15         23         14         45         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.0       27.7       16.0       34.5        8.3       23.6       15.0       29.7
Old  :                  9.1       27.1       16.5       34.1        8.6       23.3       15.5       29.6
Other:                 29.6       55.4       46.5       71.9       21.6       46.0       36.5       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   949,705:   118,126     99,763     56,996    605,971    609,303    781,093    766,062:   168,612    183,643
Old  :   949,705:   118,126     99,763     56,996    605,971    609,303    781,093    766,062:   168,612    183,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -18,377:     4,471     -1,156     -3,985    -13,628    -16,571    -13,143    -21,712:    -5,234      3,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       10.5        6.0       63.8       64.2       82.2       80.7:      17.8       19.3
Old  :     100.0:      12.4       10.5        6.0       63.8       64.2       82.2       80.7:      17.8       19.3
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  :       189:        37         40         48         85         89        148        151:
Old  :       189:        37         40         48         85         89        148        151:
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  :                 28.0       21.1       37.3       31.9       27.1       18.4       33.9       26.7
Old  :                 28.0       21.1       37.3       31.9       27.1       18.4       33.9       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 with Delta-adjusted Options and Futures Combined, September 30, 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  :   520,723:    61,443     36,762      5,711    342,448    379,008    409,602    421,481:   111,120     99,241
Old  :   520,723:    61,443     36,762      5,711    342,448    379,008    409,602    421,481:   111,120     99,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    13,575:     5,649      1,517        762      1,510      9,356      7,921     11,635:     5,654      1,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        7.1        1.1       65.8       72.8       78.7       80.9:      21.3       19.1
Old  :     100.0:      11.8        7.1        1.1       65.8       72.8       78.7       80.9:      21.3       19.1
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  :        82:        13         11          5         45         45         61         58:
Old  :        82:        13         11          5         45         45         61         58:
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  :                 25.2       41.7       39.9       54.8       22.0       40.3       31.9       48.7
Old  :                 25.2       41.7       39.9       54.8       22.0       40.3       31.9       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :     6,363:     2,207        256        638      2,933      5,090      5,778      5,984:       585        379
Old  :     6,363:     2,207        256        638      2,933      5,090      5,778      5,984:       585        379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       -20:       435          0        -52       -274        -46        109        -98:      -129         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        4.0       10.0       46.1       80.0       90.8       94.0:       9.2        6.0
Old  :     100.0:      34.7        4.0       10.0       46.1       80.0       90.8       94.0:       9.2        6.0
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  :        42:        17          3          6         14         20         32         29:
Old  :        42:        17          3          6         14         20         32         29:
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  :                 40.0       59.4       59.3       73.8       35.7       54.8       46.6       63.1
Old  :                 40.0       59.4       59.3       73.8       35.7       54.8       46.6       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   444,590:   104,412     62,420    102,558    195,251    236,748    402,221    401,726:    42,369     42,864
Old  :   424,866:   104,972     60,545     97,190    182,436    226,339    384,598    384,073:    40,268     40,793
Other:    19,724:     2,202      4,638      2,607     12,815     10,409     17,623     17,653:     2,101      2,071
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     7,859:     1,330        834      3,235      3,580      2,856      8,145      6,925:      -286        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       14.0       23.1       43.9       53.3       90.5       90.4:       9.5        9.6
Old  :     100.0:      24.7       14.3       22.9       42.9       53.3       90.5       90.4:       9.5        9.6
Other:     100.0:      11.2       23.5       13.2       65.0       52.8       89.3       89.5:      10.7       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        71         74         88         93         89        220        208:
Old  :       272:        77         72         86         93         89        219        207:
Other:        80:         6         26         20         37         20         62         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       26.8       18.7       36.1        8.1       21.6       13.3       27.0
Old  :                 11.4       27.0       18.8       36.2        8.2       22.7       13.5       28.4
Other:                 34.2       44.8       52.6       63.0       33.9       43.8       50.8       59.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    11,763:     1,186      4,451      2,566      6,104      3,005      9,857     10,022:     1,907      1,741
Old  :    11,763:     1,186      4,451      2,566      6,104      3,005      9,857     10,022:     1,907      1,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,824:       182        -22      1,318         71        576      1,570      1,872:       254        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       37.8       21.8       51.9       25.5       83.8       85.2:      16.2       14.8
Old  :     100.0:      10.1       37.8       21.8       51.9       25.5       83.8       85.2:      16.2       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        17         24         19         20         16         51         52:
Old  :        75:        17         24         19         20         16         51         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       31.6       49.3       44.4       31.2       27.4       39.4       37.3
Old  :                 37.6       31.6       49.3       44.4       31.2       27.4       39.4       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  : 1,670,737:   403,225    534,958     58,288  1,104,907    925,212  1,566,419  1,518,458:   104,318    152,280
Old  : 1,670,737:   403,225    534,958     58,288  1,104,907    925,212  1,566,419  1,518,458:   104,318    152,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -78,575:    -3,928    -27,029    -10,414    -62,098    -38,714    -76,439    -76,156:    -2,135     -2,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       32.0        3.5       66.1       55.4       93.8       90.9:       6.2        9.1
Old  :     100.0:      24.1       32.0        3.5       66.1       55.4       93.8       90.9:       6.2        9.1
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  :       267:        44         64         32         93        119        149        203:
Old  :       267:        44         64         32         93        119        149        203:
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  :                 30.2       27.5       42.4       41.8       29.9       27.5       41.7       41.6
Old  :                 30.2       27.5       42.4       41.8       29.9       27.5       41.7       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,239,218:   437,921    429,256    298,340  2,207,600  1,979,312  2,943,860  2,706,908:   295,358    532,310
Old  : 3,239,218:   437,921    429,256    298,340  2,207,600  1,979,312  2,943,860  2,706,908:   295,358    532,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     9,248:   -32,101     18,379    -26,951     55,208     22,357     -3,845     13,785:    13,093     -4,537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       13.3        9.2       68.2       61.1       90.9       83.6:       9.1       16.4
Old  :     100.0:      13.5       13.3        9.2       68.2       61.1       90.9       83.6:       9.1       16.4
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  :       370:        54        101         90        152        191        268        320:
Old  :       370:        54        101         90        152        191        268        320:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       13.9       46.5       19.7       32.3       10.6       40.4       15.2
Old  :                 35.1       13.9       46.5       19.7       32.3       10.6       40.4       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  : 2,326,286:   348,458    373,782    140,779  1,604,986  1,420,807  2,094,224  1,935,368:   232,062    390,918
Old  : 2,326,286:   348,458    373,782    140,779  1,604,986  1,420,807  2,094,224  1,935,368:   232,062    390,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -98,987:   -24,311         78    -51,014    -28,346    -62,147   -103,671   -113,083:     4,684     14,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       16.1        6.1       69.0       61.1       90.0       83.2:      10.0       16.8
Old  :     100.0:      15.0       16.1        6.1       69.0       61.1       90.0       83.2:      10.0       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        38         83         53        124        154        195        257:
Old  :       307:        38         83         53        124        154        195        257:
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  :                 19.1       14.6       30.6       24.1       16.8       11.4       25.9       18.4
Old  :                 19.1       14.6       30.6       24.1       16.8       11.4       25.9       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   603,617:    16,172    149,798    125,128    424,643    268,221    565,942    543,147:    37,675     60,470
Old  :   603,617:    16,172    149,798    125,128    424,643    268,221    565,942    543,147:    37,675     60,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    17,327:       763    -12,545      7,784      8,855     21,200     17,403     16,440:       -76        888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       24.8       20.7       70.3       44.4       93.8       90.0:       6.2       10.0
Old  :     100.0:       2.7       24.8       20.7       70.3       44.4       93.8       90.0:       6.2       10.0
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  :        95:         8         39         30         35         44         67         93:
Old  :        95:         8         39         30         35         44         67         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       19.2       57.3       31.6       37.6       15.6       41.7       20.5
Old  :                 46.2       19.2       57.3       31.6       37.6       15.6       41.7       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    70,996:    24,850     11,445        538     37,299     50,400     62,687     62,384:     8,308      8,612
Old  :    70,996:    24,850     11,445        538     37,299     50,400     62,687     62,384:     8,308      8,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,604:     2,224     -3,098        -90       -926      3,748      1,208        560:       396      1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       16.1        0.8       52.5       71.0       88.3       87.9:      11.7       12.1
Old  :     100.0:      35.0       16.1        0.8       52.5       71.0       88.3       87.9:      11.7       12.1
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  :       115:        36         26          9         36         27         75         59:
Old  :       115:        36         26          9         36         27         75         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       39.9       34.4       58.0       20.4       39.9       34.4       56.9
Old  :                 20.4       39.9       34.4       58.0       20.4       39.9       34.4       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :   141,991:    49,699     22,890      1,077     74,599    100,800    125,375    124,767:    16,616     17,224
Old  :   141,991:    49,699     22,890      1,077     74,599    100,800    125,375    124,767:    16,616     17,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     3,207:     4,447     -6,196       -179     -1,853      7,496      2,415      1,121:       792      2,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       16.1        0.8       52.5       71.0       88.3       87.9:      11.7       12.1
Old  :     100.0:      35.0       16.1        0.8       52.5       71.0       88.3       87.9:      11.7       12.1
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  :       115:        36         26          9         36         27         75         59:
Old  :       115:        36         26          9         36         27         75         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       39.9       34.4       58.0       20.4       39.9       34.4       56.9
Old  :                 20.4       39.9       34.4       58.0       20.4       39.9       34.4       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    11,174:    10,121      9,537        432        360      1,179     10,913     11,148:       261         26
Old  :    11,174:    10,121      9,537        432        360      1,179     10,913     11,148:       261         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       443:       474        -41        -43          0        501        431        417:        12         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.6       85.3        3.9        3.2       10.6       97.7       99.8:       2.3        0.2
Old  :     100.0:      90.6       85.3        3.9        3.2       10.6       97.7       99.8:       2.3        0.2
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  :        24:        16          6          2          1          2         18          9:
Old  :        24:        16          6          2          1          2         18          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       77.7       91.3       98.6       76.8       77.3       86.7       92.7
Old  :                 77.9       77.7       91.3       98.6       76.8       77.3       86.7       92.7
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 with Delta-adjusted Options and Futures Combined, September 30, 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  :    51,427:     2,706     17,459        201     48,370     33,518     51,277     51,178:       150        249
Old  :    51,427:     2,706     17,459        201     48,370     33,518     51,277     51,178:       150        249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       -97:       895      1,086         -8     -1,008     -1,180       -121       -102:        24          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       33.9        0.4       94.1       65.2       99.7       99.5:       0.3        0.5
Old  :     100.0:       5.3       33.9        0.4       94.1       65.2       99.7       99.5:       0.3        0.5
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  :        46:         5         15          1         11         17         16         33:
Old  :        46:         5         15          1         11         17         16         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  :                 84.7       56.8       96.1       77.2       79.3       47.3       87.3       67.8
Old  :                 84.7       56.8       96.1       77.2       79.3       47.3       87.3       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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  :    46,220:     3,895     12,066      3,233     38,918     30,608     46,046     45,907:       174        313
Old  :    46,220:     3,895     12,066      3,233     38,918     30,608     46,046     45,907:       174        313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,014:    -2,175      2,187        -50      3,206     -1,119        981      1,018:        33         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       26.1        7.0       84.2       66.2       99.6       99.3:       0.4        0.7
Old  :     100.0:       8.4       26.1        7.0       84.2       66.2       99.6       99.3:       0.4        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:         3         20          1          4         22          7         43:
Old  :        47:         3         20          1          4         22          7         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.5       50.4       99.6       70.1       89.7       50.4       89.7       64.0
Old  :                 99.5       50.4       99.6       70.1       89.7       50.4       89.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 3, 2014