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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 29, 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  :   437,580:   115,502    178,192     84,669    199,287    128,275    399,458    391,136:    38,122     46,444
Old  :   398,921:   107,627    183,427     69,382    186,917    107,949    363,926    360,758:    34,995     38,163
Other:    38,659:    20,808      7,698      2,354     12,370     20,326     35,532     30,378:     3,127      8,281
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    16,852:    -2,112     12,185      8,206     11,845     -1,719     17,939     18,672:    -1,087     -1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       40.7       19.3       45.5       29.3       91.3       89.4:       8.7       10.6
Old  :     100.0:      27.0       46.0       17.4       46.9       27.1       91.2       90.4:       8.8        9.6
Other:     100.0:      53.8       19.9        6.1       32.0       52.6       91.9       78.6:       8.1       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       112        132        121         99         90        288        280:
Old  :       378:       118        129        110         97         88        277        272:
Other:       147:        34         31         17         33         62         83        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       11.6       26.1       20.2       15.4       10.1       24.6       17.1
Old  :                 18.4       12.7       27.6       21.7       17.7       11.9       26.6       20.0
Other:                 50.6       23.0       67.6       39.4       50.6       21.6       67.4       35.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 29, 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  :   142,048:    49,677     38,117     10,643     65,560     65,119    125,880    113,879:    16,168     28,169
Old  :   132,506:    47,657     38,481      9,406     60,016     60,137    117,079    108,024:    15,427     24,482
Other:     9,542:     3,185        801         72      5,544      4,982      8,801      5,855:       741      3,687
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :      -817:    -1,837       -656        216      1,344     -1,108       -277     -1,548:      -540        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       26.8        7.5       46.2       45.8       88.6       80.2:      11.4       19.8
Old  :     100.0:      36.0       29.0        7.1       45.3       45.4       88.4       81.5:      11.6       18.5
Other:     100.0:      33.4        8.4        0.8       58.1       52.2       92.2       61.4:       7.8       38.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        49         42         40         56         65        126        133:
Old  :       185:        50         44         37         56         64        125        129:
Other:        68:         9         11          4         16         35         26         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       17.8       31.0       26.7       18.4       14.8       28.5       23.2
Old  :                 21.1       16.4       31.0       25.8       18.9       15.9       28.3       24.9
Other:                 64.1       42.7       78.3       48.6       64.1       42.7       78.3       48.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 29, 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  : 1,383,027:   436,737    370,957    192,163    625,549    567,815  1,254,449  1,130,935:   128,578    252,092
Old  :   487,199:   224,245    222,631     23,455    203,596    190,709    451,296    436,795:    35,903     50,404
Other:   895,828:   341,848    277,682     39,352    421,953    377,106    803,153    694,140:    92,675    201,688
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    41,581:     8,211     28,815     15,647     12,341     -3,141     36,199     41,321:     5,382        260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       26.8       13.9       45.2       41.1       90.7       81.8:       9.3       18.2
Old  :     100.0:      46.0       45.7        4.8       41.8       39.1       92.6       89.7:       7.4       10.3
Other:     100.0:      38.2       31.0        4.4       47.1       42.1       89.7       77.5:      10.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       138        205        179        254        305        515        591:
Old  :       580:       104        156         27        169        185        289        352:
Other:       679:       158        162        102        190        284        403        497:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       13.9       19.0       19.9       10.6       11.2       18.5       16.1
Old  :                 20.9       19.2       33.7       30.4       20.9       16.9       33.6       28.1
Other:                 11.0       16.2       19.2       22.4       11.0       14.2       18.8       20.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 29, 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  :     7,242:     2,686      1,172         51      2,415      4,855      5,152      6,078:     2,090      1,164
Old  :     7,233:     2,686      1,172         51      2,408      4,855      5,145      6,078:     2,088      1,155
Other:         9:         0          0          0          7          0          7          0:         2          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       -47:        74        150          6       -194       -478       -114       -322:        67        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       16.2        0.7       33.3       67.0       71.1       83.9:      28.9       16.1
Old  :     100.0:      37.1       16.2        0.7       33.3       67.1       71.1       84.0:      28.9       16.0
Other:     100.0:       0.0        0.0        0.0       77.8        0.0       77.8        0.0:      22.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        14          6          6         12         11         30         19:
Old  :        36:        14          6          6         12         11         30         19:
Other:         1:         0          0          0          1          0          1          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  :                 39.0       60.2       51.0       74.9       39.0       54.0       48.0       67.2
Old  :                 39.1       60.3       51.0       74.9       39.1       54.1       48.1       67.3
Other:                 77.8        0.0       77.8        0.0       77.8        0.0       77.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 29, 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  :   610,514:   184,670    188,425     69,316    314,963    237,482    568,949    495,223:    41,565    115,291
Old  :    17,700:     3,463      2,098         14     11,764     11,123     15,241     13,235:     2,459      4,465
Other:   592,814:   185,359    190,479     65,150    303,199    226,359    553,708    481,988:    39,106    110,826
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -38,456:    -4,107     -6,004    -20,836    -11,488     -9,042    -36,431    -35,882:    -2,025     -2,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       30.9       11.4       51.6       38.9       93.2       81.1:       6.8       18.9
Old  :     100.0:      19.6       11.9        0.1       66.5       62.8       86.1       74.8:      13.9       25.2
Other:     100.0:      31.3       32.1       11.0       51.1       38.2       93.4       81.3:       6.6       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       625:       154        211        154        150        214        404        499:
Old  :       162:        23         27          1         57         65         80         93:
Other:       623:       157        210        149        125        206        373        491:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       14.2       23.3       20.5       11.0       12.2       19.5       17.7
Old  :                 48.4       29.2       65.5       41.6       48.4       26.6       65.1       39.1
Other:                 14.4       14.1       23.5       20.6       11.3       12.4       20.0       18.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 29, 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  :    21,880:    17,256      1,135        290          2      5,266     17,548      6,691:     4,332     15,189
Old  :       962:       887         25          0          2         51        889         76:        73        886
Other:    20,918:    16,369      1,110        290          0      5,215     16,659      6,615:     4,259     14,303
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       334:       336        161        228          0         22        564        411:      -230        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9        5.2        1.3        0.0       24.1       80.2       30.6:      19.8       69.4
Old  :     100.0:      92.2        2.6        0.0        0.2        5.3       92.4        7.9:       7.6       92.1
Other:     100.0:      78.3        5.3        1.4        0.0       24.9       79.6       31.6:      20.4       68.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          5          1         15          7         23:
Old  :        11:         2          1          0          1          7          3          8:
Other:        24:         5          4          5          0         15          6         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 78.9       12.9       80.2       19.4       78.8       12.8       78.9       19.4
Old  :                 92.4        6.9       92.4        7.9       92.4        6.9       92.4        7.9
Other:                 78.3       13.1       79.6       20.0       78.1       13.0       78.3       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 29, 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  :   330,867:   113,212    100,806     33,066    150,403    160,276    296,681    294,148:    34,186     36,719
Old  :    51,023:    14,749      6,496      1,304     27,727     35,616     43,780     43,416:     7,243      7,607
Other:   279,844:   104,924    100,771     25,301    122,676    124,660    252,901    250,732:    26,943     29,112
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -4,438:     2,629      1,307     -3,421     -2,805     -1,755     -3,597     -3,869:      -841       -569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       30.5       10.0       45.5       48.4       89.7       88.9:      10.3       11.1
Old  :     100.0:      28.9       12.7        2.6       54.3       69.8       85.8       85.1:      14.2       14.9
Other:     100.0:      37.5       36.0        9.0       43.8       44.5       90.4       89.6:       9.6       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        90         86         75         77         66        207        198:
Old  :       152:        49         29          9         40         49         91         86:
Other:       274:        82         93         60         69         54        185        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       26.9       20.3       36.0       12.1       24.2       20.2       32.8
Old  :                 24.5       33.8       36.7       43.1       23.2       32.6       34.1       41.7
Other:                 14.2       27.4       23.7       37.0       14.1       25.1       23.6       34.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 29, 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  :   794,653:   102,995     92,808      9,503    499,056    513,949    611,554    616,260:   183,099    178,393
Old  :   794,653:   102,995     92,808      9,503    499,056    513,949    611,554    616,260:   183,099    178,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :     5,067:    -5,167     -1,108      1,551     -1,692     -1,409     -5,308       -966:    10,375      6,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       11.7        1.2       62.8       64.7       77.0       77.6:      23.0       22.4
Old  :     100.0:      13.0       11.7        1.2       62.8       64.7       77.0       77.6:      23.0       22.4
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  :       168:        32         30         17         68         78        108        117:
Old  :       168:        32         30         17         68         78        108        117:
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  :                 25.7       19.8       35.8       28.8       23.1       16.5       31.5       24.2
Old  :                 25.7       19.8       35.8       28.8       23.1       16.5       31.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 29, 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  :   489,487:    53,580     39,929      3,651    326,372    350,464    383,603    394,044:   105,884     95,443
Old  :   489,487:    53,580     39,929      3,651    326,372    350,464    383,603    394,044:   105,884     95,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -9,442:    -1,793      3,128       -341     -3,976    -11,454     -6,110     -8,667:    -3,332       -775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        8.2        0.7       66.7       71.6       78.4       80.5:      21.6       19.5
Old  :     100.0:      10.9        8.2        0.7       66.7       71.6       78.4       80.5:      21.6       19.5
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  :        84:        11         12          6         43         48         58         62:
Old  :        84:        11         12          6         43         48         58         62:
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  :                 26.9       38.9       42.4       50.6       23.5       34.9       34.7       44.5
Old  :                 26.9       38.9       42.4       50.6       23.5       34.9       34.7       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 29, 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  :     6,541:     1,743        547        654      3,588      5,097      5,985      6,298:       556        243
Old  :     6,541:     1,743        547        654      3,588      5,097      5,985      6,298:       556        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       281:        91        -35         31        126        372        248        368:        33        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        8.4       10.0       54.9       77.9       91.5       96.3:       8.5        3.7
Old  :     100.0:      26.6        8.4       10.0       54.9       77.9       91.5       96.3:       8.5        3.7
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  :        41:        13          5          6         18         19         33         29:
Old  :        41:        13          5          6         18         19         33         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  :                 37.3       55.0       59.8       74.0       22.2       31.8       32.3       39.4
Old  :                 37.3       55.0       59.8       74.0       22.2       31.8       32.3       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 29, 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  :   310,960:    92,225     56,637     32,663    142,419    190,023    267,307    279,323:    43,653     31,637
Old  :    56,267:    22,738      3,376        428     21,984     45,303     45,150     49,107:    11,117      7,160
Other:   254,693:    81,840     65,614     19,882    120,435    144,720    222,157    230,216:    32,536     24,477
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -1,302:    -4,015     -5,853       -788      3,322      3,741     -1,481     -2,900:       179      1,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       18.2       10.5       45.8       61.1       86.0       89.8:      14.0       10.2
Old  :     100.0:      40.4        6.0        0.8       39.1       80.5       80.2       87.3:      19.8       12.7
Other:     100.0:      32.1       25.8        7.8       47.3       56.8       87.2       90.4:      12.8        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        70         66         70         84         85        200        185:
Old  :       175:        60         18          8         56         60        117         86:
Other:       239:        62         74         54         76         67        175        160:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       27.5       18.5       37.6       10.4       23.7       17.5       33.0
Old  :                 18.6       27.7       31.2       40.8       18.5       27.2       29.3       38.2
Other:                 11.9       28.9       20.2       39.6       11.6       25.7       19.7       35.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 29, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,767:     1,061      2,693      1,004      4,861      3,268      6,926      6,965:     1,841      1,802
Old  :     8,767:     1,061      2,693      1,004      4,861      3,268      6,926      6,965:     1,841      1,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       376:       -23        188         83        205        147        265        418:       111        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       30.7       11.5       55.4       37.3       79.0       79.4:      21.0       20.6
Old  :     100.0:      12.1       30.7       11.5       55.4       37.3       79.0       79.4:      21.0       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        14         18         12         18         15         38         44:
Old  :        64:        14         18         12         18         15         38         44:
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  :                 38.5       30.8       52.1       46.0       37.7       28.2       48.0       41.3
Old  :                 38.5       30.8       52.1       46.0       37.7       28.2       48.0       41.3
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 - Futures Only, July 29, 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  : 1,264,544:   360,418    268,631     15,390    790,736    844,778  1,166,544  1,128,799:    98,000    135,745
Old  : 1,264,544:   360,418    268,631     15,390    790,736    844,778  1,166,544  1,128,799:    98,000    135,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    82,063:   120,051      9,487     -7,637    -33,156     84,713     79,258     86,563:     2,805     -4,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       21.2        1.2       62.5       66.8       92.3       89.3:       7.7       10.7
Old  :     100.0:      28.5       21.2        1.2       62.5       66.8       92.3       89.3:       7.7       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        41         52         21         90        131        137        198:
Old  :       261:        41         52         21         90        131        137        198:
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  :                 30.8       21.0       43.7       29.6       29.8       21.0       42.2       29.6
Old  :                 30.8       21.0       43.7       29.6       29.8       21.0       42.2       29.6
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 - Futures Only, July 29, 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  : 2,764,504:   473,286    479,092     42,455  1,947,171  1,742,557  2,462,912  2,264,104:   301,592    500,400
Old  : 2,764,504:   473,286    479,092     42,455  1,947,171  1,742,557  2,462,912  2,264,104:   301,592    500,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    41,444:     5,844    -26,509      5,450     20,032     46,562     31,326     25,503:    10,118     15,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.3        1.5       70.4       63.0       89.1       81.9:      10.9       18.1
Old  :     100.0:      17.1       17.3        1.5       70.4       63.0       89.1       81.9:      10.9       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:        52        104         51        129        179        216        299:
Old  :       380:        52        104         51        129        179        216        299:
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  :                 38.5       17.8       47.0       22.7       37.3       15.1       44.8       19.8
Old  :                 38.5       17.8       47.0       22.7       37.3       15.1       44.8       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 29, 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  : 2,138,536:   359,896    325,816     35,771  1,498,465  1,418,654  1,894,132  1,780,241:   244,404    358,295
Old  : 2,138,536:   359,896    325,816     35,771  1,498,465  1,418,654  1,894,132  1,780,241:   244,404    358,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -35,485:       119     17,774     -6,685    -28,156    -27,960    -34,722    -16,871:      -763    -18,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       15.2        1.7       70.1       66.3       88.6       83.2:      11.4       16.8
Old  :     100.0:      16.8       15.2        1.7       70.1       66.3       88.6       83.2:      11.4       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  :       286:        38         62         25        115        142        168        214:
Old  :       286:        38         62         25        115        142        168        214:
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  :                 26.8       18.6       38.1       28.4       22.8       18.3       33.4       26.1
Old  :                 26.8       18.6       38.1       28.4       22.8       18.3       33.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 29, 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  :   464,212:    18,425    119,033     87,309    326,422    202,545    432,156    408,887:    32,056     55,325
Old  :   464,212:    18,425    119,033     87,309    326,422    202,545    432,156    408,887:    32,056     55,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    12,518:    -1,240      8,034      1,198     12,640      1,132     12,598     10,364:       -80      2,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       25.6       18.8       70.3       43.6       93.1       88.1:       6.9       11.9
Old  :     100.0:       4.0       25.6       18.8       70.3       43.6       93.1       88.1:       6.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        13         31         25         37         41         66         83:
Old  :        91:        13         31         25         37         41         66         83:
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  :                 50.5       20.3       58.1       32.5       39.4       16.6       43.5       23.6
Old  :                 50.5       20.3       58.1       32.5       39.4       16.6       43.5       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 29, 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  :    63,353:    20,319     10,072        181     34,237     45,858     54,737     56,111:     8,616      7,243
Old  :    63,353:    20,319     10,072        181     34,237     45,858     54,737     56,111:     8,616      7,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :      -274:    -1,400     -2,476        177        996      2,271       -228        -28:       -47       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       15.9        0.3       54.0       72.4       86.4       88.6:      13.6       11.4
Old  :     100.0:      32.1       15.9        0.3       54.0       72.4       86.4       88.6:      13.6       11.4
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  :       115:        36         25          5         37         23         75         51:
Old  :       115:        36         25          5         37         23         75         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       42.7       41.1       62.0       27.2       42.7       41.1       61.0
Old  :                 27.2       42.7       41.1       62.0       27.2       42.7       41.1       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 29, 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  :   126,706:    40,638     20,143        362     68,474     91,716    109,474    112,221:    17,232     14,485
Old  :   126,706:    40,638     20,143        362     68,474     91,716    109,474    112,221:    17,232     14,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :      -548:    -2,800     -4,951        354      1,991      4,542       -455        -55:       -93       -493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       15.9        0.3       54.0       72.4       86.4       88.6:      13.6       11.4
Old  :     100.0:      32.1       15.9        0.3       54.0       72.4       86.4       88.6:      13.6       11.4
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  :       115:        36         25          5         37         23         75         51:
Old  :       115:        36         25          5         37         23         75         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       42.7       41.1       62.0       27.2       42.7       41.1       61.0
Old  :                 27.2       42.7       41.1       62.0       27.2       42.7       41.1       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 29, 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  :    10,758:     8,079     10,047        458      2,149        248     10,686     10,753:        72          5
Old  :    10,758:     8,079     10,047        458      2,149        248     10,686     10,753:        72          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -2,518:    -2,873     -2,500        -18        371          0     -2,520     -2,518:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       93.4        4.3       20.0        2.3       99.3      100.0:       0.7        0.0
Old  :     100.0:      75.1       93.4        4.3       20.0        2.3       99.3      100.0:       0.7        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          4          2          3          1         20          6:
Old  :        23:        16          4          2          3          1         20          6:
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  :                 69.0       98.3       84.3      100.0       65.3       93.4       80.6       93.4
Old  :                 69.0       98.3       84.3      100.0       65.3       93.4       80.6       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, July 29, 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  :    53,243:     7,917     19,789        305     44,938     32,977     53,160     53,071:        83        172
Old  :    53,243:     7,917     19,789        305     44,938     32,977     53,160     53,071:        83        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       810:        92        185        -24        730        624        798        785:        12         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       37.2        0.6       84.4       61.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      14.9       37.2        0.6       84.4       61.9       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         3         16          1         13         17         16         34:
Old  :        48:         3         16          1         13         17         16         34:
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  :                 74.7       57.0       97.6       77.6       74.1       47.9       88.6       68.4
Old  :                 74.7       57.0       97.6       77.6       74.1       47.9       88.6       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, July 29, 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  :    34,615:     4,469     12,723      1,305     28,758     20,407     34,532     34,435:        83        180
Old  :    34,615:     4,469     12,723      1,305     28,758     20,407     34,532     34,435:        83        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :     1,294:       125        239         40      1,151      1,006      1,316      1,285:       -22          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       36.8        3.8       83.1       59.0       99.8       99.5:       0.2        0.5
Old  :     100.0:      12.9       36.8        3.8       83.1       59.0       99.8       99.5:       0.2        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  :        43:         4         17          1          7         16         11         34:
Old  :        43:         4         17          1          7         16         11         34:
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  :                 77.8       53.4       98.4       73.7       76.7       53.4       91.7       70.7
Old  :                 77.8       53.4       98.4       73.7       76.7       53.4       91.7       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 1, 2014