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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   484,655:   104,990    138,378    133,829    204,833    163,990    443,651    436,196:    41,004     48,459
Old  :   453,513:    95,370    141,898    124,631    195,361    145,904    415,361    412,433:    38,152     41,081
Other:    31,141:    16,025      2,885      2,793      9,472     18,086     28,290     23,763:     2,851      7,378
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    26,075:     1,566      6,152     13,894      6,660      3,717     22,120     23,763:     3,956      2,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       28.6       27.6       42.3       33.8       91.5       90.0:       8.5       10.0
Old  :     100.0:      21.0       31.3       27.5       43.1       32.2       91.6       90.9:       8.4        9.1
Other:     100.0:      51.5        9.3        9.0       30.4       58.1       90.8       76.3:       9.2       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       117        137        129        103         99        291        302:
Old  :       382:       120        136        126        102         98        287        298:
Other:       124:        20         28         20         26         62         62         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       11.1       23.8       18.6       13.6        9.9       21.4       15.8
Old  :                 16.5       11.9       24.4       19.5       14.7       11.2       22.2       17.5
Other:                 56.6       23.7       68.8       40.4       56.5       20.9       67.4       35.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   146,739:    52,104     34,861     14,906     64,269     71,981    131,279    121,748:    15,459     24,990
Old  :   139,360:    50,761     34,988     13,461     60,449     69,257    124,671    117,706:    14,689     21,654
Other:     7,379:     2,596      1,126        191      3,820      2,725      6,608      4,042:       771      3,337
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :     3,269:      -664      2,621        813      3,270     -1,366      3,419      2,068:      -150      1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       23.8       10.2       43.8       49.1       89.5       83.0:      10.5       17.0
Old  :     100.0:      36.4       25.1        9.7       43.4       49.7       89.5       84.5:      10.5       15.5
Other:     100.0:      35.2       15.3        2.6       51.8       36.9       89.6       54.8:      10.4       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        55         49         42         52         59        130        133:
Old  :       187:        55         51         41         52         59        129        132:
Other:        60:        10         11          9         14         29         27         46:
     :----------------------------------------------------------------------------------------------------
     :             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       19.8       28.7       29.8       17.2       16.6       26.1       25.4
Old  :                 19.9       19.7       28.6       30.0       17.5       17.5       25.8       26.6
Other:                 71.1       31.8       81.1       39.6       71.1       31.8       81.1       39.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  : 1,829,445:   432,696    264,400    503,383    750,257    740,264  1,686,336  1,508,047:   143,108    321,398
Old  :   699,607:   230,996    211,856    126,733    299,876    292,241    657,605    630,830:    42,002     68,777
Other: 1,129,837:   326,797    177,641    251,553    450,381    448,024  1,028,731    877,217:   101,106    252,620
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    76,135:     9,524       -783     46,730     24,568     16,258     80,822     62,204:    -4,687     13,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       14.5       27.5       41.0       40.5       92.2       82.4:       7.8       17.6
Old  :     100.0:      33.0       30.3       18.1       42.9       41.8       94.0       90.2:       6.0        9.8
Other:     100.0:      28.9       15.7       22.3       39.9       39.7       91.1       77.6:       8.9       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       176        188        229        290        343        589        650:
Old  :       611:       109        164        114        196        243        377        449:
Other:       700:       182        136        155        243        326        485        560:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       12.9       17.7       19.0        8.6        9.0       14.7       13.0
Old  :                 15.3       15.2       26.1       24.6       13.5       13.2       24.0       21.4
Other:                 10.9       14.8       17.6       20.5        8.3       11.0       14.2       16.0
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,847:     3,978      2,370      2,596      1,918      3,061      8,492      8,027:       355        820
Old  :     8,279:     4,107      2,345      2,199      1,619      2,951      7,924      7,495:       355        784
Other:       568:        33        187        236        300        110        568        533:         0         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :      -483:      -399       -260         10       -108       -157       -498       -408:        14        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       26.8       29.3       21.7       34.6       96.0       90.7:       4.0        9.3
Old  :     100.0:      49.6       28.3       26.6       19.6       35.6       95.7       90.5:       4.3        9.5
Other:     100.0:       5.8       32.9       41.5       52.7       19.4      100.0       93.7:       0.0        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          7         12          7          6         19         20:
Old  :        20:         7          6         11          7          6         19         18:
Other:         8:         2          4          4          2          1          6          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.7       59.7       79.6       75.9       40.4       46.9       56.4       51.2
Old  :                 58.2       61.7       80.3       77.1       44.3       50.1       59.5       54.9
Other:                 87.6       85.2      100.0       93.7       39.2       32.9       39.2       32.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,474:     3,051        679        604      2,803      6,237      6,458      7,520:     2,016        953
Old  :     8,474:     3,051        679        604      2,803      6,237      6,458      7,520:     2,016        953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :       466:       247        104         34        180        450        461        588:         5       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        8.0        7.1       33.1       73.6       76.2       88.7:      23.8       11.3
Old  :     100.0:      36.0        8.0        7.1       33.1       73.6       76.2       88.7:      23.8       11.3
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  :        37:        15          5          7         14         12         33         20:
Old  :        37:        15          5          7         14         12         33         20:
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  :                 34.2       54.3       47.9       75.0       34.2       45.6       43.5       62.1
Old  :                 34.2       54.3       47.9       75.0       34.2       45.6       43.5       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   861,151:   190,757    180,483    270,610    346,067    270,827    807,434    721,920:    53,718    139,231
Old  :    95,748:    22,224     16,206     27,366     37,730     38,162     87,319     81,733:     8,428     14,015
Other:   765,404:   186,281    182,026    225,495    308,337    232,666    720,114    640,187:    45,289    125,217
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    53,850:    -5,959     10,649     41,219     15,309     -7,919     50,569     43,950:     3,281      9,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       21.0       31.4       40.2       31.4       93.8       83.8:       6.2       16.2
Old  :     100.0:      23.2       16.9       28.6       39.4       39.9       91.2       85.4:       8.8       14.6
Other:     100.0:      24.3       23.8       29.5       40.3       30.4       94.1       83.6:       5.9       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       667:       184        224        252        167        224        503        562:
Old  :       373:        85         99         86         98        131        233        267:
Other:       651:       186        212        228        137        208        457        528:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       10.8       17.7       16.7        7.8        5.3       13.9        9.2
Old  :                 14.0       13.4       25.0       23.7       13.1       12.2       21.2       20.1
Other:                 10.7       11.0       18.3       17.4        8.6        6.2       14.7       10.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :    21,004:    15,623        700         31          2      5,322     15,656      6,053:     5,348     14,951
Old  :       962:       745          5          4          2        193        751        202:       211        760
Other:    20,042:    14,878        695         27          0      5,129     14,905      5,851:     5,137     14,191
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :      -179:       480       -293        -42         -3         86        435       -249:      -614         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4        3.3        0.1        0.0       25.3       74.5       28.8:      25.5       71.2
Old  :     100.0:      77.4        0.5        0.4        0.2       20.1       78.1       21.0:      21.9       79.0
Other:     100.0:      74.2        3.5        0.1        0.0       25.6       74.4       29.2:      25.6       70.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3          1         16          4         20:
Old  :        16:         1          1          1          1         13          2         15:
Other:        20:         2          2          3          0         16          3         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 74.5       12.9       74.5       19.4       74.4       12.8       74.4       19.3
Old  :                 78.1       16.0       78.1       19.0       77.7       16.0       77.7       19.0
Other:                 74.4       12.8       74.4       19.6       74.2       12.7       74.2       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   357,344:    95,701     88,792     58,318    171,238    173,324    325,257    320,435:    32,087     36,909
Old  :    97,498:    19,898     10,452     18,691     48,963     56,927     87,553     86,070:     9,946     11,428
Other:   259,846:    83,835     86,373     31,594    122,275    116,397    237,704    234,365:    22,141     25,481
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :     5,694:    -4,187      8,060      4,195      6,137     -7,488      6,145      4,767:      -452        927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       24.8       16.3       47.9       48.5       91.0       89.7:       9.0       10.3
Old  :     100.0:      20.4       10.7       19.2       50.2       58.4       89.8       88.3:      10.2       11.7
Other:     100.0:      32.3       33.2       12.2       47.1       44.8       91.5       90.2:       8.5        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        70         92         79         85         78        210        204:
Old  :       173:        41         45         41         60         62        127        124:
Other:       256:        70         85         58         72         58        177        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       23.8       21.2       32.6       10.6       18.4       18.6       26.7
Old  :                 23.3       24.0       34.4       32.6       18.3       17.6       27.3       24.7
Other:                 14.8       24.9       25.2       35.1       14.6       21.6       24.9       31.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :   807,679:    75,352     74,539     47,708    513,629    493,423    636,689    615,669:   170,990    192,010
Old  :   807,679:    75,352     74,539     47,708    513,629    493,423    636,689    615,669:   170,990    192,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :   -12,270:   -16,254      4,948      4,747     -6,272    -30,915    -17,779    -21,219:     5,509      8,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        9.2        5.9       63.6       61.1       78.8       76.2:      21.2       23.8
Old  :     100.0:       9.3        9.2        5.9       63.6       61.1       78.8       76.2:      21.2       23.8
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  :       175:        26         37         35         85         90        131        142:
Old  :       175:        26         37         35         85         90        131        142:
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  :                 22.5       14.6       32.5       22.5       19.2       10.1       25.8       16.9
Old  :                 22.5       14.6       32.5       22.5       19.2       10.1       25.8       16.9
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, July 8, 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  :   492,536:    50,178     33,159      5,023    328,924    355,350    384,124    393,532:   108,411     99,004
Old  :   492,536:    50,178     33,159      5,023    328,924    355,350    384,124    393,532:   108,411     99,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :     3,747:    -4,062     -1,522        325      2,281       -538     -1,456     -1,735:     5,203      5,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        6.7        1.0       66.8       72.1       78.0       79.9:      22.0       20.1
Old  :     100.0:      10.2        6.7        1.0       66.8       72.1       78.0       79.9:      22.0       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        10         11          8         44         47         60         60:
Old  :        81:        10         11          8         44         47         60         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       41.8       42.6       52.2       23.7       37.5       34.6       45.9
Old  :                 27.0       41.8       42.6       52.2       23.7       37.5       34.6       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :     6,425:     1,408        775        628      3,832      4,721      5,868      6,124:       557        301
Old  :     6,425:     1,408        775        628      3,832      4,721      5,868      6,124:       557        301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :      -122:       102        -83         34       -222       -133        -86       -182:       -36         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       12.1        9.8       59.6       73.5       91.3       95.3:       8.7        4.7
Old  :     100.0:      21.9       12.1        9.8       59.6       73.5       91.3       95.3:       8.7        4.7
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  :        40:        11          6          4         17         19         30         28:
Old  :        40:        11          6          4         17         19         30         28:
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  :                 38.1       49.9       59.3       68.5       19.6       23.1       29.6       32.2
Old  :                 38.1       49.9       59.3       68.5       19.6       23.1       29.6       32.2
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, July 8, 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  :   373,131:    90,487     69,521     72,528    161,288    199,883    324,302    341,932:    48,829     31,199
Old  :    99,412:    21,734      9,481     21,536     41,005     59,418     84,275     90,435:    15,137      8,977
Other:   273,719:    78,207     69,495     41,538    120,283    140,465    240,027    251,497:    33,692     22,222
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :     3,075:    -1,401      3,296      3,189      1,345     -5,602      3,132        883:       -58      2,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       18.6       19.4       43.2       53.6       86.9       91.6:      13.1        8.4
Old  :     100.0:      21.9        9.5       21.7       41.2       59.8       84.8       91.0:      15.2        9.0
Other:     100.0:      28.6       25.4       15.2       43.9       51.3       87.7       91.9:      12.3        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        73         78         81         87         96        216        205:
Old  :       189:        51         36         42         75         75        147        133:
Other:       246:        70         75         59         72         77        180        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       22.6       19.6       32.0        8.7       18.1       14.7       24.2
Old  :                 20.0       20.0       31.9       29.7       18.2       16.3       26.2       22.9
Other:                 10.6       25.0       18.6       35.2        9.2       21.9       16.3       29.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  :     8,726:     1,077      2,321      1,131      4,689      3,499      6,898      6,951:     1,828      1,775
Old  :     8,726:     1,077      2,321      1,131      4,689      3,499      6,898      6,951:     1,828      1,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :       -61:        28         48         43         -6        126         65        217:      -126       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       26.6       13.0       53.7       40.1       79.0       79.7:      21.0       20.3
Old  :     100.0:      12.3       26.6       13.0       53.7       40.1       79.0       79.7:      21.0       20.3
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  :        60:        16         16         10         20         16         40         40:
Old  :        60:        16         16         10         20         16         40         40:
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  :                 37.5       31.9       49.4       48.0       35.3       29.6       43.4       41.9
Old  :                 37.5       31.9       49.4       48.0       35.3       29.6       43.4       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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  : 1,122,944:   206,438    215,989     27,449    793,162    732,526  1,027,050    975,964:    95,894    146,980
Old  : 1,122,944:   206,438    215,989     27,449    793,162    732,526  1,027,050    975,964:    95,894    146,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :        -5:   -14,051      5,664      1,618     18,531    -15,388      6,098     -8,106:    -6,103      8,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       19.2        2.4       70.6       65.2       91.5       86.9:       8.5       13.1
Old  :     100.0:      18.4       19.2        2.4       70.6       65.2       91.5       86.9:       8.5       13.1
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  :       244:        44         37         26         95        124        147        179:
Old  :       244:        44         37         26         95        124        147        179:
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  :                 31.6       18.2       42.3       27.6       30.1       18.2       40.2       27.5
Old  :                 31.6       18.2       42.3       27.6       30.1       18.2       40.2       27.5
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, July 8, 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  : 3,152,717:   349,483    417,762    315,684  2,193,765  1,901,590  2,858,932  2,635,036:   293,785    517,681
Old  : 3,152,717:   349,483    417,762    315,684  2,193,765  1,901,590  2,858,932  2,635,036:   293,785    517,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    83,303:   -29,660     10,727     22,991    104,287     36,128     97,618     69,846:   -14,315     13,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       13.3       10.0       69.6       60.3       90.7       83.6:       9.3       16.4
Old  :     100.0:      11.1       13.3       10.0       69.6       60.3       90.7       83.6:       9.3       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  :       401:        57        109         95        172        205        300        338:
Old  :       401:        57        109         95        172        205        300        338:
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  :                 35.4       16.4       43.4       21.7       33.9       13.7       39.9       17.6
Old  :                 35.4       16.4       43.4       21.7       33.9       13.7       39.9       17.6
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, July 8, 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  : 2,315,561:   307,821    318,644    135,822  1,624,842  1,481,041  2,068,485  1,935,507:   247,076    380,053
Old  : 2,315,561:   307,821    318,644    135,822  1,624,842  1,481,041  2,068,485  1,935,507:   247,076    380,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    46,028:    14,480     25,133        423     16,821     13,629     31,724     39,185:    14,304      6,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       13.8        5.9       70.2       64.0       89.3       83.6:      10.7       16.4
Old  :     100.0:      13.3       13.8        5.9       70.2       64.0       89.3       83.6:      10.7       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  :       287:        46         56         49        128        153        202        230:
Old  :       287:        46         56         49        128        153        202        230:
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  :                 27.7       17.8       37.6       26.4       24.6       17.0       32.3       23.4
Old  :                 27.7       17.8       37.6       26.4       24.6       17.0       32.3       23.4
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, July 8, 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  :   416,447:    26,296     94,346     78,926    283,841    196,877    389,063    370,149:    27,384     46,298
Old  :   416,447:    26,296     94,346     78,926    283,841    196,877    389,063    370,149:    27,384     46,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :     3,757:    -2,735      6,181       -907      7,716         61      4,074      5,336:      -317     -1,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       22.7       19.0       68.2       47.3       93.4       88.9:       6.6       11.1
Old  :     100.0:       6.3       22.7       19.0       68.2       47.3       93.4       88.9:       6.6       11.1
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  :        84:        17         23         25         35         38         63         77:
Old  :        84:        17         23         25         35         38         63         77:
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  :                 52.3       21.6       60.4       34.7       40.7       17.6       44.9       25.8
Old  :                 52.3       21.6       60.4       34.7       40.7       17.6       44.9       25.8
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, July 8, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,005:    15,745     13,301        670     36,190     38,668     52,605     52,640:     7,400      7,365
Old  :    60,005:    15,745     13,301        670     36,190     38,668     52,605     52,640:     7,400      7,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :    -6,443:    -4,584       -952        183       -561     -6,381     -4,962     -7,150:    -1,481        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       22.2        1.1       60.3       64.4       87.7       87.7:      12.3       12.3
Old  :     100.0:      26.2       22.2        1.1       60.3       64.4       87.7       87.7:      12.3       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        33         24         11         43         24         80         55:
Old  :       114:        33         24         11         43         24         80         55:
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       39.7       40.7       59.0       26.8       39.7       40.6       58.8
Old  :                 26.9       39.7       40.7       59.0       26.8       39.7       40.6       58.8
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, July 8, 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  :   120,011:    31,490     26,603      1,341     72,380     77,337    105,210    105,280:    14,801     14,730
Old  :   120,011:    31,490     26,603      1,341     72,380     77,337    105,210    105,280:    14,801     14,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :   -12,886:    -9,169     -1,904        366     -1,122    -12,762     -9,925    -14,300:    -2,961      1,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       22.2        1.1       60.3       64.4       87.7       87.7:      12.3       12.3
Old  :     100.0:      26.2       22.2        1.1       60.3       64.4       87.7       87.7:      12.3       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        33         24         11         43         24         80         55:
Old  :       114:        33         24         11         43         24         80         55:
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       39.7       40.7       59.0       26.8       39.7       40.6       58.8
Old  :                 26.9       39.7       40.7       59.0       26.8       39.7       40.6       58.8
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, July 8, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    14,949:    13,133     14,382        562      1,199          0     14,894     14,944:        55          5
Old  :    14,949:    13,133     14,382        562      1,199          0     14,894     14,944:        55          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :      -121:       -53        398       -324        273       -194       -104       -120:       -17         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9       96.2        3.8        8.0        0.0       99.6      100.0:       0.4        0.0
Old  :     100.0:      87.9       96.2        3.8        8.0        0.0       99.6      100.0:       0.4        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  :        25:        19          4          2          2          0         22          5:
Old  :        25:        19          4          2          2          0         22          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       98.3       85.5      100.0       69.1       96.2       83.8       96.2
Old  :                 70.9       98.3       85.5      100.0       69.1       96.2       83.8       96.2
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, July 8, 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  :    52,063:     8,203     20,512        315     43,432     31,061     51,950     51,888:       113        175
Old  :    52,063:     8,203     20,512        315     43,432     31,061     51,950     51,888:       113        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :       479:       126        183        -16        347        287        457        454:        22         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       39.4        0.6       83.4       59.7       99.8       99.7:       0.2        0.3
Old  :     100.0:      15.8       39.4        0.6       83.4       59.7       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  :        45:         5         14          1         12         15         17         30:
Old  :        45:         5         14          1         12         15         17         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       54.8       97.1       75.7       72.8       45.4       88.1       66.4
Old  :                 73.4       54.8       97.1       75.7       72.8       45.4       88.1       66.4
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 with Delta-adjusted Options and Futures Combined, July 8, 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  :    33,792:     4,169     12,894      1,240     28,305     19,476     33,714     33,610:        78        182
Old  :    33,792:     4,169     12,894      1,240     28,305     19,476     33,714     33,610:        78        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 1, 2014                         :
     :       377:      -195        515         17        577       -165        399        367:       -22         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       38.2        3.7       83.8       57.6       99.8       99.5:       0.2        0.5
Old  :     100.0:      12.3       38.2        3.7       83.8       57.6       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  :        45:         5         17          2          7         17         13         35:
Old  :        45:         5         17          2          7         17         13         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.8       53.9       99.3       72.8       79.3       53.9       91.6       69.5
Old  :                 79.8       53.9       99.3       72.8       79.3       53.9       91.6       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 11, 2014