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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 12, 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  :   423,732:   120,013    168,339     71,543    191,490    135,661    383,046    375,543:    40,686     48,189
Old  :   382,189:   110,160    171,321     56,932    177,914    114,889    345,006    343,142:    37,183     39,047
Other:    41,543:    22,042      9,207      2,422     13,576     20,772     38,040     32,401:     3,503      9,142
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :   -15,203:    -1,825     -9,189     -9,049     -5,833      2,364    -16,707    -15,874:     1,504        671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       39.7       16.9       45.2       32.0       90.4       88.6:       9.6       11.4
Old  :     100.0:      28.8       44.8       14.9       46.6       30.1       90.3       89.8:       9.7       10.2
Other:     100.0:      53.1       22.2        5.8       32.7       50.0       91.6       78.0:       8.4       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       113        119        118         92         95        280        276:
Old  :       365:       117        115        106         88         86        268        258:
Other:       147:        32         33         12         31         63         74        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       11.9       26.0       20.4       15.8       11.1       25.3       18.3
Old  :                 18.2       13.1       27.4       22.2       18.1       12.8       27.2       20.6
Other:                 47.6       21.9       64.6       36.8       47.6       21.2       64.5       33.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 12, 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  :   140,969:    47,931     36,794      9,090     66,657     67,077    123,678    112,961:    17,291     28,008
Old  :   131,020:    46,183     37,092      8,056     60,270     62,014    114,509    107,162:    16,511     23,858
Other:     9,949:     2,776        730          6      6,387      5,063      9,169      5,799:       780      4,150
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -3,015:    -1,605     -1,689        740     -2,683     -2,690     -3,548     -3,639:       533        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       26.1        6.4       47.3       47.6       87.7       80.1:      12.3       19.9
Old  :     100.0:      35.2       28.3        6.1       46.0       47.3       87.4       81.8:      12.6       18.2
Other:     100.0:      27.9        7.3        0.1       64.2       50.9       92.2       58.3:       7.8       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        49         40         38         61         68        129        134:
Old  :       182:        51         41         34         59         66        125        129:
Other:        74:         7         12          4         23         37         32         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       18.6       30.8       27.0       17.6       14.8       28.0       22.9
Old  :                 20.5       17.3       30.7       26.2       18.0       16.2       27.5       24.8
Other:                 62.3       41.3       77.9       45.7       62.3       41.3       77.9       45.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 12, 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  : 1,351,181:   464,809    394,179    158,411    600,927    554,028  1,224,147  1,106,618:   127,034    244,563
Old  :   284,771:   122,436     96,833     12,952    116,951    141,706    252,339    251,491:    32,432     33,280
Other: 1,066,410:   404,518    359,491     83,314    483,976    412,322    971,808    855,127:    94,602    211,283
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :   -27,124:     6,398     12,873    -27,266     -5,797     -5,770    -26,665    -20,163:      -459     -6,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       29.2       11.7       44.5       41.0       90.6       81.9:       9.4       18.1
Old  :     100.0:      43.0       34.0        4.5       41.1       49.8       88.6       88.3:      11.4       11.7
Other:     100.0:      37.9       33.7        7.8       45.4       38.7       91.1       80.2:       8.9       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       148        209        178        253        294        527        583:
Old  :       529:       101        128         21        163        166        277        302:
Other:       707:       156        197        134        193        279        431        531:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       21.0       19.9       11.3       11.1       20.0       16.6
Old  :                 25.3       19.2       36.5       28.8       25.2       18.6       36.0       27.8
Other:                 12.8       15.0       21.8       21.6       12.7       12.7       21.4       18.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 12, 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  :     8,054:     3,062      1,021        224      2,601      5,512      5,887      6,757:     2,167      1,297
Old  :     8,017:     3,062      1,021        224      2,572      5,498      5,858      6,743:     2,159      1,274
Other:        37:         0          0          0         29         14         29         14:         8         23
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       648:       413        143         38        224        362        675        543:       -27        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       12.7        2.8       32.3       68.4       73.1       83.9:      26.9       16.1
Old  :     100.0:      38.2       12.7        2.8       32.1       68.6       73.1       84.1:      26.9       15.9
Other:     100.0:       0.0        0.0        0.0       78.4       37.8       78.4       37.8:      21.6       62.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          6          6         15         12         35         20:
Old  :        40:        16          6          6         15         12         35         20:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       54.0       47.9       72.4       33.3       52.9       43.8       66.7
Old  :                 33.9       54.3       47.9       72.5       33.4       53.3       44.0       66.9
Other:                 78.4       37.8       78.4       37.8       78.4       37.8       78.4       37.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 12, 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  :   641,181:   194,820    191,985     79,385    323,552    251,341    597,757    522,711:    43,424    118,470
Old  :   608,816:   187,406    191,958     71,015    310,242    238,225    568,663    501,198:    40,153    107,618
Other:    32,365:    15,391      8,004        393     13,310     13,116     29,094     21,513:     3,271     10,852
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    13,548:     7,442     -1,797      1,034      4,987     11,142     13,463     10,379:        85      3,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       29.9       12.4       50.5       39.2       93.2       81.5:       6.8       18.5
Old  :     100.0:      30.8       31.5       11.7       51.0       39.1       93.4       82.3:       6.6       17.7
Other:     100.0:      47.6       24.7        1.2       41.1       40.5       89.9       66.5:      10.1       33.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       158        233        155        121        205        384        504:
Old  :       635:       158        237        149        117        204        375        502:
Other:       239:        37         58         12         35        121         78        187:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       14.2       22.9       21.0       10.2       12.5       18.3       18.3
Old  :                 14.3       14.9       23.4       21.6       10.8       13.3       19.3       19.0
Other:                 41.1       21.4       58.4       30.2       41.1       21.4       57.9       30.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 12, 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  :    21,011:    17,103        719        378          0      5,359     17,481      6,456:     3,530     14,555
Old  :    19,361:    15,989        709        378          0      4,835     16,367      5,922:     2,994     13,439
Other:     1,650:     1,114         10          0          0        524      1,114        534:       536      1,116
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       726:       624        166        337          0         46        961        549:      -235        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4        3.4        1.8        0.0       25.5       83.2       30.7:      16.8       69.3
Old  :     100.0:      82.6        3.7        2.0        0.0       25.0       84.5       30.6:      15.5       69.4
Other:     100.0:      67.5        0.6        0.0        0.0       31.8       67.5       32.4:      32.5       67.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          4          0         15          5         23:
Old  :        24:         5          4          4          0         15          5         23:
Other:        19:         3          2          0          0         14          3         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 81.4       13.0       83.2       19.1       81.3       13.0       81.4       18.7
Old  :                 82.6       12.8       84.5       18.7       82.4       12.7       82.6       18.1
Other:                 67.5       27.6       67.5       30.3       67.5       27.6       67.5       30.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 12, 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  :   340,475:   116,776    101,878     40,954    148,411    160,245    306,141    303,077:    34,334     37,398
Old  :    40,113:    17,612      4,170        218     15,758     31,436     33,588     35,824:     6,525      4,289
Other:   300,362:   109,562    108,106     30,338    132,653    128,809    272,553    267,253:    27,809     33,109
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    14,433:     4,665      7,056      7,957      2,816      1,794     15,438     16,807:    -1,005     -2,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       29.9       12.0       43.6       47.1       89.9       89.0:      10.1       11.0
Old  :     100.0:      43.9       10.4        0.5       39.3       78.4       83.7       89.3:      16.3       10.7
Other:     100.0:      36.5       36.0       10.1       44.2       42.9       90.7       89.0:       9.3       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        90         83         79         76         63        208        195:
Old  :       146:        49         26          5         35         43         85         73:
Other:       279:        84         91         69         73         57        195        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       26.0       19.7       34.7       11.6       23.9       19.6       32.6
Old  :                 25.3       38.5       38.5       53.6       25.0       38.3       37.0       52.8
Other:                 13.1       25.7       22.1       35.1       13.0       23.7       22.0       33.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 12, 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  :   835,608:   103,876     86,668     10,730    548,205    558,318    662,811    655,716:   172,797    179,892
Old  :   835,608:   103,876     86,668     10,730    548,205    558,318    662,811    655,716:   172,797    179,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    60,585:    12,499       -756     -3,421     45,277     57,697     54,355     53,520:     6,230      7,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       10.4        1.3       65.6       66.8       79.3       78.5:      20.7       21.5
Old  :     100.0:      12.4       10.4        1.3       65.6       66.8       79.3       78.5:      20.7       21.5
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  :       174:        34         28         21         69         86        111        127:
Old  :       174:        34         28         21         69         86        111        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       20.1       38.5       31.1       26.6       18.8       35.1       26.3
Old  :                 28.9       20.1       38.5       31.1       26.6       18.8       35.1       26.3
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, August 12, 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  :   494,615:    53,891     33,655      4,173    336,110    355,143    394,174    392,971:   100,441    101,644
Old  :   494,615:    53,891     33,655      4,173    336,110    355,143    394,174    392,971:   100,441    101,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       503:     2,049        675     -1,721         37     -1,168        365     -2,214:       138      2,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        6.8        0.8       68.0       71.8       79.7       79.4:      20.3       20.6
Old  :     100.0:      10.9        6.8        0.8       68.0       71.8       79.7       79.4:      20.3       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  :        84:        10         12          5         46         47         59         61:
Old  :        84:        10         12          5         46         47         59         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       39.7       41.1       51.6       22.5       35.9       33.5       46.0
Old  :                 26.3       39.7       41.1       51.6       22.5       35.9       33.5       46.0
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, August 12, 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  :     6,411:     1,921        478        545      3,317      5,136      5,783      6,159:       628        252
Old  :     6,411:     1,921        478        545      3,317      5,136      5,783      6,159:       628        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       -29:       136         14         11       -139         -1          8         24:       -37        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        7.5        8.5       51.7       80.1       90.2       96.1:       9.8        3.9
Old  :     100.0:      30.0        7.5        8.5       51.7       80.1       90.2       96.1:       9.8        3.9
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  :        39:        14          4          5         16         17         31         26:
Old  :        39:        14          4          5         16         17         31         26:
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  :                 39.9       56.3       61.4       75.0       26.3       41.1       36.5       47.2
Old  :                 39.9       56.3       61.4       75.0       26.3       41.1       36.5       47.2
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 - Futures Only, August 12, 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  :   315,061:    97,869     46,864     39,627    133,804    198,242    271,300    284,733:    43,761     30,328
Old  :    42,137:    21,501      2,909        220     13,831     34,534     35,552     37,663:     6,585      4,474
Other:   272,924:    89,467     57,054     26,308    119,973    163,708    235,748    247,070:    37,176     25,854
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     5,540:     2,264     -9,136      6,142     -4,113      7,771      4,293      4,777:     1,247        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       14.9       12.6       42.5       62.9       86.1       90.4:      13.9        9.6
Old  :     100.0:      51.0        6.9        0.5       32.8       82.0       84.4       89.4:      15.6       10.6
Other:     100.0:      32.8       20.9        9.6       44.0       60.0       86.4       90.5:      13.6        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        72         62         72         83         84        204        180:
Old  :       163:        51         18          4         48         55        101         75:
Other:       244:        64         71         57         77         75        180        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  :                 10.8       29.2       18.0       38.9        9.4       25.6       16.6       34.8
Old  :                 23.4       32.1       37.1       46.4       23.4       31.8       37.1       45.6
Other:                 11.8       30.7       19.7       40.9       10.7       27.7       18.1       37.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,664:     1,367      3,512        979      5,461      3,397      7,807      7,888:     1,857      1,776
Old  :     9,664:     1,367      3,512        979      5,461      3,397      7,807      7,888:     1,857      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :      -189:       139        357       -719        349        158       -231       -204:        42         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       36.3       10.1       56.5       35.2       80.8       81.6:      19.2       18.4
Old  :     100.0:      14.1       36.3       10.1       56.5       35.2       80.8       81.6:      19.2       18.4
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  :        68:        17         19         12         21         17         43         47:
Old  :        68:        17         19         12         21         17         43         47:
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  :                 36.5       33.2       48.8       47.0       35.1       29.3       45.6       42.4
Old  :                 36.5       33.2       48.8       47.0       35.1       29.3       45.6       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 12, 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  : 1,336,947:   335,345    250,202     40,792    849,808    918,446  1,225,945  1,209,440:   111,002    127,507
Old  : 1,336,947:   335,345    250,202     40,792    849,808    918,446  1,225,945  1,209,440:   111,002    127,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     7,137:    -2,988     -8,826      8,971    -11,738     20,638     -5,755     20,783:    12,892    -13,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       18.7        3.1       63.6       68.7       91.7       90.5:       8.3        9.5
Old  :     100.0:      25.1       18.7        3.1       63.6       68.7       91.7       90.5:       8.3        9.5
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  :       261:        42         45         29         89        140        140        205:
Old  :       261:        42         45         29         89        140        140        205:
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  :                 31.8       21.5       44.5       30.7       31.6       21.5       43.0       30.5
Old  :                 31.8       21.5       44.5       30.7       31.6       21.5       43.0       30.5
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 - Futures Only, August 12, 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  : 2,844,443:   462,457    512,637     56,328  2,003,373  1,779,416  2,522,158  2,348,381:   322,285    496,062
Old  : 2,844,443:   462,457    512,637     56,328  2,003,373  1,779,416  2,522,158  2,348,381:   322,285    496,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    29,468:     9,547     14,596        731    -20,384     15,239    -10,106     30,566:    39,574     -1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.0        2.0       70.4       62.6       88.7       82.6:      11.3       17.4
Old  :     100.0:      16.3       18.0        2.0       70.4       62.6       88.7       82.6:      11.3       17.4
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  :       387:        51        108         48        130        183        214        306:
Old  :       387:        51        108         48        130        183        214        306:
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  :                 36.0       16.6       44.9       22.1       34.0       13.7       42.2       19.1
Old  :                 36.0       16.6       44.9       22.1       34.0       13.7       42.2       19.1
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, August 12, 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  : 2,170,870:   381,139    357,970     46,724  1,494,306  1,382,645  1,922,169  1,787,339:   248,701    383,531
Old  : 2,170,870:   381,139    357,970     46,724  1,494,306  1,382,645  1,922,169  1,787,339:   248,701    383,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     3,716:    66,587     34,431      6,931    -56,747    -59,506     16,771    -18,144:   -13,055     21,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       16.5        2.2       68.8       63.7       88.5       82.3:      11.5       17.7
Old  :     100.0:      17.6       16.5        2.2       68.8       63.7       88.5       82.3:      11.5       17.7
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  :       293:        43         70         26        114        133        174        212:
Old  :       293:        43         70         26        114        133        174        212:
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  :                 22.3       16.8       33.2       27.3       16.7       16.2       25.4       24.4
Old  :                 22.3       16.8       33.2       27.3       16.7       16.2       25.4       24.4
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 - Futures Only, August 12, 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  :   492,083:    17,855    124,032    107,579    336,647    204,501    462,081    436,112:    30,002     55,971
Old  :   492,083:    17,855    124,032    107,579    336,647    204,501    462,081    436,112:    30,002     55,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    32,591:       176      2,964     10,950     20,007     14,956     31,133     28,870:     1,458      3,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.2       21.9       68.4       41.6       93.9       88.6:       6.1       11.4
Old  :     100.0:       3.6       25.2       21.9       68.4       41.6       93.9       88.6:       6.1       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  :        87:        11         31         24         36         41         63         81:
Old  :        87:        11         31         24         36         41         63         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       20.4       56.1       32.7       34.2       15.1       39.3       20.7
Old  :                 46.7       20.4       56.1       32.7       34.2       15.1       39.3       20.7
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, August 12, 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  :    54,959:    13,015     16,752          8     33,808     31,687     46,830     48,446:     8,129      6,514
Old  :    54,959:    13,015     16,752          8     33,808     31,687     46,830     48,446:     8,129      6,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -3,369:    -2,630      1,621       -521         61     -4,732     -3,090     -3,632:      -279        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       30.5        0.0       61.5       57.7       85.2       88.1:      14.8       11.9
Old  :     100.0:      23.7       30.5        0.0       61.5       57.7       85.2       88.1:      14.8       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  :       108:        27         27          4         44         17         72         47:
Old  :       108:        27         27          4         44         17         72         47:
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  :                 25.4       39.5       37.7       59.1       23.3       39.2       34.9       57.2
Old  :                 25.4       39.5       37.7       59.1       23.3       39.2       34.9       57.2
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, August 12, 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  :   109,918:    26,029     33,503         15     67,616     63,373     93,660     96,891:    16,258     13,027
Old  :   109,918:    26,029     33,503         15     67,616     63,373     93,660     96,891:    16,258     13,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -6,738:    -5,260      3,242     -1,042        122     -9,463     -6,180     -7,263:      -558        525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       30.5        0.0       61.5       57.7       85.2       88.1:      14.8       11.9
Old  :     100.0:      23.7       30.5        0.0       61.5       57.7       85.2       88.1:      14.8       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  :       108:        27         27          4         44         17         72         47:
Old  :       108:        27         27          4         44         17         72         47:
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  :                 25.4       39.5       37.7       59.1       23.3       39.2       34.9       57.2
Old  :                 25.4       39.5       37.7       59.1       23.3       39.2       34.9       57.2
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, August 12, 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  :    12,468:     9,890     11,193        736      1,774        528     12,400     12,457:        68         11
Old  :    12,468:     9,890     11,193        736      1,774        528     12,400     12,457:        68         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       450:       954        -58        222       -577        280        599        444:      -149          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3       89.8        5.9       14.2        4.2       99.5       99.9:       0.5        0.1
Old  :     100.0:      79.3       89.8        5.9       14.2        4.2       99.5       99.9:       0.5        0.1
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  :        23:        16          4          3          3          1         20          7:
Old  :        23:        16          4          3          3          1         20          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       92.2       85.0       99.9       59.6       89.8       78.5       89.8
Old  :                 62.5       92.2       85.0       99.9       59.6       89.8       78.5       89.8
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, August 12, 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  :    55,398:     7,809     20,945        343     47,202     33,935     55,354     55,223:        44        175
Old  :    55,398:     7,809     20,945        343     47,202     33,935     55,354     55,223:        44        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     1,562:       632      1,209        -91      1,055        445      1,596      1,563:       -34         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       37.8        0.6       85.2       61.3       99.9       99.7:       0.1        0.3
Old  :     100.0:      14.1       37.8        0.6       85.2       61.3       99.9       99.7:       0.1        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  :        46:         3         15          1         13         17         16         33:
Old  :        46:         3         15          1         13         17         16         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       55.1       97.6       75.1       74.7       46.2       88.8       66.3
Old  :                 75.3       55.1       97.6       75.1       74.7       46.2       88.8       66.3
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    39,755:     1,354     14,737      2,467     35,827     22,291     39,648     39,495:       107        260
Old  :    39,755:     1,354     14,737      2,467     35,827     22,291     39,648     39,495:       107        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     2,414:    -1,261      2,091        198      3,453        122      2,390      2,411:        24          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       37.1        6.2       90.1       56.1       99.7       99.3:       0.3        0.7
Old  :     100.0:       3.4       37.1        6.2       90.1       56.1       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7         16          1          6         18         13         35:
Old  :        46:         7         16          1          6         18         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  :                 86.6       46.7       98.5       70.2       86.6       46.7       89.7       66.8
Old  :                 86.6       46.7       98.5       70.2       86.6       46.7       89.7       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 15, 2014