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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 1, 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  :   370,771:   107,523    140,941     57,808    172,256    128,592    337,587    327,341:    33,184     43,430
Old  :   342,256:    97,806    143,593     50,216    163,706    112,012    311,728    305,821:    30,528     36,435
Other:    28,515:    14,975      2,606      2,334      8,550     16,580     25,859     21,520:     2,656      6,995
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -5,522:     5,208      5,090       -233     -7,258     -7,697     -2,283     -2,840:    -3,239     -2,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       38.0       15.6       46.5       34.7       91.1       88.3:       8.9       11.7
Old  :     100.0:      28.6       42.0       14.7       47.8       32.7       91.1       89.4:       8.9       10.6
Other:     100.0:      52.5        9.1        8.2       30.0       58.1       90.7       75.5:       9.3       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        92        122        101         88         86        248        255:
Old  :       344:        98        121         94         87         83        243        247:
Other:       117:        19         24         14         27         59         59         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       13.8       29.0       22.9       17.7       13.1       28.0       20.9
Old  :                 19.4       14.9       29.9       24.3       19.4       14.8       29.5       23.3
Other:                 59.6       24.3       69.6       40.8       59.6       21.9       67.8       35.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 1, 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  :   133,669:    53,489     31,636      7,296     57,883     72,068    118,668    111,000:    15,001     22,669
Old  :   127,015:    52,266     31,548      5,941     54,526     69,953    112,733    107,442:    14,282     19,573
Other:     6,654:     2,546      1,411         32      3,357      2,115      5,935      3,558:       719      3,096
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -4,713:     1,433        908     -3,473     -1,150       -676     -3,190     -3,241:    -1,523     -1,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0       23.7        5.5       43.3       53.9       88.8       83.0:      11.2       17.0
Old  :     100.0:      41.1       24.8        4.7       42.9       55.1       88.8       84.6:      11.2       15.4
Other:     100.0:      38.3       21.2        0.5       50.5       31.8       89.2       53.5:      10.8       46.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        55         47         37         55         56        129        125:
Old  :       184:        58         45         35         55         54        128        121:
Other:        60:         6         14          3         13         31         19         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       22.8       31.2       34.7       18.5       20.4       28.2       30.7
Old  :                 21.5       23.7       31.6       35.5       19.3       21.5       28.1       32.2
Other:                 78.1       27.2       85.6       36.0       78.1       27.2       85.5       36.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 1, 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  : 1,281,647:   413,772    293,291    165,966    585,432    582,915  1,165,170  1,042,172:   116,477    239,475
Old  :   524,116:   225,673    217,625     16,244    242,846    228,642    484,763    462,511:    39,353     61,605
Other:   757,531:   308,055    195,622     29,766    342,586    354,273    680,407    579,661:    77,124    177,870
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :   -81,053:    -8,463      8,673    -34,887    -33,831    -40,207    -77,181    -66,421:    -3,872    -14,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       22.9       12.9       45.7       45.5       90.9       81.3:       9.1       18.7
Old  :     100.0:      43.1       41.5        3.1       46.3       43.6       92.5       88.2:       7.5       11.8
Other:     100.0:      40.7       25.8        3.9       45.2       46.8       89.8       76.5:      10.2       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       689:       123        177        148        232        310        455        555:
Old  :       565:        93        140         29        152        234        262        387:
Other:       629:       130        137         83        172        286        351        462:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       13.9       19.9       19.9       10.6       10.4       19.1       15.2
Old  :                 17.3       18.8       31.0       29.4       17.3       17.3       30.8       27.9
Other:                 12.7       17.5       21.8       23.5       12.6       15.5       21.2       21.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 1, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,151:     2,816        772         65      2,344      5,289      5,225      6,126:     1,926      1,025
Old  :     7,151:     2,816        772         65      2,344      5,289      5,225      6,126:     1,926      1,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :      -622:      -261         49         -6        -41       -510       -308       -467:      -314       -155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       10.8        0.9       32.8       74.0       73.1       85.7:      26.9       14.3
Old  :     100.0:      39.4       10.8        0.9       32.8       74.0       73.1       85.7:      26.9       14.3
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  :        35:        14          6          6         12         10         30         18:
Old  :        35:        14          6          6         12         10         30         18:
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  :                 39.2       55.3       51.2       74.9       38.9       48.7       48.4       66.7
Old  :                 39.2       55.3       51.2       74.9       38.9       48.7       48.4       66.7
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 - Futures Only, July 1, 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  :   596,424:   195,373    178,252     75,686    281,418    235,256    552,477    489,194:    43,947    107,230
Old  :    74,341:    31,293     16,648      1,249     34,829     42,827     67,371     60,724:     6,970     13,617
Other:   522,083:   189,077    186,601     49,440    246,589    192,429    485,106    428,470:    36,977     93,613
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :   -11,940:    -1,187     19,096     -7,550       -172    -21,529     -8,909     -9,983:    -3,031     -1,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       29.9       12.7       47.2       39.4       92.6       82.0:       7.4       18.0
Old  :     100.0:      42.1       22.4        1.7       46.9       57.6       90.6       81.7:       9.4       18.3
Other:     100.0:      36.2       35.7        9.5       47.2       36.9       92.9       82.1:       7.1       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       597:       152        190        171        151        211        423        472:
Old  :       352:        95         69         17         89        120        192        200:
Other:       584:       151        190        121        106        193        336        439:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       11.8       20.4       18.5       11.0       11.3       19.7       17.0
Old  :                 21.9       17.5       34.9       29.3       21.7       17.5       32.8       29.3
Other:                 12.7       12.9       22.0       19.6       12.4       12.5       21.5       18.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 1, 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  :    21,183:    15,143        993         73          5      5,236     15,221      6,302:     5,962     14,881
Old  :       946:       569         12         37          5        176        611        225:       335        721
Other:    20,237:    14,579        986         31          0      5,060     14,610      6,077:     5,627     14,160
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -1,565:    -1,230         49          9          3        210     -1,218        268:      -347     -1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.5        4.7        0.3        0.0       24.7       71.9       29.8:      28.1       70.2
Old  :     100.0:      60.1        1.3        3.9        0.5       18.6       64.6       23.8:      35.4       76.2
Other:     100.0:      72.0        4.9        0.2        0.0       25.0       72.2       30.0:      27.8       70.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          3          1         16          4         21:
Old  :        17:         2          2          1          1         12          3         15:
Other:        21:         2          3          3          0         16          3         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 71.9       12.4       71.9       19.1       71.5       12.3       71.5       19.0
Old  :                 64.6       17.8       64.6       21.2       60.7       15.0       60.7       18.0
Other:                 72.2       12.4       72.2       19.3       72.0       12.2       72.0       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 1, 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  :   310,739:   106,714     78,593     28,048    145,170    169,646    279,932    276,287:    30,807     34,452
Old  :    82,399:    29,558      9,937      5,225     37,142     55,163     71,925     70,325:    10,474     12,074
Other:   228,340:    85,128     76,628     14,851    108,028    114,483    208,007    205,962:    20,333     22,378
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :   -10,493:     1,437     -7,282     -5,270     -4,233     -1,960     -8,066    -14,512:    -2,427      4,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       25.3        9.0       46.7       54.6       90.1       88.9:       9.9       11.1
Old  :     100.0:      35.9       12.1        6.3       45.1       66.9       87.3       85.3:      12.7       14.7
Other:     100.0:      37.3       33.6        6.5       47.3       50.1       91.1       90.2:       8.9        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        78         82         76         76         69        203        192:
Old  :       173:        56         29         32         52         56        121        110:
Other:       248:        72         80         49         68         45        171        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       28.1       21.7       37.9       11.7       25.6       21.3       34.6
Old  :                 22.0       27.6       33.0       38.2       22.0       26.8       32.8       37.2
Other:                 16.0       29.8       27.6       41.5       15.9       27.5       27.4       38.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 1, 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  :   736,293:    88,817     71,080      6,828    488,290    490,637    583,935    568,545:   152,358    167,748
Old  :   736,293:    88,817     71,080      6,828    488,290    490,637    583,935    568,545:   152,358    167,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -2,804:    10,808      2,893     -3,948     -7,451     -7,988       -591     -9,043:    -2,213      6,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        9.7        0.9       66.3       66.6       79.3       77.2:      20.7       22.8
Old  :     100.0:      12.1        9.7        0.9       66.3       66.6       79.3       77.2:      20.7       22.8
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  :       170:        30         28         13         73         85        110        119:
Old  :       170:        30         28         13         73         85        110        119:
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  :                 24.1       16.3       34.8       25.4       21.1       11.2       28.6       18.9
Old  :                 24.1       16.3       34.8       25.4       21.1       11.2       28.6       18.9
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 - Futures Only, July 1, 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  :   485,677:    54,240     34,821      4,245    326,217    354,706    384,702    393,772:   100,975     91,905
Old  :   485,677:    54,240     34,821      4,245    326,217    354,706    384,702    393,772:   100,975     91,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :     4,328:     4,716     -3,185       -371         16      5,724      4,361      2,168:       -33      2,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        7.2        0.9       67.2       73.0       79.2       81.1:      20.8       18.9
Old  :     100.0:      11.2        7.2        0.9       67.2       73.0       79.2       81.1:      20.8       18.9
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  :        83:        12         11          6         43         46         59         59:
Old  :        83:        12         11          6         43         46         59         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       40.8       42.8       52.2       23.6       37.5       34.4       45.9
Old  :                 27.0       40.8       42.8       52.2       23.6       37.5       34.4       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 - Futures Only, July 1, 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  :     6,547:     1,306        858        594      4,054      4,854      5,954      6,306:       593        241
Old  :     6,547:     1,306        858        594      4,054      4,854      5,954      6,306:       593        241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :      -292:      -143        -80       -120        -95        -81       -358       -281:        66        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       13.1        9.1       61.9       74.1       90.9       96.3:       9.1        3.7
Old  :     100.0:      19.9       13.1        9.1       61.9       74.1       90.9       96.3:       9.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10          8          4         17         21         31         30:
Old  :        42:        10          8          4         17         21         31         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  :                 39.6       49.1       60.8       66.1       19.7       20.8       27.9       28.6
Old  :                 39.6       49.1       60.8       66.1       19.7       20.8       27.9       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 1, 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  :   307,503:    95,181     70,913     26,913    139,982    182,927    262,076    280,753:    45,427     26,750
Old  :    83,601:    25,379     14,911      3,933     38,597     55,510     67,909     74,354:    15,692      9,247
Other:   223,902:    80,344     66,544     12,438    101,385    127,417    194,167    206,399:    29,735     17,503
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -5,778:    -1,713     10,087       -846     -2,389    -12,136     -4,948     -2,895:      -830     -2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       23.1        8.8       45.5       59.5       85.2       91.3:      14.8        8.7
Old  :     100.0:      30.4       17.8        4.7       46.2       66.4       81.2       88.9:      18.8       11.1
Other:     100.0:      35.9       29.7        5.6       45.3       56.9       86.7       92.2:      13.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        71         78         65         79         87        198        188:
Old  :       180:        41         40         30         67         66        124        121:
Other:       229:        68         69         46         63         64        162        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       27.4       20.3       36.8        9.8       22.2       17.4       30.1
Old  :                 25.0       22.0       37.7       31.8       25.0       19.9       36.8       29.7
Other:                 10.9       30.5       19.7       40.8       10.4       27.6       18.9       37.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 1, 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  :     8,106:     1,211      2,308        659      4,447      3,214      6,317      6,181:     1,789      1,925
Old  :     8,106:     1,211      2,308        659      4,447      3,214      6,317      6,181:     1,789      1,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -1,041:       -14        206       -156       -635     -1,072       -805     -1,022:      -236        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       28.5        8.1       54.9       39.6       77.9       76.3:      22.1       23.7
Old  :     100.0:      14.9       28.5        8.1       54.9       39.6       77.9       76.3:      22.1       23.7
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  :        55:        15         15          8         17         14         35         35:
Old  :        55:        15         15          8         17         14         35         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  :                 38.6       33.4       51.4       49.0       37.2       31.8       46.3       44.7
Old  :                 38.6       33.4       51.4       49.0       37.2       31.8       46.3       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 1, 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  : 1,098,153:   221,386    214,424     11,255    767,070    736,329    999,711    962,008:    98,442    136,145
Old  : 1,098,153:   221,386    214,424     11,255    767,070    736,329    999,711    962,008:    98,442    136,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    57,952:     8,230    -18,132      2,012     38,356     83,797     48,598     67,677:     9,354     -9,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       19.5        1.0       69.9       67.1       91.0       87.6:       9.0       12.4
Old  :     100.0:      20.2       19.5        1.0       69.9       67.1       91.0       87.6:       9.0       12.4
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  :       236:        40         41         19         85        118        132        171:
Old  :       236:        40         41         19         85        118        132        171:
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  :                 31.3       20.0       42.2       29.9       29.6       20.0       39.8       29.8
Old  :                 31.3       20.0       42.2       29.9       29.6       20.0       39.8       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 1, 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  : 2,603,368:   404,469    473,827     35,048  1,878,105  1,621,728  2,317,622  2,130,603:   285,746    472,765
Old  : 2,603,368:   404,469    473,827     35,048  1,878,105  1,621,728  2,317,622  2,130,603:   285,746    472,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    18,168:     1,723     43,789     -2,611     -6,004    -32,558     -6,892      8,620:    25,060      9,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       18.2        1.3       72.1       62.3       89.0       81.8:      11.0       18.2
Old  :     100.0:      15.5       18.2        1.3       72.1       62.3       89.0       81.8:      11.0       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        47        105         39        129        172        204        288:
Old  :       369:        47        105         39        129        172        204        288:
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  :                 41.6       19.0       50.4       24.3       40.0       16.2       47.7       20.6
Old  :                 41.6       19.0       50.4       24.3       40.0       16.2       47.7       20.6
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 - Futures Only, July 1, 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  : 2,056,055:   288,175    296,970     26,878  1,518,127  1,371,639  1,833,180  1,695,487:   222,875    360,568
Old  : 2,056,055:   288,175    296,970     26,878  1,518,127  1,371,639  1,833,180  1,695,487:   222,875    360,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :   -66,142:   -14,371     10,117     -1,789    -53,805    -60,533    -69,965    -52,205:     3,823    -13,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       14.4        1.3       73.8       66.7       89.2       82.5:      10.8       17.5
Old  :     100.0:      14.0       14.4        1.3       73.8       66.7       89.2       82.5:      10.8       17.5
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  :       272:        35         58         22        109        135        161        198:
Old  :       272:        35         58         22        109        135        161        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       19.8       43.8       28.7       29.7       18.2       37.9       25.4
Old  :                 33.0       19.8       43.8       28.7       29.7       18.2       37.9       25.4
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, July 1, 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  :   411,799:    28,953     88,240     79,523    276,054    196,684    384,530    364,447:    27,269     47,352
Old  :   411,799:    28,953     88,240     79,523    276,054    196,684    384,530    364,447:    27,269     47,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    -5,722:    -1,415       -437      1,037     -5,220     -1,238     -5,598       -638:      -124     -5,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       21.4       19.3       67.0       47.8       93.4       88.5:       6.6       11.5
Old  :     100.0:       7.0       21.4       19.3       67.0       47.8       93.4       88.5:       6.6       11.5
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  :        81:        15         23         23         34         37         60         74:
Old  :        81:        15         23         23         34         37         60         74:
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  :                 51.4       23.2       60.4       36.1       40.6       19.5       45.0       27.3
Old  :                 51.4       23.2       60.4       36.1       40.6       19.5       45.0       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 1, 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  :    65,075:    20,245     14,188        126     35,886     44,205     56,257     58,518:     8,818      6,557
Old  :    65,075:    20,245     14,188        126     35,886     44,205     56,257     58,518:     8,818      6,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :     6,963:     5,667     -1,146        -91        338      8,926      5,914      7,690:     1,050       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       21.8        0.2       55.1       67.9       86.4       89.9:      13.6       10.1
Old  :     100.0:      31.1       21.8        0.2       55.1       67.9       86.4       89.9:      13.6       10.1
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  :       118:        35         26          7         41         23         78         54:
Old  :       118:        35         26          7         41         23         78         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       39.4       38.5       58.9       25.2       39.4       38.5       58.7
Old  :                 25.2       39.4       38.5       58.9       25.2       39.4       38.5       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 1, 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  :   130,149:    40,490     28,376        251     71,772     88,409    112,513    117,036:    17,636     13,113
Old  :   130,149:    40,490     28,376        251     71,772     88,409    112,513    117,036:    17,636     13,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :    13,926:    11,333     -2,291       -181        675     17,852     11,827     15,380:     2,099     -1,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       21.8        0.2       55.1       67.9       86.4       89.9:      13.6       10.1
Old  :     100.0:      31.1       21.8        0.2       55.1       67.9       86.4       89.9:      13.6       10.1
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  :       118:        35         26          7         41         23         78         54:
Old  :       118:        35         26          7         41         23         78         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       39.4       38.5       58.9       25.2       39.4       38.5       58.7
Old  :                 25.2       39.4       38.5       58.9       25.2       39.4       38.5       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 1, 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  :    15,070:    13,186     13,984        886        926        194     14,998     15,064:        72          6
Old  :    15,070:    13,186     13,984        886        926        194     14,998     15,064:        72          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :      -299:      -143       -301        -96        -92         94       -331       -303:        32          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.5       92.8        5.9        6.1        1.3       99.5      100.0:       0.5        0.0
Old  :     100.0:      87.5       92.8        5.9        6.1        1.3       99.5      100.0:       0.5        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  :        22:        17          3          2          1          1         19          5:
Old  :        22:        17          3          2          1          1         19          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  :                 68.7       98.7       86.0      100.0       67.0       94.1       83.6       94.1
Old  :                 68.7       98.7       86.0      100.0       67.0       94.1       83.6       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, July 1, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    51,584:     8,077     20,329        331     43,085     30,774     51,493     51,434:        91        150
Old  :    51,584:     8,077     20,329        331     43,085     30,774     51,493     51,434:        91        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :       610:      -169        535        -16        779         83        594        602:        16          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       39.4        0.6       83.5       59.7       99.8       99.7:       0.2        0.3
Old  :     100.0:      15.7       39.4        0.6       83.5       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  :        44:         5         13          1         13         14         18         28:
Old  :        44:         5         13          1         13         14         18         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  :                 74.7       54.6       97.1       75.7       74.0       45.2       87.9       66.3
Old  :                 74.7       54.6       97.1       75.7       74.0       45.2       87.9       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, July 1, 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  :    33,415:     4,364     12,379      1,223     27,728     19,641     33,315     33,243:       100        172
Old  :    33,415:     4,364     12,379      1,223     27,728     19,641     33,315     33,243:       100        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 24, 2014                        :
     :       491:       714        520       -351         87        286        450        455:        41         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       37.0        3.7       83.0       58.8       99.7       99.5:       0.3        0.5
Old  :     100.0:      13.1       37.0        3.7       83.0       58.8       99.7       99.5:       0.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         7         14          1          6         17         13         32:
Old  :        43:         7         14          1          6         17         13         32:
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  :                 78.7       54.3       98.0       73.6       78.5       54.3       90.9       70.2
Old  :                 78.7       54.3       98.0       73.6       78.5       54.3       90.9       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 4, 2014