```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      418,862
COMMITMENTS
 131,903  190,458   72,112  181,644  110,618  385,659  373,188   33,203   45,674

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -4,320)
  -6,127   -3,752    1,321     -798    1,356   -5,604   -1,075    1,284   -3,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     45.5     17.2     43.4     26.4     92.1     89.1      7.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     118      131      124       90       93      287      290
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      157,656
COMMITMENTS
  50,706   49,474   18,258   73,785   64,113  142,749  131,845   14,907   25,811

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      6,346)
     121    1,626    4,472    1,970    1,543    6,563    7,641     -217   -1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     31.4     11.6     46.8     40.7     90.5     83.6      9.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       53       41       63       64      131      144
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,297,802
COMMITMENTS
 457,378  370,865  166,741  547,908  514,810  1172027  1052416  125,775  245,386

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     12,635)
 -11,521   -1,140      721   17,020   21,722    6,220   21,303    6,415   -8,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     28.6     12.8     42.2     39.7     90.3     81.1      9.7     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     146      198      155      229      304      480      571
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,433
COMMITMENTS
   3,890    1,389       55    3,451    6,925    7,396    8,369    2,037    1,064

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        279)
     179     -241       43      -18      663      204      465       75     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     14.7      0.6     36.6     73.4     78.4     88.7     21.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        5        4       13       13       37       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      782,571
COMMITMENTS
 215,309  231,480  133,154  382,423  270,318  730,886  634,952   51,685  147,619

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      7,912)
      -7   -8,202   12,461   -7,636    5,967    4,818   10,226    3,094   -2,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     29.6     17.0     48.9     34.5     93.4     81.1      6.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      674)
     150      264      207      142      191      427      568
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,205
COMMITMENTS
  19,526    1,223      452        0    4,005   19,978    5,680    2,227   16,525

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        354)
     395      -54      -25        0   -1,224      370   -1,303      -16    1,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.9      5.5      2.0      0.0     18.0     90.0     25.6     10.0     74.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        4        4        0       12        6       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      379,661
COMMITMENTS
 127,885   82,127   62,144  149,698  203,712  339,727  347,983   39,934   31,678

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      1,784)
  -1,115   -9,495   -1,078    1,090   12,167   -1,103    1,594    2,887      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     21.6     16.4     39.4     53.7     89.5     91.7     10.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
     100       76       95       79       66      233      203
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,894
COMMITMENTS
 147,620  127,883    9,509  568,640  583,918  725,769  721,310  173,125  177,584

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     29,648)
  28,591   21,440  -10,999   -2,998   10,038   14,594   20,479   15,054    9,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     14.2      1.1     63.3     65.0     80.7     80.2     19.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      32       39       20       68       86      108      137
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      517,065
COMMITMENTS
  63,647   36,076    6,828  333,724  380,086  404,199  422,990  112,866   94,075

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      2,491)
   2,204     -686    1,117   -5,837    3,912   -2,516    4,343    5,007   -1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      7.0      1.3     64.5     73.5     78.2     81.8     21.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      13       11        4       45       46       60       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,724
COMMITMENTS
   2,767      289      639    2,758    5,470    6,164    6,398      560      326

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        361)
     560       33        1     -175      380      386      414      -25      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      4.3      9.5     41.0     81.4     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17        3        7       12       19       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      359,477
COMMITMENTS
 111,695   65,638   44,786  157,819  209,394  314,300  319,818   45,177   39,659

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      8,448)
   4,246    4,790    1,398   -1,912    1,930    3,732    8,118    4,716      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     18.3     12.5     43.9     58.2     87.4     89.0     12.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      68       79       78       90       77      214      193
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,928
COMMITMENTS
   1,170    4,351    2,228    5,870    2,556    9,268    9,135    1,660    1,793

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        -21)
     -59     -269      136      115      -21      192     -154     -213      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     39.8     20.4     53.7     23.4     84.8     83.6     15.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      17       22       17       19       13       50       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,514,157
COMMITMENTS
 357,946  436,784   27,778  1012946  871,841  1398670  1336403  115,487  177,754

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -97,848)
 -46,446 -105,986    7,310  -71,002  -26,004 -110,138 -124,680   12,290   26,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     28.8      1.8     66.9     57.6     92.4     88.3      7.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      42       59       23       92      119      143      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,708,628
COMMITMENTS
 403,809  496,138   49,590  1956090  1668668  2409489  2214396  299,139  494,232

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -22,401)
 -46,069   33,755   -2,748   -2,508  -52,511  -51,325  -21,504   28,924     -897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     18.3      1.8     72.2     61.6     89.0     81.8     11.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
      49      105       51      117      183      204      301
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,079,846
COMMITMENTS
 323,501  338,889   39,989  1477630  1312594  1841120  1691472  238,726  388,374

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -15,995)
  -9,865  -24,914    3,100  -25,423   -7,206  -32,188  -29,020   16,193   13,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     16.3      1.9     71.0     63.1     88.5     81.3     11.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      39       70       28      102      144      156      227
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      588,877
COMMITMENTS
  13,407  142,944  124,033  417,580  264,337  555,020  531,314   33,857   57,563

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -12,033)
  -2,731   -7,669      599   -6,632   -3,179   -8,764  -10,249   -3,269   -1,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     24.3     21.1     70.9     44.9     94.3     90.2      5.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       8       38       30       32       44       63       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,136
COMMITMENTS
  20,033   11,448      229   37,747   45,888   58,009   57,564    8,127    8,572

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -3,065)
  -4,430        6      176    1,252   -3,350   -3,002   -3,168      -63      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     17.3      0.3     57.1     69.4     87.7     87.0     12.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       27        5       35       21       63       51
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      132,272
COMMITMENTS
  40,066   22,895      458   75,494   91,775  116,018  115,128   16,254   17,144

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -6,129)
  -8,859       12      352    2,503   -6,700   -6,004   -6,336     -125      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     17.3      0.3     57.1     69.4     87.7     87.0     12.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       27        5       35       21       63       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,571
COMMITMENTS
   9,441    9,020      432      460    1,107   10,333   10,559      238       12

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -603)
    -680     -517        0      100      -72     -580     -589      -23      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.3     85.3      4.1      4.4     10.5     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        5        2        1        2       18        8
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,052
COMMITMENTS
   3,153   18,179      198   46,568   31,463   49,919   49,840      133      212

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,375)
     447      720       -3   -1,802   -2,055   -1,358   -1,338      -17      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     36.3      0.4     93.0     62.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       15        1       10       16       15       32
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       46,623
COMMITMENTS
   3,843   10,724    3,333   39,229   32,256   46,405   46,313      218      310

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        403)
     -52   -1,342      100      311    1,648      359      406       44       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     23.0      7.1     84.1     69.2     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6       17        1        4       23       10       41
```

----

Updated October 10, 2014