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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   524,137:   102,958    139,985    160,395    218,484    173,490    481,836    473,870:    42,300     50,267
Old  :   489,563:    94,725    144,451    148,507    207,329    154,079    450,561    447,037:    39,002     42,526
Other:    34,574:    17,390      4,691      2,731     11,154     19,411     31,275     26,833:     3,299      7,741
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    39,482:    -2,032      1,608     26,566     13,651      9,500     38,185     37,674:     1,297      1,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       26.7       30.6       41.7       33.1       91.9       90.4:       8.1        9.6
Old  :     100.0:      19.3       29.5       30.3       42.3       31.5       92.0       91.3:       8.0        8.7
Other:     100.0:      50.3       13.6        7.9       32.3       56.1       90.5       77.6:       9.5       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       118        143        138        102        104        296        314:
Old  :       390:       121        140        134        101        102        292        308:
Other:       138:        23         34         22         31         66         72        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       11.5       23.7       18.7       12.8        8.8       20.1       13.9
Old  :                 16.5       12.2       24.9       19.3       14.1       10.2       21.2       15.8
Other:                 53.7       24.7       66.9       40.4       53.6       23.0       66.2       35.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   157,225:    50,098     38,088     21,189     69,020     69,529    140,307    128,806:    16,918     28,419
Old  :   148,268:    48,882     38,401     19,130     64,028     66,060    132,041    123,591:    16,228     24,677
Other:     8,957:     2,885      1,357        390      4,992      3,468      8,267      5,215:       690      3,742
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    10,487:    -2,006      3,227      6,284      4,751     -2,453      9,028      7,058:     1,458      3,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       24.2       13.5       43.9       44.2       89.2       81.9:      10.8       18.1
Old  :     100.0:      33.0       25.9       12.9       43.2       44.6       89.1       83.4:      10.9       16.6
Other:     100.0:      32.2       15.2        4.3       55.7       38.7       92.3       58.2:       7.7       41.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        54         50         49         59         60        140        139:
Old  :       192:        54         54         48         58         59        138        137:
Other:        71:        11         16         12         17         32         33         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       17.3       28.1       25.8       16.5       15.6       25.7       23.3
Old  :                 18.7       16.8       28.0       25.6       16.9       16.5       25.1       24.6
Other:                 67.2       34.7       77.2       41.7       67.2       34.7       77.2       41.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  : 1,941,894:   422,138    271,658    601,079    766,566    735,304  1,789,783  1,608,040:   152,111    333,854
Old  :   709,145:   231,891    210,320    152,885    283,695    280,099    668,471    643,304:    40,674     65,841
Other: 1,232,749:   320,540    191,631    317,900    482,871    455,204  1,121,312    964,736:   111,437    268,013
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   112,449:   -10,557      7,258     97,695     16,309     -4,961    103,447     99,993:     9,002     12,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       14.0       31.0       39.5       37.9       92.2       82.8:       7.8       17.2
Old  :     100.0:      32.7       29.7       21.6       40.0       39.5       94.3       90.7:       5.7        9.3
Other:     100.0:      26.0       15.5       25.8       39.2       36.9       91.0       78.3:       9.0       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       794:       186        204        239        290        342        608        669:
Old  :       626:       126        161        110        197        235        380        449:
Other:       729:       187        159        166        249        325        510        579:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       12.5       17.2       18.7        7.9        8.5       13.4       12.2
Old  :                 14.5       14.7       24.6       23.5       12.6       12.4       22.4       20.2
Other:                 10.8       13.8       17.7       19.6        7.8        9.6       13.1       14.1
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :    10,343:     4,845      2,899      2,876      2,346      3,507     10,066      9,282:       277      1,062
Old  :     9,737:     5,003      2,898      2,414      2,043      3,398      9,460      8,711:       277      1,026
Other:       606:        60        218        244        303        109        606        570:         0         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,496:       867        529        280        427        446      1,574      1,254:       -78        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       28.0       27.8       22.7       33.9       97.3       89.7:       2.7       10.3
Old  :     100.0:      51.4       29.8       24.8       21.0       34.9       97.2       89.5:       2.8       10.5
Other:     100.0:       9.9       36.0       40.2       49.9       17.9      100.0       94.1:       0.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          8         13          7          6         20         21:
Old  :        21:         8          6         12          7          6         20         19:
Other:         8:         1          5          4          2          1          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       59.4       78.8       76.7       39.7       47.5       57.6       52.7
Old  :                 56.7       60.9       79.7       77.4       43.3       50.4       60.8       56.6
Other:                 83.4       85.0      100.0       94.1       41.9       35.6       41.9       36.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,344:     2,858        685        599      2,981      6,186      6,438      7,470:     1,906        875
Old  :     8,344:     2,858        685        599      2,981      6,186      6,438      7,470:     1,906        875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -129:      -193          6         -6        179        -51        -19        -51:      -110        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.2        7.2       35.7       74.1       77.2       89.5:      22.8       10.5
Old  :     100.0:      34.3        8.2        7.2       35.7       74.1       77.2       89.5:      22.8       10.5
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  :        37:        13          6          6         15         13         33         20:
Old  :        37:        13          6          6         15         13         33         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       54.0       49.5       74.4       35.7       43.9       45.0       61.4
Old  :                 35.7       54.0       49.5       74.4       35.7       43.9       45.0       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   918,357:   182,568    187,365    303,192    378,881    281,638    864,640    772,195:    53,716    146,162
Old  :    94,401:    16,782     11,597     35,602     34,932     34,830     87,317     82,029:     7,085     12,372
Other:   823,955:   181,112    191,094    252,263    343,949    246,808    777,323    690,165:    46,632    133,790
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    57,206:    -8,189      6,882     32,582     32,814     10,811     57,207     50,275:        -1      6,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.4       33.0       41.3       30.7       94.2       84.1:       5.8       15.9
Old  :     100.0:      17.8       12.3       37.7       37.0       36.9       92.5       86.9:       7.5       13.1
Other:     100.0:      22.0       23.2       30.6       41.7       30.0       94.3       83.8:       5.7       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       685:       181        241        260        166        235        507        588:
Old  :       369:        91         93         92         90        128        228        267:
Other:       663:       177        230        234        141        218        463        548:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       10.8       18.9       16.6        7.3        4.7       13.1        8.1
Old  :                 17.1       15.1       28.3       24.9       13.8       11.2       21.5       16.8
Other:                 11.1       10.8       19.1       17.2        7.9        5.3       13.8        9.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :    21,452:    15,955        710         41          2      5,399     15,998      6,150:     5,454     15,302
Old  :     1,061:       783          5          0          2        165        785        170:       276        891
Other:    20,391:    15,172        705         41          0      5,234     15,213      5,980:     5,178     14,411
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       448:       332         10         10          0         77        342         97:       106        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4        3.3        0.2        0.0       25.2       74.6       28.7:      25.4       71.3
Old  :     100.0:      73.8        0.5        0.0        0.2       15.6       74.0       16.0:      26.0       84.0
Other:     100.0:      74.4        3.5        0.2        0.0       25.7       74.6       29.3:      25.4       70.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3          1         16          4         20:
Old  :        16:         1          1          0          1         13          2         14:
Other:        20:         2          2          3          0         16          3         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       12.7       74.6       19.2       74.4       12.6       74.4       19.1
Old  :                 74.0       12.3       74.0       14.6       74.0       12.3       74.0       14.6
Other:                 74.6       12.8       74.6       19.6       74.4       12.7       74.4       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   376,430:    96,853     95,675     66,344    179,733    176,161    342,930    338,180:    33,499     38,249
Old  :    95,608:    14,890     10,403     20,274     50,835     54,802     85,999     85,479:     9,609     10,129
Other:   280,821:    88,229     91,538     39,805    128,898    121,359    256,931    252,702:    23,890     28,120
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    19,086:     1,152      6,882      8,026      8,495      2,837     17,673     17,746:     1,412      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       25.4       17.6       47.7       46.8       91.1       89.8:       8.9       10.2
Old  :     100.0:      15.6       10.9       21.2       53.2       57.3       89.9       89.4:      10.1       10.6
Other:     100.0:      31.4       32.6       14.2       45.9       43.2       91.5       90.0:       8.5       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        81         92         80         88         75        220        205:
Old  :       167:        39         45         35         59         57        118        118:
Other:       273:        82         86         62         76         63        194        178:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       23.9       20.2       32.6        9.9       17.9       17.1       26.0
Old  :                 26.1       26.0       36.1       34.7       20.4       18.1       27.6       24.9
Other:                 13.2       24.5       22.5       34.1       13.0       20.7       22.3       29.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   847,266:    96,124     65,494     49,598    529,367    547,366    675,089    662,458:   172,177    184,808
Old  :   847,266:    96,124     65,494     49,598    529,367    547,366    675,089    662,458:   172,177    184,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    39,587:    20,772     -9,044      1,890     15,738     53,944     38,400     46,790:     1,187     -7,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        7.7        5.9       62.5       64.6       79.7       78.2:      20.3       21.8
Old  :     100.0:      11.3        7.7        5.9       62.5       64.6       79.7       78.2:      20.3       21.8
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  :       184:        37         35         41         83         92        139        149:
Old  :       184:        37         35         41         83         92        139        149:
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  :                 23.1       16.0       33.0       25.2       20.1       13.0       27.4       19.8
Old  :                 23.1       16.0       33.0       25.2       20.1       13.0       27.4       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   494,238:    51,217     35,296      4,620    329,971    358,708    385,809    398,624:   108,429     95,614
Old  :   494,238:    51,217     35,296      4,620    329,971    358,708    385,809    398,624:   108,429     95,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,702:     1,039      2,137       -402      1,048      3,358      1,684      5,092:        18     -3,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.1        0.9       66.8       72.6       78.1       80.7:      21.9       19.3
Old  :     100.0:      10.4        7.1        0.9       66.8       72.6       78.1       80.7:      21.9       19.3
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  :        82:        10         11          8         45         48         60         62:
Old  :        82:        10         11          8         45         48         60         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       40.6       42.9       52.8       24.0       37.0       35.3       46.8
Old  :                 27.2       40.6       42.9       52.8       24.0       37.0       35.3       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :     6,113:     1,557        647        609      3,379      4,568      5,545      5,824:       568        289
Old  :     6,113:     1,557        647        609      3,379      4,568      5,545      5,824:       568        289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -312:       149       -128        -19       -453       -153       -323       -300:        11        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       10.6       10.0       55.3       74.7       90.7       95.3:       9.3        4.7
Old  :     100.0:      25.5       10.6       10.0       55.3       74.7       90.7       95.3:       9.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        12          5          3         20         22         33         30:
Old  :        44:        12          5          3         20         22         33         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  :                 37.5       50.2       58.6       69.1       21.9       27.8       32.4       36.6
Old  :                 37.5       50.2       58.6       69.1       21.9       27.8       32.4       36.6
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 with Delta-adjusted Options and Futures Combined, July 15, 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  :   379,266:    93,286     66,766     76,926    164,638    204,920    334,850    348,612:    44,415     30,654
Old  :    93,486:    20,424      4,134     23,831     35,947     57,191     80,202     85,156:    13,284      8,330
Other:   285,780:    79,650     69,420     46,307    128,691    147,728    254,648    263,455:    31,132     22,324
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     6,134:     2,800     -2,755      4,398      3,350      5,036     10,548      6,679:    -4,414       -545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       17.6       20.3       43.4       54.0       88.3       91.9:      11.7        8.1
Old  :     100.0:      21.8        4.4       25.5       38.5       61.2       85.8       91.1:      14.2        8.9
Other:     100.0:      27.9       24.3       16.2       45.0       51.7       89.1       92.2:      10.9        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        79         75         83         91         98        223        209:
Old  :       196:        55         33         44         74         76        152        133:
Other:       253:        77         71         60         80         77        189        179:
     :----------------------------------------------------------------------------------------------------
     :             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       22.4       18.5       32.4        8.9       19.1       14.5       25.4
Old  :                 16.8       23.2       28.5       32.5       15.4       19.6       24.7       25.9
Other:                 10.8       23.4       17.9       34.2        8.7       20.3       15.1       28.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,511:       944      2,437      1,506      5,157      3,534      7,606      7,477:     1,905      2,034
Old  :     9,511:       944      2,437      1,506      5,157      3,534      7,606      7,477:     1,905      2,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       785:      -134        117        374        467         35        708        526:        76        258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       25.6       15.8       54.2       37.2       80.0       78.6:      20.0       21.4
Old  :     100.0:       9.9       25.6       15.8       54.2       37.2       80.0       78.6:      20.0       21.4
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  :        63:        18         17         11         21         16         42         42:
Old  :        63:        18         17         11         21         16         42         42:
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  :                 38.7       31.1       49.5       45.7       36.5       27.8       43.7       39.1
Old  :                 38.7       31.1       49.5       45.7       36.5       27.8       43.7       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  : 1,178,831:   232,845    234,761     32,077    820,349    765,518  1,085,271  1,032,356:    93,560    146,475
Old  : 1,178,831:   232,845    234,761     32,077    820,349    765,518  1,085,271  1,032,356:    93,560    146,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    55,888:    26,407     18,772      4,628     27,187     32,992     58,222     56,392:    -2,334       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       19.9        2.7       69.6       64.9       92.1       87.6:       7.9       12.4
Old  :     100.0:      19.8       19.9        2.7       69.6       64.9       92.1       87.6:       7.9       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  :       257:        47         42         27         95        131        149        193:
Old  :       257:        47         42         27         95        131        149        193:
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  :                 32.4       20.4       43.6       29.4       31.3       20.4       41.7       29.3
Old  :                 32.4       20.4       43.6       29.4       31.3       20.4       41.7       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,117,808:   386,495    407,236    328,486  2,111,734  1,879,009  2,826,714  2,614,732:   291,093    503,076
Old  : 3,117,808:   386,495    407,236    328,486  2,111,734  1,879,009  2,826,714  2,614,732:   291,093    503,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   -34,909:    37,011    -10,526     12,802    -82,031    -22,581    -32,217    -20,305:    -2,692    -14,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       13.1       10.5       67.7       60.3       90.7       83.9:       9.3       16.1
Old  :     100.0:      12.4       13.1       10.5       67.7       60.3       90.7       83.9:       9.3       16.1
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  :       407:        68        102         95        175        208        305        343:
Old  :       407:        68        102         95        175        208        305        343:
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  :                 33.1       15.8       41.3       20.9       31.6       12.7       37.5       16.5
Old  :                 33.1       15.8       41.3       20.9       31.6       12.7       37.5       16.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  : 2,411,727:   337,392    324,193    169,902  1,646,620  1,530,972  2,153,913  2,025,067:   257,813    386,659
Old  : 2,411,727:   337,392    324,193    169,902  1,646,620  1,530,972  2,153,913  2,025,067:   257,813    386,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    96,166:    29,571      5,549     34,080     21,778     49,931     85,429     89,560:    10,738      6,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       13.4        7.0       68.3       63.5       89.3       84.0:      10.7       16.0
Old  :     100.0:      14.0       13.4        7.0       68.3       63.5       89.3       84.0:      10.7       16.0
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  :       299:        52         61         55        126        156        210        240:
Old  :       299:        52         61         55        126        156        210        240:
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       16.7       36.9       25.0       23.7       16.4       31.7       22.7
Old  :                 27.0       16.7       36.9       25.0       23.7       16.4       31.7       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   445,369:    16,086    103,885     85,990    309,857    202,572    411,932    392,447:    33,437     52,922
Old  :   445,369:    16,086    103,885     85,990    309,857    202,572    411,932    392,447:    33,437     52,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    28,922:   -10,211      9,539      7,064     26,016      5,695     22,870     22,298:     6,053      6,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       23.3       19.3       69.6       45.5       92.5       88.1:       7.5       11.9
Old  :     100.0:       3.6       23.3       19.3       69.6       45.5       92.5       88.1:       7.5       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        13         29         25         37         39         65         80:
Old  :        88:        13         29         25         37         39         65         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       19.0       58.4       32.0       39.0       14.4       42.8       22.8
Old  :                 50.8       19.0       58.4       32.0       39.0       14.4       42.8       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,816:    18,929     14,031        552     35,868     42,019     55,349     56,602:     8,467      7,214
Old  :    63,816:    18,929     14,031        552     35,868     42,019     55,349     56,602:     8,467      7,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     3,810:     3,185        730       -119       -322      3,351      2,744      3,962:     1,067       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       22.0        0.9       56.2       65.8       86.7       88.7:      13.3       11.3
Old  :     100.0:      29.7       22.0        0.9       56.2       65.8       86.7       88.7:      13.3       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        35         25          8         42         25         80         55:
Old  :       117:        35         25          8         42         25         80         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       39.9       39.1       58.5       26.1       39.9       39.0       58.3
Old  :                 26.2       39.9       39.1       58.5       26.1       39.9       39.0       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :   127,632:    37,859     28,063      1,103     71,736     84,038    110,697    113,204:    16,934     14,428
Old  :   127,632:    37,859     28,063      1,103     71,736     84,038    110,697    113,204:    16,934     14,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     7,621:     6,369      1,460       -238       -644      6,701      5,487      7,923:     2,134       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       22.0        0.9       56.2       65.8       86.7       88.7:      13.3       11.3
Old  :     100.0:      29.7       22.0        0.9       56.2       65.8       86.7       88.7:      13.3       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        35         25          8         42         25         80         55:
Old  :       117:        35         25          8         42         25         80         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       39.9       39.1       58.5       26.1       39.9       39.0       58.3
Old  :                 26.2       39.9       39.1       58.5       26.1       39.9       39.0       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :    13,759:    11,466     13,261        493      1,725          0     13,684     13,754:        75          5
Old  :    13,759:    11,466     13,261        493      1,725          0     13,684     13,754:        75          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,190:    -1,667     -1,121        -69        526          0     -1,210     -1,190:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       96.4        3.6       12.5        0.0       99.5      100.0:       0.5        0.0
Old  :     100.0:      83.3       96.4        3.6       12.5        0.0       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  :        24:        18          4          2          2          0         21          5:
Old  :        24:        18          4          2          2          0         21          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  :                 67.1       98.6       83.7      100.0       65.7       96.4       82.3       96.4
Old  :                 67.1       98.6       83.7      100.0       65.7       96.4       82.3       96.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    52,301:     8,514     19,967        312     43,387     31,872     52,213     52,151:        88        150
Old  :    52,301:     8,514     19,967        312     43,387     31,872     52,213     52,151:        88        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       238:       311       -545         -3        -45        811        263        263:       -25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       38.2        0.6       83.0       60.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      16.3       38.2        0.6       83.0       60.9       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6         14          1         12         15         18         30:
Old  :        46:         6         14          1         12         15         18         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       55.9       96.7       76.3       72.5       46.6       87.9       67.0
Old  :                 73.1       55.9       96.7       76.3       72.5       46.6       87.9       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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  :    33,282:     5,397     12,156      1,265     26,537     19,694     33,199     33,115:        83        167
Old  :    33,282:     5,397     12,156      1,265     26,537     19,694     33,199     33,115:        83        167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -510:     1,228       -738         25     -1,768        218       -515       -495:         5        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       36.5        3.8       79.7       59.2       99.8       99.5:       0.2        0.5
Old  :     100.0:      16.2       36.5        3.8       79.7       59.2       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7         14          1          8         16         15         31:
Old  :        44:         7         14          1          8         16         15         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       55.1       98.0       75.2       74.9       55.1       90.6       71.8
Old  :                 77.5       55.1       98.0       75.2       74.9       55.1       90.6       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 18, 2014