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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   541,583:   110,683    159,011    159,242    226,457    171,254    496,382    489,507:    45,201     52,077
Old  :   497,601:   101,803    162,553    142,240    211,966    150,110    456,009    454,903:    41,592     42,698
Other:    43,983:    21,788      9,365      4,094     14,492     21,144     40,373     34,604:     3,609      9,379
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -9,617:    -2,421     -8,373     -6,039     -2,466      4,238    -10,926    -10,174:     1,309        557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       29.4       29.4       41.8       31.6       91.7       90.4:       8.3        9.6
Old  :     100.0:      20.5       32.7       28.6       42.6       30.2       91.6       91.4:       8.4        8.6
Other:     100.0:      49.5       21.3        9.3       32.9       48.1       91.8       78.7:       8.2       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       402:       127        134        150        108        105        321        317:
Old  :       396:       131        130        143        105        101        312        308:
Other:       151:        35         33         28         33         63         82        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       10.6       22.6       17.5       12.5        8.5       19.5       14.2
Old  :                 15.7       11.4       23.8       18.7       13.8        9.6       20.6       15.7
Other:                 45.0       20.7       61.1       34.8       45.0       20.1       61.0       31.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   157,844:    44,752     37,118     22,361     72,082     69,170    139,195    128,649:    18,649     29,195
Old  :   147,329:    43,068     37,411     20,964     65,514     64,095    129,546    122,469:    17,783     24,860
Other:    10,515:     2,666        690        415      6,568      5,075      9,649      6,180:       866      4,335
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -1,319:    -2,442     -1,210      2,423     -2,067     -3,140     -2,086     -1,928:       767        609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       23.5       14.2       45.7       43.8       88.2       81.5:      11.8       18.5
Old  :     100.0:      29.2       25.4       14.2       44.5       43.5       87.9       83.1:      12.1       16.9
Other:     100.0:      25.4        6.6        3.9       62.5       48.3       91.8       58.8:       8.2       41.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        43         51         48         68         69        141        144:
Old  :       187:        44         52         46         67         68        138        142:
Other:        77:         8         14         11         23         37         38         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       16.6       27.5       24.1       15.7       13.2       25.0       20.4
Old  :                 18.2       15.4       27.3       23.3       16.0       14.4       24.5       22.0
Other:                 59.0       39.5       73.7       44.1       59.0       39.1       73.7       43.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,008,552:   457,262    330,511    625,262    764,749    721,756  1,847,273  1,677,530:   161,279    331,022
Old  :   427,486:   113,415     88,410    114,890    161,257    185,132    389,562    388,432:    37,924     39,054
Other: 1,581,066:   404,903    303,158    449,316    603,492    536,624  1,457,711  1,289,097:   123,355    291,968
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :   -15,545:       917      6,812    -12,350     -4,394     -2,948    -15,827     -8,485:       282     -7,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       16.5       31.1       38.1       35.9       92.0       83.5:       8.0       16.5
Old  :     100.0:      26.5       20.7       26.9       37.7       43.3       91.1       90.9:       8.9        9.1
Other:     100.0:      25.6       19.2       28.4       38.2       33.9       92.2       81.5:       7.8       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       819:       188        228        252        301        334        642        683:
Old  :       555:       113        129         91        189        190        350        362:
Other:       794:       194        217        211        264        327        571        645:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       12.2       18.5       18.8        7.8        8.1       13.7       12.0
Old  :                 17.2       18.0       26.7       26.1       13.3       12.0       19.8       18.1
Other:                 11.5       12.5       18.8       18.6        9.2        9.0       15.1       13.5
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,796:     6,278      4,793      2,601      3,330      4,039     12,210     11,434:       586      1,362
Old  :    11,622:     6,612      4,836      1,534      2,894      3,894     11,040     10,264:       582      1,358
Other:     1,174:       137        427        598        436        145      1,171      1,170:         4          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -1,629:      -682       -461       -602       -409       -644     -1,693     -1,707:        64         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       37.5       20.3       26.0       31.6       95.4       89.4:       4.6       10.6
Old  :     100.0:      56.9       41.6       13.2       24.9       33.5       95.0       88.3:       5.0       11.7
Other:     100.0:      11.6       36.4       50.9       37.1       12.4       99.7       99.7:       0.3        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          5         10          8          7         19         19:
Old  :        20:         7          4          8          8          6         18         15:
Other:        10:         3          4          6          2          2          8          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       63.5       83.6       78.6       49.1       55.3       65.7       62.0
Old  :                 64.0       68.6       86.2       81.2       54.6       61.7       73.0       68.5
Other:                 61.0       73.7       99.7       98.6       40.9       39.6       42.7       42.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,439:     3,085        804        924      3,084      6,352      7,094      8,080:     2,345      1,358
Old  :     9,402:     3,085        804        924      3,055      6,338      7,065      8,066:     2,337      1,335
Other:        37:         0          0          0         29         14         29         14:         8         23
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       703:       435        216         19        265        361        718        597:       -15        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        8.5        9.8       32.7       67.3       75.2       85.6:      24.8       14.4
Old  :     100.0:      32.8        8.6        9.8       32.5       67.4       75.1       85.8:      24.9       14.2
Other:     100.0:       0.0        0.0        0.0       78.4       37.8       78.4       37.8:      21.6       62.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18          4          7         17         12         38         20:
Old  :        40:        18          4          7         17         12         38         20:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       51.3       44.0       72.4       28.4       48.8       37.6       61.2
Old  :                 30.7       51.5       43.9       72.6       28.5       49.1       37.5       61.4
Other:                 78.4       37.8       78.4       37.8       78.4       37.8       78.4       37.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   976,948:   181,662    179,059    337,246    405,991    311,569    924,900    827,874:    52,048    149,074
Old  :   941,545:   178,116    183,800    322,812    392,027    297,885    892,955    804,497:    48,590    137,048
Other:    35,403:    15,613      7,325      2,368     13,964     13,683     31,945     23,376:     3,458     12,026
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    20,637:     1,199     -7,948     11,419      7,831     12,814     20,449     16,285:       188      4,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       18.3       34.5       41.6       31.9       94.7       84.7:       5.3       15.3
Old  :     100.0:      18.9       19.5       34.3       41.6       31.6       94.8       85.4:       5.2       14.6
Other:     100.0:      44.1       20.7        6.7       39.4       38.7       90.2       66.0:       9.8       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       703:       183        267        273        150        217        512        595:
Old  :       703:       185        269        268        147        217        505        594:
Other:       250:        44         58         30         43        124        105        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       11.9       20.3       19.1        6.9        5.2       12.0        8.8
Old  :                 11.5       12.3       20.7       19.7        7.3        5.1       12.5        8.7
Other:                 37.5       20.1       55.0       28.3       37.5       19.2       53.4       27.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,011:    17,103        719        378          0      5,359     17,481      6,456:     3,530     14,555
Old  :    19,361:    15,989        709        378          0      4,835     16,367      5,922:     2,994     13,439
Other:     1,650:     1,114         10          0          0        524      1,114        534:       536      1,116
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       726:       624        166        337          0         46        961        549:      -235        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.4        3.4        1.8        0.0       25.5       83.2       30.7:      16.8       69.3
Old  :     100.0:      82.6        3.7        2.0        0.0       25.0       84.5       30.6:      15.5       69.4
Other:     100.0:      67.5        0.6        0.0        0.0       31.8       67.5       32.4:      32.5       67.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          4          0         15          5         23:
Old  :        24:         5          4          4          0         15          5         23:
Other:        19:         3          2          0          0         14          3         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       13.0       83.2       19.1       81.3       13.0       81.4       18.7
Old  :                 82.6       12.8       84.5       18.7       82.4       12.7       82.6       18.1
Other:                 67.5       27.6       67.5       30.3       67.5       27.6       67.5       30.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   389,769:   107,928    104,124     75,369    171,401    171,969    354,698    351,462:    35,071     38,307
Old  :    50,445:    15,596      3,745      8,796     19,463     33,532     43,855     46,073:     6,590      4,372
Other:   339,324:   102,406    110,453     56,500    151,937    138,436    310,843    305,389:    28,481     33,935
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    19,879:       543      6,130     14,009      6,230      2,303     20,782     22,442:      -903     -2,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       26.7       19.3       44.0       44.1       91.0       90.2:       9.0        9.8
Old  :     100.0:      30.9        7.4       17.4       38.6       66.5       86.9       91.3:      13.1        8.7
Other:     100.0:      30.2       32.6       16.7       44.8       40.8       91.6       90.0:       8.4       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        93         86         80         86         73        223        206:
Old  :       151:        45         31         31         39         48         99         95:
Other:       289:        85         94         73         83         68        210        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       24.0       18.6       32.1       10.0       19.0       17.1       26.5
Old  :                 21.1       30.6       32.4       43.2       20.9       30.5       31.2       41.3
Other:                 12.6       24.0       20.8       32.8       11.4       18.7       19.4       27.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   956,907:   108,838     82,805     60,120    596,776    614,640    765,735    757,565:   191,173    199,342
Old  :   956,907:   108,838     82,805     60,120    596,776    614,640    765,735    757,565:   191,173    199,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    74,389:    13,802     -4,802        677     50,702     71,126     65,181     67,002:     9,208      7,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        8.7        6.3       62.4       64.2       80.0       79.2:      20.0       20.8
Old  :     100.0:      11.4        8.7        6.3       62.4       64.2       80.0       79.2:      20.0       20.8
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:        32         36         39         82         94        137        146:
Old  :       184:        32         36         39         82         94        137        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       18.1       34.3       27.7       23.5       16.5       30.9       23.0
Old  :                 25.5       18.1       34.3       27.7       23.5       16.5       30.9       23.0
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   495,786:    53,920     33,690      4,356    336,111    355,250    394,387    393,296:   101,399    102,490
Old  :   495,786:    53,920     33,690      4,356    336,111    355,250    394,387    393,296:   101,399    102,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       401:     2,072        798     -1,797         16     -1,261        292     -2,259:       109      2,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        6.8        0.9       67.8       71.7       79.5       79.3:      20.5       20.7
Old  :     100.0:      10.9        6.8        0.9       67.8       71.7       79.5       79.3:      20.5       20.7
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  :        84:        11         11          7         46         48         61         62:
Old  :        84:        11         11          7         46         48         61         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  :                 26.2       39.6       41.0       51.5       22.4       35.8       33.4       45.9
Old  :                 26.2       39.6       41.0       51.5       22.4       35.8       33.4       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,411:     1,921        478        545      3,317      5,136      5,783      6,159:       628        252
Old  :     6,411:     1,921        478        545      3,317      5,136      5,783      6,159:       628        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       -29:       136         14         11       -139         -1          8         24:       -37        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        7.5        8.5       51.7       80.1       90.2       96.1:       9.8        3.9
Old  :     100.0:      30.0        7.5        8.5       51.7       80.1       90.2       96.1:       9.8        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          4          5         16         17         31         26:
Old  :        39:        14          4          5         16         17         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       56.3       61.4       75.0       26.3       41.1       36.5       47.2
Old  :                 39.9       56.3       61.4       75.0       26.3       41.1       36.5       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   377,825:    96,668     49,128     78,537    156,289    217,397    331,494    345,062:    46,331     32,763
Old  :    50,295:    19,596      2,528      6,738     16,950     36,267     43,284     45,533:     7,010      4,762
Other:   327,530:    90,410     59,938     58,461    139,339    181,131    288,209    299,530:    39,321     28,000
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     7,737:     2,244     -8,832      7,923     -3,649      7,829      6,518      6,919:     1,219        818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.0       20.8       41.4       57.5       87.7       91.3:      12.3        8.7
Old  :     100.0:      39.0        5.0       13.4       33.7       72.1       86.1       90.5:      13.9        9.5
Other:     100.0:      27.6       18.3       17.8       42.5       55.3       88.0       91.5:      12.0        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        82         59         79         88         97        214        199:
Old  :       167:        47         22         28         55         66        114        105:
Other:       255:        76         63         69         84         88        197        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       25.3       17.2       34.7        7.9       21.4       13.9       29.2
Old  :                 21.2       27.3       33.0       40.6       20.1       24.7       31.1       35.5
Other:                 11.4       26.5       19.0       36.4        9.1       23.3       15.2       31.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,801:       923      3,507      1,797      6,022      3,567      8,742      8,871:     2,059      1,930
Old  :    10,801:       923      3,507      1,797      6,022      3,567      8,742      8,871:     2,059      1,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :      -107:        45        361       -660        346        183       -268       -115:       161          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       32.5       16.6       55.8       33.0       80.9       82.1:      19.1       17.9
Old  :     100.0:       8.5       32.5       16.6       55.8       33.0       80.9       82.1:      19.1       17.9
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  :        69:        16         21         14         21         18         45         49:
Old  :        69:        16         21         14         21         18         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       29.7       48.0       44.4       34.8       25.9       44.1       37.8
Old  :                 36.8       29.7       48.0       44.4       34.8       25.9       44.1       37.8
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,388,843:   337,288    245,179     66,182    869,833    946,149  1,273,303  1,257,510:   115,539    131,333
Old  : 1,388,843:   337,288    245,179     66,182    869,833    946,149  1,273,303  1,257,510:   115,539    131,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    19,261:    -3,342     -8,085     14,312     -6,534     24,978      4,436     31,205:    14,825    -11,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       17.7        4.8       62.6       68.1       91.7       90.5:       8.3        9.5
Old  :     100.0:      24.3       17.7        4.8       62.6       68.1       91.7       90.5:       8.3        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        47         41         34         92        142        148        208:
Old  :       264:        47         41         34         92        142        148        208:
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  :                 30.6       20.7       43.1       29.6       30.5       20.7       41.4       29.4
Old  :                 30.6       20.7       43.1       29.6       30.5       20.7       41.4       29.4
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,468,064:   427,727    423,983    394,574  2,294,092  2,119,215  3,116,394  2,937,773:   351,670    530,292
Old  : 3,468,064:   427,727    423,983    394,574  2,294,092  2,119,215  3,116,394  2,937,773:   351,670    530,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :   162,666:    14,152      4,251     61,893     41,429     91,062    117,474    157,205:    45,192      5,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       12.2       11.4       66.1       61.1       89.9       84.7:      10.1       15.3
Old  :     100.0:      12.3       12.2       11.4       66.1       61.1       89.9       84.7:      10.1       15.3
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  :       395:        62         99         86        172        209        289        339:
Old  :       395:        62         99         86        172        209        289        339:
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  :                 30.2       14.9       38.5       19.7       28.1       11.9       34.7       16.3
Old  :                 30.2       14.9       38.5       19.7       28.1       11.9       34.7       16.3
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,460,767:   367,293    326,864    216,600  1,611,751  1,508,013  2,195,644  2,051,477:   265,124    409,290
Old  : 2,460,767:   367,293    326,864    216,600  1,611,751  1,508,013  2,195,644  2,051,477:   265,124    409,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    36,213:    59,645     22,525     29,475    -41,540    -46,118     47,581      5,882:   -11,368     30,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       13.3        8.8       65.5       61.3       89.2       83.4:      10.8       16.6
Old  :     100.0:      14.9       13.3        8.8       65.5       61.3       89.2       83.4:      10.8       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        44         74         55        128        149        210        240:
Old  :       298:        44         74         55        128        149        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  :                 19.7       14.8       29.4       24.2       14.6       14.3       22.2       21.5
Old  :                 19.7       14.8       29.4       24.2       14.6       14.3       22.2       21.5
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   493,901:    17,895    123,823    108,439    337,085    205,153    463,419    437,414:    30,482     56,487
Old  :   493,901:    17,895    123,823    108,439    337,085    205,153    463,419    437,414:    30,482     56,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    32,474:       -64      2,749     11,130     19,978     14,902     31,044     28,781:     1,430      3,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.1       22.0       68.2       41.5       93.8       88.6:       6.2       11.4
Old  :     100.0:       3.6       25.1       22.0       68.2       41.5       93.8       88.6:       6.2       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        12         31         25         36         41         64         82:
Old  :        88:        12         31         25         36         41         64         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       20.3       55.9       32.6       34.1       15.0       39.2       20.6
Old  :                 46.5       20.3       55.9       32.6       34.1       15.0       39.2       20.6
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    57,074:    13,142     16,746        872     34,768     32,859     48,782     50,477:     8,292      6,597
Old  :    57,074:    13,142     16,746        872     34,768     32,859     48,782     50,477:     8,292      6,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -3,366:    -2,692      1,621       -480        136     -4,788     -3,036     -3,647:      -329        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       29.3        1.5       60.9       57.6       85.5       88.4:      14.5       11.6
Old  :     100.0:      23.0       29.3        1.5       60.9       57.6       85.5       88.4:      14.5       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        28         26         10         46         19         76         53:
Old  :       108:        28         26         10         46         19         76         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       38.0       36.3       56.9       22.4       37.8       33.6       55.1
Old  :                 24.5       38.0       36.3       56.9       22.4       37.8       33.6       55.1
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   114,148:    26,285     33,492      1,744     69,536     65,718     97,564    100,954:    16,583     13,194
Old  :   114,148:    26,285     33,492      1,744     69,536     65,718     97,564    100,954:    16,583     13,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :    -6,731:    -5,385      3,243       -960        273     -9,576     -6,072     -7,293:      -659        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       29.3        1.5       60.9       57.6       85.5       88.4:      14.5       11.6
Old  :     100.0:      23.0       29.3        1.5       60.9       57.6       85.5       88.4:      14.5       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        28         26         10         46         19         76         53:
Old  :       108:        28         26         10         46         19         76         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       38.0       36.3       56.9       22.4       37.8       33.6       55.1
Old  :                 24.5       38.0       36.3       56.9       22.4       37.8       33.6       55.1
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, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,468:     9,890     11,193        736      1,774        528     12,400     12,457:        68         11
Old  :    12,468:     9,890     11,193        736      1,774        528     12,400     12,457:        68         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :       450:       954        -58        222       -577        280        599        444:      -149          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3       89.8        5.9       14.2        4.2       99.5       99.9:       0.5        0.1
Old  :     100.0:      79.3       89.8        5.9       14.2        4.2       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          4          3          3          1         20          7:
Old  :        23:        16          4          3          3          1         20          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       92.2       85.0       99.9       59.6       89.8       78.5       89.8
Old  :                 62.5       92.2       85.0       99.9       59.6       89.8       78.5       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    55,398:     7,809     20,945        343     47,202     33,935     55,354     55,223:        44        175
Old  :    55,398:     7,809     20,945        343     47,202     33,935     55,354     55,223:        44        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     1,562:       632      1,209        -91      1,055        445      1,596      1,563:       -34         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       37.8        0.6       85.2       61.3       99.9       99.7:       0.1        0.3
Old  :     100.0:      14.1       37.8        0.6       85.2       61.3       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3         15          1         13         17         16         33:
Old  :        46:         3         15          1         13         17         16         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       55.1       97.6       75.1       74.7       46.2       88.8       66.3
Old  :                 75.3       55.1       97.6       75.1       74.7       46.2       88.8       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    39,755:     1,354     14,737      2,467     35,827     22,291     39,648     39,495:       107        260
Old  :    39,755:     1,354     14,737      2,467     35,827     22,291     39,648     39,495:       107        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 5, 2014                       :
     :     2,414:    -1,261      2,091        198      3,453        122      2,390      2,411:        24          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       37.1        6.2       90.1       56.1       99.7       99.3:       0.3        0.7
Old  :     100.0:       3.4       37.1        6.2       90.1       56.1       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7         16          1          6         18         13         35:
Old  :        46:         7         16          1          6         18         13         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.6       46.7       98.5       70.2       86.6       46.7       89.7       66.8
Old  :                 86.6       46.7       98.5       70.2       86.6       46.7       89.7       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 15, 2014