```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      524,137
COMMITMENTS
 102,958  139,985  160,395  218,484  173,490  481,836  473,870   42,300   50,267

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     39,482)
  -2,032    1,608   26,566   13,651    9,500   38,185   37,674    1,297    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     26.7     30.6     41.7     33.1     91.9     90.4      8.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     118      143      138      102      104      296      314
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      157,225
COMMITMENTS
  50,098   38,088   21,189   69,020   69,529  140,307  128,806   16,918   28,419

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     10,487)
  -2,006    3,227    6,284    4,751   -2,453    9,028    7,058    1,458    3,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     24.2     13.5     43.9     44.2     89.2     81.9     10.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      54       50       49       59       60      140      139
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,941,894
COMMITMENTS
 422,138  271,658  601,079  766,566  735,304  1789783  1608040  152,111  333,854

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    112,449)
 -10,557    7,258   97,695   16,309   -4,961  103,447   99,993    9,002   12,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     14.0     31.0     39.5     37.9     92.2     82.8      7.8     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      794)
     186      204      239      290      342      608      669
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,343
COMMITMENTS
   4,845    2,899    2,876    2,346    3,507   10,066    9,282      277    1,062

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,496)
     867      529      280      427      446    1,574    1,254      -78      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.8     28.0     27.8     22.7     33.9     97.3     89.7      2.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        8       13        7        6       20       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,344
COMMITMENTS
   2,858      685      599    2,981    6,186    6,438    7,470    1,906      875

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -129)
    -193        6       -6      179      -51      -19      -51     -110      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      8.2      7.2     35.7     74.1     77.2     89.5     22.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        6       15       13       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      918,357
COMMITMENTS
 182,568  187,365  303,192  378,881  281,638  864,640  772,195   53,716  146,162

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     57,206)
  -8,189    6,882   32,582   32,814   10,811   57,207   50,275       -1    6,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     20.4     33.0     41.3     30.7     94.2     84.1      5.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      685)
     181      241      260      166      235      507      588
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,452
COMMITMENTS
  15,955      710       41        2    5,399   15,998    6,150    5,454   15,302

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        448)
     332       10       10        0       77      342       97      106      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.4      3.3      0.2      0.0     25.2     74.6     28.7     25.4     71.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3        1       16        4       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      376,430
COMMITMENTS
  96,853   95,675   66,344  179,733  176,161  342,930  338,180   33,499   38,249

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     19,086)
   1,152    6,882    8,026    8,495    2,837   17,673   17,746    1,412    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     25.4     17.6     47.7     46.8     91.1     89.8      8.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      81       92       80       88       75      220      205
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      847,266
COMMITMENTS
  96,124   65,494   49,598  529,367  547,366  675,089  662,458  172,177  184,808

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     39,587)
  20,772   -9,044    1,890   15,738   53,944   38,400   46,790    1,187   -7,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      7.7      5.9     62.5     64.6     79.7     78.2     20.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      37       35       41       83       92      139      149
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      494,238
COMMITMENTS
  51,217   35,296    4,620  329,971  358,708  385,809  398,624  108,429   95,614

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,702)
   1,039    2,137     -402    1,048    3,358    1,684    5,092       18   -3,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      7.1      0.9     66.8     72.6     78.1     80.7     21.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10       11        8       45       48       60       62
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,113
COMMITMENTS
   1,557      647      609    3,379    4,568    5,545    5,824      568      289

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -312)
     149     -128      -19     -453     -153     -323     -300       11      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     10.6     10.0     55.3     74.7     90.7     95.3      9.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        5        3       20       22       33       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      379,266
COMMITMENTS
  93,286   66,766   76,926  164,638  204,920  334,850  348,612   44,415   30,654

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      6,134)
   2,800   -2,755    4,398    3,350    5,036   10,548    6,679   -4,414     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     17.6     20.3     43.4     54.0     88.3     91.9     11.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      79       75       83       91       98      223      209
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,511
COMMITMENTS
     944    2,437    1,506    5,157    3,534    7,606    7,477    1,905    2,034

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        785)
    -134      117      374      467       35      708      526       76      258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     25.6     15.8     54.2     37.2     80.0     78.6     20.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      18       17       11       21       16       42       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,178,831
COMMITMENTS
 232,845  234,761   32,077  820,349  765,518  1085271  1032356   93,560  146,475

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     55,888)
  26,407   18,772    4,628   27,187   32,992   58,222   56,392   -2,334     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     19.9      2.7     69.6     64.9     92.1     87.6      7.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      47       42       27       95      131      149      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,117,808
COMMITMENTS
 386,495  407,236  328,486  2111734  1879009  2826714  2614732  291,093  503,076

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    -34,909)
  37,011  -10,526   12,802  -82,031  -22,581  -32,217  -20,305   -2,692  -14,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     13.1     10.5     67.7     60.3     90.7     83.9      9.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      68      102       95      175      208      305      343
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,411,727
COMMITMENTS
 337,392  324,193  169,902  1646620  1530972  2153913  2025067  257,813  386,659

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     96,166)
  29,571    5,549   34,080   21,778   49,931   85,429   89,560   10,738    6,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     13.4      7.0     68.3     63.5     89.3     84.0     10.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      52       61       55      126      156      210      240
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      445,369
COMMITMENTS
  16,086  103,885   85,990  309,857  202,572  411,932  392,447   33,437   52,922

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     28,922)
 -10,211    9,539    7,064   26,016    5,695   22,870   22,298    6,053    6,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     23.3     19.3     69.6     45.5     92.5     88.1      7.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       29       25       37       39       65       80
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,816
COMMITMENTS
  18,929   14,031      552   35,868   42,019   55,349   56,602    8,467    7,214

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      3,810)
   3,185      730     -119     -322    3,351    2,744    3,962    1,067     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     22.0      0.9     56.2     65.8     86.7     88.7     13.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      35       25        8       42       25       80       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,632
COMMITMENTS
  37,859   28,063    1,103   71,736   84,038  110,697  113,204   16,934   14,428

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      7,621)
   6,369    1,460     -238     -644    6,701    5,487    7,923    2,134     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     22.0      0.9     56.2     65.8     86.7     88.7     13.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      35       25        8       42       25       80       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,759
COMMITMENTS
  11,466   13,261      493    1,725        0   13,684   13,754       75        5

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,190)
  -1,667   -1,121      -69      526        0   -1,210   -1,190       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.3     96.4      3.6     12.5      0.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      18        4        2        2        0       21        5
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,301
COMMITMENTS
   8,514   19,967      312   43,387   31,872   52,213   52,151       88      150

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        238)
     311     -545       -3      -45      811      263      263      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     38.2      0.6     83.0     60.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       14        1       12       15       18       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,282
COMMITMENTS
   5,397   12,156    1,265   26,537   19,694   33,199   33,115       83      167

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -510)
   1,228     -738       25   -1,768      218     -515     -495        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     36.5      3.8     79.7     59.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       14        1        8       16       15       31
```

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Updated July 18, 2014