```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      484,655
COMMITMENTS
 104,990  138,378  133,829  204,833  163,990  443,651  436,196   41,004   48,459

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     26,075)
   1,566    6,152   13,894    6,660    3,717   22,120   23,763    3,956    2,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     28.6     27.6     42.3     33.8     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     117      137      129      103       99      291      302
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      146,739
COMMITMENTS
  52,104   34,861   14,906   64,269   71,981  131,279  121,748   15,459   24,990

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:      3,269)
    -664    2,621      813    3,270   -1,366    3,419    2,068     -150    1,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     23.8     10.2     43.8     49.1     89.5     83.0     10.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      55       49       42       52       59      130      133
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,829,445
COMMITMENTS
 432,696  264,400  503,383  750,257  740,264  1686336  1508047  143,108  321,398

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     76,135)
   9,524     -783   46,730   24,568   16,258   80,822   62,204   -4,687   13,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     14.5     27.5     41.0     40.5     92.2     82.4      7.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     176      188      229      290      343      589      650
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,847
COMMITMENTS
   3,978    2,370    2,596    1,918    3,061    8,492    8,027      355      820

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -483)
    -399     -260       10     -108     -157     -498     -408       14      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     26.8     29.3     21.7     34.6     96.0     90.7      4.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7       12        7        6       19       20
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,474
COMMITMENTS
   3,051      679      604    2,803    6,237    6,458    7,520    2,016      953

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:        466)
     247      104       34      180      450      461      588        5     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      8.0      7.1     33.1     73.6     76.2     88.7     23.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        5        7       14       12       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      861,151
COMMITMENTS
 190,757  180,483  270,610  346,067  270,827  807,434  721,920   53,718  139,231

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     53,850)
  -5,959   10,649   41,219   15,309   -7,919   50,569   43,950    3,281    9,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     21.0     31.4     40.2     31.4     93.8     83.8      6.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      667)
     184      224      252      167      224      503      562
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,004
COMMITMENTS
  15,623      700       31        2    5,322   15,656    6,053    5,348   14,951

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -179)
     480     -293      -42       -3       86      435     -249     -614       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.4      3.3      0.1      0.0     25.3     74.5     28.8     25.5     71.2

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 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      357,344
COMMITMENTS
  95,701   88,792   58,318  171,238  173,324  325,257  320,435   32,087   36,909

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:      5,694)
  -4,187    8,060    4,195    6,137   -7,488    6,145    4,767     -452      927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     24.8     16.3     47.9     48.5     91.0     89.7      9.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      70       92       79       85       78      210      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      807,679
COMMITMENTS
  75,352   74,539   47,708  513,629  493,423  636,689  615,669  170,990  192,010

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:    -12,270)
 -16,254    4,948    4,747   -6,272  -30,915  -17,779  -21,219    5,509    8,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      9.2      5.9     63.6     61.1     78.8     76.2     21.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      26       37       35       85       90      131      142
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      492,536
COMMITMENTS
  50,178   33,159    5,023  328,924  355,350  384,124  393,532  108,411   99,004

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:      3,747)
  -4,062   -1,522      325    2,281     -538   -1,456   -1,735    5,203    5,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      6.7      1.0     66.8     72.1     78.0     79.9     22.0     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      10       11        8       44       47       60       60
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,425
COMMITMENTS
   1,408      775      628    3,832    4,721    5,868    6,124      557      301

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -122)
     102      -83       34     -222     -133      -86     -182      -36       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     12.1      9.8     59.6     73.5     91.3     95.3      8.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        6        4       17       19       30       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      373,131
COMMITMENTS
  90,487   69,521   72,528  161,288  199,883  324,302  341,932   48,829   31,199

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:      3,075)
  -1,401    3,296    3,189    1,345   -5,602    3,132      883      -58    2,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     18.6     19.4     43.2     53.6     86.9     91.6     13.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      73       78       81       87       96      216      205
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,726
COMMITMENTS
   1,077    2,321    1,131    4,689    3,499    6,898    6,951    1,828    1,775

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:        -61)
      28       48       43       -6      126       65      217     -126     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     26.6     13.0     53.7     40.1     79.0     79.7     21.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16       16       10       20       16       40       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,122,944
COMMITMENTS
 206,438  215,989   27,449  793,162  732,526  1027050  975,964   95,894  146,980

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:         -5)
 -14,051    5,664    1,618   18,531  -15,388    6,098   -8,106   -6,103    8,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     19.2      2.4     70.6     65.2     91.5     86.9      8.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      44       37       26       95      124      147      179
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,152,717
COMMITMENTS
 349,483  417,762  315,684  2193765  1901590  2858932  2635036  293,785  517,681

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     83,303)
 -29,660   10,727   22,991  104,287   36,128   97,618   69,846  -14,315   13,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     13.3     10.0     69.6     60.3     90.7     83.6      9.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      57      109       95      172      205      300      338
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,315,561
COMMITMENTS
 307,821  318,644  135,822  1624842  1481041  2068485  1935507  247,076  380,053

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     46,028)
  14,480   25,133      423   16,821   13,629   31,724   39,185   14,304    6,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     13.8      5.9     70.2     64.0     89.3     83.6     10.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      46       56       49      128      153      202      230
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      416,447
COMMITMENTS
  26,296   94,346   78,926  283,841  196,877  389,063  370,149   27,384   46,298

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:      3,757)
  -2,735    6,181     -907    7,716       61    4,074    5,336     -317   -1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     22.7     19.0     68.2     47.3     93.4     88.9      6.6     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      17       23       25       35       38       63       77
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,005
COMMITMENTS
  15,745   13,301      670   36,190   38,668   52,605   52,640    7,400    7,365

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -6,443)
  -4,584     -952      183     -561   -6,381   -4,962   -7,150   -1,481      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     22.2      1.1     60.3     64.4     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      33       24       11       43       24       80       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,011
COMMITMENTS
  31,490   26,603    1,341   72,380   77,337  105,210  105,280   14,801   14,730

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:    -12,886)
  -9,169   -1,904      366   -1,122  -12,762   -9,925  -14,300   -2,961    1,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     22.2      1.1     60.3     64.4     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      33       24       11       43       24       80       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       14,949
COMMITMENTS
  13,133   14,382      562    1,199        0   14,894   14,944       55        5

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -121)
     -53      398     -324      273     -194     -104     -120      -17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.9     96.2      3.8      8.0      0.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      19        4        2        2        0       22        5
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,063
COMMITMENTS
   8,203   20,512      315   43,432   31,061   51,950   51,888      113      175

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:        479)
     126      183      -16      347      287      457      454       22       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     39.4      0.6     83.4     59.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       14        1       12       15       17       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,792
COMMITMENTS
   4,169   12,894    1,240   28,305   19,476   33,714   33,610       78      182

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:        377)
    -195      515       17      577     -165      399      367      -22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     38.2      3.7     83.8     57.6     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       17        2        7       17       13       35
```

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Updated July 11, 2014