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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 9, 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  :   391,716:   120,849    166,246     64,304    174,497    112,739    359,650    343,289:    32,066     48,427
Old  :   345,830:   110,886    166,985     47,025    159,788     93,277    317,699    307,287:    28,131     38,543
Other:    45,886:    23,271     12,569      3,971     14,709     19,462     41,951     36,002:     3,935      9,884
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    10,347:       426      5,052      9,902      4,092     -5,293     14,420      9,661:    -4,073        686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       42.4       16.4       44.5       28.8       91.8       87.6:       8.2       12.4
Old  :     100.0:      32.1       48.3       13.6       46.2       27.0       91.9       88.9:       8.1       11.1
Other:     100.0:      50.7       27.4        8.7       32.1       42.4       91.4       78.5:       8.6       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       110        122        109         93         94        271        274:
Old  :       370:       112        123         92         88         88        252        260:
Other:       166:        39         34         20         40         68         96        112:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       27.4       19.7       17.1       10.5       26.8       17.9
Old  :                 19.8       12.3       29.4       21.6       19.5       12.3       28.8       20.5
Other:                 43.4       20.5       55.5       33.9       43.4       19.6       55.4       31.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 9, 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  :   137,693:    48,819     41,853      9,560     64,406     61,853    122,785    113,266:    14,908     24,427
Old  :   124,395:    47,795     42,255      6,275     56,545     55,550    110,615    104,080:    13,780     20,315
Other:    13,298:     4,188      2,762        121      7,861      6,303     12,170      9,186:     1,128      4,112
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     4,012:     1,026      1,198      1,769      1,232      2,143      4,027      5,110:       -15     -1,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       30.4        6.9       46.8       44.9       89.2       82.3:      10.8       17.7
Old  :     100.0:      38.4       34.0        5.0       45.5       44.7       88.9       83.7:      11.1       16.3
Other:     100.0:      31.5       20.8        0.9       59.1       47.4       91.5       69.1:       8.5       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        47         49         36         55         61        123        130:
Old  :       184:        48         49         28         49         58        113        122:
Other:        89:        19         11          8         27         42         46         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       18.1       30.1       27.4       17.8       15.7       28.7       24.4
Old  :                 20.1       18.1       31.3       27.8       19.5       17.9       29.6       27.6
Other:                 48.3       43.1       70.1       49.8       48.3       43.0       69.5       49.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,229,772:   452,420    382,164    129,319    535,793    471,387  1,117,532    982,870:   112,240    246,902
Old  : 1,129,648:   424,441    385,581    109,366    493,745    415,115  1,027,552    910,062:   102,096    219,586
Other:   100,124:    46,871     15,475      1,061     42,048     56,272     89,980     72,808:    10,144     27,316
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    10,934:    -6,125      2,346     11,412      4,639     -5,255      9,926      8,503:     1,008      2,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       31.1       10.5       43.6       38.3       90.9       79.9:       9.1       20.1
Old  :     100.0:      37.6       34.1        9.7       43.7       36.7       91.0       80.6:       9.0       19.4
Other:     100.0:      46.8       15.5        1.1       42.0       56.2       89.9       72.7:      10.1       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       713:       139        201        140        214        285        448        549:
Old  :       707:       135        209        128        210        281        430        541:
Other:       341:        63         51         17         63        185        138        241:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       12.9       22.2       18.7       12.2       11.0       21.9       16.6
Old  :                 13.1       11.9       22.6       17.9       12.8        9.8       22.3       15.4
Other:                 23.7       37.9       37.1       44.1       23.7       37.5       37.1       43.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,421:     3,332      1,123        127      2,501      6,048      5,960      7,298:     2,461      1,123
Old  :     8,349:     3,294      1,121        127      2,473      6,034      5,894      7,282:     2,455      1,067
Other:        72:        38          2          0         28         14         66         16:         6         56
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :      -817:      -108         63       -210       -666       -662       -984       -809:       167         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       13.3        1.5       29.7       71.8       70.8       86.7:      29.2       13.3
Old  :     100.0:      39.5       13.4        1.5       29.6       72.3       70.6       87.2:      29.4       12.8
Other:     100.0:      52.8        2.8        0.0       38.9       19.4       91.7       22.2:       8.3       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        21          3          6         12         11         35         18:
Old  :        41:        21          3          6         12         11         35         18:
Other:         5:         1          1          0          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       67.4       47.1       79.6       33.6       67.3       44.1       78.4
Old  :                 35.9       67.8       47.2       80.1       33.6       67.7       44.3       78.9
Other:                 91.7       22.2       91.7       22.2       91.7       22.2       91.7       22.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 9, 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  :   695,012:   189,649    212,329     98,043    360,716    254,586    648,408    564,958:    46,604    130,054
Old  :   649,896:   183,363    209,401     87,407    337,035    237,769    607,805    534,577:    42,091    115,319
Other:    45,116:    16,143     12,785        779     23,681     16,817     40,603     30,381:     4,513     14,735
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    21,798:    -4,331      4,629     12,619     15,375      5,785     23,663     23,033:    -1,865     -1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       30.6       14.1       51.9       36.6       93.3       81.3:       6.7       18.7
Old  :     100.0:      28.2       32.2       13.4       51.9       36.6       93.5       82.3:       6.5       17.7
Other:     100.0:      35.8       28.3        1.7       52.5       37.3       90.0       67.3:      10.0       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       654:       152        256        171        131        198        392        530:
Old  :       653:       151        261        158        122        196        373        525:
Other:       262:        46         70         17         43        120         97        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       12.2       22.8       18.5       12.6       11.7       20.6       16.6
Old  :                 15.1       13.0       23.8       19.2       13.2       12.6       21.8       17.8
Other:                 31.3       20.6       49.3       29.0       31.3       20.6       49.0       28.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 9, 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  :    22,624:    18,438      1,393        810          0      5,311     19,248      7,514:     3,376     15,110
Old  :    20,616:    17,034      1,361        810          0      4,725     17,844      6,896:     2,772     13,720
Other:     2,008:     1,404         32          0          0        586      1,404        618:       604      1,390
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       634:       579        352        210          0       -266        789        296:      -155        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.5        6.2        3.6        0.0       23.5       85.1       33.2:      14.9       66.8
Old  :     100.0:      82.6        6.6        3.9        0.0       22.9       86.6       33.4:      13.4       66.6
Other:     100.0:      69.9        1.6        0.0        0.0       29.2       69.9       30.8:      30.1       69.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          7          4          0         14          6         24:
Old  :        26:         5          7          4          0         14          6         24:
Other:        19:         2          4          0          0         13          2         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 82.7       12.8       85.1       19.5       81.3       12.7       81.5       18.1
Old  :                 84.0       13.5       86.6       19.3       82.5       12.3       82.6       17.7
Other:                 69.9       26.7       69.9       29.0       69.9       26.7       69.9       29.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 9, 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  :   371,746:   124,637    108,328     50,406    159,646    178,647    334,689    337,381:    37,057     34,365
Old  :   357,589:   128,206    107,760     42,245    151,920    174,969    322,371    324,974:    35,218     32,615
Other:    14,157:     1,461      5,598      3,131      7,726      3,678     12,318     12,407:     1,839      1,750
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    12,020:     1,135      2,606      5,862      4,700      4,809     11,697     13,277:       323     -1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       29.1       13.6       42.9       48.1       90.0       90.8:      10.0        9.2
Old  :     100.0:      35.9       30.1       11.8       42.5       48.9       90.2       90.9:       9.8        9.1
Other:     100.0:      10.3       39.5       22.1       54.6       26.0       87.0       87.6:      13.0       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        93         94         87         79         64        225        209:
Old  :       306:       100         89         86         79         64        224        208:
Other:        55:         8         19         12         21         10         39         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       29.3       17.7       36.6       10.0       27.6       17.4       34.6
Old  :                 10.3       29.7       18.3       37.3       10.3       28.5       18.0       35.8
Other:                 32.8       52.2       51.1       69.7       26.1       40.2       42.7       51.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 9, 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  :   853,756:   104,700     88,085     20,122    556,361    568,186    681,183    676,393:   172,573    177,363
Old  :   853,756:   104,700     88,085     20,122    556,361    568,186    681,183    676,393:   172,573    177,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   -63,443:    -5,741     -9,559    -20,378    -39,397    -31,413    -65,516    -61,350:     2,073     -2,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.3        2.4       65.2       66.6       79.8       79.2:      20.2       20.8
Old  :     100.0:      12.3       10.3        2.4       65.2       66.6       79.8       79.2:      20.2       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  :       178:        28         34         21         79         83        119        127:
Old  :       178:        28         34         21         79         83        119        127:
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  :                 28.6       19.7       38.7       30.8       27.4       17.7       34.6       26.1
Old  :                 28.6       19.7       38.7       30.8       27.4       17.7       34.6       26.1
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 - Futures Only, September 9, 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  :   513,078:    57,055     37,005      4,969    348,357    376,726    410,381    418,700:   102,697     94,378
Old  :   513,078:    57,055     37,005      4,969    348,357    376,726    410,381    418,700:   102,697     94,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   -30,300:     3,437     -1,044     -1,713    -29,077    -22,663    -27,353    -25,420:    -2,947     -4,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.2        1.0       67.9       73.4       80.0       81.6:      20.0       18.4
Old  :     100.0:      11.1        7.2        1.0       67.9       73.4       80.0       81.6:      20.0       18.4
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  :        83:        10         10          5         48         48         61         60:
Old  :        83:        10         10          5         48         48         61         60:
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  :                 25.7       41.0       40.6       53.5       21.9       36.0       32.0       45.4
Old  :                 25.7       41.0       40.6       53.5       21.9       36.0       32.0       45.4
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 - Futures Only, September 9, 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  :     6,507:     1,767        358        544      3,403      5,269      5,714      6,171:       793        336
Old  :     6,507:     1,767        358        544      3,403      5,269      5,714      6,171:       793        336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       194:       -97         44        -94        316        180        125        130:        69         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        5.5        8.4       52.3       81.0       87.8       94.8:      12.2        5.2
Old  :     100.0:      27.2        5.5        8.4       52.3       81.0       87.8       94.8:      12.2        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        14          3          6         17         16         33         24:
Old  :        37:        14          3          6         17         16         33         24:
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  :                 41.9       63.8       61.3       81.1       25.7       51.1       36.9       55.0
Old  :                 41.9       63.8       61.3       81.1       25.7       51.1       36.9       55.0
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 - Futures Only, September 9, 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  :   337,387:   101,482     53,890     40,439    150,473    210,057    292,394    304,386:    44,993     33,001
Old  :   328,810:   101,918     53,130     38,056    145,016    206,249    284,990    297,435:    43,820     31,375
Other:     8,577:       816      2,012      1,131      5,457      3,808      7,404      6,951:     1,173      1,626
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    -1,397:   -10,948       -640      4,387      4,716     -7,603     -1,845     -3,856:       448      2,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       16.0       12.0       44.6       62.3       86.7       90.2:      13.3        9.8
Old  :     100.0:      31.0       16.2       11.6       44.1       62.7       86.7       90.5:      13.3        9.5
Other:     100.0:       9.5       23.5       13.2       63.6       44.4       86.3       81.0:      13.7       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        76         69         78         86         82        217        186:
Old  :       267:        79         69         77         85         82        215        184:
Other:        62:        10         12          8         30         12         46         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       32.5       18.4       41.5        8.6       27.8       15.1       35.8
Old  :                 10.8       32.7       18.2       42.0        8.6       28.6       15.2       36.7
Other:                 34.5       48.6       51.6       63.7       34.5       46.6       48.2       55.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,045:     1,039      4,441        595      5,741      2,309      7,375      7,345:     1,670      1,700
Old  :     9,045:     1,039      4,441        595      5,741      2,309      7,375      7,345:     1,670      1,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       243:       -21        192        143        -25       -291         97         44:       146        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       49.1        6.6       63.5       25.5       81.5       81.2:      18.5       18.8
Old  :     100.0:      11.5       49.1        6.6       63.5       25.5       81.5       81.2:      18.5       18.8
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  :        66:        14         23          7         18         17         37         42:
Old  :        66:        14         23          7         18         17         37         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       35.6       55.3       48.2       41.8       35.6       53.2       47.7
Old  :                 41.9       35.6       55.3       48.2       41.8       35.6       53.2       47.7
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 - Futures Only, September 9, 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  : 1,399,671:   335,749    344,285     26,127    935,496    872,696  1,297,372  1,243,108:   102,299    156,563
Old  : 1,399,671:   335,749    344,285     26,127    935,496    872,696  1,297,372  1,243,108:   102,299    156,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    21,801:   -30,011     32,550    -21,807     83,675        716     31,857     11,459:   -10,056     10,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       24.6        1.9       66.8       62.4       92.7       88.8:       7.3       11.2
Old  :     100.0:      24.0       24.6        1.9       66.8       62.4       92.7       88.8:       7.3       11.2
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  :       247:        43         45         23         91        124        141        185:
Old  :       247:        43         45         23         91        124        141        185:
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  :                 30.9       25.0       43.0       36.6       30.9       24.9       42.6       36.4
Old  :                 30.9       25.0       43.0       36.6       30.9       24.9       42.6       36.4
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 - Futures Only, September 9, 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  : 2,757,225:   440,215    473,482     60,433  1,956,071  1,720,681  2,456,719  2,254,596:   300,506    502,629
Old  : 2,757,225:   440,215    473,482     60,433  1,956,071  1,720,681  2,456,719  2,254,596:   300,506    502,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    35,814:    57,800      8,409    -10,215     18,291     14,662     65,876     12,856:   -30,062     22,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       17.2        2.2       70.9       62.4       89.1       81.8:      10.9       18.2
Old  :     100.0:      16.0       17.2        2.2       70.9       62.4       89.1       81.8:      10.9       18.2
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  :       362:        48        100         48        126        177        206        293:
Old  :       362:        48        100         48        126        177        206        293:
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  :                 41.5       17.3       51.7       22.9       39.9       15.0       49.7       20.1
Old  :                 41.5       17.3       51.7       22.9       39.9       15.0       49.7       20.1
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 - Futures Only, September 9, 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  : 2,129,801:   428,936    342,814     55,948  1,406,620  1,361,689  1,891,504  1,760,451:   238,297    369,350
Old  : 2,129,801:   428,936    342,814     55,948  1,406,620  1,361,689  1,891,504  1,760,451:   238,297    369,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   -28,061:    18,142     17,222      2,987    -41,272    -40,543    -20,143    -20,334:    -7,918     -7,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       16.1        2.6       66.0       63.9       88.8       82.7:      11.2       17.3
Old  :     100.0:      20.1       16.1        2.6       66.0       63.9       88.8       82.7:      11.2       17.3
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  :       287:        37         71         25        111        136        163        217:
Old  :       287:        37         71         25        111        136        163        217:
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  :                 18.4       17.5       32.3       27.5       16.8       14.3       27.8       22.1
Old  :                 18.4       17.5       32.3       27.5       16.8       14.3       27.8       22.1
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 - Futures Only, September 9, 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  :   523,266:    20,225    141,105    118,574    352,559    215,918    491,358    475,597:    31,908     47,669
Old  :   523,266:    20,225    141,105    118,574    352,559    215,918    491,358    475,597:    31,908     47,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    11,976:     1,639      9,723     -3,944     12,770      9,898     10,465     15,677:     1,511     -3,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       27.0       22.7       67.4       41.3       93.9       90.9:       6.1        9.1
Old  :     100.0:       3.9       27.0       22.7       67.4       41.3       93.9       90.9:       6.1        9.1
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  :        94:        12         38         27         35         42         66         90:
Old  :        94:        12         38         27         35         42         66         90:
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  :                 47.1       22.2       58.7       34.1       37.0       16.5       41.1       22.4
Old  :                 47.1       22.2       58.7       34.1       37.0       16.5       41.1       22.4
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 - Futures Only, September 9, 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  :    64,723:    18,859     13,133      1,405     36,215     40,979     56,478     55,516:     8,245      9,207
Old  :    64,723:    18,859     13,133      1,405     36,215     40,979     56,478     55,516:     8,245      9,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       -52:    -1,285       -434        682      1,037       -588        434       -339:      -486        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       20.3        2.2       56.0       63.3       87.3       85.8:      12.7       14.2
Old  :     100.0:      29.1       20.3        2.2       56.0       63.3       87.3       85.8:      12.7       14.2
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  :       119:        33         28          8         38         30         74         63:
Old  :       119:        33         28          8         38         30         74         63:
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  :                 25.7       36.4       38.8       55.6       25.7       36.4       38.7       54.3
Old  :                 25.7       36.4       38.8       55.6       25.7       36.4       38.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 9, 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  :   129,446:    37,718     26,265      2,809     72,429     81,958    112,956    111,032:    16,490     18,414
Old  :   129,446:    37,718     26,265      2,809     72,429     81,958    112,956    111,032:    16,490     18,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :      -104:    -2,570       -867      1,364      2,073     -1,175        867       -678:      -971        574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       20.3        2.2       56.0       63.3       87.3       85.8:      12.7       14.2
Old  :     100.0:      29.1       20.3        2.2       56.0       63.3       87.3       85.8:      12.7       14.2
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  :       119:        33         28          8         38         30         74         63:
Old  :       119:        33         28          8         38         30         74         63:
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  :                 25.7       36.4       38.8       55.6       25.7       36.4       38.7       54.3
Old  :                 25.7       36.4       38.8       55.6       25.7       36.4       38.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 9, 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  :    14,048:     8,503     12,580        937      4,482        528     13,922     14,045:       126          3
Old  :    14,048:     8,503     12,580        937      4,482        528     13,922     14,045:       126          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       195:      -119         91        104        212          0        197        195:        -2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       89.6        6.7       31.9        3.8       99.1      100.0:       0.9        0.0
Old  :     100.0:      60.5       89.6        6.7       31.9        3.8       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          4          2          1         20          9:
Old  :        24:        16          6          4          2          1         20          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.0       81.6       90.8       98.3       71.8       81.3       82.8       89.6
Old  :                 77.0       81.6       90.8       98.3       71.8       81.3       82.8       89.6
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 - Futures Only, September 9, 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  :    61,687:     3,702     17,303        292     57,606     43,878     61,600     61,473:        87        214
Old  :    61,687:     3,702     17,303        292     57,606     43,878     61,600     61,473:        87        214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     3,064:    -2,936     -4,522     -2,052      8,045      9,616      3,057      3,042:         7         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       28.0        0.5       93.4       71.1       99.9       99.7:       0.1        0.3
Old  :     100.0:       6.0       28.0        0.5       93.4       71.1       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  :        49:         4         16          1         13         20         17         37:
Old  :        49:         4         16          1         13         20         17         37:
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  :                 78.5       54.7       97.0       74.0       65.2       40.6       75.6       56.9
Old  :                 78.5       54.7       97.0       74.0       65.2       40.6       75.6       56.9
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 - Futures Only, September 9, 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  :    53,328:     2,209     13,737      2,887     48,043     36,434     53,139     53,058:       189        270
Old  :    53,328:     2,209     13,737      2,887     48,043     36,434     53,139     53,058:       189        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     7,358:        37     -3,999        182      7,067     11,212      7,286      7,395:        72        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       25.8        5.4       90.1       68.3       99.6       99.5:       0.4        0.5
Old  :     100.0:       4.1       25.8        5.4       90.1       68.3       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3         18          1          8         23         11         42:
Old  :        49:         3         18          1          8         23         11         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.7       42.2       99.5       66.4       71.3       39.0       74.6       54.1
Old  :                 93.7       42.2       99.5       66.4       71.3       39.0       74.6       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 12, 2014