```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,583
COMMITMENTS
 110,683  159,011  159,242  226,457  171,254  496,382  489,507   45,201   52,077

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -9,617)
  -2,421   -8,373   -6,039   -2,466    4,238  -10,926  -10,174    1,309      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     29.4     29.4     41.8     31.6     91.7     90.4      8.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      402)
     127      134      150      108      105      321      317
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      157,844
COMMITMENTS
  44,752   37,118   22,361   72,082   69,170  139,195  128,649   18,649   29,195

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,319)
  -2,442   -1,210    2,423   -2,067   -3,140   -2,086   -1,928      767      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     23.5     14.2     45.7     43.8     88.2     81.5     11.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      43       51       48       68       69      141      144
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,008,552
COMMITMENTS
 457,262  330,511  625,262  764,749  721,756  1847273  1677530  161,279  331,022

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:    -15,545)
     917    6,812  -12,350   -4,394   -2,948  -15,827   -8,485      282   -7,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     16.5     31.1     38.1     35.9     92.0     83.5      8.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      819)
     188      228      252      301      334      642      683
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,796
COMMITMENTS
   6,278    4,793    2,601    3,330    4,039   12,210   11,434      586    1,362

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,629)
    -682     -461     -602     -409     -644   -1,693   -1,707       64       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.1     37.5     20.3     26.0     31.6     95.4     89.4      4.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5       10        8        7       19       19
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,439
COMMITMENTS
   3,085      804      924    3,084    6,352    7,094    8,080    2,345    1,358

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:        703)
     435      216       19      265      361      718      597      -15      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      8.5      9.8     32.7     67.3     75.2     85.6     24.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        4        7       17       12       38       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      976,948
COMMITMENTS
 181,662  179,059  337,246  405,991  311,569  924,900  827,874   52,048  149,074

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     20,637)
   1,199   -7,948   11,419    7,831   12,814   20,449   16,285      188    4,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     18.3     34.5     41.6     31.9     94.7     84.7      5.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      703)
     183      267      273      150      217      512      595
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,011
COMMITMENTS
  17,103      719      378        0    5,359   17,481    6,456    3,530   14,555

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:        726)
     624      166      337        0       46      961      549     -235      177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.4      3.4      1.8      0.0     25.5     83.2     30.7     16.8     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        4        0       15        5       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      389,769
COMMITMENTS
 107,928  104,124   75,369  171,401  171,969  354,698  351,462   35,071   38,307

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     19,879)
     543    6,130   14,009    6,230    2,303   20,782   22,442     -903   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     26.7     19.3     44.0     44.1     91.0     90.2      9.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      93       86       80       86       73      223      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,907
COMMITMENTS
 108,838   82,805   60,120  596,776  614,640  765,735  757,565  191,173  199,342

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     74,389)
  13,802   -4,802      677   50,702   71,126   65,181   67,002    9,208    7,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      8.7      6.3     62.4     64.2     80.0     79.2     20.0     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      32       36       39       82       94      137      146
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      495,786
COMMITMENTS
  53,920   33,690    4,356  336,111  355,250  394,387  393,296  101,399  102,490

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:        401)
   2,072      798   -1,797       16   -1,261      292   -2,259      109    2,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      6.8      0.9     67.8     71.7     79.5     79.3     20.5     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11       11        7       46       48       61       62
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,411
COMMITMENTS
   1,921      478      545    3,317    5,136    5,783    6,159      628      252

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:        -29)
     136       14       11     -139       -1        8       24      -37      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      7.5      8.5     51.7     80.1     90.2     96.1      9.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        4        5       16       17       31       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      377,825
COMMITMENTS
  96,668   49,128   78,537  156,289  217,397  331,494  345,062   46,331   32,763

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:      7,737)
   2,244   -8,832    7,923   -3,649    7,829    6,518    6,919    1,219      818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     13.0     20.8     41.4     57.5     87.7     91.3     12.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      82       59       79       88       97      214      199
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,801
COMMITMENTS
     923    3,507    1,797    6,022    3,567    8,742    8,871    2,059    1,930

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:       -107)
      45      361     -660      346      183     -268     -115      161        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     32.5     16.6     55.8     33.0     80.9     82.1     19.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       21       14       21       18       45       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,388,843
COMMITMENTS
 337,288  245,179   66,182  869,833  946,149  1273303  1257510  115,539  131,333

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     19,261)
  -3,342   -8,085   14,312   -6,534   24,978    4,436   31,205   14,825  -11,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     17.7      4.8     62.6     68.1     91.7     90.5      8.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      47       41       34       92      142      148      208
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,468,064
COMMITMENTS
 427,727  423,983  394,574  2294092  2119215  3116394  2937773  351,670  530,292

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:    162,666)
  14,152    4,251   61,893   41,429   91,062  117,474  157,205   45,192    5,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     12.2     11.4     66.1     61.1     89.9     84.7     10.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      62       99       86      172      209      289      339
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,460,767
COMMITMENTS
 367,293  326,864  216,600  1611751  1508013  2195644  2051477  265,124  409,290

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     36,213)
  59,645   22,525   29,475  -41,540  -46,118   47,581    5,882  -11,368   30,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     13.3      8.8     65.5     61.3     89.2     83.4     10.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      44       74       55      128      149      210      240
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      493,901
COMMITMENTS
  17,895  123,823  108,439  337,085  205,153  463,419  437,414   30,482   56,487

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     32,474)
     -64    2,749   11,130   19,978   14,902   31,044   28,781    1,430    3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     25.1     22.0     68.2     41.5     93.8     88.6      6.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       31       25       36       41       64       82
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,074
COMMITMENTS
  13,142   16,746      872   34,768   32,859   48,782   50,477    8,292    6,597

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -3,366)
  -2,692    1,621     -480      136   -4,788   -3,036   -3,647     -329      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     29.3      1.5     60.9     57.6     85.5     88.4     14.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       26       10       46       19       76       53
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,148
COMMITMENTS
  26,285   33,492    1,744   69,536   65,718   97,564  100,954   16,583   13,194

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -6,731)
  -5,385    3,243     -960      273   -9,576   -6,072   -7,293     -659      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     29.3      1.5     60.9     57.6     85.5     88.4     14.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      28       26       10       46       19       76       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,468
COMMITMENTS
   9,890   11,193      736    1,774      528   12,400   12,457       68       11

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:        450)
     954      -58      222     -577      280      599      444     -149        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.3     89.8      5.9     14.2      4.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        4        3        3        1       20        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       55,398
COMMITMENTS
   7,809   20,945      343   47,202   33,935   55,354   55,223       44      175

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:      1,562)
     632    1,209      -91    1,055      445    1,596    1,563      -34       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     37.8      0.6     85.2     61.3     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       15        1       13       17       16       33
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       39,755
COMMITMENTS
   1,354   14,737    2,467   35,827   22,291   39,648   39,495      107      260

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:      2,414)
  -1,261    2,091      198    3,453      122    2,390    2,411       24        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     37.1      6.2     90.1     56.1     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       16        1        6       18       13       35
```

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Updated August 15, 2014