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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 2, 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  :   381,369:   120,423    161,194     54,402    170,405    118,032    345,230    333,628:    36,139     47,741
Old  :   337,245:   110,014    163,044     37,861    157,467     98,963    305,342    299,868:    31,903     37,377
Other:    44,124:    23,477     11,218      3,473     12,938     19,069     39,888     33,760:     4,236     10,364
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -14,904:       536      2,055     -4,048     -8,097     -7,976    -11,609     -9,969:    -3,295     -4,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       42.3       14.3       44.7       30.9       90.5       87.5:       9.5       12.5
Old  :     100.0:      32.6       48.3       11.2       46.7       29.3       90.5       88.9:       9.5       11.1
Other:     100.0:      53.2       25.4        7.9       29.3       43.2       90.4       76.5:       9.6       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       113        111        106         90        101        270        271:
Old  :       369:       112        116         89         85         94        251        257:
Other:       156:        36         31         16         36         66         87        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       11.9       27.5       21.1       17.1       11.4       27.1       19.3
Old  :                 19.6       13.4       29.4       23.3       19.6       13.4       29.2       21.9
Other:                 44.8       21.7       57.7       35.0       44.8       20.6       57.6       32.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 2, 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  :   133,681:    47,793     40,655      7,791     63,174     59,710    118,758    108,156:    14,923     25,525
Old  :   121,808:    46,567     40,458      5,825     55,520     54,344    107,912    100,627:    13,896     21,181
Other:    11,873:     3,064      2,035        128      7,654      5,366     10,846      7,529:     1,027      4,344
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    -2,946:     1,346        208       -486     -2,124     -2,974     -1,264     -3,252:    -1,682        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       30.4        5.8       47.3       44.7       88.8       80.9:      11.2       19.1
Old  :     100.0:      38.2       33.2        4.8       45.6       44.6       88.6       82.6:      11.4       17.4
Other:     100.0:      25.8       17.1        1.1       64.5       45.2       91.4       63.4:       8.6       36.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        45         47         33         53         59        116        125:
Old  :       176:        44         48         28         48         54        108        117:
Other:        83:        18          8          8         25         39         43         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       18.3       31.6       27.1       18.7       16.3       29.9       24.7
Old  :                 20.6       18.4       32.0       27.6       19.7       18.3       30.1       27.5
Other:                 54.4       41.9       72.2       48.6       54.4       41.9       72.1       48.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 2, 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  : 1,218,838:   458,545    379,818    117,907    531,154    476,642  1,107,606    974,367:   111,232    244,471
Old  : 1,123,289:   433,322    385,097     96,593    492,542    422,363  1,022,457    904,053:   100,832    219,236
Other:    95,549:    45,770     15,268        767     38,612     54,279     85,149     70,314:    10,400     25,235
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -35,324:     6,856     -4,562     -6,117    -18,793    -15,673    -18,054    -26,352:   -17,270     -8,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       31.2        9.7       43.6       39.1       90.9       79.9:       9.1       20.1
Old  :     100.0:      38.6       34.3        8.6       43.8       37.6       91.0       80.5:       9.0       19.5
Other:     100.0:      47.9       16.0        0.8       40.4       56.8       89.1       73.6:      10.9       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       149        199        136        220        294        460        551:
Old  :       716:       137        212        125        217        290        443        544:
Other:       331:        63         39         16         64        185        134        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       12.6       22.5       19.1       12.5       10.6       22.2       16.5
Old  :                 13.3       11.4       22.9       17.8       13.1        8.8       22.6       14.9
Other:                 24.6       39.6       37.0       45.9       24.6       39.3       37.0       45.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,238:     3,440      1,060        337      3,167      6,710      6,944      8,107:     2,294      1,131
Old  :     9,185:     3,440      1,058        337      3,135      6,696      6,912      8,091:     2,273      1,094
Other:        53:         0          2          0         32         14         32         16:        21         37
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :        76:       166       -436         35        -35        758        166        357:       -90       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       11.5        3.6       34.3       72.6       75.2       87.8:      24.8       12.2
Old  :     100.0:      37.5       11.5        3.7       34.1       72.9       75.3       88.1:      24.7       11.9
Other:     100.0:       0.0        3.8        0.0       60.4       26.4       60.4       30.2:      39.6       69.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          4          5         15         12         38         19:
Old  :        44:        20          4          5         15         12         38         19:
Other:         4:         0          1          0          2          1          2          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  :                 34.7       64.5       47.2       79.7       31.1       64.3       42.3       72.7
Old  :                 34.7       64.7       47.2       80.0       31.2       64.5       42.3       73.0
Other:                 60.4       30.2       60.4       30.2       60.4       30.2       60.4       30.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 2, 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  :   673,214:   193,980    207,700     85,424    345,341    248,801    624,745    541,925:    48,469    131,289
Old  :   632,129:   185,575    204,004     77,145    324,950    233,108    587,670    514,257:    44,459    117,872
Other:    41,085:    16,125     11,416        559     20,391     15,693     37,075     27,668:     4,010     13,417
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    24,613:     3,546      7,554     11,258      8,116      2,879     22,920     21,691:     1,693      2,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       30.9       12.7       51.3       37.0       92.8       80.5:       7.2       19.5
Old  :     100.0:      29.4       32.3       12.2       51.4       36.9       93.0       81.4:       7.0       18.6
Other:     100.0:      39.2       27.8        1.4       49.6       38.2       90.2       67.3:       9.8       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       648:       153        243        166        129        201        387        524:
Old  :       644:       155        244        155        123        199        371        518:
Other:       250:        38         64         13         39        123         84        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       12.3       23.2       18.4       12.2       11.6       20.2       16.4
Old  :                 15.0       13.0       23.7       19.1       12.6       12.3       21.2       17.5
Other:                 34.4       19.8       53.8       28.1       34.1       19.8       53.4       28.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,990:    17,859      1,041        600          0      5,577     18,459      7,218:     3,531     14,772
Old  :    20,125:    16,578      1,021        600          0      4,979     17,178      6,600:     2,947     13,525
Other:     1,865:     1,281         20          0          0        598      1,281        618:       584      1,247
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       420:       363        299        235          0         64        598        598:      -178       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.2        4.7        2.7        0.0       25.4       83.9       32.8:      16.1       67.2
Old  :     100.0:      82.4        5.1        3.0        0.0       24.7       85.4       32.8:      14.6       67.2
Other:     100.0:      68.7        1.1        0.0        0.0       32.1       68.7       33.1:      31.3       66.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          4          0         15          6         24:
Old  :        26:         5          6          4          0         15          6         24:
Other:        19:         2          3          0          0         14          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  :                 82.2       12.9       83.9       19.6       81.1       12.9       81.2       18.6
Old  :                 83.4       13.3       85.4       19.3       82.2       12.5       82.4       18.1
Other:                 68.7       27.5       68.7       30.5       68.7       27.5       68.7       30.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 2, 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  :   359,726:   123,502    105,722     44,544    154,946    173,838    322,992    324,104:    36,734     35,622
Old  :   347,766:   125,910    104,886     38,668    148,530    170,368    313,108    313,922:    34,658     33,844
Other:    11,960:       848      4,092      2,620      6,416      3,470      9,884     10,182:     2,076      1,778
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     1,127:     4,045      5,106     -2,667       -719      1,678        659      4,117:       468     -2,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       29.4       12.4       43.1       48.3       89.8       90.1:      10.2        9.9
Old  :     100.0:      36.2       30.2       11.1       42.7       49.0       90.0       90.3:      10.0        9.7
Other:     100.0:       7.1       34.2       21.9       53.6       29.0       82.6       85.1:      17.4       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        98         88         81         80         66        226        204:
Old  :       308:       106         85         80         80         66        226        203:
Other:        44:         7         12          9         19          9         34         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       28.9       17.9       36.5       10.1       26.5       17.8       33.8
Old  :                 10.4       29.2       18.4       37.0       10.3       27.2       18.3       34.8
Other:                 34.9       53.7       54.2       72.8       28.5       41.8       45.3       54.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 2, 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  :   917,199:   110,441     97,644     40,500    595,758    599,599    746,699    737,743:   170,500    179,456
Old  :   917,199:   110,441     97,644     40,500    595,758    599,599    746,699    737,743:   170,500    179,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -24,756:   -14,286      4,932     14,869    -12,990    -20,067    -12,407       -266:   -12,349    -24,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.6        4.4       65.0       65.4       81.4       80.4:      18.6       19.6
Old  :     100.0:      12.0       10.6        4.4       65.0       65.4       81.4       80.4:      18.6       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        31         33         25         76         81        121        126:
Old  :       175:        31         33         25         76         81        121        126:
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  :                 29.4       22.3       39.0       32.8       26.2       18.6       33.6       26.0
Old  :                 29.4       22.3       39.0       32.8       26.2       18.6       33.6       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, September 2, 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  :   543,378:    53,618     38,049      6,682    377,434    399,389    437,734    444,120:   105,644     99,258
Old  :   543,378:    53,618     38,049      6,682    377,434    399,389    437,734    444,120:   105,644     99,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     6,770:    -3,616        160     -3,875     35,115     21,422     27,624     17,707:   -20,854    -10,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.0        1.2       69.5       73.5       80.6       81.7:      19.4       18.3
Old  :     100.0:       9.9        7.0        1.2       69.5       73.5       80.6       81.7:      19.4       18.3
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  :        82:        10         11          7         50         46         64         60:
Old  :        82:        10         11          7         50         46         64         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  :                 26.0       43.5       41.2       55.7       20.7       33.6       30.0       42.7
Old  :                 26.0       43.5       41.2       55.7       20.7       33.6       30.0       42.7
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 2, 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  :     6,313:     1,864        314        638      3,087      5,089      5,589      6,041:       724        272
Old  :     6,313:     1,864        314        638      3,087      5,089      5,589      6,041:       724        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       180:         6        -63          4        206        233        216        174:       -36          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        5.0       10.1       48.9       80.6       88.5       95.7:      11.5        4.3
Old  :     100.0:      29.5        5.0       10.1       48.9       80.6       88.5       95.7:      11.5        4.3
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  :        37:        15          4          6         17         14         34         22:
Old  :        37:        15          4          6         17         14         34         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.4       58.1       82.6       25.8       52.0       35.3       55.5
Old  :                 36.9       64.4       58.1       82.6       25.8       52.0       35.3       55.5
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 2, 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  :   338,784:   112,430     54,530     36,052    145,757    217,660    294,239    308,242:    44,545     30,542
Old  :   331,373:   112,704     53,550     34,245    140,849    214,600    287,798    302,395:    43,575     28,978
Other:     7,411:       477      1,731      1,056      4,908      3,060      6,441      5,847:       970      1,564
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    16,812:    13,470      3,262        815        808     15,750     15,093     19,827:     1,719     -3,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       16.1       10.6       43.0       64.2       86.9       91.0:      13.1        9.0
Old  :     100.0:      34.0       16.2       10.3       42.5       64.8       86.9       91.3:      13.1        8.7
Other:     100.0:       6.4       23.4       14.2       66.2       41.3       86.9       78.9:      13.1       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        84         72         78         85         85        225        191:
Old  :       281:        87         72         78         85         85        225        190:
Other:        59:        12          7          6         31         11         47         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       33.5       17.6       42.6        8.4       29.1       15.1       36.9
Old  :                 10.3       33.6       17.5       43.0        8.4       29.7       15.2       37.7
Other:                 36.4       51.2       53.5       65.2       35.7       44.4       47.3       52.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 2, 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  :     8,802:     1,060      4,249        452      5,766      2,600      7,278      7,301:     1,524      1,501
Old  :     8,802:     1,060      4,249        452      5,766      2,600      7,278      7,301:     1,524      1,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       -58:        14        416        121       -115       -491         20         46:       -78       -104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       48.3        5.1       65.5       29.5       82.7       82.9:      17.3       17.1
Old  :     100.0:      12.0       48.3        5.1       65.5       29.5       82.7       82.9:      17.3       17.1
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  :        66:        15         22          8         19         16         39         42:
Old  :        66:        15         22          8         19         16         39         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  :                 44.0       36.9       56.0       51.0       43.9       36.5       55.5       49.3
Old  :                 44.0       36.9       56.0       51.0       43.9       36.5       55.5       49.3
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 2, 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  : 1,377,870:   365,760    311,735     47,934    851,821    871,980  1,265,515  1,231,649:   112,355    146,221
Old  : 1,377,870:   365,760    311,735     47,934    851,821    871,980  1,265,515  1,231,649:   112,355    146,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :  -138,192:   -10,730    -20,412    -13,562   -109,835    -88,536   -134,127   -122,510:    -4,065    -15,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       22.6        3.5       61.8       63.3       91.8       89.4:       8.2       10.6
Old  :     100.0:      26.5       22.6        3.5       61.8       63.3       91.8       89.4:       8.2       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        41         48         28         96        128        147        194:
Old  :       253:        41         48         28         96        128        147        194:
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  :                 33.7       23.5       45.0       33.5       33.5       23.5       44.5       33.3
Old  :                 33.7       23.5       45.0       33.5       33.5       23.5       44.5       33.3
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 2, 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  : 2,721,411:   382,415    465,073     70,648  1,937,780  1,706,019  2,390,843  2,241,740:   330,568    479,671
Old  : 2,721,411:   382,415    465,073     70,648  1,937,780  1,706,019  2,390,843  2,241,740:   330,568    479,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :  -132,846:   -35,646     54,952     -8,947    -86,818   -163,136   -131,411   -117,131:    -1,435    -15,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.1        2.6       71.2       62.7       87.9       82.4:      12.1       17.6
Old  :     100.0:      14.1       17.1        2.6       71.2       62.7       87.9       82.4:      12.1       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:        40        102         52        122        183        200        299:
Old  :       354:        40        102         52        122        183        200        299:
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  :                 40.6       14.7       49.5       21.3       39.2       11.4       46.6       17.9
Old  :                 40.6       14.7       49.5       21.3       39.2       11.4       46.6       17.9
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 2, 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  : 2,157,862:   410,794    325,592     52,961  1,447,892  1,402,232  1,911,647  1,780,785:   246,215    377,077
Old  : 2,157,862:   410,794    325,592     52,961  1,447,892  1,402,232  1,911,647  1,780,785:   246,215    377,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :  -135,755:     3,744    -11,285     -7,969    -85,003    -86,565    -89,228   -105,819:   -46,527    -29,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       15.1        2.5       67.1       65.0       88.6       82.5:      11.4       17.5
Old  :     100.0:      19.0       15.1        2.5       67.1       65.0       88.6       82.5:      11.4       17.5
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  :       282:        42         65         30        111        137        169        216:
Old  :       282:        42         65         30        111        137        169        216:
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  :                 20.1       18.4       32.8       28.7       17.1       16.1       27.2       23.9
Old  :                 20.1       18.4       32.8       28.7       17.1       16.1       27.2       23.9
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 2, 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  :   511,290:    18,586    131,382    122,518    339,789    206,020    480,893    459,920:    30,397     51,370
Old  :   511,290:    18,586    131,382    122,518    339,789    206,020    480,893    459,920:    30,397     51,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -30,339:      -156    -15,195     -8,959    -21,462     -6,961    -30,577    -31,115:       238        776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.7       24.0       66.5       40.3       94.1       90.0:       5.9       10.0
Old  :     100.0:       3.6       25.7       24.0       66.5       40.3       94.1       90.0:       5.9       10.0
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  :        90:         9         37         25         34         41         63         86:
Old  :        90:         9         37         25         34         41         63         86:
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  :                 47.4       19.8       58.2       32.3       36.0       14.2       40.5       20.0
Old  :                 47.4       19.8       58.2       32.3       36.0       14.2       40.5       20.0
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 2, 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  :    64,775:    20,144     13,566        723     35,178     41,567     56,045     55,855:     8,731      8,920
Old  :    64,775:    20,144     13,566        723     35,178     41,567     56,045     55,855:     8,731      8,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     3,857:     2,078     -1,747        128      1,379      5,238      3,585      3,618:       273        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       20.9        1.1       54.3       64.2       86.5       86.2:      13.5       13.8
Old  :     100.0:      31.1       20.9        1.1       54.3       64.2       86.5       86.2:      13.5       13.8
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  :       119:        33         29          6         37         29         72         62:
Old  :       119:        33         29          6         37         29         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.2       40.9       56.5       26.9       37.2       40.8       55.5
Old  :                 27.0       37.2       40.9       56.5       26.9       37.2       40.8       55.5
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 2, 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  :   129,550:    40,288     27,132      1,445     70,356     83,133    112,089    111,710:    17,461     17,840
Old  :   129,550:    40,288     27,132      1,445     70,356     83,133    112,089    111,710:    17,461     17,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     7,714:     4,156     -3,494        255      2,758     10,475      7,169      7,236:       545        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       20.9        1.1       54.3       64.2       86.5       86.2:      13.5       13.8
Old  :     100.0:      31.1       20.9        1.1       54.3       64.2       86.5       86.2:      13.5       13.8
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  :       119:        33         29          6         37         29         72         62:
Old  :       119:        33         29          6         37         29         72         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.2       40.9       56.5       26.9       37.2       40.8       55.5
Old  :                 27.0       37.2       40.9       56.5       26.9       37.2       40.8       55.5
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 2, 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  :    13,853:     8,622     12,489        833      4,270        528     13,725     13,850:       128          3
Old  :    13,853:     8,622     12,489        833      4,270        528     13,725     13,850:       128          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       749:      -209        571        177        715          0        683        748:        66          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       90.2        6.0       30.8        3.8       99.1      100.0:       0.9        0.0
Old  :     100.0:      62.2       90.2        6.0       30.8        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          3          2          1         19          9:
Old  :        24:        16          6          3          2          1         19          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  :                 76.7       84.7       90.5       99.0       72.0       84.4       82.8       90.2
Old  :                 76.7       84.7       90.5       99.0       72.0       84.4       82.8       90.2
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 2, 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  :    58,623:     6,638     21,825      2,344     49,561     34,262     58,543     58,431:        80        192
Old  :    58,623:     6,638     21,825      2,344     49,561     34,262     58,543     58,431:        80        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     4,154:        -8        731      2,052      2,084      1,368      4,128      4,151:        26          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       37.2        4.0       84.5       58.4       99.9       99.7:       0.1        0.3
Old  :     100.0:      11.3       37.2        4.0       84.5       58.4       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:         3         18          1         12         19         15         38:
Old  :        49:         3         18          1         12         19         15         38:
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  :                 77.5       51.8       97.9       70.7       72.2       43.4       84.8       62.4
Old  :                 77.5       51.8       97.9       70.7       72.2       43.4       84.8       62.4
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 2, 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  :    45,970:     2,172     17,736      2,705     40,976     25,222     45,853     45,663:       117        307
Old  :    45,970:     2,172     17,736      2,705     40,976     25,222     45,853     45,663:       117        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     1,736:     1,061        610        163        518        906      1,742      1,679:        -6         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       38.6        5.9       89.1       54.9       99.7       99.3:       0.3        0.7
Old  :     100.0:       4.7       38.6        5.9       89.1       54.9       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3         21          2          8         21         12         43:
Old  :        51:         3         21          2          8         21         12         43:
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  :                 90.3       44.3       99.4       66.9       83.4       44.3       89.7       64.1
Old  :                 90.3       44.3       99.4       66.9       83.4       44.3       89.7       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 5, 2014