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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   516,580:   112,570    168,475    159,693    208,747    135,990    481,010    464,158:    35,570     52,422
Old  :   463,200:   104,442    168,790    137,063    190,126    115,295    431,632    421,148:    31,568     42,051
Other:    53,380:    22,141     13,699      8,616     18,621     20,694     49,378     43,010:     4,001     10,370
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    28,425:     1,024      5,629     22,768      5,289       -638     29,081     27,759:      -656        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       32.6       30.9       40.4       26.3       93.1       89.9:       6.9       10.1
Old  :     100.0:      22.5       36.4       29.6       41.0       24.9       93.2       90.9:       6.8        9.1
Other:     100.0:      41.5       25.7       16.1       34.9       38.8       92.5       80.6:       7.5       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       424:       135        139        150        110        107        325        332:
Old  :       417:       138        140        139        108        102        314        319:
Other:       182:        42         43         40         47         70        113        136:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8        8.7       22.0       16.1       12.7        8.0       20.0       13.3
Old  :                 15.2        9.6       23.5       17.5       14.1        8.9       21.1       15.1
Other:                 37.8       18.1       48.6       30.9       37.7       17.6       47.5       28.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   161,410:    45,421     44,784     23,654     76,778     66,926    145,853    135,364:    15,557     26,046
Old  :   142,724:    44,477     45,563     18,329     65,771     57,388    128,577    121,281:    14,147     21,443
Other:    18,686:     5,261      3,538      1,008     11,007      9,537     17,275     14,083:     1,411      4,603
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    11,145:      -957      3,003      4,744      7,542      2,724     11,329     10,471:      -184        674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       27.7       14.7       47.6       41.5       90.4       83.9:       9.6       16.1
Old  :     100.0:      31.2       31.9       12.8       46.1       40.2       90.1       85.0:       9.9       15.0
Other:     100.0:      28.2       18.9        5.4       58.9       51.0       92.5       75.4:       7.5       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        50         53         46         71         69        145        151:
Old  :       198:        47         57         42         65         65        136        144:
Other:        98:        15         17         15         33         47         54         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       17.4       26.7       25.8       15.0       13.4       24.0       20.6
Old  :                 18.7       16.4       29.3       25.4       17.2       16.1       26.9       24.3
Other:                 38.9       47.9       62.6       54.9       38.8       47.9       61.3       54.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,877,009:   456,599    306,656    596,723    674,467    633,087  1,727,789  1,536,466:   149,220    340,543
Old  : 1,735,899:   421,409    311,971    553,999    626,337    568,122  1,601,745  1,434,092:   134,154    301,807
Other:   141,111:    57,199     16,694     20,715     48,130     64,965    126,044    102,374:    15,067     38,736
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    45,169:     1,439     -5,791     39,726        902     14,308     42,068     48,244:     3,101     -3,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       16.3       31.8       35.9       33.7       92.1       81.9:       7.9       18.1
Old  :     100.0:      24.3       18.0       31.9       36.1       32.7       92.3       82.6:       7.7       17.4
Other:     100.0:      40.5       11.8       14.7       34.1       46.0       89.3       72.5:      10.7       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       805:       186        229        237        273        328        598        671:
Old  :       798:       181        233        229        270        326        585        664:
Other:       371:        74         56         50         86        197        182        282:
     :----------------------------------------------------------------------------------------------------
     :             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       11.2       17.3       17.4        8.3        8.2       14.6       12.1
Old  :                 10.7       10.4       17.8       17.0        8.6        7.5       14.8       11.5
Other:                 18.3       29.4       29.5       36.5       18.3       28.5       28.8       33.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :    10,627:     3,306      1,117        965      3,613      7,414      7,885      9,496:     2,742      1,130
Old  :    10,552:     3,267      1,115        965      3,585      7,373      7,818      9,453:     2,734      1,098
Other:        75:        39          2          0         28         41         67         43:         8         32
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       517:        18        255       -105        527        426        440        575:        77        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       10.5        9.1       34.0       69.8       74.2       89.4:      25.8       10.6
Old  :     100.0:      31.0       10.6        9.1       34.0       69.9       74.1       89.6:      25.9       10.4
Other:     100.0:      52.0        2.7        0.0       37.3       54.7       89.3       57.3:      10.7       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          6          6         16         13         38         21:
Old  :        42:        18          6          6         16         13         38         21:
Other:         6:         1          1          0          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.4       61.8       46.4       74.7       29.3       60.7       38.5       66.9
Old  :                 32.4       62.1       46.5       74.9       29.3       61.0       38.6       67.1
Other:                 89.3       57.3       89.3       57.3       81.3       49.3       81.3       49.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,119,449:   177,890    212,182    406,330    477,263    322,412  1,061,484    940,924:    57,965    178,525
Old  : 1,054,550:   172,799    208,679    383,624    446,018    303,795  1,002,441    896,097:    52,109    158,453
Other:    64,899:    16,856     15,269     10,941     31,246     18,617     59,043     44,827:     5,856     20,072
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    56,668:      -990      1,417     36,606     19,815      5,896     55,431     43,920:     1,237     12,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       19.0       36.3       42.6       28.8       94.8       84.1:       5.2       15.9
Old  :     100.0:      16.4       19.8       36.4       42.3       28.8       95.1       85.0:       4.9       15.0
Other:     100.0:      26.0       23.5       16.9       48.1       28.7       91.0       69.1:       9.0       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       725:       174        292        295        165        219        533        630:
Old  :       725:       177        296        287        158        218        520        627:
Other:       298:        61         79         48         53        128        142        231:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       11.5       20.6       17.9        8.1        4.5       13.2        7.6
Old  :                 11.8       12.0       21.0       18.4        8.2        5.0       13.6        8.4
Other:                 23.9       16.9       37.1       27.6       23.0       16.1       35.7       23.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,931:    18,862      1,440        835          0      5,634     19,697      7,909:     3,234     15,022
Old  :    20,763:    17,313      1,406        835          0      4,969     18,148      7,210:     2,615     13,553
Other:     2,168:     1,549         34          0          0        665      1,549        699:       619      1,469
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       307:       424         47         25          0        323        449        395:      -142        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3        6.3        3.6        0.0       24.6       85.9       34.5:      14.1       65.5
Old  :     100.0:      83.4        6.8        4.0        0.0       23.9       87.4       34.7:      12.6       65.3
Other:     100.0:      71.4        1.6        0.0        0.0       30.7       71.4       32.2:      28.6       67.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          7          4          0         14          6         24:
Old  :        26:         5          7          4          0         14          6         24:
Other:        19:         2          4          0          0         13          2         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.4       12.8       85.9       20.1       82.1       12.8       82.3       18.8
Old  :                 84.9       13.6       87.4       19.9       83.2       12.4       83.4       18.4
Other:                 71.4       27.1       71.4       30.1       71.4       27.1       71.4       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   432,875:   111,778    102,269    102,877    180,486    193,555    395,141    398,700:    37,734     34,175
Old  :   417,322:   114,319    101,404     94,546    172,619    188,916    381,485    384,866:    35,837     32,456
Other:    15,554:     1,933      5,340      3,856      7,867      4,639     13,657     13,835:     1,897      1,719
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       233:    -1,651     -6,095      8,439     -6,295       -925        492      1,418:      -260     -1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       23.6       23.8       41.7       44.7       91.3       92.1:       8.7        7.9
Old  :     100.0:      27.4       24.3       22.7       41.4       45.3       91.4       92.2:       8.6        7.8
Other:     100.0:      12.4       34.3       24.8       50.6       29.8       87.8       88.9:      12.2       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        97         93        104         90         77        252        229:
Old  :       320:       106         87        104         89         77        250        229:
Other:        57:         6         21         14         22         11         41         34:
     :----------------------------------------------------------------------------------------------------
     :             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       27.0       17.3       33.7        8.4       21.2       15.1       27.3
Old  :                 10.2       26.9       17.7       33.9        8.6       21.5       15.6       27.9
Other:                 31.7       53.7       49.6       70.8       24.7       40.9       40.3       52.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   966,488:   110,300     82,679     69,985    613,833    628,523    794,118    781,186:   172,370    185,301
Old  :   966,488:   110,300     82,679     69,985    613,833    628,523    794,118    781,186:   172,370    185,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    15,842:     6,776     -1,551      8,722     15,561     14,689     31,060     21,861:   -15,218     -6,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        8.6        7.2       63.5       65.0       82.2       80.8:      17.8       19.2
Old  :     100.0:      11.4        8.6        7.2       63.5       65.0       82.2       80.8:      17.8       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        39         37         50         93         92        156        155:
Old  :       190:        39         37         50         93         92        156        155:
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  :                 24.9       18.1       34.4       28.6       22.6       17.0       29.1       24.1
Old  :                 24.9       18.1       34.4       28.6       22.6       17.0       29.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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  :   511,003:    54,500     35,044      5,007    346,895    376,805    406,402    416,856:   104,602     94,147
Old  :   511,003:    54,500     35,044      5,007    346,895    376,805    406,402    416,856:   104,602     94,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    -2,901:    -2,555     -1,960         37     -1,462         59     -3,980     -1,864:     1,080     -1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        6.9        1.0       67.9       73.7       79.5       81.6:      20.5       18.4
Old  :     100.0:      10.7        6.9        1.0       67.9       73.7       79.5       81.6:      20.5       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         9         10          6         50         49         63         61:
Old  :        83:         9         10          6         50         49         63         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       41.5       40.8       53.2       21.9       38.0       32.4       46.7
Old  :                 25.7       41.5       40.8       53.2       21.9       38.0       32.4       46.7
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :     6,634:     1,553        241        649      3,764      5,410      5,966      6,300:       668        334
Old  :     6,634:     1,553        241        649      3,764      5,410      5,966      6,300:       668        334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       127:      -214       -117        105        361        141        252        129:      -125         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        3.6        9.8       56.7       81.5       89.9       95.0:      10.1        5.0
Old  :     100.0:      23.4        3.6        9.8       56.7       81.5       89.9       95.0:      10.1        5.0
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  :        35:        11          2          5         16         19         29         25:
Old  :        35:        11          2          5         16         19         29         25:
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  :                 44.5       58.9       66.1       76.3       32.6       51.2       42.9       55.5
Old  :                 44.5       58.9       66.1       76.3       32.6       51.2       42.9       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 with Delta-adjusted Options and Futures Combined, September 16, 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  :   420,153:   102,469     60,836     91,173    182,350    230,199    375,992    382,208:    44,162     37,945
Old  :   408,479:   102,061     60,031     87,911    175,767    224,127    365,740    372,069:    42,739     36,410
Other:    11,675:     2,136      2,533      1,534      6,582      6,073     10,252     10,139:     1,423      1,536
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    10,610:    -2,340      5,767      7,225      8,971     -4,347     13,856      8,645:    -3,246      1,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       14.5       21.7       43.4       54.8       89.5       91.0:      10.5        9.0
Old  :     100.0:      25.0       14.7       21.5       43.0       54.9       89.5       91.1:      10.5        8.9
Other:     100.0:      18.3       21.7       13.1       56.4       52.0       87.8       86.8:      12.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        75         75         89         96        101        226        222:
Old  :       281:        78         77         87         96        100        225        219:
Other:        71:        13         14         14         32         17         53         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       26.1       18.2       34.5        7.0       22.1       12.3       28.1
Old  :                 10.7       26.2       18.1       34.5        7.0       22.5       12.4       28.8
Other:                 30.0       47.2       48.5       64.2       29.3       46.0       46.8       59.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,994:       989      4,409      1,214      6,077      2,594      8,280      8,218:     1,714      1,776
Old  :     9,994:       989      4,409      1,214      6,077      2,594      8,280      8,218:     1,714      1,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :        76:        30         90        152       -116        -96         66        146:         9        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       44.1       12.1       60.8       26.0       82.8       82.2:      17.2       17.8
Old  :     100.0:       9.9       44.1       12.1       60.8       26.0       82.8       82.2:      17.2       17.8
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  :        69:        17         22         12         22         17         45         46:
Old  :        69:        17         22         12         22         17         45         46:
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  :                 39.1       32.5       51.4       45.3       37.9       32.5       47.7       44.4
Old  :                 39.1       32.5       51.4       45.3       37.9       32.5       47.7       44.4
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 with Delta-adjusted Options and Futures Combined, September 16, 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  : 1,619,965:   383,535    473,838     51,900  1,078,692    940,556  1,514,128  1,466,295:   105,837    153,671
Old  : 1,619,965:   383,535    473,838     51,900  1,078,692    940,556  1,514,128  1,466,295:   105,837    153,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   172,109:    45,864    135,881       -274    125,199     41,145    170,790    176,752:     1,319     -4,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       29.2        3.2       66.6       58.1       93.5       90.5:       6.5        9.5
Old  :     100.0:      23.7       29.2        3.2       66.6       58.1       93.5       90.5:       6.5        9.5
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  :       262:        47         49         33         97        128        154        200:
Old  :       262:        47         49         33         97        128        154        200:
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  :                 31.8       27.1       42.8       39.6       31.5       27.1       42.3       39.5
Old  :                 31.8       27.1       42.8       39.6       31.5       27.1       42.3       39.5
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 with Delta-adjusted Options and Futures Combined, September 16, 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  : 3,329,148:   446,586    407,458    400,785  2,172,422  1,982,099  3,019,794  2,790,343:   309,354    538,805
Old  : 3,329,148:   446,586    407,458    400,785  2,172,422  1,982,099  3,019,794  2,790,343:   309,354    538,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -39,722:    10,114    -22,610     10,412    -43,604    -27,461    -23,078    -39,659:   -16,643        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       12.2       12.0       65.3       59.5       90.7       83.8:       9.3       16.2
Old  :     100.0:      13.4       12.2       12.0       65.3       59.5       90.7       83.8:       9.3       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        57         96         90        163        192        277        321:
Old  :       367:        57         96         90        163        192        277        321:
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  :                 34.1       13.9       42.1       19.9       31.7       10.8       38.5       15.8
Old  :                 34.1       13.9       42.1       19.9       31.7       10.8       38.5       15.8
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 with Delta-adjusted Options and Futures Combined, September 16, 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  : 2,503,419:   424,372    365,836    256,740  1,588,315  1,489,026  2,269,427  2,111,602:   233,992    391,816
Old  : 2,503,419:   424,372    365,836    256,740  1,588,315  1,489,026  2,269,427  2,111,602:   233,992    391,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    57,717:   -15,541     18,878     33,421     53,998     -3,952     71,878     48,348:   -14,161      9,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.6       10.3       63.4       59.5       90.7       84.3:       9.3       15.7
Old  :     100.0:      17.0       14.6       10.3       63.4       59.5       90.7       84.3:       9.3       15.7
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  :       303:        39         76         57        132        156        205        255:
Old  :       303:        39         76         57        132        156        205        255:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       13.8       29.8       22.3       16.8       10.0       25.3       16.5
Old  :                 18.4       13.8       29.8       22.3       16.8       10.0       25.3       16.5
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :   561,414:    14,232    157,139    118,941    391,014    231,784    524,186    507,865:    37,228     53,549
Old  :   561,414:    14,232    157,139    118,941    391,014    231,784    524,186    507,865:    37,228     53,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    35,559:    -6,189     16,471     -1,052     37,837     14,883     30,596     30,302:     4,963      5,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       28.0       21.2       69.6       41.3       93.4       90.5:       6.6        9.5
Old  :     100.0:       2.5       28.0       21.2       69.6       41.3       93.4       90.5:       6.6        9.5
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  :        92:        13         36         28         35         40         66         88:
Old  :        92:        13         36         28         35         40         66         88:
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  :                 48.3       23.5       59.3       35.2       38.7       18.9       43.0       24.2
Old  :                 48.3       23.5       59.3       35.2       38.7       18.9       43.0       24.2
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :    88,225:    24,173     12,796      3,586     52,099     61,651     79,858     78,034:     8,367     10,192
Old  :    88,225:    24,173     12,796      3,586     52,099     61,651     79,858     78,034:     8,367     10,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    21,250:     5,398       -478      1,263     14,569     19,639     21,229     20,424:        20        825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       14.5        4.1       59.1       69.9       90.5       88.4:       9.5       11.6
Old  :     100.0:      27.4       14.5        4.1       59.1       69.9       90.5       88.4:       9.5       11.6
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  :       134:        47         26         18         50         36        103         75:
Old  :       134:        47         26         18         50         36        103         75:
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  :                 19.3       34.6       30.2       52.6       17.7       28.0       26.6       42.2
Old  :                 19.3       34.6       30.2       52.6       17.7       28.0       26.6       42.2
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :   176,451:    48,346     25,593      7,172    104,198    123,302    159,716    156,067:    16,735     20,383
Old  :   176,451:    48,346     25,593      7,172    104,198    123,302    159,716    156,067:    16,735     20,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    42,499:    10,795       -956      2,526     29,137     39,279     42,458     40,848:        41      1,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       14.5        4.1       59.1       69.9       90.5       88.4:       9.5       11.6
Old  :     100.0:      27.4       14.5        4.1       59.1       69.9       90.5       88.4:       9.5       11.6
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  :       134:        47         26         18         50         36        103         75:
Old  :       134:        47         26         18         50         36        103         75:
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  :                 19.3       34.6       30.2       52.6       17.7       28.0       26.6       42.2
Old  :                 19.3       34.6       30.2       52.6       17.7       28.0       26.6       42.2
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 with Delta-adjusted Options and Futures Combined, September 16, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    14,225:     7,393     11,401      2,142      4,543        678     14,078     14,221:       147          4
Old  :    14,225:     7,393     11,401      2,142      4,543        678     14,078     14,221:       147          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       177:    -1,110     -1,179      1,205         61        150        156        176:        21          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       80.1       15.1       31.9        4.8       99.0      100.0:       1.0        0.0
Old  :     100.0:      52.0       80.1       15.1       31.9        4.8       99.0      100.0:       1.0        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  :        23:        16          5          4          2          1         21          7:
Old  :        23:        16          5          4          2          1         21          7:
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  :                 73.3       87.7       87.1      100.0       65.7       76.7       75.8       80.7
Old  :                 73.3       87.7       87.1      100.0       65.7       76.7       75.8       80.7
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :    54,602:     3,679     16,599        264     50,581     37,496     54,524     54,359:        78        243
Old  :    54,602:     3,679     16,599        264     50,581     37,496     54,524     54,359:        78        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    -7,085:       -23       -704        -28     -7,025     -6,382     -7,076     -7,114:        -9         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       30.4        0.5       92.6       68.7       99.9       99.6:       0.1        0.4
Old  :     100.0:       6.7       30.4        0.5       92.6       68.7       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         14          1         11         18         17         33:
Old  :        47:         6         14          1         11         18         17         33:
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  :                 82.6       58.1       97.2       77.9       78.5       49.2       88.4       69.0
Old  :                 82.6       58.1       97.2       77.9       78.5       49.2       88.4       69.0
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 with Delta-adjusted Options and Futures Combined, September 16, 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  :    39,368:     2,859     10,105      2,930     33,491     26,072     39,280     39,107:        88        261
Old  :    39,368:     2,859     10,105      2,930     33,491     26,072     39,280     39,107:        88        261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -13,960:       650     -3,632         43    -14,552    -10,362    -13,859    -13,951:      -101         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       25.7        7.4       85.1       66.2       99.8       99.3:       0.2        0.7
Old  :     100.0:       7.3       25.7        7.4       85.1       66.2       99.8       99.3:       0.2        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  :        47:         4         18          1          6         20         10         39:
Old  :        47:         4         18          1          6         20         10         39:
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  :                 98.3       50.7       99.6       72.6       88.1       50.4       88.8       66.0
Old  :                 98.3       50.7       99.6       72.6       88.1       50.4       88.8       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 19, 2014