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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   552,879:   108,251    167,952    171,302    230,965    163,685    510,518    502,939:    42,361     49,940
Old  :   512,377:   101,840    174,107    153,450    217,913    143,300    473,204    470,858:    39,174     41,519
Other:    40,502:    20,376      7,810      3,887     13,052     20,385     37,314     32,081:     3,187      8,421
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :     2,148:       435     15,020     -7,112     10,192     -3,942      3,516      3,966:    -1,368     -1,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       30.4       31.0       41.8       29.6       92.3       91.0:       7.7        9.0
Old  :     100.0:      19.9       34.0       29.9       42.5       28.0       92.4       91.9:       7.6        8.1
Other:     100.0:      50.3       19.3        9.6       32.2       50.3       92.1       79.2:       7.9       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       127        146        152        110        101        323        323:
Old  :       408:       132        141        146        108        101        316        318:
Other:       152:        34         35         31         35         63         90        114:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       10.2       23.1       17.6       12.3        7.8       19.2       13.5
Old  :                 16.0       10.8       24.4       18.6       13.5        9.3       20.4       15.6
Other:                 48.3       22.0       64.6       37.7       48.3       20.6       64.4       33.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   157,463:    47,040     38,147     22,435     70,829     67,439    140,304    128,020:    17,159     29,443
Old  :   147,369:    45,098     38,529     20,822     65,106     62,444    131,026    121,795:    16,343     25,574
Other:    10,094:     3,076        751        480      5,723      4,994      9,279      6,225:       816      3,869
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -2,750:    -2,009       -498     -1,507      1,238     -1,488     -2,277     -3,493:      -473        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       24.2       14.2       45.0       42.8       89.1       81.3:      10.9       18.7
Old  :     100.0:      30.6       26.1       14.1       44.2       42.4       88.9       82.6:      11.1       17.4
Other:     100.0:      30.5        7.4        4.8       56.7       49.5       91.9       61.7:       8.1       38.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        47         48         48         63         67        137        142:
Old  :       188:        45         52         47         63         66        136        140:
Other:        72:        11         13         11         16         36         32         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  :                 17.9       16.1       28.0       24.1       16.6       13.3       25.7       20.9
Old  :                 19.0       14.8       27.9       23.2       17.0       14.3       25.4       22.3
Other:                 60.6       40.4       74.0       46.7       60.6       40.4       74.0       45.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  : 2,003,405:   437,369    317,553    621,455    783,085    727,434  1,841,910  1,666,442:   161,495    336,962
Old  :   631,150:   219,534    219,247    119,155    251,005    235,468    589,694    573,869:    41,457     57,281
Other: 1,372,254:   349,454    229,924    370,682    532,080    491,967  1,252,216  1,092,573:   120,039    279,681
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -15,077:    19,389     31,948    -31,597     -5,830    -11,329    -18,037    -10,978:     2,960     -4,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.9       31.0       39.1       36.3       91.9       83.2:       8.1       16.8
Old  :     100.0:      34.8       34.7       18.9       39.8       37.3       93.4       90.9:       6.6        9.1
Other:     100.0:      25.5       16.8       27.0       38.8       35.9       91.3       79.6:       8.7       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       184        213        247        305        340        633        678:
Old  :       620:       119        169        105        205        213        387        424:
Other:       752:       202        169        180        262        326        540        601:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       12.3       17.4       18.8        7.9        8.5       13.5       12.4
Old  :                 16.4       15.2       26.6       24.8       14.3       12.7       24.1       21.3
Other:                 10.9       13.8       18.0       20.2        7.8       10.0       13.0       14.0
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :    12,787:     6,321      4,342      2,860      3,174      4,343     12,355     11,545:       431      1,242
Old  :    11,704:     6,491      4,350      1,934      2,849      4,179     11,274     10,463:       430      1,241
Other:     1,083:       139        300        617        325        164      1,081      1,081:         2          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :     1,821:     1,117      1,097        -68        610        449      1,660      1,478:       162        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       34.0       22.4       24.8       34.0       96.6       90.3:       3.4        9.7
Old  :     100.0:      55.5       37.2       16.5       24.3       35.7       96.3       89.4:       3.7       10.6
Other:     100.0:      12.8       27.7       57.0       30.0       15.1       99.8       99.9:       0.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10          5         12          9          7         22         21:
Old  :        22:         9          4         10          9          7         21         18:
Other:        10:         3          4          6          2          2          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.0       60.6       78.8       78.5       43.5       53.6       61.6       59.8
Old  :                 57.5       66.2       80.9       80.2       47.8       58.6       67.6       65.3
Other:                 58.5       69.0       99.8       98.4       31.8       29.9       34.2       34.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,531:     2,687        867        761      2,861      5,687      6,310      7,315:     2,221      1,215
Old  :     8,522:     2,687        867        761      2,854      5,687      6,303      7,315:     2,219      1,206
Other:         9:         0          0          0          7          0          7          0:         2          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :        24:        85         64         83       -242       -403        -73       -255:        97        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       10.2        8.9       33.5       66.7       74.0       85.8:      26.0       14.2
Old  :     100.0:      31.5       10.2        8.9       33.5       66.7       74.0       85.8:      26.0       14.2
Other:     100.0:       0.0        0.0        0.0       77.8        0.0       77.8        0.0:      22.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          3          7         14         11         33         19:
Old  :        36:        17          3          7         14         11         33         19:
Other:         1:         0          0          0          1          0          1          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  :                 33.9       56.8       46.6       74.4       33.1       49.9       40.8       60.6
Old  :                 33.9       56.8       46.6       74.5       33.2       50.0       40.8       60.7
Other:                 77.8        0.0       77.8        0.0       77.8        0.0       77.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   895,718:   177,469    179,446    286,085    382,898    287,995    846,452    753,526:    49,265    142,192
Old  :    17,700:     3,463      2,098         14     11,764     11,123     15,241     13,235:     2,459      4,465
Other:   878,018:   178,141    181,483    281,936    371,134    276,872    831,211    740,291:    46,806    137,727
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -95,049:    -5,602    -17,682    -56,149    -28,872    -14,930    -90,624    -88,761:    -4,425     -6,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       20.0       31.9       42.7       32.2       94.5       84.1:       5.5       15.9
Old  :     100.0:      19.6       11.9        0.1       66.5       62.8       86.1       74.8:      13.9       25.2
Other:     100.0:      20.3       20.7       32.1       42.3       31.5       94.7       84.3:       5.3       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       678:       175        242        253        174        225        510        573:
Old  :       162:        23         27          1         57         65         80         93:
Other:       678:       178        239        249        154        219        486        567:
     :----------------------------------------------------------------------------------------------------
     :             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       11.9       20.1       18.4        7.7        5.9       13.2        9.5
Old  :                 48.4       29.2       65.5       41.6       48.4       26.6       65.1       39.1
Other:                 11.8       11.8       20.0       18.4        7.9        5.8       13.5        9.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :    21,880:    17,256      1,135        290          2      5,266     17,548      6,691:     4,332     15,189
Old  :       962:       887         25          0          2         51        889         76:        73        886
Other:    20,918:    16,369      1,110        290          0      5,215     16,659      6,615:     4,259     14,303
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       334:       336        161        228          0         22        564        411:      -230        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.9        5.2        1.3        0.0       24.1       80.2       30.6:      19.8       69.4
Old  :     100.0:      92.2        2.6        0.0        0.2        5.3       92.4        7.9:       7.6       92.1
Other:     100.0:      78.3        5.3        1.4        0.0       24.9       79.6       31.6:      20.4       68.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          5          1         15          7         23:
Old  :        11:         2          1          0          1          7          3          8:
Other:        24:         5          4          5          0         15          6         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.9       12.9       80.2       19.4       78.8       12.8       78.9       19.4
Old  :                 92.4        6.9       92.4        7.9       92.4        6.9       92.4        7.9
Other:                 78.3       13.1       79.6       20.0       78.1       13.0       78.3       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   372,256:   108,661    103,496     59,298    168,712    171,200    336,670    333,994:    35,585     38,262
Old  :    60,900:    12,218      6,642      9,103     31,854     37,213     53,175     52,959:     7,724      7,941
Other:   311,356:   102,546    102,957     44,091    136,858    133,987    283,495    281,035:    27,861     30,321
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -18,972:     8,827        582    -14,616    -12,223     -4,254    -18,012    -18,289:      -960       -683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       27.8       15.9       45.3       46.0       90.4       89.7:       9.6       10.3
Old  :     100.0:      20.1       10.9       14.9       52.3       61.1       87.3       87.0:      12.7       13.0
Other:     100.0:      32.9       33.1       14.2       44.0       43.0       91.1       90.3:       8.9        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        90         90         77         85         73        218        207:
Old  :       157:        41         39         31         44         52        102        106:
Other:       282:        86         91         66         77         65        197        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       24.9       18.9       33.6       10.7       20.3       18.1       28.0
Old  :                 23.1       28.3       33.4       37.3       21.0       26.6       30.2       34.2
Other:                 12.8       25.6       21.7       35.0       12.6       21.3       21.2       29.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :   890,098:   109,275     92,723     46,821    533,386    553,952    689,482    693,496:   200,616    196,602
Old  :   890,098:   109,275     92,723     46,821    533,386    553,952    689,482    693,496:   200,616    196,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -18,184:    -3,534      4,412    -14,945    -16,369     -8,116    -34,848    -18,649:    16,664        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.4        5.3       59.9       62.2       77.5       77.9:      22.5       22.1
Old  :     100.0:      12.3       10.4        5.3       59.9       62.2       77.5       77.9:      22.5       22.1
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  :       174:        30         37         35         78         88        127        141:
Old  :       174:        30         37         35         78         88        127        141:
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  :                 23.4       18.0       32.9       26.2       21.0       14.9       29.3       21.7
Old  :                 23.4       18.0       32.9       26.2       21.0       14.9       29.3       21.7
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, July 29, 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  :   490,500:    53,586     39,944      3,840    326,393    350,631    383,819    394,415:   106,681     96,085
Old  :   490,500:    53,586     39,944      3,840    326,393    350,631    383,819    394,415:   106,681     96,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -10,982:    -1,787      3,225       -427     -5,137    -11,696     -7,350     -8,898:    -3,632     -2,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        8.1        0.8       66.5       71.5       78.3       80.4:      21.7       19.6
Old  :     100.0:      10.9        8.1        0.8       66.5       71.5       78.3       80.4:      21.7       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  :        84:        11         12          8         44         48         60         63:
Old  :        84:        11         12          8         44         48         60         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       38.8       42.3       50.5       23.4       34.8       34.6       44.4
Old  :                 26.9       38.8       42.3       50.5       23.4       34.8       34.6       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :     6,541:     1,743        547        654      3,588      5,097      5,985      6,298:       556        243
Old  :     6,541:     1,743        547        654      3,588      5,097      5,985      6,298:       556        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       281:        91        -35         31        126        372        248        368:        33        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        8.4       10.0       54.9       77.9       91.5       96.3:       8.5        3.7
Old  :     100.0:      26.6        8.4       10.0       54.9       77.9       91.5       96.3:       8.5        3.7
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  :        41:        13          5          6         18         19         33         29:
Old  :        41:        13          5          6         18         19         33         29:
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  :                 37.3       55.0       59.8       74.0       22.2       31.8       32.3       39.4
Old  :                 37.3       55.0       59.8       74.0       22.2       31.8       32.3       39.4
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, July 29, 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  :   367,288:    90,537     56,172     68,891    161,600    208,484    321,028    333,547:    46,260     33,741
Old  :    64,603:    20,866      2,324      7,783     24,422     47,116     53,071     57,224:    11,532      7,380
Other:   302,685:    82,105     66,282     48,675    137,177    161,368    267,957    276,324:    34,728     26,361
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -19,187:    -1,484     -7,234    -13,423     -3,705        349    -18,613    -20,308:      -575      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       15.3       18.8       44.0       56.8       87.4       90.8:      12.6        9.2
Old  :     100.0:      32.3        3.6       12.0       37.8       72.9       82.1       88.6:      17.9       11.4
Other:     100.0:      27.1       21.9       16.1       45.3       53.3       88.5       91.3:      11.5        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        79         65         76         87         97        208        202:
Old  :       179:        63         16         30         60         71        129        112:
Other:       250:        67         74         63         82         80        190        178:
     :----------------------------------------------------------------------------------------------------
     :             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       24.1       17.5       34.0        8.9       20.1       15.0       28.0
Old  :                 16.7       24.3       28.3       36.3       16.4       23.8       25.7       32.5
Other:                 11.3       25.2       19.1       35.5        9.9       21.7       16.7       30.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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  :     9,670:       850      2,660      1,628      5,276      3,460      7,754      7,749:     1,916      1,922
Old  :     9,670:       850      2,660      1,628      5,276      3,460      7,754      7,749:     1,916      1,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       386:       -25        177         97        208        150        279        424:       107        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       27.5       16.8       54.6       35.8       80.2       80.1:      19.8       19.9
Old  :     100.0:       8.8       27.5       16.8       54.6       35.8       80.2       80.1:      19.8       19.9
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  :        67:        17         17         13         20         17         42         47:
Old  :        67:        17         17         13         20         17         42         47:
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  :                 38.6       28.3       51.5       43.5       36.7       25.3       46.0       37.3
Old  :                 38.6       28.3       51.5       43.5       36.7       25.3       46.0       37.3
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 with Delta-adjusted Options and Futures Combined, July 29, 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  : 1,296,855:   361,324    264,009     32,059    801,780    861,804  1,195,164  1,157,872:   101,691    138,983
Old  : 1,296,855:   361,324    264,009     32,059    801,780    861,804  1,195,164  1,157,872:   101,691    138,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    83,860:   120,894     10,597    -11,955    -30,475     87,507     78,464     86,149:     5,396     -2,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       20.4        2.5       61.8       66.5       92.2       89.3:       7.8       10.7
Old  :     100.0:      27.9       20.4        2.5       61.8       66.5       92.2       89.3:       7.8       10.7
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  :       262:        45         48         25         92        133        143        200:
Old  :       262:        45         48         25         92        133        143        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  :                 30.0       20.5       42.7       28.9       29.0       20.5       41.2       28.8
Old  :                 30.0       20.5       42.7       28.9       29.0       20.5       41.2       28.8
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, July 29, 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  : 3,225,100:   431,616    424,526    289,581  2,176,491  1,981,531  2,897,688  2,695,638:   327,413    529,462
Old  : 3,225,100:   431,616    424,526    289,581  2,176,491  1,981,531  2,897,688  2,695,638:   327,413    529,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -22,874:    24,993     23,185    -81,009     20,403     15,652    -35,613    -42,172:    12,739     19,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       13.2        9.0       67.5       61.4       89.8       83.6:      10.2       16.4
Old  :     100.0:      13.4       13.2        9.0       67.5       61.4       89.8       83.6:      10.2       16.4
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  :       391:        59        101         87        162        203        280        332:
Old  :       391:        59        101         87        162        203        280        332:
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  :                 33.5       16.2       41.5       20.8       32.0       13.2       38.2       17.2
Old  :                 33.5       16.2       41.5       20.8       32.0       13.2       38.2       17.2
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, July 29, 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  : 2,361,681:   358,319    320,739    166,910  1,576,644  1,498,704  2,101,872  1,986,353:   259,809    375,328
Old  : 2,361,681:   358,319    320,739    166,910  1,576,644  1,498,704  2,101,872  1,986,353:   259,809    375,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :   -58,530:    -6,995     13,708     -9,216    -46,875    -48,318    -63,086    -43,826:     4,556    -14,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.6        7.1       66.8       63.5       89.0       84.1:      11.0       15.9
Old  :     100.0:      15.2       13.6        7.1       66.8       63.5       89.0       84.1:      11.0       15.9
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  :       292:        46         59         50        127        154        200        236:
Old  :       292:        46         59         50        127        154        200        236:
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  :                 24.8       16.9       35.2       25.8       20.7       16.6       30.3       23.6
Old  :                 24.8       16.9       35.2       25.8       20.7       16.6       30.3       23.6
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, July 29, 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  :   466,281:    18,731    119,103     88,033    326,913    203,307    433,677    410,443:    32,604     55,838
Old  :   466,281:    18,731    119,103     88,033    326,913    203,307    433,677    410,443:    32,604     55,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    13,677:    -1,159      7,946      1,639     13,089      1,813     13,570     11,399:       108      2,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       25.5       18.9       70.1       43.6       93.0       88.0:       7.0       12.0
Old  :     100.0:       4.0       25.5       18.9       70.1       43.6       93.0       88.0:       7.0       12.0
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  :        92:        13         32         25         37         41         66         84:
Old  :        92:        13         32         25         37         41         66         84:
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  :                 50.3       20.2       57.9       32.3       39.2       16.5       43.3       23.5
Old  :                 50.3       20.2       57.9       32.3       39.2       16.5       43.3       23.5
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, July 29, 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  :    64,953:    20,220     10,091        862     35,173     46,683     56,255     57,636:     8,698      7,317
Old  :    64,953:    20,220     10,091        862     35,173     46,683     56,255     57,636:     8,698      7,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :      -159:    -1,339     -2,512        224        974      2,384       -140         96:       -19       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       15.5        1.3       54.2       71.9       86.6       88.7:      13.4       11.3
Old  :     100.0:      31.1       15.5        1.3       54.2       71.9       86.6       88.7:      13.4       11.3
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  :       116:        37         25         11         39         26         81         57:
Old  :       116:        37         25         11         39         26         81         57:
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  :                 26.5       41.6       40.1       60.5       26.5       41.6       40.1       59.5
Old  :                 26.5       41.6       40.1       60.5       26.5       41.6       40.1       59.5
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 with Delta-adjusted Options and Futures Combined, July 29, 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  :   129,907:    40,440     20,182      1,724     70,345     93,366    112,510    115,272:    17,397     14,634
Old  :   129,907:    40,440     20,182      1,724     70,345     93,366    112,510    115,272:    17,397     14,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :      -318:    -2,677     -5,024        448      1,949      4,768       -280        192:       -38       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       15.5        1.3       54.2       71.9       86.6       88.7:      13.4       11.3
Old  :     100.0:      31.1       15.5        1.3       54.2       71.9       86.6       88.7:      13.4       11.3
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  :       116:        37         25         11         39         26         81         57:
Old  :       116:        37         25         11         39         26         81         57:
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  :                 26.5       41.6       40.1       60.5       26.5       41.6       40.1       59.5
Old  :                 26.5       41.6       40.1       60.5       26.5       41.6       40.1       59.5
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 with Delta-adjusted Options and Futures Combined, July 29, 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  :    10,758:     8,079     10,047        458      2,149        248     10,686     10,753:        72          5
Old  :    10,758:     8,079     10,047        458      2,149        248     10,686     10,753:        72          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :    -2,518:    -2,873     -2,500        -18        371          0     -2,520     -2,518:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       93.4        4.3       20.0        2.3       99.3      100.0:       0.7        0.0
Old  :     100.0:      75.1       93.4        4.3       20.0        2.3       99.3      100.0:       0.7        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          4          2          3          1         20          6:
Old  :        23:        16          4          2          3          1         20          6:
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  :                 69.0       98.3       84.3      100.0       65.3       93.4       80.6       93.4
Old  :                 69.0       98.3       84.3      100.0       65.3       93.4       80.6       93.4
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, July 29, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    53,243:     7,917     19,789        305     44,938     32,977     53,160     53,071:        83        172
Old  :    53,243:     7,917     19,789        305     44,938     32,977     53,160     53,071:        83        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :       810:        92        185        -24        730        624        798        785:        12         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       37.2        0.6       84.4       61.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      14.9       37.2        0.6       84.4       61.9       99.8       99.7:       0.2        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  :        48:         3         16          1         13         17         16         34:
Old  :        48:         3         16          1         13         17         16         34:
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  :                 74.7       57.0       97.6       77.6       74.1       47.9       88.6       68.4
Old  :                 74.7       57.0       97.6       77.6       74.1       47.9       88.6       68.4
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 with Delta-adjusted Options and Futures Combined, July 29, 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  :    34,615:     4,469     12,723      1,305     28,758     20,407     34,532     34,435:        83        180
Old  :    34,615:     4,469     12,723      1,305     28,758     20,407     34,532     34,435:        83        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 22, 2014                        :
     :     1,294:       125        239         40      1,151      1,006      1,316      1,285:       -22          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       36.8        3.8       83.1       59.0       99.8       99.5:       0.2        0.5
Old  :     100.0:      12.9       36.8        3.8       83.1       59.0       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4         17          1          7         16         11         34:
Old  :        43:         4         17          1          7         16         11         34:
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  :                 77.8       53.4       98.4       73.7       76.7       53.4       91.7       70.7
Old  :                 77.8       53.4       98.4       73.7       76.7       53.4       91.7       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 1, 2014