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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :   548,921:   119,855    180,426    176,638    214,762    141,946    511,256    499,010:    37,665     49,911
Old  :   487,376:   113,017    179,300    149,665    191,787    117,982    454,469    446,947:    32,907     40,429
Other:    61,545:    21,572     15,860     12,240     22,975     23,964     56,787     52,064:     4,759      9,482
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    -2,377:    -3,173     -4,033      1,913     -2,388      2,964     -3,649        844:     1,272     -3,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       32.9       32.2       39.1       25.9       93.1       90.9:       6.9        9.1
Old  :     100.0:      23.2       36.8       30.7       39.4       24.2       93.2       91.7:       6.8        8.3
Other:     100.0:      35.1       25.8       19.9       37.3       38.9       92.3       84.6:       7.7       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       423:       126        152        158        106        105        331        334:
Old  :       416:       129        152        147        104        101        319        324:
Other:       181:        42         41         39         46         69        114        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4        8.5       21.1       15.6       11.8        7.2       18.6       12.8
Old  :                 14.5        9.6       22.5       17.2       13.0        8.3       19.6       14.6
Other:                 31.9       19.1       43.8       31.6       31.9       19.1       43.3       30.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :   175,154:    48,271     49,127     31,745     79,420     67,513    159,435    148,385:    15,719     26,769
Old  :   150,887:    47,793     49,593     24,964     65,165     54,890    137,921    129,447:    12,966     21,441
Other:    24,267:     5,918      4,975      1,341     14,255     12,623     21,514     18,939:     2,753      5,328
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :     4,459:     1,079      1,587      3,290        246        946      4,614      5,823:      -155     -1,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       28.0       18.1       45.3       38.5       91.0       84.7:       9.0       15.3
Old  :     100.0:      31.7       32.9       16.5       43.2       36.4       91.4       85.8:       8.6       14.2
Other:     100.0:      24.4       20.5        5.5       58.7       52.0       88.7       78.0:      11.3       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        52         51         47         71         66        143        150:
Old  :       196:        51         53         42         68         65        135        147:
Other:       105:        20         15         14         42         48         65         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       16.1       26.6       24.6       13.8       11.6       22.1       18.1
Old  :                 18.8       15.1       28.8       23.9       16.4       14.2       26.3       21.8
Other:                 31.0       45.9       53.1       53.4       30.2       44.6       50.5       51.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  : 1,893,351:   458,371    317,684    583,246    688,218    662,873  1,729,835  1,563,803:   163,516    329,548
Old  : 1,721,335:   430,931    329,951    513,878    630,914    592,002  1,575,724  1,435,831:   145,611    285,504
Other:   172,016:    62,164     22,458     34,644     57,304     70,871    154,112    127,972:    17,905     44,044
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :   -38,055:    -6,544     10,027    -37,604     -3,067     19,094    -47,215     -8,483:     9,160    -29,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       16.8       30.8       36.3       35.0       91.4       82.6:       8.6       17.4
Old  :     100.0:      25.0       19.2       29.9       36.7       34.4       91.5       83.4:       8.5       16.6
Other:     100.0:      36.1       13.1       20.1       33.3       41.2       89.6       74.4:      10.4       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       805:       162        240        222        299        343        604        674:
Old  :       800:       154        245        215        294        340        588        670:
Other:       382:        79         54         54         97        202        202        285:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       11.2       17.8       16.9        8.3        7.1       14.2       11.1
Old  :                 10.8       10.2       18.1       16.2        8.5        6.5       14.8       10.7
Other:                 15.0       26.3       25.0       34.9       14.1       22.8       22.9       28.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :    11,176:     3,811      1,103      1,160      4,001      7,779      8,972     10,042:     2,204      1,135
Old  :    10,966:     3,750      1,104      1,157      3,897      7,652      8,804      9,913:     2,162      1,053
Other:       210:        64          2          0        104        127        168        129:        42         81
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :       383:       259       -434        252       -195        799        316        616:        67       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        9.9       10.4       35.8       69.6       80.3       89.8:      19.7       10.2
Old  :     100.0:      34.2       10.1       10.5       35.5       69.8       80.3       90.4:      19.7        9.6
Other:     100.0:      30.5        1.0        0.0       49.5       60.4       80.0       61.4:      20.0       38.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        22          5          8         16         13         42         22:
Old  :        46:        22          5          8         15         13         41         22:
Other:        11:         3          1          0          5          5          8          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       56.1       50.4       72.7       34.0       55.2       45.0       68.8
Old  :                 35.6       57.0       50.8       73.7       34.2       56.3       45.2       70.1
Other:                 75.2       60.4       80.0       61.4       63.8       46.6       65.3       46.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  : 1,232,537:   174,508    198,735    500,304    495,488    347,796  1,170,300  1,046,836:    62,238    185,702
Old  : 1,147,028:   169,376    199,575    466,416    456,821    323,097  1,092,613    989,087:    54,415    157,941
Other:    85,510:    25,345     19,374     13,675     38,667     24,700     77,687     57,748:     7,823     27,761
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    -7,807:    -5,520    -11,636      4,418     -8,972      5,539    -10,073     -1,679:     2,266     -6,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       16.1       40.6       40.2       28.2       95.0       84.9:       5.0       15.1
Old  :     100.0:      14.8       17.4       40.7       39.8       28.2       95.3       86.2:       4.7       13.8
Other:     100.0:      29.6       22.7       16.0       45.2       28.9       90.9       67.5:       9.1       32.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       742:       161        324        322        175        206        561        655:
Old  :       739:       166        327        306        170        204        544        646:
Other:       338:        89         97         53         57        124        176        248:
     :----------------------------------------------------------------------------------------------------
     :             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       11.1       19.1       18.1        6.6        4.1       11.1        6.8
Old  :                 10.4       11.6       19.3       18.9        6.7        4.6       11.3        7.8
Other:                 27.4       14.3       39.8       22.8       26.7       13.3       38.6       19.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :    22,205:    19,526      1,223        452          0      4,005     19,978      5,680:     2,227     16,525
Old  :    19,637:    18,040      1,190        452          0      3,315     18,492      4,957:     1,145     14,680
Other:     2,568:     1,486         33          0          0        690      1,486        723:     1,082      1,845
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :       354:       395        -54        -25          0     -1,224        370     -1,303:       -16      1,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9        5.5        2.0        0.0       18.0       90.0       25.6:      10.0       74.4
Old  :     100.0:      91.9        6.1        2.3        0.0       16.9       94.2       25.2:       5.8       74.8
Other:     100.0:      57.9        1.3        0.0        0.0       26.9       57.9       28.2:      42.1       71.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          4          4          0         12          6         19:
Old  :        21:         5          4          4          0         12          6         19:
Other:        17:         2          3          0          0         12          2         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 88.3        9.2       90.0       15.3       87.8        9.2       87.9       15.2
Old  :                 92.3        8.3       94.2       14.6       91.7        8.2       91.9       14.2
Other:                 57.9       24.0       57.9       26.8       57.9       24.0       57.9       26.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :   435,950:   120,743     83,524    101,071    173,275    218,932    395,088    403,526:    40,861     32,423
Old  :   417,819:   121,173     84,184     92,631    166,247    210,081    380,051    386,896:    37,768     30,923
Other:    18,130:     3,634      3,405      4,375      7,028      8,851     15,037     16,630:     3,093      1,500
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :     4,976:    -1,642     -9,400        689      2,908     13,465      1,955      4,754:     3,020        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       19.2       23.2       39.7       50.2       90.6       92.6:       9.4        7.4
Old  :     100.0:      29.0       20.1       22.2       39.8       50.3       91.0       92.6:       9.0        7.4
Other:     100.0:      20.0       18.8       24.1       38.8       48.8       82.9       91.7:      17.1        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        99         80        100         86         77        245        216:
Old  :       305:       103         81         99         85         77        244        215:
Other:        60:        12         15         14         23         16         44         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.7       27.8       15.7       35.4        8.4       23.8       14.9       29.7
Old  :                  8.9       27.5       16.2       35.1        8.7       23.6       15.4       29.8
Other:                 28.9       53.7       45.9       70.2       19.0       42.2       33.4       50.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  : 1,017,196:   143,272    119,829     59,728    628,611    636,406    831,611    815,963:   185,584    201,233
Old  : 1,017,196:   143,272    119,829     59,728    628,611    636,406    831,611    815,963:   185,584    201,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    67,491:    25,146     20,067      2,732     22,640     27,102     50,518     49,901:    16,972     17,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       11.8        5.9       61.8       62.6       81.8       80.2:      18.2       19.8
Old  :     100.0:      14.1       11.8        5.9       61.8       62.6       81.8       80.2:      18.2       19.8
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  :       194:        32         45         46         83         97        142        161:
Old  :       194:        32         45         46         83         97        142        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       17.3       38.0       29.2       28.3       15.9       34.8       23.1
Old  :                 29.0       17.3       38.0       29.2       28.3       15.9       34.8       23.1
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, October 7, 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  :   527,055:    63,647     36,076      6,828    338,201    384,815    408,676    427,719:   118,379     99,337
Old  :   527,055:    63,647     36,076      6,828    338,201    384,815    408,676    427,719:   118,379     99,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :     6,333:     2,204       -686      1,117     -4,247      5,806       -926      6,237:     7,259         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        6.8        1.3       64.2       73.0       77.5       81.2:      22.5       18.8
Old  :     100.0:      12.1        6.8        1.3       64.2       73.0       77.5       81.2:      22.5       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        13         11          4         45         46         60         59:
Old  :        84:        13         11          4         45         46         60         59:
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  :                 25.0       42.0       39.2       54.8       21.9       40.4       31.5       48.8
Old  :                 25.0       42.0       39.2       54.8       21.9       40.4       31.5       48.8
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, October 7, 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  :     6,724:     2,767        289        639      2,758      5,470      6,164      6,398:       560        326
Old  :     6,724:     2,767        289        639      2,758      5,470      6,164      6,398:       560        326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :       361:       560         33          1       -175        380        386        414:       -25        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        4.3        9.5       41.0       81.4       91.7       95.2:       8.3        4.8
Old  :     100.0:      41.2        4.3        9.5       41.0       81.4       91.7       95.2:       8.3        4.8
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  :        40:        17          3          7         12         19         30         29:
Old  :        40:        17          3          7         12         19         30         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  :                 40.4       61.8       63.8       78.7       32.1       52.3       44.7       60.0
Old  :                 40.4       61.8       63.8       78.7       32.1       52.3       44.7       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :   445,885:   107,712     62,960    101,918    188,823    238,659    398,454    403,537:    47,431     42,348
Old  :   424,963:   108,845     61,238     95,842    175,210    227,646    379,898    384,726:    45,065     40,237
Other:    20,922:     2,110      4,965      2,833     13,613     11,013     18,556     18,811:     2,366      2,111
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :     1,295:     3,301        539       -640     -6,428      1,912     -3,768      1,811:     5,062       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       14.1       22.9       42.3       53.5       89.4       90.5:      10.6        9.5
Old  :     100.0:      25.6       14.4       22.6       41.2       53.6       89.4       90.5:      10.6        9.5
Other:     100.0:      10.1       23.7       13.5       65.1       52.6       88.7       89.9:      11.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        71         82         88         96         89        225        215:
Old  :       281:        78         80         87         96         89        225        214:
Other:        81:        11         22         21         36         22         62         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       26.4       17.2       35.5        6.9       21.1       11.8       26.3
Old  :                 10.1       26.7       17.3       35.8        7.1       22.5       12.0       27.9
Other:                 35.4       42.7       53.1       60.4       34.8       41.6       50.8       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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  :    11,752:     1,140      4,178      2,705      6,213      2,995     10,058      9,879:     1,694      1,873
Old  :    11,752:     1,140      4,178      2,705      6,213      2,995     10,058      9,879:     1,694      1,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :       -12:       -46       -273        139        109         -9        201       -144:      -212        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       35.6       23.0       52.9       25.5       85.6       84.1:      14.4       15.9
Old  :     100.0:       9.7       35.6       23.0       52.9       25.5       85.6       84.1:      14.4       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  :        76:        21         20         19         21         16         54         50:
Old  :        76:        21         20         19         21         16         54         50:
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  :                 39.7       33.4       51.3       45.9       31.2       27.1       38.3       35.3
Old  :                 39.7       33.4       51.3       45.9       31.2       27.1       38.3       35.3
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, October 7, 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  : 1,587,811:   356,596    430,164     68,698  1,045,784    910,146  1,471,079  1,409,008:   116,732    178,803
Old  : 1,587,811:   356,596    430,164     68,698  1,045,784    910,146  1,471,079  1,409,008:   116,732    178,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :   -82,926:   -46,628   -104,794     10,411    -59,122    -15,066    -95,340   -109,449:    12,414     26,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       27.1        4.3       65.9       57.3       92.6       88.7:       7.4       11.3
Old  :     100.0:      22.5       27.1        4.3       65.9       57.3       92.6       88.7:       7.4       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  :       270:        44         61         36         99        120        160        201:
Old  :       270:        44         61         36         99        120        160        201:
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  :                 26.4       24.9       38.2       39.7       26.0       24.9       37.4       39.5
Old  :                 26.4       24.9       38.2       39.7       26.0       24.9       37.4       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, October 7, 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  : 3,277,997:   380,083    432,037    345,326  2,228,175  1,966,360  2,953,585  2,743,724:   324,412    534,273
Old  : 3,277,997:   380,083    432,037    345,326  2,228,175  1,966,360  2,953,585  2,743,724:   324,412    534,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    38,778:   -57,837      2,780     46,986     20,575    -12,951      9,724     36,815:    29,054      1,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.2       10.5       68.0       60.0       90.1       83.7:       9.9       16.3
Old  :     100.0:      11.6       13.2       10.5       68.0       60.0       90.1       83.7:       9.9       16.3
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  :       384:        59        102         97        158        200        281        335:
Old  :       384:        59        102         97        158        200        281        335:
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  :                 33.1       14.3       43.8       19.9       30.9       11.2       37.9       14.5
Old  :                 33.1       14.3       43.8       19.9       30.9       11.2       37.9       14.5
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, October 7, 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  : 2,335,899:   331,222    329,531    156,184  1,595,856  1,446,472  2,083,262  1,932,186:   252,637    403,713
Old  : 2,335,899:   331,222    329,531    156,184  1,595,856  1,446,472  2,083,262  1,932,186:   252,637    403,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :     9,613:   -17,236    -44,251     15,404     -9,130     25,665    -10,962     -3,182:    20,575     12,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       14.1        6.7       68.3       61.9       89.2       82.7:      10.8       17.3
Old  :     100.0:      14.2       14.1        6.7       68.3       61.9       89.2       82.7:      10.8       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        43         73         52        123        160        192        259:
Old  :       301:        43         73         52        123        160        192        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       14.9       31.8       23.1       18.2       10.5       27.0       17.4
Old  :                 20.2       14.9       31.8       23.1       18.2       10.5       27.0       17.4
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, October 7, 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  :   591,127:    13,407    142,202    125,462    417,945    264,926    556,813    532,591:    34,313     58,536
Old  :   591,127:    13,407    142,202    125,462    417,945    264,926    556,813    532,591:    34,313     58,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :   -12,490:    -2,765     -7,596        334     -6,698     -3,294     -9,129    -10,556:    -3,361     -1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       24.1       21.2       70.7       44.8       94.2       90.1:       5.8        9.9
Old  :     100.0:       2.3       24.1       21.2       70.7       44.8       94.2       90.1:       5.8        9.9
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  :        94:         8         39         32         32         44         65         93:
Old  :        94:         8         39         32         32         44         65         93:
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  :                 45.1       20.0       56.8       31.2       36.5       15.0       42.1       20.5
Old  :                 45.1       20.0       56.8       31.2       36.5       15.0       42.1       20.5
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, October 7, 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  :    68,426:    20,584     11,451        904     38,622     47,337     60,111     59,692:     8,315      8,734
Old  :    68,426:    20,584     11,451        904     38,622     47,337     60,111     59,692:     8,315      8,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    -2,569:    -4,265          6        366      1,323     -3,064     -2,576     -2,691:         7        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       16.7        1.3       56.4       69.2       87.8       87.2:      12.2       12.8
Old  :     100.0:      30.1       16.7        1.3       56.4       69.2       87.8       87.2:      12.2       12.8
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  :       105:        28         26          9         37         24         68         56:
Old  :       105:        28         26          9         37         24         68         56:
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  :                 24.4       37.4       39.8       54.8       23.6       37.0       37.6       54.0
Old  :                 24.4       37.4       39.8       54.8       23.6       37.0       37.6       54.0
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, October 7, 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  :   136,853:    41,169     22,902      1,809     77,244     94,673    120,222    119,384:    16,631     17,469
Old  :   136,853:    41,169     22,902      1,809     77,244     94,673    120,222    119,384:    16,631     17,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    -5,138:    -8,531         12        732      2,646     -6,127     -5,153     -5,383:        14        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       16.7        1.3       56.4       69.2       87.8       87.2:      12.2       12.8
Old  :     100.0:      30.1       16.7        1.3       56.4       69.2       87.8       87.2:      12.2       12.8
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  :       105:        28         26          9         37         24         68         56:
Old  :       105:        28         26          9         37         24         68         56:
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  :                 24.4       37.4       39.8       54.8       23.6       37.0       37.6       54.0
Old  :                 24.4       37.4       39.8       54.8       23.6       37.0       37.6       54.0
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, October 7, 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  :    10,571:     9,441      9,020        432        460      1,107     10,333     10,559:       238         12
Old  :    10,571:     9,441      9,020        432        460      1,107     10,333     10,559:       238         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :      -603:      -680       -517          0        100        -72       -580       -589:       -23        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.3       85.3        4.1        4.4       10.5       97.7       99.9:       2.3        0.1
Old  :     100.0:      89.3       85.3        4.1        4.4       10.5       97.7       99.9:       2.3        0.1
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  :        23:        16          5          2          1          2         18          8:
Old  :        23:        16          5          2          1          2         18          8:
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  :                 77.1       84.4       90.8       99.9       75.9       81.4       84.8       91.4
Old  :                 77.1       84.4       90.8       99.9       75.9       81.4       84.8       91.4
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, October 7, 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  :    50,052:     3,153     18,179        198     46,568     31,463     49,919     49,840:       133        212
Old  :    50,052:     3,153     18,179        198     46,568     31,463     49,919     49,840:       133        212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :    -1,375:       447        720         -3     -1,802     -2,055     -1,358     -1,338:       -17        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       36.3        0.4       93.0       62.9       99.7       99.6:       0.3        0.4
Old  :     100.0:       6.3       36.3        0.4       93.0       62.9       99.7       99.6:       0.3        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  :        44:         5         15          1         10         16         15         32:
Old  :        44:         5         15          1         10         16         15         32:
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  :                 84.6       56.7       95.5       77.4       79.1       46.9       86.8       67.6
Old  :                 84.6       56.7       95.5       77.4       79.1       46.9       86.8       67.6
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, October 7, 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  :    46,623:     3,843     10,724      3,333     39,229     32,256     46,405     46,313:       218        310
Old  :    46,623:     3,843     10,724      3,333     39,229     32,256     46,405     46,313:       218        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 30, 2014                   :
     :       403:       -52     -1,342        100        311      1,648        359        406:        44         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       23.0        7.1       84.1       69.2       99.5       99.3:       0.5        0.7
Old  :     100.0:       8.2       23.0        7.1       84.1       69.2       99.5       99.3:       0.5        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  :        48:         6         17          1          4         23         10         41:
Old  :        48:         6         17          1          4         23         10         41:
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  :                 98.7       51.7       99.5       71.4       89.0       51.7       89.5       64.6
Old  :                 98.7       51.7       99.5       71.4       89.0       51.7       89.5       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 10, 2014