```
WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   368,598:   132,356    110,203     40,593    163,316    176,033    336,265    326,829:    32,333     41,769
Old  :   271,092:   114,778    106,075     17,606    116,421    118,669    248,805    242,350:    22,287     28,742
Other:    97,506:    32,387     18,937      8,178     46,895     57,364     87,460     84,479:    10,046     13,027
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    -5,250:     7,872     -7,280     -6,276     -6,649      8,184     -5,053     -5,372:      -197        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       29.9       11.0       44.3       47.8       91.2       88.7:       8.8       11.3
Old  :     100.0:      42.3       39.1        6.5       42.9       43.8       91.8       89.4:       8.2       10.6
Other:     100.0:      33.2       19.4        8.4       48.1       58.8       89.7       86.6:      10.3       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       120        101        104         77        101        257        260:
Old  :       341:       122        100         70         62         91        216        231:
Other:       204:        54         49         36         55         78        131        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       15.0       27.7       25.1       16.1       13.8       26.1       22.4
Old  :                 19.2       18.4       30.9       29.1       19.1       18.4       30.5       29.0
Other:                 28.3       21.8       44.1       36.3       27.8       19.1       39.5       30.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   128,499:    42,546     28,833      9,395     60,005     68,370    111,946    106,598:    16,553     21,901
Old  :    97,915:    40,972     26,906      3,608     41,181     52,110     85,761     82,624:    12,154     15,291
Other:    30,584:     6,477      6,830        884     18,824     16,260     26,185     23,974:     4,399      6,610
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    -2,661:    -1,092     -1,332     -1,704     -2,976        447     -5,772     -2,589:     3,111        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       22.4        7.3       46.7       53.2       87.1       83.0:      12.9       17.0
Old  :     100.0:      41.8       27.5        3.7       42.1       53.2       87.6       84.4:      12.4       15.6
Other:     100.0:      21.2       22.3        2.9       61.5       53.2       85.6       78.4:      14.4       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        48         50         43         58         70        134        139:
Old  :       186:        49         45         29         48         65        112        124:
Other:       126:        22         25         11         42         56         72         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       19.1       30.2       29.6       19.0       17.9       28.9       27.6
Old  :                 23.2       21.8       35.1       32.5       23.2       21.8       35.1       32.3
Other:                 26.8       28.8       42.2       39.9       26.8       28.0       40.3       37.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,224,374:   432,568    164,245    142,754    539,859    683,181  1,115,181    990,180:   109,193    234,194
Old  : 1,011,570:   394,052    180,824     89,449    436,616    559,396    920,117    829,669:    91,453    181,901
Other:   212,804:    88,433     33,338      3,388    103,243    123,785    195,064    160,511:    17,740     52,293
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    15,137:    -4,918     -7,629     10,722     11,923     19,103     17,727     22,196:    -2,590     -7,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       13.4       11.7       44.1       55.8       91.1       80.9:       8.9       19.1
Old  :     100.0:      39.0       17.9        8.8       43.2       55.3       91.0       82.0:       9.0       18.0
Other:     100.0:      41.6       15.7        1.6       48.5       58.2       91.7       75.4:       8.3       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       163        146        150        196        341        448        563:
Old  :       715:       152        155        123        185        329        408        545:
Other:       442:        77         60         25         75        261        164        335:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       11.4       21.4       17.9       12.2        9.7       20.0       15.6
Old  :                 14.3       11.0       23.2       17.9       14.2       11.0       23.1       17.1
Other:                 27.1       21.4       37.6       30.1       22.9       13.9       31.4       20.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,108:     2,714      1,387        117      3,386      5,247      6,217      6,751:     1,891      1,357
Old  :     7,635:     2,748      1,407         50      3,148      4,963      5,946      6,420:     1,689      1,215
Other:       473:        20         34         13        238        284        271        331:       202        142
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :        27:      -168         25         37        256          3        125         65:       -98        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       17.1        1.4       41.8       64.7       76.7       83.3:      23.3       16.7
Old  :     100.0:      36.0       18.4        0.7       41.2       65.0       77.9       84.1:      22.1       15.9
Other:     100.0:       4.2        7.2        2.7       50.3       60.0       57.3       70.0:      42.7       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          2          6         12         10         30         17:
Old  :        35:        17          2          3         11          7         28         12:
Other:        16:         1          5          1          4          9          6         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 46.7       66.5       57.1       79.5       46.6       65.6       54.9       76.3
Old  :                 46.9       70.0       57.7       82.3       46.9       69.3       57.6       80.4
Other:                 52.4       50.7       57.3       63.2       46.9       49.3       46.9       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   695,296:   187,246    164,970    121,046    338,422    287,220    646,714    573,236:    48,582    122,060
Old  :   594,739:   166,023    162,939     95,702    291,553    244,047    553,278    502,688:    41,461     92,051
Other:   100,557:    43,749     24,557      2,818     46,869     43,173     93,436     70,548:     7,121     30,009
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     1,896:     5,428      5,654      3,409     -7,157     -6,245      1,680      2,818:       216       -922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       23.7       17.4       48.7       41.3       93.0       82.4:       7.0       17.6
Old  :     100.0:      27.9       27.4       16.1       49.0       41.0       93.0       84.5:       7.0       15.5
Other:     100.0:      43.5       24.4        2.8       46.6       42.9       92.9       70.2:       7.1       29.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       613:       140        206        211        144        197        419        522:
Old  :       600:       136        217        185        132        186        382        500:
Other:       335:        96         78         34         69        119        185        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       11.2       20.7       17.5       10.2       10.0       17.0       14.7
Old  :                 13.2       11.8       21.7       18.3       11.1       11.5       19.0       16.4
Other:                 28.0       23.6       43.0       30.6       27.9       23.4       42.9       30.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   366,139:   114,113     69,707     63,888    155,354    200,421    333,355    334,016:    32,784     32,123
Old  :   326,687:   117,821     73,682     45,246    135,015    178,573    298,082    297,501:    28,605     29,186
Other:    39,452:     8,815      8,548      6,119     20,339     21,848     35,273     36,515:     4,179      2,937
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    -6,859:    -7,577     -7,018       -532       -517        953     -8,626     -6,597:     1,767       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       19.0       17.4       42.4       54.7       91.0       91.2:       9.0        8.8
Old  :     100.0:      36.1       22.6       13.8       41.3       54.7       91.2       91.1:       8.8        8.9
Other:     100.0:      22.3       21.7       15.5       51.6       55.4       89.4       92.6:      10.6        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        89         80         99         77         65        225        212:
Old  :       295:        91         84         90         76         64        219        206:
Other:        93:        24         23         15         35         16         65         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       32.9       16.8       39.0        8.9       29.9       16.3       36.0
Old  :                  9.9       32.5       18.4       39.2        9.6       29.8       17.8       36.3
Other:                 28.0       45.0       43.8       62.1       26.6       41.1       40.0       52.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   899,485:   111,067    135,018     10,760    605,502    591,782    727,329    737,560:   172,156    161,925
Old  :   899,485:   111,067    135,018     10,760    605,502    591,782    727,329    737,560:   172,156    161,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     9,021:    -8,261     34,606        977     16,532    -16,502      9,248     19,081:      -227    -10,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       15.0        1.2       67.3       65.8       80.9       82.0:      19.1       18.0
Old  :     100.0:      12.3       15.0        1.2       67.3       65.8       80.9       82.0:      19.1       18.0
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  :       171:        32         38         18         66         78        111        121:
Old  :       171:        32         38         18         66         78        111        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       26.2       43.2       34.6       32.5       23.3       38.6       30.9
Old  :                 34.5       26.2       43.2       34.6       32.5       23.3       38.6       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   528,628:    66,406     63,182     10,441    340,758    364,596    417,605    438,219:   111,023     90,409
Old  :   528,628:    66,406     63,182     10,441    340,758    364,596    417,605    438,219:   111,023     90,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -39,935:       501      6,165     -6,907    -26,372    -42,052    -32,778    -42,794:    -7,157      2,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.0        2.0       64.5       69.0       79.0       82.9:      21.0       17.1
Old  :     100.0:      12.6       12.0        2.0       64.5       69.0       79.0       82.9:      21.0       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        15         16         10         52         49         73         69:
Old  :        95:        15         16         10         52         49         73         69:
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  :                 25.2       41.1       38.1       51.9       20.5       39.7       30.6       47.3
Old  :                 25.2       41.1       38.1       51.9       20.5       39.7       30.6       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,545:     1,929        213        434      2,568      4,663      4,931      5,310:       614        235
Old  :     5,545:     1,929        213        434      2,568      4,663      4,931      5,310:       614        235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :        84:       201         11         16       -132         64         85         91:        -1         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        3.8        7.8       46.3       84.1       88.9       95.8:      11.1        4.2
Old  :     100.0:      34.8        3.8        7.8       46.3       84.1       88.9       95.8:      11.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        17          4          8         13         14         33         24:
Old  :        38:        17          4          8         13         14         33         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       58.0       53.7       78.7       22.7       48.9       33.6       54.0
Old  :                 36.7       58.0       53.7       78.7       22.7       48.9       33.6       54.0
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 - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   355,086:   118,059     53,113     35,289    150,384    232,961    303,732    321,363:    51,354     33,723
Old  :   327,238:   117,586     50,261     27,647    134,298    218,795    279,531    296,703:    47,707     30,535
Other:    27,848:     5,383      7,762      2,732     16,086     14,166     24,201     24,660:     3,647      3,188
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     3,023:    -6,164        694      1,122      6,633        289      1,591      2,105:     1,432        918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       15.0        9.9       42.4       65.6       85.5       90.5:      14.5        9.5
Old  :     100.0:      35.9       15.4        8.4       41.0       66.9       85.4       90.7:      14.6        9.3
Other:     100.0:      19.3       27.9        9.8       57.8       50.9       86.9       88.6:      13.1       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        82         69         74         85         86        217        193:
Old  :       273:        86         69         71         83         85        215        188:
Other:        91:        18         17         11         42         24         66         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3       35.8       14.4       44.8        7.3       30.6       12.9       37.8
Old  :                  8.4       37.5       15.0       46.2        7.8       33.8       13.8       41.4
Other:                 28.8       37.5       47.2       53.3       28.0       36.2       46.3       50.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,353:     1,063      4,060      2,068      5,520      2,445      8,651      8,573:     1,702      1,780
Old  :    10,328:     1,063      4,052      2,068      5,510      2,442      8,641      8,562:     1,687      1,766
Other:        25:         0          8          0         10          3         10         11:        15         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :       187:       128       -267        134        -63        245        199        112:       -12         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       39.2       20.0       53.3       23.6       83.6       82.8:      16.4       17.2
Old  :     100.0:      10.3       39.2       20.0       53.4       23.6       83.7       82.9:      16.3       17.1
Other:     100.0:       0.0       32.0        0.0       40.0       12.0       40.0       44.0:      60.0       56.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        16         19         13         16         16         40         45:
Old  :        67:        16         19         13         15         16         39         45:
Other:         4:         0          1          0          3          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       32.6       57.7       46.2       40.8       28.0       46.5       38.6
Old  :                 46.7       32.7       57.7       46.4       40.8       28.1       46.5       38.7
Other:                 40.0       44.0       40.0       44.0       28.0       32.0       28.0       32.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,270,979:   248,970    314,211     18,603    906,312    786,580  1,173,885  1,119,394:    97,094    151,585
Old  : 1,270,979:   248,970    314,211     18,603    906,312    786,580  1,173,885  1,119,394:    97,094    151,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -51,958:   -16,653    -24,209     -4,231    -28,656    -24,725    -49,540    -53,165:    -2,418      1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       24.7        1.5       71.3       61.9       92.4       88.1:       7.6       11.9
Old  :     100.0:      19.6       24.7        1.5       71.3       61.9       92.4       88.1:       7.6       11.9
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  :       260:        41         54         25         94        129        146        197:
Old  :       260:        41         54         25         94        129        146        197:
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  :                 30.6       30.3       42.7       39.6       30.2       30.3       41.7       39.2
Old  :                 30.6       30.3       42.7       39.6       30.2       30.3       41.7       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,693,428:   273,398    531,648     47,681  2,084,442  1,692,071  2,405,521  2,271,400:   287,907    422,028
Old  : 2,693,428:   273,398    531,648     47,681  2,084,442  1,692,071  2,405,521  2,271,400:   287,907    422,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    64,590:   -32,335     24,580      2,476     94,249     50,013     64,390     77,069:       200    -12,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       19.7        1.8       77.4       62.8       89.3       84.3:      10.7       15.7
Old  :     100.0:      10.2       19.7        1.8       77.4       62.8       89.3       84.3:      10.7       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        60         90         41        141        174        227        279:
Old  :       369:        60         90         41        141        174        227        279:
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  :                 39.6       19.3       49.6       25.9       38.4       15.0       45.5       19.9
Old  :                 39.6       19.3       49.6       25.9       38.4       15.0       45.5       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,819,308:   275,091    317,872     45,396  1,253,746  1,110,335  1,574,233  1,473,603:   245,075    345,705
Old  : 1,819,308:   275,091    317,872     45,396  1,253,746  1,110,335  1,574,233  1,473,603:   245,075    345,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    -2,259:    22,263     23,462     -7,758    -20,464     16,970     -5,959     32,674:     3,700    -34,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       17.5        2.5       68.9       61.0       86.5       81.0:      13.5       19.0
Old  :     100.0:      15.1       17.5        2.5       68.9       61.0       86.5       81.0:      13.5       19.0
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  :       277:        37         67         26        103        133        157        210:
Old  :       277:        37         67         26        103        133        157        210:
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  :                 20.6       16.5       34.8       25.4       19.6       12.0       29.1       20.4
Old  :                 20.6       16.5       34.8       25.4       19.6       12.0       29.1       20.4
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 - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   745,558:    35,617    181,645    140,946    539,719    367,922    716,282    690,513:    29,276     55,045
Old  :   745,558:    35,617    181,645    140,946    539,719    367,922    716,282    690,513:    29,276     55,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    34,394:     3,656       -989      3,514     28,221     33,249     35,391     35,774:      -997     -1,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       24.4       18.9       72.4       49.3       96.1       92.6:       3.9        7.4
Old  :     100.0:       4.8       24.4       18.9       72.4       49.3       96.1       92.6:       3.9        7.4
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  :       100:        15         28         35         42         49         79         96:
Old  :       100:        15         28         35         42         49         79         96:
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  :                 45.3       23.5       56.9       36.3       35.7       17.0       39.7       26.2
Old  :                 45.3       23.5       56.9       36.3       35.7       17.0       39.7       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    99,154:    22,853      9,442      3,033     57,741     75,244     83,627     87,718:    15,528     11,436
Old  :    99,154:    22,853      9,442      3,033     57,741     75,244     83,627     87,718:    15,528     11,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    15,388:     1,252        271      1,198      9,289     12,936     11,739     14,404:     3,649        984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        9.5        3.1       58.2       75.9       84.3       88.5:      15.7       11.5
Old  :     100.0:      23.0        9.5        3.1       58.2       75.9       84.3       88.5:      15.7       11.5
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  :       106:        30         18         10         50         25         87         49:
Old  :       106:        30         18         10         50         25         87         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       44.5       30.9       59.2       17.8       38.4       28.6       50.2
Old  :                 19.5       44.5       30.9       59.2       17.8       38.4       28.6       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    15,724:     2,352        500         44      6,748     14,508      9,144     15,052:     6,580        672
Old  :    15,724:     2,352        500         44      6,748     14,508      9,144     15,052:     6,580        672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     2,919:       -49       -115         44       -172      2,928       -177      2,857:     3,096         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        3.2        0.3       42.9       92.3       58.2       95.7:      41.8        4.3
Old  :     100.0:      15.0        3.2        0.3       42.9       92.3       58.2       95.7:      41.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          1          7         10         11         12:
Old  :        20:         4          1          1          7         10         11         12:
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  :                 32.1       66.3       51.9       86.9       29.4       66.3       46.3       86.4
Old  :                 32.1       66.3       51.9       86.9       29.4       66.3       46.3       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   166,860:    44,733     21,614      2,247    101,985    121,471    148,965    145,332:    17,895     21,528
Old  :   166,860:    44,733     21,614      2,247    101,985    121,471    148,965    145,332:    17,895     21,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    24,937:     2,752        921      2,157     18,922     20,015     23,831     23,093:     1,106      1,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       13.0        1.3       61.1       72.8       89.3       87.1:      10.7       12.9
Old  :     100.0:      26.8       13.0        1.3       61.1       72.8       89.3       87.1:      10.7       12.9
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  :       105:        30         18          9         48         24         83         48:
Old  :       105:        30         18          9         48         24         83         48:
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  :                 20.4       43.5       34.0       60.2       18.3       40.0       31.2       52.8
Old  :                 20.4       43.5       34.0       60.2       18.3       40.0       31.2       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,660:    11,005      8,745      1,989        623      2,903     13,617     13,637:        43         23
Old  :    13,660:    11,005      8,745      1,989        623      2,903     13,617     13,637:        43         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6       64.0       14.6        4.6       21.3       99.7       99.8:       0.3        0.2
Old  :     100.0:      80.6       64.0       14.6        4.6       21.3       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          6          4          2          2         17          9:
Old  :        20:        12          6          4          2          2         17          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       76.7       96.7       98.8       77.8       70.3       79.8       80.7
Old  :                 82.8       76.7       96.7       98.8       77.8       70.3       79.8       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    49,888:    22,284     22,115          4     27,513     27,655     49,801     49,774:        87        114
Old  :    49,888:    22,284     22,115          4     27,513     27,655     49,801     49,774:        87        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -21,294:    12,172      1,124    -11,540    -21,930    -10,826    -21,298    -21,242:         4        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       44.3        0.0       55.1       55.4       99.8       99.8:       0.2        0.2
Old  :     100.0:      44.7       44.3        0.0       55.1       55.4       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         16          1         10         14         19         30:
Old  :        45:         8         16          1         10         14         19         30:
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  :                 85.3       59.8       96.6       78.4       81.8       52.0       90.4       70.7
Old  :                 85.3       59.8       96.6       78.4       81.8       52.0       90.4       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, December 16, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    32,850:    21,144     12,500          0     11,631     20,281     32,775     32,781:        75         69
Old  :    32,850:    21,144     12,500          0     11,631     20,281     32,775     32,781:        75         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -30,414:    11,288     -6,873    -10,211    -31,482    -13,347    -30,405    -30,431:        -9         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       38.1        0.0       35.4       61.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      64.4       38.1        0.0       35.4       61.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         9         15          0          6         18         15         33:
Old  :        47:         9         15          0          6         18         15         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.6       57.5       97.8       76.3       89.6       57.2       97.6       75.6
Old  :                 89.6       57.5       97.8       76.3       89.6       57.2       97.6       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 19, 2014