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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :   488,155:   111,546    162,847    136,925    203,458    136,628    451,929    436,399:    36,225     51,756
Old  :   438,268:   102,913    164,279    115,791    187,459    116,677    406,163    396,747:    32,105     41,520
Other:    49,887:    22,871     12,805      6,896     15,999     19,951     45,766     39,652:     4,121     10,235
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    20,345:    -1,449      6,217     19,512      6,421     -6,135     24,485     19,595:    -4,140        750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       33.4       28.0       41.7       28.0       92.6       89.4:       7.4       10.6
Old  :     100.0:      23.5       37.5       26.4       42.8       26.6       92.7       90.5:       7.3        9.5
Other:     100.0:      45.8       25.7       13.8       32.1       40.0       91.7       79.5:       8.3       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:       116        142        144        109        106        315        318:
Old  :       401:       119        142        133        107        102        304        308:
Other:       173:        36         42         36         42         69        103        129:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6        9.0       22.9       16.1       13.3        8.2       21.1       14.1
Old  :                 16.1       10.0       24.3       17.4       14.9        9.5       22.4       15.9
Other:                 39.9       18.9       51.1       31.3       39.9       18.0       51.0       28.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :   150,265:    46,378     41,781     18,910     69,236     64,201    134,524    124,893:    15,741     25,372
Old  :   135,650:    45,546     42,068     14,795     60,802     57,815    121,142    114,678:    14,508     20,972
Other:    14,615:     4,025      2,906        922      8,434      6,386     13,381     10,214:     1,233      4,400
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     4,889:     1,093      1,180      2,308      1,569      2,440      4,969      5,928:       -81     -1,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       27.8       12.6       46.1       42.7       89.5       83.1:      10.5       16.9
Old  :     100.0:      33.6       31.0       10.9       44.8       42.6       89.3       84.5:      10.7       15.5
Other:     100.0:      27.5       19.9        6.3       57.7       43.7       91.6       69.9:       8.4       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        47         52         48         64         66        138        143:
Old  :       188:        46         53         44         60         62        132        136:
Other:        92:        15         17         15         28         44         49         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       16.6       27.8       25.2       16.3       14.4       26.3       22.2
Old  :                 18.4       16.6       29.0       25.6       17.9       16.4       27.2       25.0
Other:                 44.0       40.1       64.3       47.4       44.0       40.0       63.3       46.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  : 1,831,840:   455,159    312,447    556,997    673,565    618,778  1,685,721  1,488,222:   146,119    343,618
Old  : 1,701,328:   426,065    320,074    515,942    626,533    558,191  1,568,541  1,394,206:   132,788    307,122
Other:   130,512:    51,029     14,308     19,120     47,031     60,588    117,180     94,016:    13,332     36,496
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    96,017:    -4,349     -1,937     74,912     21,889      8,648     92,451     81,622:     3,566     14,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       17.1       30.4       36.8       33.8       92.0       81.2:       8.0       18.8
Old  :     100.0:      25.0       18.8       30.3       36.8       32.8       92.2       81.9:       7.8       18.1
Other:     100.0:      39.1       11.0       14.6       36.0       46.4       89.8       72.0:      10.2       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       796:       187        215        227        277        331        589        662:
Old  :       791:       181        223        221        274        330        577        659:
Other:       364:        72         51         42         81        198        173        271:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       10.9       17.7       17.0        8.6        8.2       15.1       12.2
Old  :                 10.9        9.9       18.2       16.5        8.9        7.4       15.2       11.4
Other:                 18.2       30.1       29.5       37.6       18.2       29.3       28.5       34.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,109:     3,288        862      1,070      3,086      6,988      7,445      8,921:     2,665      1,189
Old  :    10,037:     3,250        860      1,070      3,058      6,974      7,379      8,905:     2,659      1,133
Other:        72:        38          2          0         28         14         66         16:         6         56
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :      -707:      -154         84        -97       -626       -694       -878       -708:       170          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        8.5       10.6       30.5       69.1       73.6       88.2:      26.4       11.8
Old  :     100.0:      32.4        8.6       10.7       30.5       69.5       73.5       88.7:      26.5       11.3
Other:     100.0:      52.8        2.8        0.0       38.9       19.4       91.7       22.2:       8.3       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          5          7         15         11         38         19:
Old  :        41:        19          5          7         15         11         38         19:
Other:         5:         1          1          0          2          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  :                 30.4       61.5       44.5       74.9       28.2       60.3       37.0       67.3
Old  :                 30.4       61.8       44.6       75.3       28.2       60.6       37.0       67.7
Other:                 91.7       22.2       91.7       22.2       91.7       22.2       91.7       22.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  : 1,062,781:   178,880    210,765    369,724    457,449    316,515  1,006,053    897,004:    56,728    165,777
Old  : 1,008,712:   174,000    211,032    350,343    432,493    298,273    956,836    859,649:    51,877    149,064
Other:    54,069:    16,352     11,204      7,909     24,956     18,242     49,217     37,356:     4,851     16,713
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    80,219:    -6,482      4,921     57,563     28,702     14,981     79,783     77,465:       436      2,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       19.8       34.8       43.0       29.8       94.7       84.4:       5.3       15.6
Old  :     100.0:      17.2       20.9       34.7       42.9       29.6       94.9       85.2:       5.1       14.8
Other:     100.0:      30.2       20.7       14.6       46.2       33.7       91.0       69.1:       9.0       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       707:       170        289        277        162        214        515        609:
Old  :       707:       178        286        268        156        213        503        605:
Other:       275:        56         69         46         50        124        133        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       11.4       20.4       17.7        7.8        4.6       13.1        8.1
Old  :                 12.2       11.8       20.9       18.2        8.1        5.0       13.7        8.8
Other:                 26.3       17.2       41.6       25.3       26.2       17.0       40.4       24.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :    22,624:    18,438      1,393        810          0      5,311     19,248      7,514:     3,376     15,110
Old  :    20,616:    17,034      1,361        810          0      4,725     17,844      6,896:     2,772     13,720
Other:     2,008:     1,404         32          0          0        586      1,404        618:       604      1,390
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       634:       579        352        210          0       -266        789        296:      -155        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.5        6.2        3.6        0.0       23.5       85.1       33.2:      14.9       66.8
Old  :     100.0:      82.6        6.6        3.9        0.0       22.9       86.6       33.4:      13.4       66.6
Other:     100.0:      69.9        1.6        0.0        0.0       29.2       69.9       30.8:      30.1       69.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          7          4          0         14          6         24:
Old  :        26:         5          7          4          0         14          6         24:
Other:        19:         2          4          0          0         13          2         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.7       12.8       85.1       19.5       81.3       12.7       81.5       18.1
Old  :                 84.0       13.5       86.6       19.3       82.5       12.3       82.6       17.7
Other:                 69.9       26.7       69.9       29.0       69.9       26.7       69.9       29.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   432,643:   113,429    108,364     94,438    186,782    194,480    394,649    397,282:    37,994     35,361
Old  :   418,199:   116,252    106,820     86,994    178,838    190,773    382,084    384,588:    36,114     33,611
Other:    14,444:     1,400      5,767      3,221      7,944      3,707     12,565     12,694:     1,880      1,750
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    13,990:     1,565      2,486      7,275      5,065      5,685     13,904     15,446:        86     -1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       25.0       21.8       43.2       45.0       91.2       91.8:       8.8        8.2
Old  :     100.0:      27.8       25.5       20.8       42.8       45.6       91.4       92.0:       8.6        8.0
Other:     100.0:       9.7       39.9       22.3       55.0       25.7       87.0       87.9:      13.0       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        98         95         96         88         75        243        225:
Old  :       318:       105         89         95         87         75        241        224:
Other:        58:         8         20         15         22         11         41         36:
     :----------------------------------------------------------------------------------------------------
     :             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       27.3       17.4       33.9        8.5       21.3       14.9       27.4
Old  :                 10.5       27.3       17.7       34.1        8.7       21.9       15.3       28.2
Other:                 32.1       52.3       50.1       69.4       25.6       40.4       41.8       51.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :   950,645:   103,524     84,229     61,263    598,272    613,834    763,058    759,326:   187,587    191,320
Old  :   950,645:   103,524     84,229     61,263    598,272    613,834    763,058    759,326:   187,587    191,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   -47,440:    -4,578    -11,355    -11,715    -33,228    -21,462    -49,521    -44,532:     2,081     -2,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        8.9        6.4       62.9       64.6       80.3       79.9:      19.7       20.1
Old  :     100.0:      10.9        8.9        6.4       62.9       64.6       80.3       79.9:      19.7       20.1
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  :       189:        34         36         48         92         95        151        155:
Old  :       189:        34         36         48         92         95        151        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       18.5       35.6       28.8       24.7       16.3       31.2       23.9
Old  :                 26.1       18.5       35.6       28.8       24.7       16.3       31.2       23.9
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 with Delta-adjusted Options and Futures Combined, September 9, 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  :   513,904:    57,055     37,004      4,970    348,357    376,746    410,382    418,720:   103,522     95,183
Old  :   513,904:    57,055     37,004      4,970    348,357    376,746    410,382    418,720:   103,522     95,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   -30,229:     3,437     -1,044     -1,713    -29,077    -22,686    -27,353    -25,443:    -2,877     -4,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.2        1.0       67.8       73.3       79.9       81.5:      20.1       18.5
Old  :     100.0:      11.1        7.2        1.0       67.8       73.3       79.9       81.5:      20.1       18.5
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  :        83:        10         10          5         48         48         61         60:
Old  :        83:        10         10          5         48         48         61         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       41.0       40.5       53.4       21.9       35.9       31.9       45.4
Old  :                 25.7       41.0       40.5       53.4       21.9       35.9       31.9       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :     6,507:     1,767        358        544      3,403      5,269      5,714      6,171:       793        336
Old  :     6,507:     1,767        358        544      3,403      5,269      5,714      6,171:       793        336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       194:       -97         44        -94        316        180        125        130:        69         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        5.5        8.4       52.3       81.0       87.8       94.8:      12.2        5.2
Old  :     100.0:      27.2        5.5        8.4       52.3       81.0       87.8       94.8:      12.2        5.2
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  :        37:        14          3          6         17         16         33         24:
Old  :        37:        14          3          6         17         16         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  :                 41.9       63.8       61.3       81.1       25.7       51.1       36.9       55.0
Old  :                 41.9       63.8       61.3       81.1       25.7       51.1       36.9       55.0
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, September 9, 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  :   409,544:   104,809     55,069     83,948    173,378    234,546    362,135    373,563:    47,408     35,981
Old  :   400,817:   105,244     54,302     81,494    167,870    230,673    354,608    366,469:    46,210     34,349
Other:     8,726:       806      2,008      1,213      5,509      3,874      7,528      7,094:     1,199      1,632
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     8,138:    -9,451      2,624      8,318      9,018     -5,850      7,886      5,092:       253      3,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       13.4       20.5       42.3       57.3       88.4       91.2:      11.6        8.8
Old  :     100.0:      26.3       13.5       20.3       41.9       57.6       88.5       91.4:      11.5        8.6
Other:     100.0:       9.2       23.0       13.9       63.1       44.4       86.3       81.3:      13.7       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        86         67         89         92         93        231        207:
Old  :       278:        89         68         88         91         93        229        206:
Other:        63:         8         15         11         30         13         46         31:
     :----------------------------------------------------------------------------------------------------
     :             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       28.3       17.9       37.1        7.3       23.7       12.6       30.1
Old  :                 10.3       28.4       17.7       37.1        7.2       24.2       12.7       30.8
Other:                 34.5       48.0       51.3       62.9       33.7       46.0       47.2       54.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,918:       959      4,319      1,062      6,193      2,691      8,213      8,072:     1,705      1,846
Old  :     9,918:       959      4,319      1,062      6,193      2,691      8,213      8,072:     1,705      1,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       409:       -24        136        233         51       -185        260        183:       149        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       43.6       10.7       62.4       27.1       82.8       81.4:      17.2       18.6
Old  :     100.0:       9.7       43.6       10.7       62.4       27.1       82.8       81.4:      17.2       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        17         21         10         22         18         43         45:
Old  :        68:        17         21         10         22         18         43         45:
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  :                 39.3       32.5       52.8       44.5       38.6       32.5       49.9       43.5
Old  :                 39.3       32.5       52.8       44.5       38.6       32.5       49.9       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  : 1,447,857:   337,671    337,957     52,174    953,493    899,411  1,343,338  1,289,542:   104,519    158,314
Old  : 1,447,857:   337,671    337,957     52,174    953,493    899,411  1,343,338  1,289,542:   104,519    158,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    32,146:   -30,516     28,714    -14,453     87,778      8,208     42,809     22,469:   -10,662      9,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       23.3        3.6       65.9       62.1       92.8       89.1:       7.2       10.9
Old  :     100.0:      23.3       23.3        3.6       65.9       62.1       92.8       89.1:       7.2       10.9
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  :       248:        48         41         30         94        125        151        187:
Old  :       248:        48         41         30         94        125        151        187:
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  :                 30.1       24.1       41.8       35.4       29.8       24.0       41.1       35.2
Old  :                 30.1       24.1       41.8       35.4       29.8       24.0       41.1       35.2
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 with Delta-adjusted Options and Futures Combined, September 9, 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  : 3,368,870:   436,472    430,068    390,373  2,216,027  2,009,560  3,042,872  2,830,002:   325,998    538,868
Old  : 3,368,870:   436,472    430,068    390,373  2,216,027  2,009,560  3,042,872  2,830,002:   325,998    538,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :   118,304:    68,634     14,855     31,962     46,705     44,775    147,301     91,593:   -28,997     26,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       12.8       11.6       65.8       59.7       90.3       84.0:       9.7       16.0
Old  :     100.0:      13.0       12.8       11.6       65.8       59.7       90.3       84.0:       9.7       16.0
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  :       372:        59         92         94        161        195        279        322:
Old  :       372:        59         92         94        161        195        279        322:
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  :                 34.7       14.8       44.6       19.9       32.5       12.7       40.8       16.9
Old  :                 34.7       14.8       44.6       19.9       32.5       12.7       40.8       16.9
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 with Delta-adjusted Options and Futures Combined, September 9, 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  : 2,445,701:   439,912    346,958    223,319  1,534,318  1,492,977  2,197,549  2,063,255:   248,152    382,447
Old  : 2,445,701:   439,912    346,958    223,319  1,534,318  1,492,977  2,197,549  2,063,255:   248,152    382,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     7,995:    35,331     28,487      4,832    -23,684    -12,082     16,479     21,236:    -8,484    -13,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.2        9.1       62.7       61.0       89.9       84.4:      10.1       15.6
Old  :     100.0:      18.0       14.2        9.1       62.7       61.0       89.9       84.4:      10.1       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        46         66         50        127        147        197        239:
Old  :       291:        46         66         50        127        147        197        239:
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  :                 16.4       15.2       29.0       24.3       15.0       12.5       24.7       19.3
Old  :                 16.4       15.2       29.0       24.3       15.0       12.5       24.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :   525,855:    20,421    140,668    119,993    353,177    216,902    493,590    477,563:    32,265     48,293
Old  :   525,855:    20,421    140,668    119,993    353,177    216,902    493,590    477,563:    32,265     48,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :    12,625:     1,836      9,611     -3,509     13,013     10,296     11,340     16,399:     1,284     -3,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       26.8       22.8       67.2       41.2       93.9       90.8:       6.1        9.2
Old  :     100.0:       3.9       26.8       22.8       67.2       41.2       93.9       90.8:       6.1        9.2
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  :        95:        14         37         28         35         42         67         91:
Old  :        95:        14         37         28         35         42         67         91:
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  :                 46.8       22.1       58.4       33.9       36.8       16.4       40.9       22.3
Old  :                 46.8       22.1       58.4       33.9       36.8       16.4       40.9       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :    66,976:    18,775     13,275      2,323     37,530     42,012     58,629     57,609:     8,347      9,366
Old  :    66,976:    18,775     13,275      2,323     37,530     42,012     58,629     57,609:     8,347      9,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :        -9:    -1,280       -430        682      1,051       -567        452       -316:      -462        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       19.8        3.5       56.0       62.7       87.5       86.0:      12.5       14.0
Old  :     100.0:      28.0       19.8        3.5       56.0       62.7       87.5       86.0:      12.5       14.0
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  :       120:        32         30         13         40         31         79         67:
Old  :       120:        32         30         13         40         31         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       35.2       37.5       53.8       24.8       35.1       37.4       52.5
Old  :                 24.9       35.2       37.5       53.8       24.8       35.1       37.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :   133,951:    37,550     26,549      4,646     75,061     84,024    117,257    115,219:    16,694     18,733
Old  :   133,951:    37,550     26,549      4,646     75,061     84,024    117,257    115,219:    16,694     18,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       -19:    -2,561       -860      1,364      2,102     -1,135        905       -631:      -923        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       19.8        3.5       56.0       62.7       87.5       86.0:      12.5       14.0
Old  :     100.0:      28.0       19.8        3.5       56.0       62.7       87.5       86.0:      12.5       14.0
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  :       120:        32         30         13         40         31         79         67:
Old  :       120:        32         30         13         40         31         79         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       35.2       37.5       53.8       24.8       35.1       37.4       52.5
Old  :                 24.9       35.2       37.5       53.8       24.8       35.1       37.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    14,048:     8,503     12,580        937      4,482        528     13,922     14,045:       126          3
Old  :    14,048:     8,503     12,580        937      4,482        528     13,922     14,045:       126          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :       195:      -119         91        104        212          0        197        195:        -2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.5       89.6        6.7       31.9        3.8       99.1      100.0:       0.9        0.0
Old  :     100.0:      60.5       89.6        6.7       31.9        3.8       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          4          2          1         20          9:
Old  :        24:        16          6          4          2          1         20          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  :                 77.0       81.6       90.8       98.3       71.8       81.3       82.8       89.6
Old  :                 77.0       81.6       90.8       98.3       71.8       81.3       82.8       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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  :    61,687:     3,702     17,303        292     57,606     43,878     61,600     61,473:        87        214
Old  :    61,687:     3,702     17,303        292     57,606     43,878     61,600     61,473:        87        214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     3,064:    -2,936     -4,522     -2,052      8,045      9,616      3,057      3,042:         7         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       28.0        0.5       93.4       71.1       99.9       99.7:       0.1        0.3
Old  :     100.0:       6.0       28.0        0.5       93.4       71.1       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         4         16          1         13         20         17         37:
Old  :        49:         4         16          1         13         20         17         37:
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  :                 78.5       54.7       97.0       74.0       65.2       40.6       75.6       56.9
Old  :                 78.5       54.7       97.0       74.0       65.2       40.6       75.6       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    53,328:     2,209     13,737      2,887     48,043     36,434     53,139     53,058:       189        270
Old  :    53,328:     2,209     13,737      2,887     48,043     36,434     53,139     53,058:       189        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 2, 2014                    :
     :     7,358:        37     -3,999        182      7,067     11,212      7,286      7,395:        72        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       25.8        5.4       90.1       68.3       99.6       99.5:       0.4        0.5
Old  :     100.0:       4.1       25.8        5.4       90.1       68.3       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3         18          1          8         23         11         42:
Old  :        49:         3         18          1          8         23         11         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.7       42.2       99.5       66.4       71.3       39.0       74.6       54.1
Old  :                 93.7       42.2       99.5       66.4       71.3       39.0       74.6       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 12, 2014