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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   477,908:   113,536    154,190    118,606    202,221    149,341    434,363    422,137:    43,546     55,772
Old  :   432,096:   105,054    158,076     99,268    188,222    129,262    392,543    386,605:    39,553     45,491
Other:    45,812:    22,405     10,037      5,415     13,999     20,079     41,819     35,532:     3,993     10,281
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   -57,646:     2,150       -636    -39,565    -19,708    -20,762    -57,123    -60,963:      -523      3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       32.3       24.8       42.3       31.2       90.9       88.3:       9.1       11.7
Old  :     100.0:      24.3       36.6       23.0       43.6       29.9       90.8       89.5:       9.2       10.5
Other:     100.0:      48.9       21.9       11.8       30.6       43.8       91.3       77.6:       8.7       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       115        136        151        106        106        319        311:
Old  :       392:       123        132        143        104        103        309        305:
Other:       157:        36         36         33         35         62         92        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       10.0       23.1       17.9       13.5        9.0       21.6       15.4
Old  :                 16.1       11.1       24.4       19.5       15.1       10.4       23.0       17.8
Other:                 41.6       19.2       54.6       32.7       41.6       18.4       54.5       29.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   148,091:    44,310     40,521     16,710     69,540     64,802    130,560    122,034:    17,531     26,058
Old  :   135,502:    43,366     40,187     14,043     61,694     59,485    119,104    113,715:    16,398     21,786
Other:    12,590:     2,878      2,269        733      7,846      5,317     11,457      8,318:     1,133      4,271
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    -8,239:      -300      3,536     -4,314     -3,149     -4,963     -7,764     -5,742:      -475     -2,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       27.4       11.3       47.0       43.8       88.2       82.4:      11.8       17.6
Old  :     100.0:      32.0       29.7       10.4       45.5       43.9       87.9       83.9:      12.1       16.1
Other:     100.0:      22.9       18.0        5.8       62.3       42.2       91.0       66.1:       9.0       33.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        50         48         47         67         67        139        145:
Old  :       186:        47         53         44         63         64        133        140:
Other:        90:        13         19         12         27         40         46         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       16.8       28.8       24.6       17.6       14.7       27.3       22.1
Old  :                 19.1       16.5       29.0       24.6       18.1       16.4       27.5       24.5
Other:                 49.5       40.1       65.5       46.3       49.5       39.2       65.5       44.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  : 1,755,681:   451,555    319,764    478,717    666,882    621,467  1,597,154  1,419,948:   158,527    335,733
Old  :    74,305:    10,374     18,755        974     43,807     39,334     55,155     59,063:    19,150     15,242
Other: 1,681,376:   460,778    320,605    458,147    623,075    582,133  1,541,999  1,360,885:   139,377    320,491
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :  -220,923:      -375      5,155   -141,717    -79,059    -87,979   -221,151   -224,542:       228      3,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       18.2       27.3       38.0       35.4       91.0       80.9:       9.0       19.1
Old  :     100.0:      14.0       25.2        1.3       59.0       52.9       74.2       79.5:      25.8       20.5
Other:     100.0:      27.4       19.1       27.2       37.1       34.6       91.7       80.9:       8.3       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       184        230        227        305        333        626        666:
Old  :       348:        49         51          7        145        128        197        183:
Other:       797:       191        223        218        265        332        576        660:
     :----------------------------------------------------------------------------------------------------
     :             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       10.4       17.7       16.3        9.0        7.7       15.6       12.1
Old  :                 21.4       18.5       29.9       29.1       21.4       18.5       29.6       29.0
Other:                 11.1       10.7       18.5       16.9        9.4        8.2       16.3       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :    10,728:     3,263      1,226      1,121      3,765      6,913      8,149      9,261:     2,579      1,467
Old  :    10,681:     3,263      1,226      1,121      3,733      6,899      8,117      9,247:     2,564      1,434
Other:        47:         0          0          0         32         14         32         14:        15         33
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       495:       105         59         94        243        197        442        351:        53        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.4       10.5       35.1       64.4       76.0       86.3:      24.0       13.7
Old  :     100.0:      30.5       11.5       10.5       34.9       64.6       76.0       86.6:      24.0       13.4
Other:     100.0:       0.0        0.0        0.0       68.1       29.8       68.1       29.8:      31.9       70.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          7          6         18         12         39         19:
Old  :        41:        15          7          6         18         12         39         19:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       53.3       46.7       73.6       25.9       52.1       36.0       61.4
Old  :                 31.3       53.4       46.7       73.8       26.0       52.2       35.9       61.6
Other:                 68.1       29.8       68.1       29.8       68.1       29.8       68.1       29.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   956,762:   183,396    197,929    298,152    420,340    300,867    901,888    796,948:    54,873    159,813
Old  :   911,076:   179,109    200,803    279,259    401,926    285,394    860,294    765,455:    50,782    145,621
Other:    45,686:    16,251      9,090      6,929     18,414     15,474     41,595     31,493:     4,091     14,192
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   -18,902:     2,156     13,618    -32,154      6,896     -9,428    -23,103    -27,964:     4,200      9,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       20.7       31.2       43.9       31.4       94.3       83.3:       5.7       16.7
Old  :     100.0:      19.7       22.0       30.7       44.1       31.3       94.4       84.0:       5.6       16.0
Other:     100.0:      35.6       19.9       15.2       40.3       33.9       91.0       68.9:       9.0       31.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       695:       175        261        262        158        221        497        595:
Old  :       693:       178        261        253        154        220        485        592:
Other:       266:        48         67         40         48        121        124        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       11.7       21.0       18.3        7.5        5.1       13.3        8.9
Old  :                 12.6       12.2       21.4       18.9        7.8        5.2       13.9        9.2
Other:                 28.8       17.2       45.2       26.3       28.4       16.4       43.6       23.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,570:    17,496        742        365          0      5,513     17,861      6,620:     3,709     14,950
Old  :    19,790:    16,286        732        365          0      4,959     16,651      6,056:     3,139     13,734
Other:     1,780:     1,210         10          0          0        554      1,210        564:       570      1,216
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       407:       629          9         24          0        111        653        144:      -246        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1        3.4        1.7        0.0       25.6       82.8       30.7:      17.2       69.3
Old  :     100.0:      82.3        3.7        1.8        0.0       25.1       84.1       30.6:      15.9       69.4
Other:     100.0:      68.0        0.6        0.0        0.0       31.1       68.0       31.7:      32.0       68.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          3          0         15          5         22:
Old  :        24:         5          4          3          0         15          5         22:
Other:        18:         2          2          0          0         14          2         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 81.5       12.9       82.8       19.0       81.0       12.9       81.1       18.7
Old  :                 82.7       12.7       84.1       18.8       82.1       12.7       82.3       18.3
Other:                 68.0       26.5       68.0       29.4       68.0       26.5       68.0       29.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   413,470:   108,914     99,862     87,224    179,870    186,696    376,007    373,782:    37,462     39,688
Old  :    13,326:     4,073      1,851         56      6,917      9,239     11,046     11,146:     2,280      2,180
Other:   400,144:   108,302    101,472     83,707    172,953    177,457    364,961    362,636:    35,182     37,508
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    -8,465:     2,061     -3,712    -11,546       -797      3,986    -10,282    -11,272:     1,817      2,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       24.2       21.1       43.5       45.2       90.9       90.4:       9.1        9.6
Old  :     100.0:      30.6       13.9        0.4       51.9       69.3       82.9       83.6:      17.1       16.4
Other:     100.0:      27.1       25.4       20.9       43.2       44.3       91.2       90.6:       8.8        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        89         93         94         93         77        239        225:
Old  :        79:        12         18          1         21         30         33         49:
Other:       309:        93         95         92         91         74        235        220:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.7       26.7       18.5       33.5        8.7       20.4       15.5       26.6
Old  :                 42.4       36.0       59.2       49.6       42.4       36.0       59.2       49.6
Other:                 11.0       27.5       19.0       34.6        9.0       21.2       16.0       27.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  : 1,010,938:   123,270     91,576     53,189    639,223    650,774    815,682    795,540:   195,256    215,398
Old  : 1,010,938:   123,270     91,576     53,189    639,223    650,774    815,682    795,540:   195,256    215,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     6,999:     5,046      7,330    -19,107     16,465     13,718      2,404      1,941:     4,595      5,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.1        5.3       63.2       64.4       80.7       78.7:      19.3       21.3
Old  :     100.0:      12.2        9.1        5.3       63.2       64.4       80.7       78.7:      19.3       21.3
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  :       183:        39         34         44         81         88        141        146:
Old  :       183:        39         34         44         81         88        141        146:
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  :                 27.3       20.5       36.2       30.4       24.4       17.0       31.4       23.9
Old  :                 27.3       20.5       36.2       30.4       24.4       17.0       31.4       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, August 26, 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  :   537,053:    57,234     37,888     10,558    342,319    378,016    410,111    426,462:   126,942    110,590
Old  :   537,053:    57,234     37,888     10,558    342,319    378,016    410,111    426,462:   126,942    110,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    17,015:       676       -168      2,797     -2,783      2,099        690      4,728:    16,325     12,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        7.1        2.0       63.7       70.4       76.4       79.4:      23.6       20.6
Old  :     100.0:      10.7        7.1        2.0       63.7       70.4       76.4       79.4:      23.6       20.6
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  :        79:        11         11          7         43         43         58         57:
Old  :        79:        11         11          7         43         43         58         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       37.4       38.4       49.9       20.6       34.3       30.4       43.3
Old  :                 24.7       37.4       38.4       49.9       20.6       34.3       30.4       43.3
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 with Delta-adjusted Options and Futures Combined, August 26, 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  :     6,133:     1,858        377        634      2,881      4,856      5,373      5,867:       760        266
Old  :     6,133:     1,858        377        634      2,881      4,856      5,373      5,867:       760        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :        56:      -213        -28         82        103        -10        -28         44:        84         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        6.1       10.3       47.0       79.2       87.6       95.7:      12.4        4.3
Old  :     100.0:      30.3        6.1       10.3       47.0       79.2       87.6       95.7:      12.4        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  :        39:        15          5          6         17         14         34         23:
Old  :        39:        15          5          6         17         14         34         23:
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  :                 36.8       64.3       55.9       81.8       25.6       53.5       34.9       57.4
Old  :                 36.8       64.3       55.9       81.8       25.6       53.5       34.9       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :   385,784:   100,535     52,479     74,561    165,571    222,758    340,667    349,797:    45,116     35,986
Old  :    11,572:     2,154      1,272          0      7,202      7,513      9,356      8,785:     2,216      2,787
Other:   374,212:   101,099     53,925     71,843    158,369    215,245    331,311    341,012:    42,900     33,199
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    -3,992:    -4,814      4,377     -6,882     12,420     -3,347        724     -5,852:    -4,716      1,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       13.6       19.3       42.9       57.7       88.3       90.7:      11.7        9.3
Old  :     100.0:      18.6       11.0        0.0       62.2       64.9       80.9       75.9:      19.1       24.1
Other:     100.0:      27.0       14.4       19.2       42.3       57.5       88.5       91.1:      11.5        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        82         66         83         92         97        223        206:
Old  :        87:        17          8          0         31         33         48         41:
Other:       272:        83         66         80         89         94        219        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       27.0       17.1       36.2        7.8       22.5       13.5       29.4
Old  :                 33.1       31.6       50.6       50.1       33.1       31.6       50.6       50.1
Other:                 10.2       27.5       17.5       36.8        8.1       23.4       14.0       30.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :     9,384:       992      3,764        632      6,083      3,250      7,708      7,646:     1,676      1,738
Old  :     9,384:       992      3,764        632      6,083      3,250      7,708      7,646:     1,676      1,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :      -827:       153         70       -766        192        -11       -421       -707:      -406       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       40.1        6.7       64.8       34.6       82.1       81.5:      17.9       18.5
Old  :     100.0:      10.6       40.1        6.7       64.8       34.6       82.1       81.5:      17.9       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  :        65:        14         20          8         22         20         41         44:
Old  :        65:        14         20          8         22         20         41         44:
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  :                 41.6       34.1       54.0       49.7       41.0       31.1       52.4       46.2
Old  :                 41.6       34.1       54.0       49.7       41.0       31.1       52.4       46.2
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, August 26, 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  : 1,553,236:   378,590    329,265     80,008    975,747    980,101  1,434,345  1,389,374:   118,891    163,863
Old  : 1,553,236:   378,590    329,265     80,008    975,747    980,101  1,434,345  1,389,374:   118,891    163,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    48,879:    17,243     75,865     -2,903     31,759    -42,540     46,099     30,423:     2,780     18,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       21.2        5.2       62.8       63.1       92.3       89.5:       7.7       10.5
Old  :     100.0:      24.4       21.2        5.2       62.8       63.1       92.3       89.5:       7.7       10.5
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  :       273:        50         48         46        102        144        173        218:
Old  :       273:        50         48         46        102        144        173        218:
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  :                 32.8       20.5       43.0       30.4       31.4       20.5       41.2       30.1
Old  :                 32.8       20.5       43.0       30.4       31.4       20.5       41.2       30.1
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, August 26, 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  : 3,308,799:   405,238    382,433    317,641  2,231,436  2,088,645  2,954,315  2,788,719:   354,484    520,080
Old  : 3,308,799:   405,238    382,433    317,641  2,231,436  2,088,645  2,954,315  2,788,719:   354,484    520,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :  -272,647:   -36,319    -37,819   -138,915   -103,052   -104,029   -278,286   -280,763:     5,639      8,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.6        9.6       67.4       63.1       89.3       84.3:      10.7       15.7
Old  :     100.0:      12.2       11.6        9.6       67.4       63.1       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  :       358:        68         81         87        145        187        261        307:
Old  :       358:        68         81         87        145        187        261        307:
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  :                 32.9       15.6       40.4       22.0       31.3       12.3       37.4       17.3
Old  :                 32.9       15.6       40.4       22.0       31.3       12.3       37.4       17.3
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, August 26, 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  : 2,539,515:   401,725    335,697    205,088  1,631,239  1,580,501  2,238,052  2,121,286:   301,462    418,229
Old  : 2,539,515:   401,725    335,697    205,088  1,631,239  1,580,501  2,238,052  2,121,286:   301,462    418,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    60,125:     6,205     17,198    -25,774     43,619     47,554     24,050     38,978:    36,076     21,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.2        8.1       64.2       62.2       88.1       83.5:      11.9       16.5
Old  :     100.0:      15.8       13.2        8.1       64.2       62.2       88.1       83.5:      11.9       16.5
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  :       279:        45         63         52        120        147        197        230:
Old  :       279:        45         63         52        120        147        197        230:
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  :                 17.8       16.0       29.2       24.9       13.9       14.4       23.4       21.2
Old  :                 17.8       16.0       29.2       24.9       13.9       14.4       23.4       21.2
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, August 26, 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  :   543,247:    18,750    146,410    132,312    361,632    213,579    512,695    492,301:    30,552     50,946
Old  :   543,247:    18,750    146,410    132,312    361,632    213,579    512,695    492,301:    30,552     50,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    13,554:     2,666     13,706        294     10,959         10     13,919     14,009:      -365       -455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       27.0       24.4       66.6       39.3       94.4       90.6:       5.6        9.4
Old  :     100.0:       3.5       27.0       24.4       66.6       39.3       94.4       90.6:       5.6        9.4
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  :        96:        10         39         28         36         44         68         91:
Old  :        96:        10         39         28         36         44         68         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       21.4       56.9       34.6       34.8       15.9       39.5       21.4
Old  :                 46.8       21.4       56.9       34.6       34.8       15.9       39.5       21.4
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, August 26, 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  :    63,118:    17,976     15,419      1,507     35,100     37,349     54,582     54,274:     8,536      8,844
Old  :    63,118:    17,976     15,419      1,507     35,100     37,349     54,582     54,274:     8,536      8,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     5,540:     4,092        135        399      1,641      4,138      6,132      4,672:      -592        868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       24.4        2.4       55.6       59.2       86.5       86.0:      13.5       14.0
Old  :     100.0:      28.5       24.4        2.4       55.6       59.2       86.5       86.0:      13.5       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  :       115:        28         34         10         39         25         72         64:
Old  :       115:        28         34         10         39         25         72         64:
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       37.4       39.0       55.8       26.0       37.3       39.0       55.6
Old  :                 26.1       37.4       39.0       55.8       26.0       37.3       39.0       55.6
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, August 26, 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  :   126,236:    35,952     30,838      3,013     70,199     74,697    109,165    108,549:    17,071     17,687
Old  :   126,236:    35,952     30,838      3,013     70,199     74,697    109,165    108,549:    17,071     17,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    11,079:     8,184        270        798      3,282      8,275     12,264      9,344:    -1,185      1,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       24.4        2.4       55.6       59.2       86.5       86.0:      13.5       14.0
Old  :     100.0:      28.5       24.4        2.4       55.6       59.2       86.5       86.0:      13.5       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  :       115:        28         34         10         39         25         72         64:
Old  :       115:        28         34         10         39         25         72         64:
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       37.4       39.0       55.8       26.0       37.3       39.0       55.6
Old  :                 26.1       37.4       39.0       55.8       26.0       37.3       39.0       55.6
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, August 26, 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  :    13,104:     8,831     11,918        656      3,555        528     13,042     13,102:        62          2
Old  :    13,104:     8,831     11,918        656      3,555        528     13,042     13,102:        62          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :      -452:      -581       -427        -25        160          0       -446       -452:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       90.9        5.0       27.1        4.0       99.5      100.0:       0.5        0.0
Old  :     100.0:      67.4       90.9        5.0       27.1        4.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          5          3          2          1         19          8:
Old  :        23:        16          5          3          2          1         19          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       90.6       88.0      100.0       68.0       88.3       81.4       90.9
Old  :                 70.7       90.6       88.0      100.0       68.0       88.3       81.4       90.9
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, August 26, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    54,469:     6,646     21,094        292     47,477     32,894     54,415     54,280:        54        189
Old  :    54,469:     6,646     21,094        292     47,477     32,894     54,415     54,280:        54        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       187:        43       -124        -41        207        344        209        179:       -22          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       38.7        0.5       87.2       60.4       99.9       99.7:       0.1        0.3
Old  :     100.0:      12.2       38.7        0.5       87.2       60.4       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         18         17         35:
Old  :        49:         4         16          1         13         18         17         35:
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  :                 75.7       54.0       97.6       74.6       75.1       45.1       88.8       65.6
Old  :                 75.7       54.0       97.6       74.6       75.1       45.1       88.8       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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  :    44,234:     1,111     17,126      2,542     40,458     24,316     44,111     43,984:       123        250
Old  :    44,234:     1,111     17,126      2,542     40,458     24,316     44,111     43,984:       123        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     1,871:      -352      1,714         14      2,199        139      1,861      1,867:        10          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       38.7        5.7       91.5       55.0       99.7       99.4:       0.3        0.6
Old  :     100.0:       2.5       38.7        5.7       91.5       55.0       99.7       99.4:       0.3        0.6
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  :        49:         3         21          1          7         19         10         41:
Old  :        49:         3         21          1          7         19         10         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.4       45.7       99.6       68.6       85.5       45.7       90.8       66.1
Old  :                 87.4       45.7       99.6       68.6       85.5       45.7       90.8       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 29, 2014