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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   535,554:   111,386    154,826    158,171    221,929    170,103    491,486    483,100:    44,069     52,454
Old  :   489,874:   102,181    157,539    140,646    206,609    149,079    449,436    447,264:    40,438     42,611
Other:    45,680:    21,943     10,026      4,786     15,320     21,025     42,049     35,837:     3,630      9,843
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -6,029:       703     -4,185     -1,071     -4,528     -1,151     -4,897     -6,407:    -1,132        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       28.9       29.5       41.4       31.8       91.8       90.2:       8.2        9.8
Old  :     100.0:      20.9       32.2       28.7       42.2       30.4       91.7       91.3:       8.3        8.7
Other:     100.0:      48.0       21.9       10.5       33.5       46.0       92.1       78.5:       7.9       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       121        139        157        105        106        327        317:
Old  :       397:       128        135        150        102        102        317        310:
Other:       159:        37         37         34         35         63         91        120:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       10.4       22.8       17.5       12.6        8.6       19.7       14.1
Old  :                 16.0       11.2       24.0       18.9       14.0        9.6       20.7       15.7
Other:                 41.8       19.4       56.7       33.6       41.7       18.7       56.6       31.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   156,330:    44,611     36,986     21,024     72,689     69,765    138,324    127,775:    18,006     28,555
Old  :   144,805:    43,109     36,850     19,397     65,335     64,274    127,842    120,521:    16,964     24,284
Other:    11,525:     2,686      1,320        443      7,354      5,491     10,482      7,254:     1,042      4,271
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -1,514:      -141       -132     -1,337        607        595       -871       -874:      -643       -640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       23.7       13.4       46.5       44.6       88.5       81.7:      11.5       18.3
Old  :     100.0:      29.8       25.4       13.4       45.1       44.4       88.3       83.2:      11.7       16.8
Other:     100.0:      23.3       11.5        3.8       63.8       47.6       91.0       62.9:       9.0       37.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        44         51         49         71         71        142        148:
Old  :       187:        46         49         47         69         70        139        144:
Other:        85:        11         13         12         26         42         42         63:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       16.5       27.4       23.6       16.4       13.9       25.6       20.6
Old  :                 18.2       15.4       27.4       22.9       16.7       15.3       25.4       22.6
Other:                 53.7       39.5       70.4       45.7       53.7       39.5       70.4       45.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  : 1,976,604:   451,930    314,609    620,434    745,941    709,446  1,818,305  1,644,490:   158,299    332,114
Old  :   330,002:    64,614     54,970    104,122    127,917    142,493    296,653    301,584:    33,348     28,418
Other: 1,646,602:   432,301    304,625    471,327    618,024    566,954  1,521,652  1,342,906:   124,951    303,697
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :   -31,948:    -5,332    -15,902     -4,828    -18,808    -12,309    -28,968    -33,040:    -2,980      1,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.9       31.4       37.7       35.9       92.0       83.2:       8.0       16.8
Old  :     100.0:      19.6       16.7       31.6       38.8       43.2       89.9       91.4:      10.1        8.6
Other:     100.0:      26.3       18.5       28.6       37.5       34.4       92.4       81.6:       7.6       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       807:       185        226        242        310        334        638        674:
Old  :       495:        91         95         86        192        184        334        321:
Other:       784:       180        219        218        269        327        569        651:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       11.0       19.2       17.5        8.1        7.1       14.0       11.3
Old  :                 15.7       16.8       25.8       26.7       10.6        8.1       16.7       13.5
Other:                 11.9       11.2       19.3       17.4        9.7        7.8       15.9       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    10,233:     3,158      1,167      1,027      3,522      6,716      7,707      8,910:     2,526      1,323
Old  :    10,193:     3,158      1,167      1,027      3,490      6,702      7,675      8,896:     2,518      1,297
Other:        40:         0          0          0         32         14         32         14:         8         26
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       795:        73        363        103        438        364        613        830:       181        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       11.4       10.0       34.4       65.6       75.3       87.1:      24.7       12.9
Old  :     100.0:      31.0       11.4       10.1       34.2       65.7       75.3       87.3:      24.7       12.7
Other:     100.0:       0.0        0.0        0.0       80.0       35.0       80.0       35.0:      20.0       65.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        18          4          7         17         12         38         21:
Old  :        41:        18          4          7         17         12         38         21:
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  :                 31.8       53.0       45.6       73.4       26.8       51.5       36.9       61.2
Old  :                 31.7       53.0       45.5       73.6       26.7       51.6       36.9       61.4
Other:                 80.0       35.0       80.0       35.0       80.0       35.0       80.0       35.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   975,664:   181,240    184,311    330,306    413,445    310,295    924,991    824,912:    50,673    150,752
Old  :   933,991:   176,492    187,394    312,668    397,485    295,897    886,645    795,959:    47,347    138,033
Other:    41,673:    15,800      7,968      6,587     15,960     14,399     38,346     28,953:     3,326     12,719
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -1,284:      -422      5,252     -6,940      7,453     -1,273         91     -2,962:    -1,375      1,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       18.9       33.9       42.4       31.8       94.8       84.5:       5.2       15.5
Old  :     100.0:      18.9       20.1       33.5       42.6       31.7       94.9       85.2:       5.1       14.8
Other:     100.0:      37.9       19.1       15.8       38.3       34.6       92.0       69.5:       8.0       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       695:       175        266        269        154        223        506        595:
Old  :       694:       173        271        262        150        222        496        593:
Other:       252:        46         55         33         45        124        112        194:
     :----------------------------------------------------------------------------------------------------
     :             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       11.8       21.0       19.0        7.0        5.2       12.6        8.9
Old  :                 12.3       12.2       21.4       19.6        7.3        5.2       13.0        9.1
Other:                 32.0       18.3       49.4       27.6       32.0       16.8       47.8       23.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :    21,163:    16,867        733        341          0      5,402     17,208      6,476:     3,955     14,687
Old  :    19,473:    15,736        723        341          0      4,874     16,077      5,938:     3,396     13,535
Other:     1,690:     1,131         10          0          0        528      1,131        538:       559      1,152
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       152:      -236         14        -37          0         43       -273         20:       425        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7        3.5        1.6        0.0       25.5       81.3       30.6:      18.7       69.4
Old  :     100.0:      80.8        3.7        1.8        0.0       25.0       82.6       30.5:      17.4       69.5
Other:     100.0:      66.9        0.6        0.0        0.0       31.2       66.9       31.8:      33.1       68.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          4          3          0         15          4         22:
Old  :        23:         4          4          3          0         15          4         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  :                 81.3       13.0       81.3       19.0       79.7       13.0       79.7       18.7
Old  :                 82.6       12.7       82.6       18.7       80.8       12.7       80.8       18.2
Other:                 66.9       27.0       66.9       29.7       66.9       27.0       66.9       29.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   421,935:   106,853    103,574     98,770    180,667    182,710    386,290    385,054:    35,645     36,881
Old  :    45,620:    14,121      3,226      9,066     17,535     30,190     40,722     42,482:     4,898      3,138
Other:   376,315:   102,490    110,106     79,946    163,132    152,520    345,568    342,572:    30,747     33,743
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    32,166:    -1,075       -550     23,401      9,266     10,741     31,592     33,592:       574     -1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       24.5       23.4       42.8       43.3       91.6       91.3:       8.4        8.7
Old  :     100.0:      31.0        7.1       19.9       38.4       66.2       89.3       93.1:      10.7        6.9
Other:     100.0:      27.2       29.3       21.2       43.3       40.5       91.8       91.0:       8.2        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        98         97        102         92         72        249        233:
Old  :       146:        51         29         28         36         40        100         85:
Other:       319:        95        110         95         88         68        237        227:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       25.5       18.8       32.2        9.0       19.2       15.5       25.3
Old  :                 22.1       34.3       34.3       46.8       19.7       34.3       30.8       44.9
Other:                 12.1       25.3       20.0       32.6       10.0       19.2       17.2       25.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  : 1,003,939:   118,224     84,246     72,297    622,757    637,056    813,278    793,599:   190,661    210,340
Old  : 1,003,939:   118,224     84,246     72,297    622,757    637,056    813,278    793,599:   190,661    210,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    47,032:     9,386      1,441     12,176     25,981     22,417     47,544     36,034:      -511     10,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        8.4        7.2       62.0       63.5       81.0       79.0:      19.0       21.0
Old  :     100.0:      11.8        8.4        7.2       62.0       63.5       81.0       79.0:      19.0       21.0
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  :       189:        36         39         43         84         92        145        149:
Old  :       189:        36         39         43         84         92        145        149:
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  :                 25.6       17.9       34.2       26.6       23.7       16.4       30.8       22.6
Old  :                 25.6       17.9       34.2       26.6       23.7       16.4       30.8       22.6
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 19, 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  :   520,038:    56,558     38,057      7,761    345,102    375,917    409,421    421,735:   110,617     98,303
Old  :   520,038:    56,558     38,057      7,761    345,102    375,917    409,421    421,735:   110,617     98,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    24,252:     2,638      4,367      3,405      8,991     20,667     15,034     28,439:     9,218     -4,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        7.3        1.5       66.4       72.3       78.7       81.1:      21.3       18.9
Old  :     100.0:      10.9        7.3        1.5       66.4       72.3       78.7       81.1:      21.3       18.9
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  :        84:        11         12          8         46         47         62         62:
Old  :        84:        11         12          8         46         47         62         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       37.6       39.2       50.7       20.8       34.6       31.0       43.9
Old  :                 25.0       37.6       39.2       50.7       20.8       34.6       31.0       43.9
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 19, 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  :     6,077:     2,071        405        552      2,778      4,866      5,401      5,823:       676        254
Old  :     6,077:     2,071        405        552      2,778      4,866      5,401      5,823:       676        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :      -334:       150        -73          7       -539       -270       -382       -336:        48          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        6.7        9.1       45.7       80.1       88.9       95.8:      11.1        4.2
Old  :     100.0:      34.1        6.7        9.1       45.7       80.1       88.9       95.8:      11.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          5          6         17         17         34         26:
Old  :        41:        15          5          6         17         17         34         26:
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  :                 35.9       57.9       55.2       75.3       27.9       47.3       37.8       53.6
Old  :                 35.9       57.9       55.2       75.3       27.9       47.3       37.8       53.6
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 19, 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  :   389,775:   105,349     48,102     81,443    153,151    226,105    339,943    355,650:    49,832     34,125
Old  :    43,353:    13,946      2,462      9,583     12,636     26,361     36,164     38,405:     7,189      4,948
Other:   346,422:   100,331     54,567     62,933    140,515    199,744    303,779    317,244:    42,642     29,177
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    11,950:     8,681     -1,026      2,906     -3,138      8,708      8,449     10,587:     3,501      1,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.3       20.9       39.3       58.0       87.2       91.2:      12.8        8.8
Old  :     100.0:      32.2        5.7       22.1       29.1       60.8       83.4       88.6:      16.6       11.4
Other:     100.0:      29.0       15.8       18.2       40.6       57.7       87.7       91.6:      12.3        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        89         57         83         88         97        225        202:
Old  :       160:        52         16         28         57         60        116         97:
Other:       267:        84         62         78         84         92        215        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       25.7       17.1       35.3        7.6       22.9       12.7       30.1
Old  :                 23.7       23.5       34.3       36.7       16.7       18.9       24.6       30.1
Other:                 10.7       28.5       18.2       38.1        8.7       25.5       14.2       33.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,211:       838      3,694      1,399      5,892      3,260      8,129      8,354:     2,082      1,857
Old  :    10,211:       838      3,694      1,399      5,892      3,260      8,129      8,354:     2,082      1,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :      -590:       -85        188       -398       -131       -307       -613       -517:        23        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       36.2       13.7       57.7       31.9       79.6       81.8:      20.4       18.2
Old  :     100.0:       8.2       36.2       13.7       57.7       31.9       79.6       81.8:      20.4       18.2
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  :        65:        15         19         13         22         20         43         48:
Old  :        65:        15         19         13         22         20         43         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       31.5       49.0       45.3       36.0       28.6       46.4       42.0
Old  :                 37.5       31.5       49.0       45.3       36.0       28.6       46.4       42.0
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 19, 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  : 1,504,357:   361,347    253,399     82,911    943,989  1,022,641  1,388,246  1,358,951:   116,111    145,406
Old  : 1,504,357:   361,347    253,399     82,911    943,989  1,022,641  1,388,246  1,358,951:   116,111    145,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :   115,514:    24,059      8,221     16,729     74,156     76,492    114,943    101,441:       572     14,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       16.8        5.5       62.8       68.0       92.3       90.3:       7.7        9.7
Old  :     100.0:      24.0       16.8        5.5       62.8       68.0       92.3       90.3:       7.7        9.7
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  :       270:        47         43         31         96        147        151        213:
Old  :       270:        47         43         31         96        147        151        213:
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  :                 31.0       20.9       42.5       29.1       30.8       20.9       41.3       28.9
Old  :                 31.0       20.9       42.5       29.1       30.8       20.9       41.3       28.9
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 19, 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  : 3,581,446:   441,557    420,252    456,556  2,334,487  2,192,674  3,232,601  3,069,482:   348,845    511,964
Old  : 3,581,446:   441,557    420,252    456,556  2,334,487  2,192,674  3,232,601  3,069,482:   348,845    511,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :   113,382:    13,829     -3,731     61,982     40,395     73,459    116,207    131,710:    -2,825    -18,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       11.7       12.7       65.2       61.2       90.3       85.7:       9.7       14.3
Old  :     100.0:      12.3       11.7       12.7       65.2       61.2       90.3       85.7:       9.7       14.3
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  :       403:        77         89         86        174        212        296        342:
Old  :       403:        77         89         86        174        212        296        342:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       14.1       38.3       19.7       28.0       10.7       33.8       14.7
Old  :                 30.0       14.1       38.3       19.7       28.0       10.7       33.8       14.7
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 19, 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  : 2,479,389:   395,520    318,499    230,862  1,587,620  1,532,947  2,214,003  2,082,308:   265,387    397,081
Old  : 2,479,389:   395,520    318,499    230,862  1,587,620  1,532,947  2,214,003  2,082,308:   265,387    397,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    18,622:    28,227     -8,365     14,262    -24,131     24,934     18,359     30,831:       263    -12,209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.8        9.3       64.0       61.8       89.3       84.0:      10.7       16.0
Old  :     100.0:      16.0       12.8        9.3       64.0       61.8       89.3       84.0:      10.7       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  :       292:        45         66         49        130        151        207        234:
Old  :       292:        45         66         49        130        151        207        234:
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  :                 18.3       14.9       28.8       24.2       13.7       14.3       22.1       21.6
Old  :                 18.3       14.9       28.8       24.2       13.7       14.3       22.1       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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  :   529,693:    16,084    132,704    132,019    350,673    213,569    498,776    478,292:    30,917     51,401
Old  :   529,693:    16,084    132,704    132,019    350,673    213,569    498,776    478,292:    30,917     51,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    35,791:    -1,811      8,882     23,580     13,588      8,416     35,357     40,878:       435     -5,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       25.1       24.9       66.2       40.3       94.2       90.3:       5.8        9.7
Old  :     100.0:       3.0       25.1       24.9       66.2       40.3       94.2       90.3:       5.8        9.7
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  :        92:         9         39         29         35         41         67         88:
Old  :        92:         9         39         29         35         41         67         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       19.7       56.6       33.3       33.0       14.3       38.1       19.4
Old  :                 45.8       19.7       56.6       33.3       33.0       14.3       38.1       19.4
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 19, 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  :    57,578:    13,884     15,284      1,107     33,459     33,211     48,450     49,602:     9,128      7,976
Old  :    57,578:    13,884     15,284      1,107     33,459     33,211     48,450     49,602:     9,128      7,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       504:       742     -1,462        236     -1,309        352       -332       -875:       836      1,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       26.5        1.9       58.1       57.7       84.1       86.1:      15.9       13.9
Old  :     100.0:      24.1       26.5        1.9       58.1       57.7       84.1       86.1:      15.9       13.9
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  :       111:        29         29         13         44         21         79         57:
Old  :       111:        29         29         13         44         21         79         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  :                 22.5       37.9       35.2       56.4       22.5       37.6       35.2       56.1
Old  :                 22.5       37.9       35.2       56.4       22.5       37.6       35.2       56.1
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 19, 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  :   115,157:    27,768     30,568      2,215     66,918     66,422     96,900     99,205:    18,256     15,952
Old  :   115,157:    27,768     30,568      2,215     66,918     66,422     96,900     99,205:    18,256     15,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     1,009:     1,483     -2,924        471     -2,618        704       -664     -1,749:     1,673      2,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       26.5        1.9       58.1       57.7       84.1       86.1:      15.9       13.9
Old  :     100.0:      24.1       26.5        1.9       58.1       57.7       84.1       86.1:      15.9       13.9
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  :       111:        29         29         13         44         21         79         57:
Old  :       111:        29         29         13         44         21         79         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  :                 22.5       37.9       35.2       56.4       22.5       37.6       35.2       56.1
Old  :                 22.5       37.9       35.2       56.4       22.5       37.6       35.2       56.1
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 19, 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  :    13,556:     9,412     12,345        681      3,395        528     13,488     13,554:        68          2
Old  :    13,556:     9,412     12,345        681      3,395        528     13,488     13,554:        68          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     1,088:      -478      1,152        -55      1,621          0      1,088      1,097:         0         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       91.1        5.0       25.0        3.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      69.4       91.1        5.0       25.0        3.9       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  :                 71.0       89.8       87.7      100.0       68.2       87.5       81.3       91.1
Old  :                 71.0       89.8       87.7      100.0       68.2       87.5       81.3       91.1
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 19, 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  :    54,282:     6,603     21,218        333     47,270     32,550     54,206     54,101:        76        181
Old  :    54,282:     6,603     21,218        333     47,270     32,550     54,206     54,101:        76        181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -1,116:    -1,206        273        -10         68     -1,385     -1,148     -1,122:        32          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       39.1        0.6       87.1       60.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      12.2       39.1        0.6       87.1       60.0       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  :        46:         3         15          1         13         17         16         33:
Old  :        46:         3         15          1         13         17         16         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       53.7       97.5       74.3       73.9       44.7       88.5       65.3
Old  :                 74.5       53.7       97.5       74.3       73.9       44.7       88.5       65.3
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 19, 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  :    42,363:     1,463     15,412      2,528     38,259     24,177     42,250     42,117:       113        246
Old  :    42,363:     1,463     15,412      2,528     38,259     24,177     42,250     42,117:       113        246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     2,608:       109        675         61      2,432      1,886      2,602      2,622:         6        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       36.4        6.0       90.3       57.1       99.7       99.4:       0.3        0.6
Old  :     100.0:       3.5       36.4        6.0       90.3       57.1       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  :        48:         6         18          2          6         19         13         38:
Old  :        48:         6         18          2          6         19         13         38:
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  :                 88.3       44.0       99.3       66.6       87.0       44.0       90.2       64.0
Old  :                 88.3       44.0       99.3       66.6       87.0       44.0       90.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 22, 2014