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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   550,730:   107,815    152,932    178,414    220,773    167,627    507,002    498,973:    43,729     51,758
Old  :   512,428:   100,383    158,223    163,115    208,741    147,846    472,239    469,184:    40,189     43,244
Other:    38,302:    19,171      6,447      3,560     12,032     19,781     34,763     29,789:     3,539      8,513
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    26,594:     4,858     12,947     18,019      2,289     -5,863     25,166     25,103:     1,428      1,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       27.8       32.4       40.1       30.4       92.1       90.6:       7.9        9.4
Old  :     100.0:      19.6       30.9       31.8       40.7       28.9       92.2       91.6:       7.8        8.4
Other:     100.0:      50.1       16.8        9.3       31.4       51.6       90.8       77.8:       9.2       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       126        133        138         97        104        300        309:
Old  :       390:       130        131        135         96        102        297        303:
Other:       141:        27         34         28         32         64         78        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       11.2       23.1       18.3       12.2        7.6       19.1       12.9
Old  :                 16.1       11.9       24.1       19.0       13.4        9.2       20.2       14.8
Other:                 48.4       23.5       64.9       38.6       48.3       21.8       64.7       34.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   160,214:    49,049     38,645     23,942     69,591     68,927    142,582    131,514:    17,632     28,700
Old  :   150,197:    47,381     39,114     22,049     63,978     64,301    133,408    125,465:    16,789     24,732
Other:    10,016:     3,155      1,017        406      5,613      4,626      9,174      6,049:       842      3,968
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     2,989:    -1,049        557      2,752        571       -602      2,274      2,707:       714        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       24.1       14.9       43.4       43.0       89.0       82.1:      11.0       17.9
Old  :     100.0:      31.5       26.0       14.7       42.6       42.8       88.8       83.5:      11.2       16.5
Other:     100.0:      31.5       10.2        4.1       56.0       46.2       91.6       60.4:       8.4       39.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        46         50         45         61         69        135        142:
Old  :       190:        47         51         44         61         68        134        140:
Other:        72:        10         14         11         17         36         32         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       15.8       27.0       23.9       16.2       14.2       25.1       21.6
Old  :                 17.7       15.4       26.8       23.3       16.4       15.3       24.6       23.1
Other:                 60.5       39.3       74.0       44.8       60.5       39.3       74.0       44.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  : 2,018,482:   417,980    285,605    653,052    788,915    738,764  1,859,947  1,677,421:   158,535    341,061
Old  :   711,727:   224,316    216,648    164,621    281,117    267,722    670,054    648,990:    41,673     62,736
Other: 1,306,755:   324,573    199,866    357,522    507,798    471,042  1,189,893  1,028,430:   116,862    278,325
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    76,588:    -4,158     13,947     51,973     22,349      3,460     70,164     69,381:     6,424      7,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       14.1       32.4       39.1       36.6       92.1       83.1:       7.9       16.9
Old  :     100.0:      31.5       30.4       23.1       39.5       37.6       94.1       91.2:       5.9        8.8
Other:     100.0:      24.8       15.3       27.4       38.9       36.0       91.1       78.7:       8.9       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       811:       205        205        256        301        337        640        681:
Old  :       635:       133        168        114        204        226        398        447:
Other:       748:       211        155        187        258        320        537        597:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       12.4       17.3       18.9        7.7        8.2       12.8       11.8
Old  :                 14.3       13.9       24.1       22.9       12.3       11.4       21.8       19.7
Other:                 11.0       14.0       17.5       20.0        7.2        9.6       12.5       13.7
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    10,965:     5,204      3,245      2,928      2,564      3,894     10,696     10,067:       270        899
Old  :     9,879:     5,406      3,265      1,968      2,237      3,749      9,611      8,982:       268        898
Other:     1,086:       107        289        651        327        145      1,084      1,085:         2          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       622:       359        346         52        218        387        630        785:        -7       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       29.6       26.7       23.4       35.5       97.5       91.8:       2.5        8.2
Old  :     100.0:      54.7       33.0       19.9       22.6       37.9       97.3       90.9:       2.7        9.1
Other:     100.0:       9.8       26.6       60.0       30.1       13.3       99.8       99.9:       0.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          9         14          8          7         22         24:
Old  :        24:         8          8         12          8          7         21         22:
Other:        10:         3          4          6          2          2          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.5       56.0       78.3       73.7       40.5       47.1       58.0       53.8
Old  :                 57.4       60.6       80.7       75.7       46.3       52.3       64.6       59.8
Other:                 58.5       68.8       99.8       96.6       29.0       26.7       31.2       31.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,507:     2,602        803        678      3,103      6,090      6,383      7,571:     2,124        936
Old  :     8,498:     2,602        803        678      3,096      6,090      6,376      7,571:     2,122        927
Other:         9:         0          0          0          7          0          7          0:         2          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       163:      -256        118         79        122        -97        -55        101:       218         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        9.4        8.0       36.5       71.6       75.0       89.0:      25.0       11.0
Old  :     100.0:      30.6        9.5        8.0       36.4       71.7       75.0       89.1:      25.0       10.9
Other:     100.0:       0.0        0.0        0.0       77.8        0.0       77.8        0.0:      22.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          7          6         16         13         33         20:
Old  :        36:        11          7          6         16         13         33         20:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       55.8       48.9       76.8       32.5       47.6       41.2       60.4
Old  :                 33.5       55.9       49.0       76.8       32.6       47.7       41.2       60.6
Other:                 77.8        0.0       77.8        0.0       77.8        0.0       77.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   990,767:   183,072    197,128    342,234    411,770    302,925    937,076    842,287:    53,691    148,479
Old  :    85,444:    11,516      9,762     35,508     31,134     30,870     78,158     76,141:     7,286      9,303
Other:   905,323:   184,503    200,313    293,779    380,636    272,054    858,918    766,147:    46,405    139,176
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    72,410:       504      9,763     39,043     32,889     21,286     72,436     70,092:       -26      2,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       19.9       34.5       41.6       30.6       94.6       85.0:       5.4       15.0
Old  :     100.0:      13.5       11.4       41.6       36.4       36.1       91.5       89.1:       8.5       10.9
Other:     100.0:      20.4       22.1       32.5       42.0       30.1       94.9       84.6:       5.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       699:       187        248        267        177        229        528        595:
Old  :       347:        81         86         90         91        118        222        250:
Other:       683:       185        242        247        149        215        482        570:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       11.3       20.1       17.7        7.0        4.6       12.4        8.0
Old  :                 18.9       16.0       30.4       26.0       14.9       10.0       21.8       16.3
Other:                 11.9       11.3       20.2       18.2        7.7        5.2       13.2        9.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    21,546:    16,920        974         62          2      5,244     16,984      6,280:     4,562     15,266
Old  :     1,084:       881         20          0          2        134        883        154:       201        930
Other:    20,462:    16,039        954         62          0      5,110     16,101      6,126:     4,361     14,336
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :        94:       965        264         21          0       -155        986        130:      -892        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.5        4.5        0.3        0.0       24.3       78.8       29.1:      21.2       70.9
Old  :     100.0:      81.3        1.8        0.0        0.2       12.4       81.5       14.2:      18.5       85.8
Other:     100.0:      78.4        4.7        0.3        0.0       25.0       78.7       29.9:      21.3       70.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          4          1         15          6         21:
Old  :        15:         2          1          0          1         11          3         12:
Other:        22:         4          3          4          0         15          5         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       13.0       78.8       19.5       78.5       12.9       78.5       19.4
Old  :                 81.5       10.8       81.5       13.6       81.5       10.8       81.5       13.6
Other:                 78.6       13.1       78.7       19.9       78.4       13.0       78.4       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   391,228:    99,834    102,914     73,914    180,934    175,454    354,682    352,282:    36,545     38,945
Old  :    90,828:    13,475      9,948     22,078     46,941     49,437     82,495     81,464:     8,333      9,364
Other:   300,400:    93,875    100,482     44,319    133,993    126,017    272,188    270,818:    28,212     29,581
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    14,798:     2,981      7,239      7,570      1,201       -707     11,752     14,102:     3,046        696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       26.3       18.9       46.2       44.8       90.7       90.0:       9.3       10.0
Old  :     100.0:      14.8       11.0       24.3       51.7       54.4       90.8       89.7:       9.2       10.3
Other:     100.0:      31.3       33.4       14.8       44.6       41.9       90.6       90.2:       9.4        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        83         99         81         87         73        220        212:
Old  :       164:        38         45         34         55         54        115        113:
Other:       278:        79         94         67         76         63        194        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       24.1       19.9       32.9       10.0       17.7       16.9       25.3
Old  :                 25.2       26.4       34.1       35.2       17.6       15.8       23.6       21.6
Other:                 13.1       24.8       22.2       34.6       12.8       20.4       21.5       29.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :   908,282:   112,808     88,312     61,767    549,755    562,068    724,330    712,146:   183,952    196,136
Old  :   908,282:   112,808     88,312     61,767    549,755    562,068    724,330    712,146:   183,952    196,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    61,016:    16,684     22,817     12,169     20,388     14,701     49,241     49,687:    11,775     11,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        9.7        6.8       60.5       61.9       79.7       78.4:      20.3       21.6
Old  :     100.0:      12.4        9.7        6.8       60.5       61.9       79.7       78.4:      20.3       21.6
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  :       190:        35         44         47         83         91        146        154:
Old  :       190:        35         44         47         83         91        146        154:
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  :                 23.2       16.4       32.2       25.1       20.1       13.7       27.8       20.5
Old  :                 23.2       16.4       32.2       25.1       20.1       13.7       27.8       20.5
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, July 22, 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  :   501,482:    55,373     36,718      4,267    331,529    362,328    391,169    403,313:   110,313     98,169
Old  :   501,482:    55,373     36,718      4,267    331,529    362,328    391,169    403,313:   110,313     98,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     7,244:     4,156      1,422       -354      1,558      3,620      5,361      4,689:     1,884      2,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.3        0.9       66.1       72.3       78.0       80.4:      22.0       19.6
Old  :     100.0:      11.0        7.3        0.9       66.1       72.3       78.0       80.4:      22.0       19.6
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  :        84:        10         11          7         46         49         61         62:
Old  :        84:        10         11          7         46         49         61         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  :                 26.6       38.7       41.8       50.6       23.4       34.8       34.4       44.8
Old  :                 26.6       38.7       41.8       50.6       23.4       34.8       34.4       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :     6,260:     1,652        582        623      3,462      4,725      5,737      5,930:       523        330
Old  :     6,260:     1,652        582        623      3,462      4,725      5,737      5,930:       523        330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       147:        95        -65         14         83        157        192        106:       -45         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        9.3       10.0       55.3       75.5       91.6       94.7:       8.4        5.3
Old  :     100.0:      26.4        9.3       10.0       55.3       75.5       91.6       94.7:       8.4        5.3
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  :        42:        13          4          4         18         22         32         30:
Old  :        42:        13          4          4         18         22         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       50.7       60.0       69.2       21.5       25.6       31.8       34.1
Old  :                 38.5       50.7       60.0       69.2       21.5       25.6       31.8       34.1
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, July 22, 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  :   386,475:    92,022     63,406     82,314    165,305    208,135    339,641    353,855:    46,834     32,620
Old  :    90,473:    19,997      2,963     24,643     31,972     55,123     76,612     82,728:    13,861      7,744
Other:   296,003:    81,821     70,240     47,875    133,333    153,012    263,029    271,127:    32,974     24,876
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     7,210:    -1,265     -3,360      5,389        667      3,215      4,791      5,244:     2,419      1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       16.4       21.3       42.8       53.9       87.9       91.6:      12.1        8.4
Old  :     100.0:      22.1        3.3       27.2       35.3       60.9       84.7       91.4:      15.3        8.6
Other:     100.0:      27.6       23.7       16.2       45.0       51.7       88.9       91.6:      11.1        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        79         72         81         94         99        219        212:
Old  :       193:        65         21         40         72         77        147        131:
Other:       255:        69         78         64         82         77        191        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       22.0       18.4       32.8        8.8       18.3       14.4       25.6
Old  :                 15.6       22.1       25.3       31.9       10.8       17.6       17.4       23.4
Other:                 11.3       24.3       18.9       35.1        9.6       20.6       16.5       29.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :     9,284:       875      2,483      1,532      5,068      3,310      7,475      7,325:     1,809      1,959
Old  :     9,284:       875      2,483      1,532      5,068      3,310      7,475      7,325:     1,809      1,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :      -227:       -69         46         26        -89       -224       -131       -152:       -96        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       26.7       16.5       54.6       35.7       80.5       78.9:      19.5       21.1
Old  :     100.0:       9.4       26.7       16.5       54.6       35.7       80.5       78.9:      19.5       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        18         17         12         21         17         42         44:
Old  :        64:        18         17         12         21         17         42         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  :                 38.8       28.4       51.1       43.7       35.9       24.7       45.4       36.8
Old  :                 38.8       28.4       51.1       43.7       35.9       24.7       45.4       36.8
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, July 22, 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  : 1,212,995:   240,430    253,412     44,015    832,255    774,297  1,116,700  1,071,724:    96,296    141,271
Old  : 1,212,995:   240,430    253,412     44,015    832,255    774,297  1,116,700  1,071,724:    96,296    141,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    34,164:     7,585     18,651     11,937     11,906      8,780     31,428     39,368:     2,736     -5,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       20.9        3.6       68.6       63.8       92.1       88.4:       7.9       11.6
Old  :     100.0:      19.8       20.9        3.6       68.6       63.8       92.1       88.4:       7.9       11.6
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  :       259:        46         47         29         93        129        148        197:
Old  :       259:        46         47         29         93        129        148        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       20.7       43.5       29.7       29.7       20.7       41.0       29.6
Old  :                 31.1       20.7       43.5       29.7       29.7       20.7       41.0       29.6
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, July 22, 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  : 3,247,974:   406,624    401,342    370,589  2,156,088  1,965,879  2,933,301  2,737,810:   314,674    510,165
Old  : 3,247,974:   406,624    401,342    370,589  2,156,088  1,965,879  2,933,301  2,737,810:   314,674    510,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :   130,167:    20,129     -5,894     42,103     44,354     86,869    106,586    123,078:    23,580      7,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       12.4       11.4       66.4       60.5       90.3       84.3:       9.7       15.7
Old  :     100.0:      12.5       12.4       11.4       66.4       60.5       90.3       84.3:       9.7       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  :       410:        68        104         97        177        214        306        354:
Old  :       410:        68        104         97        177        214        306        354:
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  :                 31.7       16.2       39.4       20.8       30.0       13.0       36.0       16.6
Old  :                 31.7       16.2       39.4       20.8       30.0       13.0       36.0       16.6
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, July 22, 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  : 2,420,212:   365,314    307,032    176,126  1,623,518  1,547,022  2,164,958  2,030,180:   255,253    390,032
Old  : 2,420,212:   365,314    307,032    176,126  1,623,518  1,547,022  2,164,958  2,030,180:   255,253    390,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     8,485:    27,922    -17,162      6,224    -23,102     16,050     11,045      5,112:    -2,560      3,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.7        7.3       67.1       63.9       89.5       83.9:      10.5       16.1
Old  :     100.0:      15.1       12.7        7.3       67.1       63.9       89.5       83.9:      10.5       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        47         57         53        128        161        205        241:
Old  :       295:        47         57         53        128        161        205        241:
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  :                 26.0       16.6       36.5       25.6       22.7       16.2       30.9       22.8
Old  :                 26.0       16.6       36.5       25.6       22.7       16.2       30.9       22.8
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, July 22, 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  :   452,604:    19,890    111,156     86,394    313,824    201,494    420,108    399,044:    32,497     53,560
Old  :   452,604:    19,890    111,156     86,394    313,824    201,494    420,108    399,044:    32,497     53,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     7,235:     3,804      7,271        404      3,967     -1,078      8,175      6,597:      -940        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       24.6       19.1       69.3       44.5       92.8       88.2:       7.2       11.8
Old  :     100.0:       4.4       24.6       19.1       69.3       44.5       92.8       88.2:       7.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        14         28         25         38         40         66         81:
Old  :        89:        14         28         25         38         40         66         81:
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  :                 50.5       19.2       58.1       32.0       39.1       15.6       42.8       23.5
Old  :                 50.5       19.2       58.1       32.0       39.1       15.6       42.8       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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  :    65,112:    21,559     12,603        638     34,198     44,299     56,395     57,540:     8,717      7,572
Old  :    65,112:    21,559     12,603        638     34,198     44,299     56,395     57,540:     8,717      7,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     1,297:     2,629     -1,429         87     -1,670      2,280      1,046        938:       250        358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       19.4        1.0       52.5       68.0       86.6       88.4:      13.4       11.6
Old  :     100.0:      33.1       19.4        1.0       52.5       68.0       86.6       88.4:      13.4       11.6
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  :       121:        37         27          8         42         26         82         58:
Old  :       121:        37         27          8         42         26         82         58:
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  :                 26.5       39.9       39.2       57.9       26.4       39.9       39.1       57.7
Old  :                 26.5       39.9       39.2       57.9       26.4       39.9       39.1       57.7
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, July 22, 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  :   130,225:    43,118     25,206      1,276     68,396     88,598    112,790    115,080:    17,434     15,145
Old  :   130,225:    43,118     25,206      1,276     68,396     88,598    112,790    115,080:    17,434     15,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     2,593:     5,259     -2,857        173     -3,339      4,560      2,093      1,876:       500        717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       19.4        1.0       52.5       68.0       86.6       88.4:      13.4       11.6
Old  :     100.0:      33.1       19.4        1.0       52.5       68.0       86.6       88.4:      13.4       11.6
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  :       121:        37         27          8         42         26         82         58:
Old  :       121:        37         27          8         42         26         82         58:
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  :                 26.5       39.9       39.2       57.9       26.4       39.9       39.1       57.7
Old  :                 26.5       39.9       39.2       57.9       26.4       39.9       39.1       57.7
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, July 22, 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  :    13,276:    10,952     12,547        476      1,778        248     13,206     13,271:        70          5
Old  :    13,276:    10,952     12,547        476      1,778        248     13,206     13,271:        70          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :      -483:      -514       -714        -17         53        248       -478       -483:        -5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.5       94.5        3.6       13.4        1.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      82.5       94.5        3.6       13.4        1.9       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  :        25:        17          5          2          3          1         21          7:
Old  :        25:        17          5          2          3          1         21          7:
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  :                 66.5       96.5       83.0      100.0       65.2       94.2       79.8       94.5
Old  :                 66.5       96.5       83.0      100.0       65.2       94.2       79.8       94.5
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, July 22, 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  :    52,433:     7,825     19,604        329     44,208     32,353     52,362     52,286:        71        147
Old  :    52,433:     7,825     19,604        329     44,208     32,353     52,362     52,286:        71        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       132:      -689       -363         17        821        481        149        135:       -17         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       37.4        0.6       84.3       61.7       99.9       99.7:       0.1        0.3
Old  :     100.0:      14.9       37.4        0.6       84.3       61.7       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:         4         15          2         12         16         17         32:
Old  :        46:         4         15          2         12         16         17         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       56.4       97.9       77.5       74.0       47.1       88.7       68.2
Old  :                 74.6       56.4       97.9       77.5       74.0       47.1       88.7       68.2
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, July 22, 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  :    33,321:     4,344     12,484      1,265     27,607     19,401     33,216     33,150:       105        171
Old  :    33,321:     4,344     12,484      1,265     27,607     19,401     33,216     33,150:       105        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :        39:    -1,053        328          0      1,070       -293         17         35:        22          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       37.5        3.8       82.9       58.2       99.7       99.5:       0.3        0.5
Old  :     100.0:      13.0       37.5        3.8       82.9       58.2       99.7       99.5:       0.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6         15          1          8         15         14         31:
Old  :        43:         6         15          1          8         15         14         31:
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  :                 74.9       55.6       98.0       76.4       74.0       55.6       90.4       73.1
Old  :                 74.9       55.6       98.0       76.4       74.0       55.6       90.4       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 25, 2014