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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   554,993:   116,666    181,900    180,890    220,651    138,531    518,207    501,321:    36,786     53,671
Old  :   499,607:   107,373    179,612    159,563    200,149    116,680    467,085    455,855:    32,522     43,752
Other:    55,385:    21,661     14,656      8,959     20,502     21,851     51,122     45,466:     4,264      9,919
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    38,413:     4,095     13,425     21,197     11,904      2,541     37,197     37,163:     1,216      1,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       32.8       32.6       39.8       25.0       93.4       90.3:       6.6        9.7
Old  :     100.0:      21.5       36.0       31.9       40.1       23.4       93.5       91.2:       6.5        8.8
Other:     100.0:      39.1       26.5       16.2       37.0       39.5       92.3       82.1:       7.7       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       135        151        150        112        110        328        343:
Old  :       426:       129        157        140        110        105        317        331:
Other:       183:        41         44         36         47         71        112        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0        8.4       20.9       15.7       11.7        7.5       18.4       12.5
Old  :                 14.1        9.0       22.3       17.0       13.0        8.2       19.4       13.7
Other:                 36.8       17.2       48.0       29.0       36.8       17.0       47.2       27.9
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   169,948:    45,062     46,212     28,129     81,646     68,336    154,837    142,676:    15,111     27,272
Old  :   149,355:    44,084     47,147     22,742     69,098     57,163    135,925    127,053:    13,430     22,302
Other:    20,593:     5,190      3,277      1,175     12,548     11,172     18,912     15,624:     1,681      4,969
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     8,538:      -359      1,428      4,475      4,868      1,410      8,984      7,313:      -446      1,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       27.2       16.6       48.0       40.2       91.1       84.0:       8.9       16.0
Old  :     100.0:      29.5       31.6       15.2       46.3       38.3       91.0       85.1:       9.0       14.9
Other:     100.0:      25.2       15.9        5.7       60.9       54.3       91.8       75.9:       8.2       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        53         53         50         71         69        149        154:
Old  :       203:        53         54         46         65         65        139        149:
Other:       103:        19         15         15         36         50         60         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       17.7       27.2       26.0       14.1       12.4       22.7       19.2
Old  :                 19.0       16.3       30.1       25.1       17.4       15.1       26.6       23.0
Other:                 36.7       49.3       60.9       55.9       35.0       49.2       58.9       54.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  : 1,969,520:   451,043    302,819    671,510    694,094    639,807  1,816,647  1,614,137:   152,874    355,383
Old  : 1,814,144:   423,412    317,914    609,969    644,597    571,611  1,677,977  1,499,494:   136,167    314,650
Other:   155,376:    62,309     19,584     26,863     49,497     68,196    138,669    114,643:    16,707     40,733
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    92,511:    -5,556     -3,837     74,787     19,627      6,721     88,858     77,671:     3,653     14,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       15.4       34.1       35.2       32.5       92.2       82.0:       7.8       18.0
Old  :     100.0:      23.3       17.5       33.6       35.5       31.5       92.5       82.7:       7.5       17.3
Other:     100.0:      40.1       12.6       17.3       31.9       43.9       89.2       73.8:      10.8       26.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       813:       201        220        237        281        331        609        676:
Old  :       806:       194        227        228        278        327        594        668:
Other:       380:        77         62         54         89        198        190        291:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       10.7       17.2       16.9        7.9        7.1       13.9       10.7
Old  :                 10.4        9.9       17.9       16.4        8.3        6.3       14.3       10.1
Other:                 17.3       28.2       28.5       35.6       17.3       27.1       27.0       32.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    11,008:     3,520      1,387        824      4,355      7,324      8,699      9,535:     2,310      1,473
Old  :    10,865:     3,467      1,385        824      4,279      7,265      8,570      9,474:     2,296      1,391
Other:       143:        53          2          0         76         59        129         61:        14         82
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :       382:       213        270       -141        742        -89        814         39:      -432        342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       12.6        7.5       39.6       66.5       79.0       86.6:      21.0       13.4
Old  :     100.0:      31.9       12.7        7.6       39.4       66.9       78.9       87.2:      21.1       12.8
Other:     100.0:      37.1        1.4        0.0       53.1       41.3       90.2       42.7:       9.8       57.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        21          6          6         17         13         42         21:
Old  :        45:        21          6          6         16         13         41         21:
Other:         8:         1          1          0          5          4          6          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       56.7       48.7       73.0       32.0       55.1       42.3       64.8
Old  :                 36.7       57.4       48.9       73.6       32.0       55.9       42.3       65.6
Other:                 86.0       42.0       90.2       42.7       77.6       30.1       77.6       30.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  : 1,213,730:   178,635    216,286    475,068    500,619    333,714  1,154,323  1,025,069:    59,407    188,661
Old  : 1,141,538:   175,436    214,356    448,472    464,913    313,990  1,088,821    976,817:    52,717    164,721
Other:    72,192:    18,483     17,214     11,313     35,706     19,725     65,502     48,252:     6,690     23,939
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    94,281:       746      4,104     68,738     23,355     11,303     92,839     84,145:     1,442     10,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.8       39.1       41.2       27.5       95.1       84.5:       4.9       15.5
Old  :     100.0:      15.4       18.8       39.3       40.7       27.5       95.4       85.6:       4.6       14.4
Other:     100.0:      25.6       23.8       15.7       49.5       27.3       90.7       66.8:       9.3       33.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       736:       171        310        305        161        218        541        638:
Old  :       734:       173        313        287        153        216        516        633:
Other:       323:        75         90         56         56        126        166        240:
     :----------------------------------------------------------------------------------------------------
     :             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       11.4       20.4       18.4        8.0        4.2       12.7        7.5
Old  :                 11.4       11.8       20.7       19.1        8.1        5.0       13.2        8.3
Other:                 27.4       15.6       39.9       25.8       26.6       15.2       37.9       22.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,679:    18,795      1,322        550          0      5,699     19,345      7,571:     3,334     15,108
Old  :    20,377:    17,488      1,288        550          0      5,007     18,038      6,845:     2,339     13,532
Other:     2,302:     1,307         34          0          0        692      1,307        726:       995      1,576
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :      -252:       -67       -118       -285          0         65       -352       -338:       100         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9        5.8        2.4        0.0       25.1       85.3       33.4:      14.7       66.6
Old  :     100.0:      85.8        6.3        2.7        0.0       24.6       88.5       33.6:      11.5       66.4
Other:     100.0:      56.8        1.5        0.0        0.0       30.1       56.8       31.5:      43.2       68.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          6          4          0         14          6         23:
Old  :        25:         5          6          4          0         14          6         23:
Other:        20:         2          4          0          0         14          2         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 83.1       13.0       85.3       19.6       82.7       13.0       82.9       19.1
Old  :                 86.1       12.8       88.5       19.3       85.7       12.6       85.8       18.8
Other:                 56.8       26.5       56.8       29.5       56.8       26.5       56.8       29.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   450,686:   120,233     96,245    110,393    182,071    208,958    412,697    415,596:    37,989     35,090
Old  :   433,556:   122,326     95,792    101,543    174,132    203,037    398,001    400,371:    35,556     33,185
Other:    17,130:     2,428      4,974      4,330      7,939      5,922     14,697     15,225:     2,433      1,905
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    17,811:     8,455     -6,024      7,516      1,585     15,403     17,556     16,896:       255        915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       21.4       24.5       40.4       46.4       91.6       92.2:       8.4        7.8
Old  :     100.0:      28.2       22.1       23.4       40.2       46.8       91.8       92.3:       8.2        7.7
Other:     100.0:      14.2       29.0       25.3       46.3       34.6       85.8       88.9:      14.2       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        94         92        104         87         78        246        228:
Old  :       313:       102         87        103         86         78        245        227:
Other:        58:         7         22         15         23         10         43         35:
     :----------------------------------------------------------------------------------------------------
     :             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       28.3       16.7       34.7        8.2       22.5       14.7       28.5
Old  :                  9.9       28.1       17.1       34.7        8.4       22.6       15.2       28.9
Other:                 30.9       57.2       48.2       73.4       22.6       45.3       38.1       54.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   968,082:   113,655    100,919     60,981    619,600    625,874    794,236    787,774:   173,846    180,308
Old  :   968,082:   113,655    100,919     60,981    619,600    625,874    794,236    787,774:   173,846    180,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     1,594:     3,355     18,240     -9,004      5,767     -2,649        118      6,588:     1,476     -4,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       10.4        6.3       64.0       64.7       82.0       81.4:      18.0       18.6
Old  :     100.0:      11.7       10.4        6.3       64.0       64.7       82.0       81.4:      18.0       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        41         38         47         89         91        154        152:
Old  :       195:        41         38         47         89         91        154        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       20.2       34.1       30.6       23.1       17.7       30.0       24.4
Old  :                 24.3       20.2       34.1       30.6       23.1       17.7       30.0       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   507,147:    55,794     35,245      4,949    340,938    369,652    401,681    409,846:   105,466     97,301
Old  :   507,147:    55,794     35,245      4,949    340,938    369,652    401,681    409,846:   105,466     97,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,856:     1,294        201        -58     -5,956     -7,153     -4,720     -7,010:       864      3,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        6.9        1.0       67.2       72.9       79.2       80.8:      20.8       19.2
Old  :     100.0:      11.0        6.9        1.0       67.2       72.9       79.2       80.8:      20.8       19.2
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  :        78:         9         10          4         48         44         59         56:
Old  :        78:         9         10          4         48         44         59         56:
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  :                 25.4       42.6       40.7       55.3       22.2       40.8       32.4       49.5
Old  :                 25.4       42.6       40.7       55.3       22.2       40.8       32.4       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :     6,383:     1,772        256        690      3,207      5,136      5,669      6,082:       714        301
Old  :     6,383:     1,772        256        690      3,207      5,136      5,669      6,082:       714        301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :      -251:       219         15         41       -557       -274       -297       -218:        46        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.0       10.8       50.2       80.5       88.8       95.3:      11.2        4.7
Old  :     100.0:      27.8        4.0       10.8       50.2       80.5       88.8       95.3:      11.2        4.7
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  :        39:        15          2          7         15         20         31         29:
Old  :        39:        15          2          7         15         20         31         29:
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  :                 42.5       60.4       60.1       73.7       34.8       55.2       45.3       61.9
Old  :                 42.5       60.4       60.1       73.7       34.8       55.2       45.3       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   436,732:   103,081     61,586     99,324    191,672    233,892    394,077    394,801:    42,655     41,930
Old  :   420,670:   103,000     60,532     94,879    182,041    225,410    379,919    380,820:    40,751     39,850
Other:    16,062:     2,487      3,460      2,039      9,631      8,482     14,157     13,981:     1,904      2,081
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    16,578:       613        750      8,151      9,322      3,693     18,085     12,593:    -1,507      3,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       14.1       22.7       43.9       53.6       90.2       90.4:       9.8        9.6
Old  :     100.0:      24.5       14.4       22.6       43.3       53.6       90.3       90.5:       9.7        9.5
Other:     100.0:      15.5       21.5       12.7       60.0       52.8       88.1       87.0:      11.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        72         73         89         95         94        223        211:
Old  :       270:        76         73         88         95         94        222        211:
Other:        70:         7         21         17         32         17         54         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       26.5       18.1       35.2        7.1       22.0       12.3       27.4
Old  :                 10.8       26.5       18.0       35.1        7.1       22.6       12.4       28.3
Other:                 32.3       47.5       50.2       65.2       31.7       46.7       49.0       61.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :     9,939:     1,004      4,474      1,248      6,034      2,428      8,287      8,150:     1,652      1,789
Old  :     9,939:     1,004      4,474      1,248      6,034      2,428      8,287      8,150:     1,652      1,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :       -55:        16         64         34        -43       -166          7        -67:       -62         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       45.0       12.6       60.7       24.4       83.4       82.0:      16.6       18.0
Old  :     100.0:      10.1       45.0       12.6       60.7       24.4       83.4       82.0:      16.6       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        18         24         13         22         15         47         45:
Old  :        70:        18         24         13         22         15         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       31.9       50.9       44.6       37.0       31.9       47.0       44.1
Old  :                 39.5       31.9       50.9       44.6       37.0       31.9       47.0       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  : 1,749,312:   407,153    561,987     68,701  1,167,005    963,926  1,642,859  1,594,614:   106,453    154,698
Old  : 1,749,312:   407,153    561,987     68,701  1,167,005    963,926  1,642,859  1,594,614:   106,453    154,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   129,347:    23,618     88,149     16,801     88,312     23,370    128,731    128,319:       616      1,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       32.1        3.9       66.7       55.1       93.9       91.2:       6.1        8.8
Old  :     100.0:      23.3       32.1        3.9       66.7       55.1       93.9       91.2:       6.1        8.8
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  :       269:        45         58         35         95        129        155        207:
Old  :       269:        45         58         35         95        129        155        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       26.2       44.2       40.9       32.3       26.2       43.4       40.7
Old  :                 32.8       26.2       44.2       40.9       32.3       26.2       43.4       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  : 3,229,970:   470,022    410,877    325,291  2,152,392  1,956,954  2,947,705  2,693,123:   282,265    536,847
Old  : 3,229,970:   470,022    410,877    325,291  2,152,392  1,956,954  2,947,705  2,693,123:   282,265    536,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -99,178:    23,436      3,419    -75,494    -20,030    -25,145    -72,089    -97,220:   -27,089     -1,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       12.7       10.1       66.6       60.6       91.3       83.4:       8.7       16.6
Old  :     100.0:      14.6       12.7       10.1       66.6       60.6       91.3       83.4:       8.7       16.6
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  :       369:        56         92         86        165        200        276        323:
Old  :       369:        56         92         86        165        200        276        323:
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  :                 33.9       13.8       42.8       20.2       32.2       10.1       39.2       14.7
Old  :                 33.9       13.8       42.8       20.2       32.2       10.1       39.2       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, September 23, 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  : 2,425,272:   372,770    373,704    191,793  1,633,331  1,482,953  2,197,894  2,048,451:   227,378    376,821
Old  : 2,425,272:   372,770    373,704    191,793  1,633,331  1,482,953  2,197,894  2,048,451:   227,378    376,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -78,146:   -51,602      7,868    -64,947     45,016     -6,073    -71,533    -63,152:    -6,614    -14,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       15.4        7.9       67.3       61.1       90.6       84.5:       9.4       15.5
Old  :     100.0:      15.4       15.4        7.9       67.3       61.1       90.6       84.5:       9.4       15.5
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  :       306:        41         74         56        131        164        204        262:
Old  :       306:        41         74         56        131        164        204        262:
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       14.2       29.3       22.9       16.7       10.9       25.3       17.8
Old  :                 18.3       14.2       29.3       22.9       16.7       10.9       25.3       17.8
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, September 23, 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  :   586,290:    15,409    162,343    117,343    415,787    247,021    548,539    526,707:    37,750     59,583
Old  :   586,290:    15,409    162,343    117,343    415,787    247,021    548,539    526,707:    37,750     59,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    24,876:     1,177      5,204     -1,597     24,774     15,236     24,353     18,842:       522      6,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       27.7       20.0       70.9       42.1       93.6       89.8:       6.4       10.2
Old  :     100.0:       2.6       27.7       20.0       70.9       42.1       93.6       89.8:       6.4       10.2
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  :        93:        10         37         28         35         43         66         90:
Old  :        93:        10         37         28         35         43         66         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       22.8       57.8       34.2       37.9       18.8       42.7       23.8
Old  :                 46.9       22.8       57.8       34.2       37.9       18.8       42.7       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    69,392:    22,626     14,543        628     38,226     46,652     61,480     61,823:     7,912      7,569
Old  :    69,392:    22,626     14,543        628     38,226     46,652     61,480     61,823:     7,912      7,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -18,833:    -1,547      1,747     -2,958    -13,873    -14,999    -18,378    -16,210:      -455     -2,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       21.0        0.9       55.1       67.2       88.6       89.1:      11.4       10.9
Old  :     100.0:      32.6       21.0        0.9       55.1       67.2       88.6       89.1:      11.4       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        34         32         13         37         27         77         66:
Old  :       120:        34         32         13         37         27         77         66:
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  :                 21.8       35.6       36.2       52.5       21.7       35.1       36.1       51.4
Old  :                 21.8       35.6       36.2       52.5       21.7       35.1       36.1       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :   138,784:    45,252     29,086      1,256     76,452     93,304    122,960    123,646:    15,824     15,138
Old  :   138,784:    45,252     29,086      1,256     76,452     93,304    122,960    123,646:    15,824     15,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -37,667:    -3,094      3,493     -5,916    -27,746    -29,998    -36,756    -32,421:      -910     -5,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       21.0        0.9       55.1       67.2       88.6       89.1:      11.4       10.9
Old  :     100.0:      32.6       21.0        0.9       55.1       67.2       88.6       89.1:      11.4       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        34         32         13         37         27         77         66:
Old  :       120:        34         32         13         37         27         77         66:
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  :                 21.8       35.6       36.2       52.5       21.7       35.1       36.1       51.4
Old  :                 21.8       35.6       36.2       52.5       21.7       35.1       36.1       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    10,731:     9,647      9,578        475        360        678     10,482     10,731:       249          0
Old  :    10,731:     9,647      9,578        475        360        678     10,482     10,731:       249          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,494:     2,254     -1,823     -1,667     -4,183          0     -3,596     -3,490:       102         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.9       89.3        4.4        3.4        6.3       97.7      100.0:       2.3        0.0
Old  :     100.0:      89.9       89.3        4.4        3.4        6.3       97.7      100.0:       2.3        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          6          2          1          1         18          8:
Old  :        23:        16          6          2          1          1         18          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  :                 77.5       81.3       91.4      100.0       75.9       80.9       85.9       92.2
Old  :                 77.5       81.3       91.4      100.0       75.9       80.9       85.9       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    51,524:     1,811     16,373        209     49,378     34,698     51,398     51,280:       126        244
Old  :    51,524:     1,811     16,373        209     49,378     34,698     51,398     51,280:       126        244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,078:    -1,868       -226        -55     -1,203     -2,798     -3,126     -3,079:        48          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       31.8        0.4       95.8       67.3       99.8       99.5:       0.2        0.5
Old  :     100.0:       3.5       31.8        0.4       95.8       67.3       99.8       99.5:       0.2        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  :        47:         5         15          1         11         18         16         34:
Old  :        47:         5         15          1         11         18         16         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.3       56.6       96.9       77.0       80.4       47.1       87.8       67.5
Old  :                 85.3       56.6       96.9       77.0       80.4       47.1       87.8       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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  :    45,206:     6,070      9,879      3,283     35,712     31,727     45,065     44,889:       141        317
Old  :    45,206:     6,070      9,879      3,283     35,712     31,727     45,065     44,889:       141        317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     5,838:     3,211       -226        353      2,221      5,655      5,785      5,782:        53         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.9        7.3       79.0       70.2       99.7       99.3:       0.3        0.7
Old  :     100.0:      13.4       21.9        7.3       79.0       70.2       99.7       99.3:       0.3        0.7
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  :        47:         7         14          1          5         22         12         37:
Old  :        47:         7         14          1          5         22         12         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.5       54.0       99.4       74.2       88.0       54.0       89.2       67.6
Old  :                 97.5       54.0       99.4       74.2       88.0       54.0       89.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 26, 2014