WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 15, 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  :   405,434:   109,223    151,927     70,103    187,907    136,246    367,233    358,276:    38,201     47,158
Old  :   371,405:   100,009    155,477     59,566    176,884    116,873    336,459    331,916:    34,946     39,489
Other:    34,029:    17,420      4,656      2,331     11,023     19,373     30,774     26,360:     3,255      7,669
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    20,546:     1,622      4,676      7,113     10,272      7,268     19,007     19,057:     1,539      1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       37.5       17.3       46.3       33.6       90.6       88.4:       9.4       11.6
Old  :     100.0:      26.9       41.9       16.0       47.6       31.5       90.6       89.4:       9.4       10.6
Other:     100.0:      51.2       13.7        6.9       32.4       56.9       90.4       77.5:       9.6       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:        98        135        104         88         94        250        278:
Old  :       361:       100        134         98         87         90        245        269:
Other:       134:        21         33         15         29         65         65        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       13.5       27.6       21.0       16.3       11.1       26.0       17.7
Old  :                 19.3       14.3       28.7       22.3       18.6       13.1       28.0       20.5
Other:                 54.5       25.1       67.9       41.1       54.5       23.4       67.2       36.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 15, 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  :   141,188:    51,530     37,674      9,463     64,187     66,977    125,180    114,114:    16,008     27,074
Old  :   132,618:    50,330     37,979      7,651     59,259     63,509    117,240    109,139:    15,378     23,479
Other:     8,570:     2,919      1,414         93      4,928      3,468      7,940      4,975:       630      3,595
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     6,187:    -1,352      3,504      2,867      3,371     -3,492      4,886      2,879:     1,301      3,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       26.7        6.7       45.5       47.4       88.7       80.8:      11.3       19.2
Old  :     100.0:      38.0       28.6        5.8       44.7       47.9       88.4       82.3:      11.6       17.7
Other:     100.0:      34.1       16.5        1.1       57.5       40.5       92.6       58.1:       7.4       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        53         47         43         54         59        132        132:
Old  :       189:        56         48         42         53         57        130        129:
Other:        69:        10         15          4         17         32         27         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       19.3       31.3       28.7       18.4       17.4       28.6       25.9
Old  :                 20.9       18.7       31.1       28.6       18.9       18.4       28.0       27.5
Other:                 70.2       36.2       80.7       43.4       70.2       36.2       80.6       43.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 15, 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  : 1,328,646:   425,458    321,736    180,948    603,715    575,613  1,210,121  1,078,297:   118,525    250,349
Old  :   507,995:   233,186    210,823     19,729    221,835    221,294    474,750    451,846:    33,245     56,149
Other:   820,651:   310,208    228,849     43,283    381,880    354,319    735,371    626,451:    85,280    194,200
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    22,038:    -2,481     17,489     14,666      3,690    -14,200     15,875     17,955:     6,163      4,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       24.2       13.6       45.4       43.3       91.1       81.2:       8.9       18.8
Old  :     100.0:      45.9       41.5        3.9       43.7       43.6       93.5       88.9:       6.5       11.1
Other:     100.0:      37.8       27.9        5.3       46.5       43.2       89.6       76.3:      10.4       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       731:       135        203        167        237        313        486        591:
Old  :       591:       101        162         24        147        210        260        384:
Other:       667:       149        153         96        177        289        379        489:
     :----------------------------------------------------------------------------------------------------
     :             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       14.1       18.9       19.9       10.4       11.0       18.4       15.6
Old  :                 19.1       19.4       32.9       30.1       19.1       17.3       32.8       28.0
Other:                 11.0       15.6       19.3       22.1       11.0       13.4       18.8       19.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 15, 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  :     7,307:     2,873        864         43      2,563      5,567      5,479      6,474:     1,828        833
Old  :     7,307:     2,873        864         43      2,563      5,567      5,479      6,474:     1,828        833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -240:      -176        -20        -33         70       -107       -139       -160:      -101        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       11.8        0.6       35.1       76.2       75.0       88.6:      25.0       11.4
Old  :     100.0:      39.3       11.8        0.6       35.1       76.2       75.0       88.6:      25.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13          6          4         13         13         30         19:
Old  :        37:        13          6          4         13         13         30         19:
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  :                 40.7       55.6       54.1       75.3       40.7       48.2       51.4       67.5
Old  :                 40.7       55.6       54.1       75.3       40.7       48.2       51.4       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 15, 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  :   626,175:   187,688    187,806     87,883    306,253    232,525    581,824    508,214:    44,351    117,961
Old  :    57,231:    27,288     14,446        318     25,224     31,522     52,830     46,286:     4,401     10,945
Other:   568,944:   183,696    196,656     64,269    281,029    201,003    528,994    461,928:    39,950    107,016
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    19,914:    -2,749      1,847      4,359     19,543      8,909     21,153     15,115:    -1,239      4,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       30.0       14.0       48.9       37.1       92.9       81.2:       7.1       18.8
Old  :     100.0:      47.7       25.2        0.6       44.1       55.1       92.3       80.9:       7.7       19.1
Other:     100.0:      32.3       34.6       11.3       49.4       35.3       93.0       81.2:       7.0       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       632:       149        222        177        140        223        410        519:
Old  :       336:        93         64          3         75        116        169        183:
Other:       614:       148        214        143        109        205        348        486:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       11.6       20.9       17.3       10.4       10.6       18.6       15.5
Old  :                 21.5       18.6       36.3       28.9       20.9       18.6       35.0       28.9
Other:                 13.0       12.7       22.1       18.8       11.2       11.9       19.8       17.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 15, 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  :    21,452:    15,955        710         41          2      5,399     15,998      6,150:     5,454     15,302
Old  :     1,061:       783          5          0          2        165        785        170:       276        891
Other:    20,391:    15,172        705         41          0      5,234     15,213      5,980:     5,178     14,411
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       448:       332         10         10          0         77        342         97:       106        351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4        3.3        0.2        0.0       25.2       74.6       28.7:      25.4       71.3
Old  :     100.0:      73.8        0.5        0.0        0.2       15.6       74.0       16.0:      26.0       84.0
Other:     100.0:      74.4        3.5        0.2        0.0       25.7       74.6       29.3:      25.4       70.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          3          1         16          4         20:
Old  :        16:         1          1          0          1         13          2         14:
Other:        20:         2          2          3          0         16          3         20:
     :----------------------------------------------------------------------------------------------------
     :             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       12.7       74.6       19.2       74.4       12.6       74.4       19.1
Old  :                 74.0       12.3       74.0       14.6       74.0       12.3       74.0       14.6
Other:                 74.6       12.8       74.6       19.6       74.4       12.7       74.4       19.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 15, 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  :   326,785:   106,458     93,582     33,363    155,151    163,216    294,972    290,161:    31,813     36,624
Old  :    73,391:    22,653     10,102      2,605     39,262     51,211     64,520     63,918:     8,871      9,473
Other:   253,394:    90,718     90,393     23,845    115,889    112,005    230,452    226,243:    22,942     27,151
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    12,962:     2,747      6,597      2,893      5,796      1,803     11,436     11,293:     1,526      1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       28.6       10.2       47.5       49.9       90.3       88.8:       9.7       11.2
Old  :     100.0:      30.9       13.8        3.5       53.5       69.8       87.9       87.1:      12.1       12.9
Other:     100.0:      35.8       35.7        9.4       45.7       44.2       90.9       89.3:       9.1       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        86         84         75         82         68        210        194:
Old  :       161:        46         34         18         54         52        108         97:
Other:       266:        87         80         55         70         52        183        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       26.0       20.4       35.8       11.4       23.2       19.8       32.5
Old  :                 25.1       33.7       36.7       43.2       25.1       29.3       34.5       38.8
Other:                 14.6       25.9       25.0       36.5       14.6       23.9       24.8       34.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 15, 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  :   749,043:    94,071     68,339      7,748    488,423    508,542    590,242    584,629:   158,801    164,414
Old  :   749,043:    94,071     68,339      7,748    488,423    508,542    590,242    584,629:   158,801    164,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    32,123:    20,970     -9,119        641     10,506     50,329     32,117     41,851:         6     -9,728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.1        1.0       65.2       67.9       78.8       78.1:      21.2       21.9
Old  :     100.0:      12.6        9.1        1.0       65.2       67.9       78.8       78.1:      21.2       21.9
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  :       174:        37         27         15         70         83        114        118:
Old  :       174:        37         27         15         70         83        114        118:
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  :                 25.5       18.0       36.2       28.3       22.2       14.7       30.4       22.8
Old  :                 25.5       18.0       36.2       28.3       22.2       14.7       30.4       22.8
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 - Futures Only, July 15, 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  :   491,937:    51,217     35,337      4,289    329,302    357,989    384,808    397,615:   107,129     94,322
Old  :   491,937:    51,217     35,337      4,289    329,302    357,989    384,808    397,615:   107,129     94,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,206:     1,039      2,068       -326      1,306      3,702      2,019      5,444:       187     -3,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.2        0.9       66.9       72.8       78.2       80.8:      21.8       19.2
Old  :     100.0:      10.4        7.2        0.9       66.9       72.8       78.2       80.8:      21.8       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  :        82:        10         11          7         42         48         56         62:
Old  :        82:        10         11          7         42         48         56         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  :                 27.3       40.8       43.1       53.0       24.1       37.1       35.5       47.0
Old  :                 27.3       40.8       43.1       53.0       24.1       37.1       35.5       47.0
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 - Futures Only, July 15, 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  :     6,113:     1,557        647        609      3,379      4,568      5,545      5,824:       568        289
Old  :     6,113:     1,557        647        609      3,379      4,568      5,545      5,824:       568        289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -312:       149       -128        -19       -453       -153       -323       -300:        11        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       10.6       10.0       55.3       74.7       90.7       95.3:       9.3        4.7
Old  :     100.0:      25.5       10.6       10.0       55.3       74.7       90.7       95.3:       9.3        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  :        44:        12          5          3         20         22         33         30:
Old  :        44:        12          5          3         20         22         33         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  :                 37.5       50.2       58.6       69.1       21.9       27.8       32.4       36.6
Old  :                 37.5       50.2       58.6       69.1       21.9       27.8       32.4       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 15, 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  :   309,346:    96,802     66,735     30,695    140,614    183,807    268,111    281,237:    41,235     28,109
Old  :    70,462:    24,459      6,873      5,250     28,747     50,610     58,456     62,733:    12,006      7,729
Other:   238,884:    78,828     66,347     18,960    111,867    133,197    209,655    218,504:    29,229     20,380
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,875:     3,453     -4,287      1,681        785      5,613      5,919      3,007:    -4,044     -1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       21.6        9.9       45.5       59.4       86.7       90.9:      13.3        9.1
Old  :     100.0:      34.7        9.8        7.5       40.8       71.8       83.0       89.0:      17.0       11.0
Other:     100.0:      33.0       27.8        7.9       46.8       55.8       87.8       91.5:      12.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        74         74         75         86         83        210        190:
Old  :       187:        55         29         30         67         64        136        112:
Other:       241:        67         74         49         74         62        173        157:
     :----------------------------------------------------------------------------------------------------
     :             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       26.5       18.7       35.8       10.8       23.8       17.6       31.8
Old  :                 20.4       26.1       33.3       36.0       20.4       25.6       33.3       33.9
Other:                 10.7       27.2       18.4       38.2       10.3       24.4       18.0       33.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 15, 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  :     8,611:     1,225      2,432        871      4,689      3,417      6,785      6,720:     1,826      1,891
Old  :     8,611:     1,225      2,432        871      4,689      3,417      6,785      6,720:     1,826      1,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       560:        39         74        152        220        108        411        334:       149        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       28.2       10.1       54.5       39.7       78.8       78.0:      21.2       22.0
Old  :     100.0:      14.2       28.2       10.1       54.5       39.7       78.8       78.0:      21.2       22.0
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  :        60:        17         15          9         19         14         38         38:
Old  :        60:        17         15          9         19         14         38         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       32.8       49.6       48.0       36.8       30.9       45.0       43.1
Old  :                 38.4       32.8       49.6       48.0       36.8       30.9       45.0       43.1
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 - Futures Only, July 15, 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  : 1,151,056:   233,128    240,407     14,558    810,856    751,005  1,058,542  1,005,970:    92,514    145,086
Old  : 1,151,056:   233,128    240,407     14,558    810,856    751,005  1,058,542  1,005,970:    92,514    145,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    51,640:    25,476     19,035      3,101     24,903     30,157     53,480     52,293:    -1,840       -653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.9        1.3       70.4       65.2       92.0       87.4:       8.0       12.6
Old  :     100.0:      20.3       20.9        1.3       70.4       65.2       92.0       87.4:       8.0       12.6
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  :       256:        41         48         19         90        130        136        192:
Old  :       256:        41         48         19         90        130        136        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       20.8       44.4       30.0       32.0       20.8       42.6       29.9
Old  :                 32.9       20.8       44.4       30.0       32.0       20.8       42.6       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 15, 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  : 2,625,979:   425,550    479,176     41,122  1,889,641  1,630,226  2,356,313  2,150,524:   269,666    475,455
Old  : 2,625,979:   425,550    479,176     41,122  1,889,641  1,630,226  2,356,313  2,150,524:   269,666    475,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   -60,251:    48,893      5,747    -14,255    -93,142    -35,961    -58,504    -44,469:    -1,747    -15,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       18.2        1.6       72.0       62.1       89.7       81.9:      10.3       18.1
Old  :     100.0:      16.2       18.2        1.6       72.0       62.1       89.7       81.9:      10.3       18.1
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  :       396:        59        105         53        134        182        226        307:
Old  :       396:        59        105         53        134        182        226        307:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       17.8       47.9       22.9       37.5       14.5       45.1       19.0
Old  :                 39.1       17.8       47.9       22.9       37.5       14.5       45.1       19.0
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 - Futures Only, July 15, 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  : 2,151,041:   328,802    324,087     36,078  1,539,439  1,420,816  1,904,319  1,780,981:   246,722    370,060
Old  : 2,151,041:   328,802    324,087     36,078  1,539,439  1,420,816  1,904,319  1,780,981:   246,722    370,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    62,225:    25,020      2,842     12,113     13,651     40,166     50,784     55,121:    11,441      7,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       15.1        1.7       71.6       66.1       88.5       82.8:      11.5       17.2
Old  :     100.0:      15.3       15.1        1.7       71.6       66.1       88.5       82.8:      11.5       17.2
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  :       295:        47         64         28        109        143        176        215:
Old  :       295:        47         64         28        109        143        176        215:
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  :                 29.8       18.7       40.8       27.8       26.4       18.4       35.4       25.5
Old  :                 29.8       18.7       40.8       27.8       26.4       18.4       35.4       25.5
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 - Futures Only, July 15, 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  :   444,459:    16,006    103,873     85,562    309,815    202,491    411,383    391,926:    33,076     52,533
Old  :   444,459:    16,006    103,873     85,562    309,815    202,491    411,383    391,926:    33,076     52,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    28,924:   -10,207      9,449      6,952     26,046      5,748     22,791     22,149:     6,133      6,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       23.4       19.3       69.7       45.6       92.6       88.2:       7.4       11.8
Old  :     100.0:       3.6       23.4       19.3       69.7       45.6       92.6       88.2:       7.4       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  :        87:        13         28         24         37         39         64         79:
Old  :        87:        13         28         24         37         39         64         79:
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  :                 50.9       19.0       58.5       32.1       39.1       14.4       42.9       22.8
Old  :                 50.9       19.0       58.5       32.1       39.1       14.4       42.9       22.8
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 - Futures Only, July 15, 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  :    62,186:    19,009     13,965          4     34,769     41,107     53,781     55,076:     8,405      7,111
Old  :    62,186:    19,009     13,965          4     34,769     41,107     53,781     55,076:     8,405      7,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     3,698:     3,234        708       -150       -451      3,299      2,634      3,857:     1,064       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.5        0.0       55.9       66.1       86.5       88.6:      13.5       11.4
Old  :     100.0:      30.6       22.5        0.0       55.9       66.1       86.5       88.6:      13.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        33         25          2         41         22         74         49:
Old  :       115:        33         25          2         41         22         74         49:
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  :                 26.9       40.9       40.1       60.1       26.8       40.9       40.0       59.8
Old  :                 26.9       40.9       40.1       60.1       26.8       40.9       40.0       59.8
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 - Futures Only, July 15, 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  :   124,372:    38,017     27,930          8     69,537     82,213    107,562    110,151:    16,810     14,221
Old  :   124,372:    38,017     27,930          8     69,537     82,213    107,562    110,151:    16,810     14,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     7,395:     6,468      1,415       -299       -901      6,597      5,268      7,713:     2,127       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.5        0.0       55.9       66.1       86.5       88.6:      13.5       11.4
Old  :     100.0:      30.6       22.5        0.0       55.9       66.1       86.5       88.6:      13.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        33         25          2         41         22         74         49:
Old  :       115:        33         25          2         41         22         74         49:
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  :                 26.9       40.9       40.1       60.1       26.8       40.9       40.0       59.8
Old  :                 26.9       40.9       40.1       60.1       26.8       40.9       40.0       59.8
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 - Futures Only, July 15, 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  :    13,759:    11,466     13,261        493      1,725          0     13,684     13,754:        75          5
Old  :    13,759:    11,466     13,261        493      1,725          0     13,684     13,754:        75          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,190:    -1,667     -1,121        -69        526          0     -1,210     -1,190:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       96.4        3.6       12.5        0.0       99.5      100.0:       0.5        0.0
Old  :     100.0:      83.3       96.4        3.6       12.5        0.0       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        18          4          2          2          0         21          5:
Old  :        24:        18          4          2          2          0         21          5:
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  :                 67.1       98.6       83.7      100.0       65.7       96.4       82.3       96.4
Old  :                 67.1       98.6       83.7      100.0       65.7       96.4       82.3       96.4
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 - Futures Only, July 15, 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  :    52,301:     8,514     19,967        312     43,387     31,872     52,213     52,151:        88        150
Old  :    52,301:     8,514     19,967        312     43,387     31,872     52,213     52,151:        88        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       238:       311       -545         -3        -45        811        263        263:       -25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       38.2        0.6       83.0       60.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      16.3       38.2        0.6       83.0       60.9       99.8       99.7:       0.2        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:         6         14          1         12         15         18         30:
Old  :        46:         6         14          1         12         15         18         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  :                 73.1       55.9       96.7       76.3       72.5       46.6       87.9       67.0
Old  :                 73.1       55.9       96.7       76.3       72.5       46.6       87.9       67.0
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 - Futures Only, July 15, 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  :    33,282:     5,397     12,156      1,265     26,537     19,694     33,199     33,115:        83        167
Old  :    33,282:     5,397     12,156      1,265     26,537     19,694     33,199     33,115:        83        167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -510:     1,228       -738         25     -1,768        218       -515       -495:         5        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       36.5        3.8       79.7       59.2       99.8       99.5:       0.2        0.5
Old  :     100.0:      16.2       36.5        3.8       79.7       59.2       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  :        44:         7         14          1          8         16         15         31:
Old  :        44:         7         14          1          8         16         15         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  :                 77.5       55.1       98.0       75.2       74.9       55.1       90.6       71.8
Old  :                 77.5       55.1       98.0       75.2       74.9       55.1       90.6       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 18, 2014