WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   420,728:   117,614    166,007     76,463    187,442    129,994    381,519    372,464:    39,209     48,264
Old  :   383,980:   109,106    170,660     63,189    175,969    110,275    348,264    344,124:    35,716     39,856
Other:    36,748:    19,450      6,289      2,332     11,473     19,719     33,255     28,340:     3,493      8,408
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    15,294:     8,391     14,080      6,360       -465     -6,252     14,286     14,188:     1,008      1,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       39.5       18.2       44.6       30.9       90.7       88.5:       9.3       11.5
Old  :     100.0:      28.4       44.4       16.5       45.8       28.7       90.7       89.6:       9.3       10.4
Other:     100.0:      52.9       17.1        6.3       31.2       53.7       90.5       77.1:       9.5       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       108        126        107         86         93        261        272:
Old  :       362:       113        125         99         85         89        254        263:
Other:       137:        28         30         14         30         63         72         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       12.8       26.8       20.7       15.8       10.2       25.3       16.9
Old  :                 18.9       13.7       28.0       22.2       18.2       12.2       27.3       19.8
Other:                 50.4       24.5       67.6       40.2       50.4       22.7       67.3       35.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   142,865:    51,514     38,773     10,427     64,216     66,227    126,157    115,427:    16,708     27,438
Old  :   133,274:    49,872     39,251      8,788     58,683     61,614    117,343    109,653:    15,931     23,621
Other:     9,591:     3,196      1,076         85      5,533      4,613      8,814      5,774:       777      3,817
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     1,677:       -16      1,099        964         29       -750        977      1,313:       700        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       27.1        7.3       44.9       46.4       88.3       80.8:      11.7       19.2
Old  :     100.0:      37.4       29.5        6.6       44.0       46.2       88.0       82.3:      12.0       17.7
Other:     100.0:      33.3       11.2        0.9       57.7       48.1       91.9       60.2:       8.1       39.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        50         43         38         57         67        127        134:
Old  :       187:        50         45         36         57         66        126        131:
Other:        70:         9         13          3         17         35         26         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  :                 18.7       17.6       30.1       26.8       18.2       15.9       28.0       24.3
Old  :                 19.9       17.4       30.0       26.2       18.5       17.2       27.7       26.1
Other:                 63.2       41.0       77.3       46.7       63.2       41.0       77.3       46.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,341,446:   428,526    342,142    176,516    613,208    570,956  1,218,250  1,089,614:   123,196    251,832
Old  :   501,399:   232,739    217,951     17,633    216,822    212,606    467,194    448,190:    34,205     53,209
Other:   840,047:   315,897    244,301     38,773    396,386    358,350    751,056    641,424:    88,991    198,623
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    12,800:     3,068     20,406     -4,432      9,493     -4,657      8,129     11,317:     4,671      1,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       25.5       13.2       45.7       42.6       90.8       81.2:       9.2       18.8
Old  :     100.0:      46.4       43.5        3.5       43.2       42.4       93.2       89.4:       6.8       10.6
Other:     100.0:      37.6       29.1        4.6       47.2       42.7       89.4       76.4:      10.6       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       746:       146        211        174        246        305        508        598:
Old  :       599:       110        164         24        158        202        280        378:
Other:       683:       158        162        101        186        280        400        492:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       14.1       18.7       19.8       10.4       10.9       18.1       15.7
Old  :                 19.7       19.0       33.2       30.6       19.7       16.8       33.2       28.4
Other:                 10.3       15.9       18.8       22.4       10.3       13.5       18.3       19.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,289:     2,612      1,022         45      2,609      5,333      5,266      6,400:     2,023        889
Old  :     7,280:     2,612      1,022         45      2,602      5,333      5,259      6,400:     2,021        880
Other:         9:         0          0          0          7          0          7          0:         2          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       -18:      -261        158          2         46       -234       -213        -74:       195         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       14.0        0.6       35.8       73.2       72.2       87.8:      27.8       12.2
Old  :     100.0:      35.9       14.0        0.6       35.7       73.3       72.2       87.9:      27.8       12.1
Other:     100.0:       0.0        0.0        0.0       77.8        0.0       77.8        0.0:      22.2      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        12          6          5         14         13         30         20:
Old  :        36:        12          6          5         14         13         30         20:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       59.3       51.2       77.4       38.0       52.1       48.1       67.5
Old  :                 38.0       59.3       51.3       77.5       38.0       52.2       48.1       67.7
Other:                 77.8        0.0       77.8        0.0       77.8        0.0       77.8        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   648,970:   188,777    194,429     90,152    326,451    246,524    605,380    531,105:    43,590    117,865
Old  :    48,266:    21,676     12,365        321     21,343     27,327     43,340     40,013:     4,926      8,253
Other:   600,704:   189,022    203,985     67,910    305,108    219,197    562,040    491,092:    38,664    109,612
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    22,795:     1,089      6,623      2,269     20,198     13,999     23,556     22,891:      -761        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       30.0       13.9       50.3       38.0       93.3       81.8:       6.7       18.2
Old  :     100.0:      44.9       25.6        0.7       44.2       56.6       89.8       82.9:      10.2       17.1
Other:     100.0:      31.5       34.0       11.3       50.8       36.5       93.6       81.8:       6.4       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       644:       153        225        178        153        219        429        521:
Old  :       315:        86         58          4         75        107        163        168:
Other:       629:       150        223        149        118        203        366        496:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       12.9       22.3       18.5       10.3       11.1       18.5       16.2
Old  :                 25.2       18.5       39.2       31.1       25.2       18.5       38.5       31.1
Other:                 14.1       14.0       23.0       19.9       11.1       12.2       19.6       17.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,546:    16,920        974         62          2      5,244     16,984      6,280:     4,562     15,266
Old  :     1,084:       881         20          0          2        134        883        154:       201        930
Other:    20,462:    16,039        954         62          0      5,110     16,101      6,126:     4,361     14,336
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :        94:       965        264         21          0       -155        986        130:      -892        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.5        4.5        0.3        0.0       24.3       78.8       29.1:      21.2       70.9
Old  :     100.0:      81.3        1.8        0.0        0.2       12.4       81.5       14.2:      18.5       85.8
Other:     100.0:      78.4        4.7        0.3        0.0       25.0       78.7       29.9:      21.3       70.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          4          1         15          6         21:
Old  :        15:         2          1          0          1         11          3         12:
Other:        22:         4          3          4          0         15          5         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       13.0       78.8       19.5       78.5       12.9       78.5       19.4
Old  :                 81.5       10.8       81.5       13.6       81.5       10.8       81.5       13.6
Other:                 78.6       13.1       78.7       19.9       78.4       13.0       78.4       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   335,305:   110,583     99,499     36,487    153,208    162,031    300,278    298,017:    35,027     37,288
Old  :    66,464:    22,328      9,689      2,502     34,014     45,473     58,844     57,664:     7,620      8,800
Other:   268,841:    96,507     98,062     25,733    119,194    116,558    241,434    240,353:    27,407     28,488
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     8,520:     4,125      5,917      3,124     -1,943     -1,185      5,306      7,856:     3,214        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       29.7       10.9       45.7       48.3       89.6       88.9:      10.4       11.1
Old  :     100.0:      33.6       14.6        3.8       51.2       68.4       88.5       86.8:      11.5       13.2
Other:     100.0:      35.9       36.5        9.6       44.3       43.4       89.8       89.4:      10.2       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        85         93         77         78         66        207        202:
Old  :       156:        48         31         19         49         50        104         95:
Other:       271:        80         93         60         68         52        182        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       26.9       19.9       36.1       11.6       23.9       19.7       32.8
Old  :                 24.1       35.8       32.7       44.4       22.3       31.3       30.5       39.7
Other:                 14.4       26.7       24.2       36.5       14.4       24.6       24.1       34.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   789,586:   108,162     93,916      7,952    500,748    515,358    616,862    617,226:   172,724    172,360
Old  :   789,586:   108,162     93,916      7,952    500,748    515,358    616,862    617,226:   172,724    172,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    40,543:    14,091     25,577        204     12,325      6,816     26,620     32,597:    13,923      7,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.9        1.0       63.4       65.3       78.1       78.2:      21.9       21.8
Old  :     100.0:      13.7       11.9        1.0       63.4       65.3       78.1       78.2:      21.9       21.8
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  :       183:        40         34         18         72         84        122        126:
Old  :       183:        40         34         18         72         84        122        126:
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       18.6       35.9       28.6       22.5       15.8       31.0       23.6
Old  :                 25.5       18.6       35.9       28.6       22.5       15.8       31.0       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   498,929:    55,373     36,801      3,992    330,348    361,918    389,713    402,711:   109,216     96,218
Old  :   498,929:    55,373     36,801      3,992    330,348    361,918    389,713    402,711:   109,216     96,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     6,992:     4,156      1,464       -297      1,046      3,929      4,905      5,096:     2,087      1,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.4        0.8       66.2       72.5       78.1       80.7:      21.9       19.3
Old  :     100.0:      11.1        7.4        0.8       66.2       72.5       78.1       80.7:      21.9       19.3
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  :        84:        10         11          6         44         49         58         62:
Old  :        84:        10         11          6         44         49         58         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       38.9       42.0       50.8       23.6       35.0       34.6       45.1
Old  :                 26.7       38.9       42.0       50.8       23.6       35.0       34.6       45.1
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 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,260:     1,652        582        623      3,462      4,725      5,737      5,930:       523        330
Old  :     6,260:     1,652        582        623      3,462      4,725      5,737      5,930:       523        330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       147:        95        -65         14         83        157        192        106:       -45         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        9.3       10.0       55.3       75.5       91.6       94.7:       8.4        5.3
Old  :     100.0:      26.4        9.3       10.0       55.3       75.5       91.6       94.7:       8.4        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13          4          4         18         22         32         30:
Old  :        42:        13          4          4         18         22         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       50.7       60.0       69.2       21.5       25.6       31.8       34.1
Old  :                 38.5       50.7       60.0       69.2       21.5       25.6       31.8       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   312,262:    96,240     62,490     33,451    139,097    186,282    268,788    282,223:    43,474     30,039
Old  :    66,386:    25,108      6,401      4,321     24,587     48,758     54,016     59,480:    12,370      6,906
Other:   245,876:    81,013     65,970     19,249    114,510    137,524    214,772    222,743:    31,104     23,133
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     2,916:      -562     -4,245      2,756     -1,517      2,475        677        986:     2,239      1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       20.0       10.7       44.5       59.7       86.1       90.4:      13.9        9.6
Old  :     100.0:      37.8        9.6        6.5       37.0       73.4       81.4       89.6:      18.6       10.4
Other:     100.0:      32.9       26.8        7.8       46.6       55.9       87.3       90.6:      12.7        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        73         68         73         88         86        205        193:
Old  :       186:        56         28         24         65         66        132        110:
Other:       241:        62         78         55         76         62        175        161:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       26.5       18.2       37.1       10.6       23.4       17.6       32.7
Old  :                 16.9       25.6       27.8       35.3       16.9       24.2       26.9       32.2
Other:                 11.3       28.5       19.6       39.7       11.2       25.2       19.4       35.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,391:     1,084      2,505        921      4,656      3,121      6,661      6,547:     1,730      1,844
Old  :     8,391:     1,084      2,505        921      4,656      3,121      6,661      6,547:     1,730      1,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :      -220:      -141         73         50        -33       -296       -124       -173:       -96        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       29.9       11.0       55.5       37.2       79.4       78.0:      20.6       22.0
Old  :     100.0:      12.9       29.9       11.0       55.5       37.2       79.4       78.0:      20.6       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  :        61:        15         18         10         19         15         38         40:
Old  :        61:        15         18         10         19         15         38         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       29.7       51.7       45.6       37.0       27.5       47.5       40.3
Old  :                 38.8       29.7       51.7       45.6       37.0       27.5       47.5       40.3
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 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,182,481:   240,367    259,144     23,027    823,892    760,065  1,087,286  1,042,236:    95,195    140,245
Old  : 1,182,481:   240,367    259,144     23,027    823,892    760,065  1,087,286  1,042,236:    95,195    140,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    31,425:     7,239     18,737      8,469     13,036      9,060     28,744     36,266:     2,681     -4,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.9        1.9       69.7       64.3       91.9       88.1:       8.1       11.9
Old  :     100.0:      20.3       21.9        1.9       69.7       64.3       91.9       88.1:       8.1       11.9
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  :       258:        41         52         22         88        128        137        195:
Old  :       258:        41         52         22         88        128        137        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       21.2       44.4       30.5       30.5       21.2       42.0       30.4
Old  :                 31.8       21.2       44.4       30.5       30.5       21.2       42.0       30.4
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 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,723,060:   467,442    505,601     37,005  1,927,139  1,695,995  2,431,586  2,238,601:   291,474    484,459
Old  : 2,723,060:   467,442    505,601     37,005  1,927,139  1,695,995  2,431,586  2,238,601:   291,474    484,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    97,081:    41,892     26,425     -4,117     37,498     65,769     75,273     88,077:    21,808      9,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       18.6        1.4       70.8       62.3       89.3       82.2:      10.7       17.8
Old  :     100.0:      17.2       18.6        1.4       70.8       62.3       89.3       82.2:      10.7       17.8
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  :       400:        57        111         53        132        187        225        315:
Old  :       400:        57        111         53        132        187        225        315:
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       17.9       46.1       22.6       35.7       15.0       43.3       19.3
Old  :                 37.5       17.9       46.1       22.6       35.7       15.0       43.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,174,021:   359,777    308,042     42,456  1,526,621  1,446,614  1,928,854  1,797,112:   245,167    376,909
Old  : 2,174,021:   359,777    308,042     42,456  1,526,621  1,446,614  1,928,854  1,797,112:   245,167    376,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :    22,980:    30,975    -16,045      6,378    -12,818     25,798     24,535     16,131:    -1,555      6,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.2        2.0       70.2       66.5       88.7       82.7:      11.3       17.3
Old  :     100.0:      16.5       14.2        2.0       70.2       66.5       88.7       82.7:      11.3       17.3
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  :       290:        43         58         31        111        148        176        215:
Old  :       290:        43         58         31        111        148        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  :                 28.6       18.5       40.1       28.4       25.3       18.1       34.3       25.4
Old  :                 28.6       18.5       40.1       28.4       25.3       18.1       34.3       25.4
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 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   451,694:    19,665    110,999     86,111    313,782    201,413    419,558    398,523:    32,136     53,171
Old  :   451,694:    19,665    110,999     86,111    313,782    201,413    419,558    398,523:    32,136     53,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     7,235:     3,659      7,126        549      3,967     -1,078      8,175      6,597:      -940        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       24.6       19.1       69.5       44.6       92.9       88.2:       7.1       11.8
Old  :     100.0:       4.4       24.6       19.1       69.5       44.6       92.9       88.2:       7.1       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  :        88:        14         27         25         38         40         66         80:
Old  :        88:        14         27         25         38         40         66         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       19.2       58.2       32.0       39.2       15.7       42.9       23.5
Old  :                 50.5       19.2       58.2       32.0       39.2       15.7       42.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,627:    21,719     12,547          4     33,242     43,587     54,965     56,138:     8,663      7,489
Old  :    63,627:    21,719     12,547          4     33,242     43,587     54,965     56,138:     8,663      7,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     1,441:     2,711     -1,418          0     -1,527      2,481      1,184      1,063:       258        379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       19.7        0.0       52.2       68.5       86.4       88.2:      13.6       11.8
Old  :     100.0:      34.1       19.7        0.0       52.2       68.5       86.4       88.2:      13.6       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  :       120:        36         27          2         39         23         75         52:
Old  :       120:        36         27          2         39         23         75         52:
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  :                 27.1       40.8       40.1       59.3       27.0       40.8       40.0       59.1
Old  :                 27.1       40.8       40.1       59.3       27.0       40.8       40.0       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   127,254:    43,438     25,094          8     66,483     87,174    109,929    112,276:    17,325     14,978
Old  :   127,254:    43,438     25,094          8     66,483     87,174    109,929    112,276:    17,325     14,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :     2,882:     5,421     -2,836          0     -3,054      4,961      2,367      2,125:       515        757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       19.7        0.0       52.2       68.5       86.4       88.2:      13.6       11.8
Old  :     100.0:      34.1       19.7        0.0       52.2       68.5       86.4       88.2:      13.6       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  :       120:        36         27          2         39         23         75         52:
Old  :       120:        36         27          2         39         23         75         52:
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  :                 27.1       40.8       40.1       59.3       27.0       40.8       40.0       59.1
Old  :                 27.1       40.8       40.1       59.3       27.0       40.8       40.0       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,276:    10,952     12,547        476      1,778        248     13,206     13,271:        70          5
Old  :    13,276:    10,952     12,547        476      1,778        248     13,206     13,271:        70          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :      -483:      -514       -714        -17         53        248       -478       -483:        -5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.5       94.5        3.6       13.4        1.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      82.5       94.5        3.6       13.4        1.9       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        17          5          2          3          1         21          7:
Old  :        25:        17          5          2          3          1         21          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       96.5       83.0      100.0       65.2       94.2       79.8       94.5
Old  :                 66.5       96.5       83.0      100.0       65.2       94.2       79.8       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    52,433:     7,825     19,604        329     44,208     32,353     52,362     52,286:        71        147
Old  :    52,433:     7,825     19,604        329     44,208     32,353     52,362     52,286:        71        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :       132:      -689       -363         17        821        481        149        135:       -17         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       37.4        0.6       84.3       61.7       99.9       99.7:       0.1        0.3
Old  :     100.0:      14.9       37.4        0.6       84.3       61.7       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         4         15          2         12         16         17         32:
Old  :        46:         4         15          2         12         16         17         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       56.4       97.9       77.5       74.0       47.1       88.7       68.2
Old  :                 74.6       56.4       97.9       77.5       74.0       47.1       88.7       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    33,321:     4,344     12,484      1,265     27,607     19,401     33,216     33,150:       105        171
Old  :    33,321:     4,344     12,484      1,265     27,607     19,401     33,216     33,150:       105        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 15, 2014                        :
     :        39:    -1,053        328          0      1,070       -293         17         35:        22          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       37.5        3.8       82.9       58.2       99.7       99.5:       0.3        0.5
Old  :     100.0:      13.0       37.5        3.8       82.9       58.2       99.7       99.5:       0.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6         15          1          8         15         14         31:
Old  :        43:         6         15          1          8         15         14         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       55.6       98.0       76.4       74.0       55.6       90.4       73.1
Old  :                 74.9       55.6       98.0       76.4       74.0       55.6       90.4       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 25, 2014