WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      381,369
COMMITMENTS
 120,423  161,194   54,402  170,405  118,032  345,230  333,628   36,139   47,741

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -14,904)
     536    2,055   -4,048   -8,097   -7,976  -11,609   -9,969   -3,295   -4,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     42.3     14.3     44.7     30.9     90.5     87.5      9.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     113      111      106       90      101      270      271
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      133,681
COMMITMENTS
  47,793   40,655    7,791   63,174   59,710  118,758  108,156   14,923   25,525

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -2,946)
   1,346      208     -486   -2,124   -2,974   -1,264   -3,252   -1,682      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     30.4      5.8     47.3     44.7     88.8     80.9     11.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      45       47       33       53       59      116      125
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,218,838
COMMITMENTS
 458,545  379,818  117,907  531,154  476,642  1107606  974,367  111,232  244,471

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -35,324)
   6,856   -4,562   -6,117  -18,793  -15,673  -18,054  -26,352  -17,270   -8,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     31.2      9.7     43.6     39.1     90.9     79.9      9.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     149      199      136      220      294      460      551
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,238
COMMITMENTS
   3,440    1,060      337    3,167    6,710    6,944    8,107    2,294    1,131

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         76)
     166     -436       35      -35      758      166      357      -90     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     11.5      3.6     34.3     72.6     75.2     87.8     24.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      20        4        5       15       12       38       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,214
COMMITMENTS
 193,980  207,700   85,424  345,341  248,801  624,745  541,925   48,469  131,289

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     24,613)
   3,546    7,554   11,258    8,116    2,879   22,920   21,691    1,693    2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     30.9     12.7     51.3     37.0     92.8     80.5      7.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      648)
     153      243      166      129      201      387      524
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,990
COMMITMENTS
  17,859    1,041      600        0    5,577   18,459    7,218    3,531   14,772

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        420)
     363      299      235        0       64      598      598     -178     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.2      4.7      2.7      0.0     25.4     83.9     32.8     16.1     67.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        6        4        0       15        6       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      359,726
COMMITMENTS
 123,502  105,722   44,544  154,946  173,838  322,992  324,104   36,734   35,622

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,127)
   4,045    5,106   -2,667     -719    1,678      659    4,117      468   -2,990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     29.4     12.4     43.1     48.3     89.8     90.1     10.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      98       88       81       80       66      226      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      917,199
COMMITMENTS
 110,441   97,644   40,500  595,758  599,599  746,699  737,743  170,500  179,456

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -24,756)
 -14,286    4,932   14,869  -12,990  -20,067  -12,407     -266  -12,349  -24,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.6      4.4     65.0     65.4     81.4     80.4     18.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      31       33       25       76       81      121      126
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      543,378
COMMITMENTS
  53,618   38,049    6,682  377,434  399,389  437,734  444,120  105,644   99,258

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      6,770)
  -3,616      160   -3,875   35,115   21,422   27,624   17,707  -20,854  -10,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      7.0      1.2     69.5     73.5     80.6     81.7     19.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10       11        7       50       46       64       60
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,313
COMMITMENTS
   1,864      314      638    3,087    5,089    5,589    6,041      724      272

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        180)
       6      -63        4      206      233      216      174      -36        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      5.0     10.1     48.9     80.6     88.5     95.7     11.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      15        4        6       17       14       34       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      338,784
COMMITMENTS
 112,430   54,530   36,052  145,757  217,660  294,239  308,242   44,545   30,542

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     16,812)
  13,470    3,262      815      808   15,750   15,093   19,827    1,719   -3,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     16.1     10.6     43.0     64.2     86.9     91.0     13.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      84       72       78       85       85      225      191
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,802
COMMITMENTS
   1,060    4,249      452    5,766    2,600    7,278    7,301    1,524    1,501

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -58)
      14      416      121     -115     -491       20       46      -78     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     48.3      5.1     65.5     29.5     82.7     82.9     17.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       22        8       19       16       39       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,377,870
COMMITMENTS
 365,760  311,735   47,934  851,821  871,980  1265515  1231649  112,355  146,221

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:   -138,192)
 -10,730  -20,412  -13,562 -109,835  -88,536 -134,127 -122,510   -4,065  -15,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     22.6      3.5     61.8     63.3     91.8     89.4      8.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      41       48       28       96      128      147      194
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,721,411
COMMITMENTS
 382,415  465,073   70,648  1937780  1706019  2390843  2241740  330,568  479,671

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:   -132,846)
 -35,646   54,952   -8,947  -86,818 -163,136 -131,411 -117,131   -1,435  -15,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     17.1      2.6     71.2     62.7     87.9     82.4     12.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      40      102       52      122      183      200      299
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,157,862
COMMITMENTS
 410,794  325,592   52,961  1447892  1402232  1911647  1780785  246,215  377,077

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:   -135,755)
   3,744  -11,285   -7,969  -85,003  -86,565  -89,228 -105,819  -46,527  -29,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     15.1      2.5     67.1     65.0     88.6     82.5     11.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      42       65       30      111      137      169      216
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      511,290
COMMITMENTS
  18,586  131,382  122,518  339,789  206,020  480,893  459,920   30,397   51,370

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -30,339)
    -156  -15,195   -8,959  -21,462   -6,961  -30,577  -31,115      238      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     25.7     24.0     66.5     40.3     94.1     90.0      5.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
       9       37       25       34       41       63       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,775
COMMITMENTS
  20,144   13,566      723   35,178   41,567   56,045   55,855    8,731    8,920

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      3,857)
   2,078   -1,747      128    1,379    5,238    3,585    3,618      273      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     20.9      1.1     54.3     64.2     86.5     86.2     13.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      33       29        6       37       29       72       62
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,550
COMMITMENTS
  40,288   27,132    1,445   70,356   83,133  112,089  111,710   17,461   17,840

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      7,714)
   4,156   -3,494      255    2,758   10,475    7,169    7,236      545      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     20.9      1.1     54.3     64.2     86.5     86.2     13.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      33       29        6       37       29       72       62
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,853
COMMITMENTS
   8,622   12,489      833    4,270      528   13,725   13,850      128        3

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        749)
    -209      571      177      715        0      683      748       66        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.2     90.2      6.0     30.8      3.8     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      16        6        3        2        1       19        9
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       58,623
COMMITMENTS
   6,638   21,825    2,344   49,561   34,262   58,543   58,431       80      192

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      4,154)
      -8      731    2,052    2,084    1,368    4,128    4,151       26        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     37.2      4.0     84.5     58.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       18        1       12       19       15       38
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       45,970
COMMITMENTS
   2,172   17,736    2,705   40,976   25,222   45,853   45,663      117      307

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,736)
   1,061      610      163      518      906    1,742    1,679       -6       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     38.6      5.9     89.1     54.9     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3       21        2        8       21       12       43



Updated September 5, 2014