WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      552,879
COMMITMENTS
 108,251  167,952  171,302  230,965  163,685  510,518  502,939   42,361   49,940

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      2,148)
     435   15,020   -7,112   10,192   -3,942    3,516    3,966   -1,368   -1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     30.4     31.0     41.8     29.6     92.3     91.0      7.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     127      146      152      110      101      323      323
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      157,463
COMMITMENTS
  47,040   38,147   22,435   70,829   67,439  140,304  128,020   17,159   29,443

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -2,750)
  -2,009     -498   -1,507    1,238   -1,488   -2,277   -3,493     -473      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     24.2     14.2     45.0     42.8     89.1     81.3     10.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      47       48       48       63       67      137      142
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,003,405
COMMITMENTS
 437,369  317,553  621,455  783,085  727,434  1841910  1666442  161,495  336,962

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -15,077)
  19,389   31,948  -31,597   -5,830  -11,329  -18,037  -10,978    2,960   -4,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     15.9     31.0     39.1     36.3     91.9     83.2      8.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      804)
     184      213      247      305      340      633      678
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,787
COMMITMENTS
   6,321    4,342    2,860    3,174    4,343   12,355   11,545      431    1,242

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,821)
   1,117    1,097      -68      610      449    1,660    1,478      162      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.4     34.0     22.4     24.8     34.0     96.6     90.3      3.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        5       12        9        7       22       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,531
COMMITMENTS
   2,687      867      761    2,861    5,687    6,310    7,315    2,221    1,215

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:         24)
      85       64       83     -242     -403      -73     -255       97      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     10.2      8.9     33.5     66.7     74.0     85.8     26.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        3        7       14       11       33       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      895,718
COMMITMENTS
 177,469  179,446  286,085  382,898  287,995  846,452  753,526   49,265  142,192

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -95,049)
  -5,602  -17,682  -56,149  -28,872  -14,930  -90,624  -88,761   -4,425   -6,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     20.0     31.9     42.7     32.2     94.5     84.1      5.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      678)
     175      242      253      174      225      510      573
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,880
COMMITMENTS
  17,256    1,135      290        2    5,266   17,548    6,691    4,332   15,189

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        334)
     336      161      228        0       22      564      411     -230      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.9      5.2      1.3      0.0     24.1     80.2     30.6     19.8     69.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        5        1       15        7       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      372,256
COMMITMENTS
 108,661  103,496   59,298  168,712  171,200  336,670  333,994   35,585   38,262

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -18,972)
   8,827      582  -14,616  -12,223   -4,254  -18,012  -18,289     -960     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     27.8     15.9     45.3     46.0     90.4     89.7      9.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      90       90       77       85       73      218      207
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      890,098
COMMITMENTS
 109,275   92,723   46,821  533,386  553,952  689,482  693,496  200,616  196,602

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -18,184)
  -3,534    4,412  -14,945  -16,369   -8,116  -34,848  -18,649   16,664      466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     10.4      5.3     59.9     62.2     77.5     77.9     22.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      30       37       35       78       88      127      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      490,500
COMMITMENTS
  53,586   39,944    3,840  326,393  350,631  383,819  394,415  106,681   96,085

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -10,982)
  -1,787    3,225     -427   -5,137  -11,696   -7,350   -8,898   -3,632   -2,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      8.1      0.8     66.5     71.5     78.3     80.4     21.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11       12        8       44       48       60       63
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,541
COMMITMENTS
   1,743      547      654    3,588    5,097    5,985    6,298      556      243

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        281)
      91      -35       31      126      372      248      368       33      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      8.4     10.0     54.9     77.9     91.5     96.3      8.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        5        6       18       19       33       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      367,288
COMMITMENTS
  90,537   56,172   68,891  161,600  208,484  321,028  333,547   46,260   33,741

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -19,187)
  -1,484   -7,234  -13,423   -3,705      349  -18,613  -20,308     -575    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     15.3     18.8     44.0     56.8     87.4     90.8     12.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      79       65       76       87       97      208      202
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,670
COMMITMENTS
     850    2,660    1,628    5,276    3,460    7,754    7,749    1,916    1,922

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        386)
     -25      177       97      208      150      279      424      107      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     27.5     16.8     54.6     35.8     80.2     80.1     19.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17       17       13       20       17       42       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,296,855
COMMITMENTS
 361,324  264,009   32,059  801,780  861,804  1195164  1157872  101,691  138,983

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     83,860)
 120,894   10,597  -11,955  -30,475   87,507   78,464   86,149    5,396   -2,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     20.4      2.5     61.8     66.5     92.2     89.3      7.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      45       48       25       92      133      143      200
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,225,100
COMMITMENTS
 431,616  424,526  289,581  2176491  1981531  2897688  2695638  327,413  529,462

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -22,874)
  24,993   23,185  -81,009   20,403   15,652  -35,613  -42,172   12,739   19,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     13.2      9.0     67.5     61.4     89.8     83.6     10.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
      59      101       87      162      203      280      332
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,361,681
COMMITMENTS
 358,319  320,739  166,910  1576644  1498704  2101872  1986353  259,809  375,328

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -58,530)
  -6,995   13,708   -9,216  -46,875  -48,318  -63,086  -43,826    4,556  -14,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     13.6      7.1     66.8     63.5     89.0     84.1     11.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      46       59       50      127      154      200      236
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      466,281
COMMITMENTS
  18,731  119,103   88,033  326,913  203,307  433,677  410,443   32,604   55,838

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     13,677)
  -1,159    7,946    1,639   13,089    1,813   13,570   11,399      108    2,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     25.5     18.9     70.1     43.6     93.0     88.0      7.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      13       32       25       37       41       66       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,953
COMMITMENTS
  20,220   10,091      862   35,173   46,683   56,255   57,636    8,698    7,317

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -159)
  -1,339   -2,512      224      974    2,384     -140       96      -19     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     15.5      1.3     54.2     71.9     86.6     88.7     13.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       25       11       39       26       81       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,907
COMMITMENTS
  40,440   20,182    1,724   70,345   93,366  112,510  115,272   17,397   14,634

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -318)
  -2,677   -5,024      448    1,949    4,768     -280      192      -38     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     15.5      1.3     54.2     71.9     86.6     88.7     13.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       25       11       39       26       81       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,758
COMMITMENTS
   8,079   10,047      458    2,149      248   10,686   10,753       72        5

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -2,518)
  -2,873   -2,500      -18      371        0   -2,520   -2,518        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.1     93.4      4.3     20.0      2.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        4        2        3        1       20        6
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       53,243
COMMITMENTS
   7,917   19,789      305   44,938   32,977   53,160   53,071       83      172

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        810)
      92      185      -24      730      624      798      785       12       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     37.2      0.6     84.4     61.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       16        1       13       17       16       34
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,615
COMMITMENTS
   4,469   12,723    1,305   28,758   20,407   34,532   34,435       83      180

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,294)
     125      239       40    1,151    1,006    1,316    1,285      -22        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     36.8      3.8     83.1     59.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4       17        1        7       16       11       34



Updated August 1, 2014