WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      551,200
COMMITMENTS
 113,104  167,383  165,281  228,923  167,016  507,309  499,681   43,892   51,519

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -1,679)
   4,853     -568   -6,021   -2,042    3,331   -3,209   -3,258    1,531    1,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     30.4     30.0     41.5     30.3     92.0     90.7      8.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     119      143      149      108      109      317      323
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      159,163
COMMITMENTS
  47,194   38,328   19,938   74,149   72,310  141,281  130,577   17,882   28,586

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      1,700)
     153      181   -2,497    3,320    4,871      977    2,556      723     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     24.1     12.5     46.6     45.4     88.8     82.0     11.2     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      56       43       50       67       69      143      144
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,024,097
COMMITMENTS
 456,345  323,699  637,613  769,142  724,703  1863099  1686015  160,997  338,082

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     20,692)
  18,975    6,146   16,157  -13,943   -2,731   21,190   19,572     -498    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     16.0     31.5     38.0     35.8     92.0     83.3      8.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      813)
     187      226      256      304      341      647      685
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,425
COMMITMENTS
   6,960    5,255    3,203    3,739    4,684   13,903   13,142      522    1,283

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      1,638)
     639      913      343      565      341    1,548    1,597       91       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3     36.4     22.2     25.9     32.5     96.4     91.1      3.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10        5       11        9        7       22       20
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,735
COMMITMENTS
   2,651      588      905    2,819    5,990    6,376    7,484    2,360    1,252

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        205)
     -36     -279      144      -42      303       66      168      139       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      6.7     10.4     32.3     68.6     73.0     85.7     27.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        3        6       16       12       34       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      956,311
COMMITMENTS
 180,463  187,007  325,827  398,161  298,755  904,451  811,589   51,860  144,722

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     60,593)
   2,994    7,561   39,742   15,263   10,760   57,998   58,063    2,595    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     19.6     34.1     41.6     31.2     94.6     84.9      5.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     176      260      255      149      214      487      580
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,285
COMMITMENTS
  16,479      553       41        0    5,313   16,520    5,907    3,765   14,378

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -1,595)
    -777     -582     -249       -2       47   -1,028     -784     -567     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.2      2.7      0.2      0.0     26.2     81.4     29.1     18.6     70.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        3        0       15        4       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      369,890
COMMITMENTS
 107,385   97,994   61,360  165,171  169,666  333,916  329,020   35,974   40,871

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -2,365)
  -1,276   -5,502    2,063   -3,541   -1,535   -2,754   -4,974      389    2,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     26.5     16.6     44.7     45.9     90.3     89.0      9.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      91       83       75       84       76      215      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      882,518
COMMITMENTS
  95,036   87,607   59,443  546,074  543,513  700,554  690,563  181,964  191,955

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -7,580)
 -14,238   -5,116   12,622   12,688  -10,439   11,072   -2,933  -18,652   -4,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      9.9      6.7     61.9     61.6     79.4     78.2     20.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      32       37       42       79       89      134      145
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      495,385
COMMITMENTS
  51,848   32,892    6,152  336,095  356,511  394,095  395,555  101,290   99,830

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      4,885)
  -1,738   -7,052    2,313    9,702    5,880   10,277    1,140   -5,392    3,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      6.6      1.2     67.8     72.0     79.6     79.8     20.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11       11        9       44       50       60       65
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,440
COMMITMENTS
   1,785      464      534    3,456    5,137    5,775    6,135      665      305

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:       -101)
      42      -83     -120     -132       40     -210     -163      109       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      7.2      8.3     53.7     79.8     89.7     95.3     10.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13        4        5       18       18       32       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      370,088
COMMITMENTS
  94,424   57,960   70,614  159,938  209,569  324,976  338,143   45,112   31,945

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      2,800)
   3,887    1,788    1,723   -1,662    1,085    3,948    4,596   -1,148   -1,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     15.7     19.1     43.2     56.6     87.8     91.4     12.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      78       65       80       86       93      210      199
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,908
COMMITMENTS
     878    3,145    2,457    5,676    3,384    9,011    8,985    1,897    1,922

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      1,238)
      29      485      828      400      -76    1,257    1,237      -19        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     28.8     22.5     52.0     31.0     82.6     82.4     17.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      19       19       15       20       17       44       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,369,582
COMMITMENTS
 340,631  253,263   51,870  876,367  921,171  1268868  1226304  100,714  143,278

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     72,726)
 -20,694  -10,745   19,811   74,587   59,366   73,704   68,432     -978    4,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     18.5      3.8     64.0     67.3     92.6     89.5      7.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      47       46       33       93      138      149      208
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,305,398
COMMITMENTS
 413,575  419,732  332,682  2252663  2028153  2998920  2780568  306,479  524,831

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     80,298)
 -18,041   -4,794   43,101   76,172   46,623  101,232   84,929  -20,934   -4,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     12.7     10.1     68.2     61.4     90.7     84.1      9.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      63       98       86      175      210      293      339
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,424,555
COMMITMENTS
 307,648  304,340  187,124  1653291  1554131  2148063  2045595  276,491  378,959

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     62,873)
 -50,670  -16,400   20,214   76,647   55,427   46,191   59,242   16,683    3,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     12.6      7.7     68.2     64.1     88.6     84.4     11.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      47       58       50      131      152      203      235
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      461,427
COMMITMENTS
  17,959  121,073   97,309  317,107  190,251  432,375  408,633   29,052   52,794

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -4,854)
    -772    1,970    9,276   -9,807  -13,056   -1,302   -1,810   -3,552   -3,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     26.2     21.1     68.7     41.2     93.7     88.6      6.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13       31       25       36       41       64       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,439
COMMITMENTS
  15,835   15,124    1,352   34,632   37,647   51,818   54,123    8,621    6,316

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -4,514)
  -4,385    5,033      490     -541   -9,036   -4,437   -3,513      -77   -1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     25.0      2.2     57.3     62.3     85.7     89.5     14.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       29       11       43       22       78       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,879
COMMITMENTS
  31,670   30,249    2,704   69,263   75,294  103,637  108,247   17,242   12,632

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:     -9,028)
  -8,771   10,067      980   -1,082  -18,072   -8,873   -7,025     -154   -2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     25.0      2.2     57.3     62.3     85.7     89.5     14.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       29       11       43       22       78       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,018
COMMITMENTS
   8,936   11,251      514    2,351      248   11,801   12,013      217        5

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      1,260)
     857    1,204       56      202        0    1,115    1,260      145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.4     93.6      4.3     19.6      2.1     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      16        5        3        3        1       20        8
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       53,836
COMMITMENTS
   7,177   19,736      434   46,147   33,490   53,758   53,660       78      176

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        593)
    -740      -53      129    1,209      513      598      589       -5        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     36.7      0.8     85.7     62.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3       15        2       13       17       17       33
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       37,341
COMMITMENTS
   2,615   12,646    2,269   32,374   22,169   37,258   37,084       83      257

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      2,726)
  -1,854      -77      964    3,616    1,762    2,726    2,649        0       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     33.9      6.1     86.7     59.4     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       16        1        7       19       13       36



Updated August 8, 2014