```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      376,293
COMMITMENTS
 102,315  135,851   58,041  179,514  136,289  339,870  330,181   36,423   46,112

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -25,232)
 -20,676    8,074  -11,922    4,898  -20,066  -27,700  -23,914    2,468   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     36.1     15.4     47.7     36.2     90.3     87.7      9.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      91      124      103       97       88      251      260
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      138,382
COMMITMENTS
  52,056   30,728   10,769   59,033   72,744  121,858  114,241   16,524   24,141

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:       -645)
   3,409       48   -1,011   -3,480    2,699   -1,082    1,736      437   -2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     22.2      7.8     42.7     52.6     88.1     82.6     11.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      50       48       39       54       58      127      129
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,362,700
COMMITMENTS
 422,235  284,618  200,853  619,263  623,122  1242351  1108593  120,349  254,107

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -43,480)
  -5,571   31,714  -35,650   -6,736  -36,399  -47,957  -40,335    4,477   -3,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     20.9     14.7     45.4     45.7     91.2     81.4      8.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      693)
     124      173      168      259      312      500      563
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,773
COMMITMENTS
   3,077      723       71    2,385    5,799    5,533    6,593    2,240    1,180

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        116)
     420     -192     -193     -399      348     -172      -37      288      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      9.3      0.9     30.7     74.6     71.2     84.8     28.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        5        5       11       11       30       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      608,364
COMMITMENTS
 196,560  159,156   83,236  281,590  256,785  561,386  499,177   46,978  109,187

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -8,524)
  -1,545    9,489   -3,196   -2,061  -10,448   -6,802   -4,155   -1,722   -4,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     26.2     13.7     46.3     42.2     92.3     82.1      7.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      604)
     160      178      175      158      219      436      478
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,748
COMMITMENTS
  16,373      944       64        2    5,026   16,439    6,034    6,309   16,714

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        304)
     169       13       39        0      287      208      339       96      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.0      4.1      0.3      0.0     22.1     72.3     26.5     27.7     73.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2        1       16        5       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      321,232
COMMITMENTS
 105,277   85,875   33,318  149,403  171,606  287,998  290,799   33,234   30,433

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -19,091)
  -2,086  -16,731   -3,294  -13,084    5,246  -18,464  -14,779     -627   -4,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     26.7     10.4     46.5     53.4     89.7     90.5     10.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      84       83       78       76       67      203      198
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      739,097
COMMITMENTS
  78,009   68,187   10,776  495,741  498,625  584,526  577,588  154,571  161,509

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -16,969)
  -7,234  -11,496     -956   -5,006   -3,563  -13,196  -16,015   -3,773     -954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      9.2      1.5     67.1     67.5     79.1     78.1     20.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      29       28       15       76       85      113      120
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      481,349
COMMITMENTS
  49,524   38,006    4,616  326,201  348,982  380,341  391,604  101,008   89,745

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -6,363)
  -1,331      396     -846   -3,602   -2,098   -5,779   -2,548     -584   -3,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.9      1.0     67.8     72.5     79.0     81.4     21.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       13        7       43       44       60       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,839
COMMITMENTS
   1,449      938      714    4,149    4,935    6,312    6,587      527      252

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        157)
     -24      -80      116       82      137      174      173      -17      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     13.7     10.4     60.7     72.2     92.3     96.3      7.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        8        5       18       22       33       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      313,281
COMMITMENTS
  96,894   60,826   27,759  142,371  195,063  267,024  283,648   46,257   29,633

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -5,666)
  -8,450      316      898    1,448   -9,459   -6,104   -8,245      438    2,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     19.4      8.9     45.4     62.3     85.2     90.5     14.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      75       71       65       84       88      203      187
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,147
COMMITMENTS
   1,225    2,102      815    5,082    4,286    7,122    7,203    2,025    1,944

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:       -206)
    -190       55       31       41     -425     -118     -339      -88      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     23.0      8.9     55.6     46.9     77.9     78.7     22.1     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       17        6       20       16       38       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,040,201
COMMITMENTS
 213,156  232,556    9,243  728,714  652,532  951,113  894,331   89,088  145,870

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -1,094)
   9,181    2,008   -5,887   12,993   -5,541   16,287   -9,420  -17,381    8,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     22.4      0.9     70.1     62.7     91.4     86.0      8.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      40       42       16       84      122      128      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,585,200
COMMITMENTS
 402,746  430,038   37,659  1884109  1654286  2324514  2121983  260,686  463,217

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -15,886)
  37,024  -21,514   -1,830  -32,353    8,787    2,841  -14,557  -18,727   -1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     16.6      1.5     72.9     64.0     89.9     82.1     10.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      50       99       39      126      165      202      277
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,122,197
COMMITMENTS
 302,546  286,853   28,667  1571932  1432172  1903145  1747692  219,052  374,505

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:      8,668)
  -9,796  -26,618      907   14,410   14,467    5,521  -11,244    3,147   19,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     13.5      1.4     74.1     67.5     89.7     82.4     10.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      38       57       26      110      135      166      200
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      417,521
COMMITMENTS
  30,368   88,677   78,486  281,274  197,922  390,128  365,085   27,393   52,436

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     13,915)
     426    1,699    3,699   10,634    9,862   14,759   15,260     -844   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     21.2     18.8     67.4     47.4     93.4     87.4      6.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       21       21       36       40       60       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,112
COMMITMENTS
  14,579   15,334      216   35,549   35,279   50,343   50,828    7,769    7,284

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -25,357)
  -2,911    1,568     -531  -20,020  -26,066  -23,462  -25,029   -1,895     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     26.4      0.4     61.2     60.7     86.6     87.5     13.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27        7       43       21       72       53
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,223
COMMITMENTS
  29,157   30,667      432   71,097   70,557  100,686  101,656   15,537   14,567

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -50,713)
  -5,822    3,136   -1,062  -40,039  -52,131  -46,923  -50,057   -3,790     -656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     26.4      0.4     61.2     60.7     86.6     87.5     13.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27        7       43       21       72       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,369
COMMITMENTS
  13,329   14,285      982    1,018      100   15,329   15,367       40        2

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -5,529)
   1,297     -523   -5,104   -1,699      100   -5,506   -5,527      -23       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.7     92.9      6.4      6.6      0.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      17        4        3        2        1       20        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,974
COMMITMENTS
   8,246   19,794      347   42,306   30,691   50,899   50,832       75      142

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        125)
    -433      167       19      543      -66      129      120       -4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     38.8      0.7     83.0     60.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       14        2       13       14       19       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/24/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,924
COMMITMENTS
   3,650   11,859    1,574   27,641   19,355   32,865   32,788       59      136

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        599)
    -217       -8       50      829      565      662      607      -63       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     36.0      4.8     84.0     58.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       15        2        8       16       14       32
```

----

Updated June 27, 2014