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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   401,247:   128,222    128,951     67,025    170,589    156,323    365,836    352,299:    35,411     48,948
Old  :   375,361:   119,066    129,851     60,573    163,142    142,562    342,781    332,986:    32,580     42,375
Other:    25,886:    13,748      3,692      1,860      7,447     13,761     23,055     19,313:     2,831      6,573
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    15,179:    -2,395     12,813      9,757      6,564     -5,868     13,926     16,702:     1,253     -1,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       32.1       16.7       42.5       39.0       91.2       87.8:       8.8       12.2
Old  :     100.0:      31.7       34.6       16.1       43.5       38.0       91.3       88.7:       8.7       11.3
Other:     100.0:      53.1       14.3        7.2       28.8       53.2       89.1       74.6:      10.9       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       106        126        113         93         96        264        279:
Old  :       360:       112        121        106         89         95        255        273:
Other:       121:        15         33         10         24         62         47        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       12.9       25.7       21.6       15.0       10.8       24.2       17.3
Old  :                 16.8       13.4       26.4       22.6       15.9       11.7       25.1       18.7
Other:                 60.2       20.0       70.5       32.7       60.2       16.9       67.6       27.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   141,333:    48,332     30,257     12,068     63,424     73,018    123,824    115,343:    17,509     25,990
Old  :   134,911:    48,162     30,145      9,776     60,209     71,837    118,147    111,758:    16,764     23,153
Other:     6,422:     2,398      2,340         64      3,215      1,181      5,677      3,585:       745      2,837
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    -3,602:    -3,383      1,992      2,188     -3,010     -6,541     -4,205     -2,361:       603     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       21.4        8.5       44.9       51.7       87.6       81.6:      12.4       18.4
Old  :     100.0:      35.7       22.3        7.2       44.6       53.2       87.6       82.8:      12.4       17.2
Other:     100.0:      37.3       36.4        1.0       50.1       18.4       88.4       55.8:      11.6       44.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        50         53         44         57         60        131        140:
Old  :       186:        54         52         39         56         59        129        134:
Other:        61:         3         23          4          9         28         14         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       22.2       35.2       31.6       22.5       20.5       32.5       29.9
Old  :                 24.8       23.0       34.8       32.8       22.8       21.4       32.0       31.2
Other:                 77.5       25.0       87.1       34.6       77.5       25.0       86.7       34.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,397,425:   420,336    235,582    233,245    626,153    671,346  1,279,734  1,140,173:   117,691    257,252
Old  :   762,026:   298,537    268,003     73,097    335,535    316,072    707,169    657,172:    54,857    104,854
Other:   635,399:   257,744    103,524     24,203    290,618    355,274    572,565    483,001:    62,834    152,398
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    39,860:    -2,645     30,492     16,943     20,554     -9,398     34,852     38,037:     5,008      1,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       16.9       16.7       44.8       48.0       91.6       81.6:       8.4       18.4
Old  :     100.0:      39.2       35.2        9.6       44.0       41.5       92.8       86.2:       7.2       13.8
Other:     100.0:      40.6       16.3        3.8       45.7       55.9       90.1       76.0:       9.9       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       702:       136        158        179        251        323        499        573:
Old  :       642:       129        150         95        199        280        383        474:
Other:       608:       136        105         75        164        295        335        442:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       14.5       19.6       21.0       10.5        9.5       18.0       14.5
Old  :                 14.6       16.9       25.2       26.5       14.6       13.5       25.2       21.3
Other:                 13.8       20.6       24.1       26.4       13.6       17.9       23.7       23.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,842:     2,208      1,005        466      3,087      5,374      5,761      6,845:     2,081        997
Old  :     7,842:     2,208      1,005        466      3,087      5,374      5,761      6,845:     2,081        997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :      -433:      -116       -118        -15       -215       -161       -346       -294:       -87       -139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.8        5.9       39.4       68.5       73.5       87.3:      26.5       12.7
Old  :     100.0:      28.2       12.8        5.9       39.4       68.5       73.5       87.3:      26.5       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        12          8          8         12         12         29         23:
Old  :        36:        12          8          8         12         12         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       51.9       49.7       74.8       32.1       41.0       41.9       59.0
Old  :                 32.6       51.9       49.7       74.8       32.1       41.0       41.9       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   632,121:   212,406    131,324     82,413    284,668    307,837    579,487    521,574:    52,634    110,547
Old  :   223,607:   117,229     41,480     13,212     70,127    141,220    200,568    195,912:    23,039     27,695
Other:   408,514:   126,845    121,512     37,533    214,541    166,617    378,919    325,662:    29,595     82,852
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :     3,561:    -8,764     12,443     12,893     -2,623    -24,305      1,506      1,031:     2,055      2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       20.8       13.0       45.0       48.7       91.7       82.5:       8.3       17.5
Old  :     100.0:      52.4       18.6        5.9       31.4       63.2       89.7       87.6:      10.3       12.4
Other:     100.0:      31.1       29.7        9.2       52.5       40.8       92.8       79.7:       7.2       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       173        177        178        153        216        432        486:
Old  :       503:       158        127         63        112        163        307        317:
Other:       540:       136        168        102        101        188        302        405:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       12.5       19.7       18.5       10.2       11.1       18.1       16.1
Old  :                 17.1       17.9       27.0       27.8       15.8       16.9       24.9       26.4
Other:                 13.9       14.2       23.5       21.1       13.5       13.8       22.6       19.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,072:    15,942      1,049         34         10      4,903     15,986      5,986:     6,086     16,086
Old  :     3,129:     2,715        175          0         10        373      2,725        548:       404      2,581
Other:    18,943:    13,237        884         24          0      4,530     13,261      5,438:     5,682     13,505
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :       339:       372         28         -9         -1         41        362         60:       -23        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2        4.8        0.2        0.0       22.2       72.4       27.1:      27.6       72.9
Old  :     100.0:      86.8        5.6        0.0        0.3       11.9       87.1       17.5:      12.9       82.5
Other:     100.0:      69.9        4.7        0.1        0.0       23.9       70.0       28.7:      30.0       71.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          1          2         15          7         18:
Old  :        20:         5          2          0          2         12          7         14:
Other:        20:         2          3          1          0         15          3         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.2       11.8       72.4       18.2       72.2       11.7       72.2       18.0
Old  :                 86.4       14.7       87.1       16.6       86.4       14.5       86.9       16.4
Other:                 70.0       12.0       70.0       18.8       69.9       11.9       69.9       18.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   343,974:   106,261    105,829     33,980    167,532    165,293    307,773    305,102:    36,201     38,872
Old  :   173,600:    69,022     80,382      8,532     79,381     58,160    156,935    147,074:    16,665     26,526
Other:   170,374:    51,221     39,429     11,466     88,151    107,133    150,838    158,028:    19,536     12,346
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :     9,778:       132      4,199     -4,773      9,351      8,722      4,710      8,148:     5,068      1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       30.8        9.9       48.7       48.1       89.5       88.7:      10.5       11.3
Old  :     100.0:      39.8       46.3        4.9       45.7       33.5       90.4       84.7:       9.6       15.3
Other:     100.0:      30.1       23.1        6.7       51.7       62.9       88.5       92.8:      11.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        89         79         75         81         67        206        195:
Old  :       251:        81         68         36         72         62        170        152:
Other:       207:        65         57         41         61         40        147        122:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       23.5       20.6       32.9       10.1       18.0       18.4       26.2
Old  :                 17.2       15.6       28.8       27.0       16.8       15.3       27.8       26.3
Other:                 17.8       38.3       28.3       52.3       17.3       35.0       27.5       48.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   735,042:    78,536     72,639     15,181    472,681    474,610    566,398    562,430:   168,644    172,612
Old  :   735,042:    78,536     72,639     15,181    472,681    474,610    566,398    562,430:   168,644    172,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    16,293:   -11,440      6,480     -1,981     36,814     15,152     23,393     19,651:    -7,100     -3,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        9.9        2.1       64.3       64.6       77.1       76.5:      22.9       23.5
Old  :     100.0:      10.7        9.9        2.1       64.3       64.6       77.1       76.5:      22.9       23.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        26         32         15         71         80        107        117:
Old  :       163:        26         32         15         71         80        107        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       17.7       32.8       27.4       18.7       12.3       28.0       19.9
Old  :                 21.2       17.7       32.8       27.4       18.7       12.3       28.0       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   510,425:    46,367     39,287     10,630    355,290    366,606    412,287    416,523:    98,138     93,902
Old  :   510,425:    46,367     39,287     10,630    355,290    366,606    412,287    416,523:    98,138     93,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :   -34,575:    -7,759      1,749     -6,103    -18,192    -29,153    -32,054    -33,507:    -2,521     -1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        7.7        2.1       69.6       71.8       80.8       81.6:      19.2       18.4
Old  :     100.0:       9.1        7.7        2.1       69.6       71.8       80.8       81.6:      19.2       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        11         12         10         46         45         64         60:
Old  :        82:        11         12         10         46         45         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       42.4       41.2       53.6       22.6       35.3       33.9       43.0
Old  :                 25.5       42.4       41.2       53.6       22.6       35.3       33.9       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,218:     1,438      1,058        545      3,722      4,270      5,705      5,873:       513        345
Old  :     6,218:     1,438      1,058        545      3,722      4,270      5,705      5,873:       513        345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :      -333:       -75       -132       -110       -230       -260       -415       -502:        82        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       17.0        8.8       59.9       68.7       91.7       94.5:       8.3        5.5
Old  :     100.0:      23.1       17.0        8.8       59.9       68.7       91.7       94.5:       8.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10          6          3         15         20         28         27:
Old  :        39:        10          6          3         15         20         28         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       46.0       59.8       64.2       21.9       23.8       32.4       33.6
Old  :                 35.6       46.0       59.8       64.2       21.9       23.8       32.4       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   323,764:   113,853     58,605     25,224    135,042    211,044    274,119    294,873:    49,645     28,891
Old  :   164,793:    75,760     33,813      7,988     50,770    107,827    134,518    149,628:    30,275     15,165
Other:   158,971:    46,827     33,526      8,502     84,272    103,217    139,601    145,245:    19,370     13,726
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :      -407:    -4,151      2,206        473      3,054     -3,768       -624     -1,089:       217        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       18.1        7.8       41.7       65.2       84.7       91.1:      15.3        8.9
Old  :     100.0:      46.0       20.5        4.8       30.8       65.4       81.6       90.8:      18.4        9.2
Other:     100.0:      29.5       21.1        5.3       53.0       64.9       87.8       91.4:      12.2        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        78         69         73         75         83        202        182:
Old  :       233:        79         50         40         62         73        164        144:
Other:       191:        53         52         39         63         55        143        120:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4       27.5       16.4       38.7        8.3       23.1       14.5       33.5
Old  :                 13.9       24.7       24.1       34.2       13.2       23.7       23.5       33.0
Other:                 13.4       35.0       24.4       49.2       13.1       30.9       24.1       43.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,081:     1,475      1,936        605      5,001      4,690      7,081      7,231:     2,000      1,850
Old  :     4,150:       837      1,476          0      2,109      1,585      2,946      3,061:     1,204      1,089
Other:     4,931:       933        755        310      2,892      3,105      4,135      4,170:       796        761
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :       688:      -115        807        137        544       -367        566        577:       122        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       21.3        6.7       55.1       51.6       78.0       79.6:      22.0       20.4
Old  :     100.0:      20.2       35.6        0.0       50.8       38.2       71.0       73.8:      29.0       26.2
Other:     100.0:      18.9       15.3        6.3       58.6       63.0       83.9       84.6:      16.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        17         13          6         22         18         40         37:
Old  :        44:        11         12          0         16          5         27         17:
Other:        43:        12          7          5         15         15         30         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       37.1       44.7       51.5       33.3       34.9       41.7       45.0
Old  :                 31.6       48.0       46.0       62.5       31.6       48.0       46.0       62.5
Other:                 44.0       41.6       60.0       66.6       42.4       39.4       57.3       59.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,046,943:   206,613    182,329     24,102    715,553    706,092    946,268    912,523:   100,675    134,420
Old  : 1,046,943:   206,613    182,329     24,102    715,553    706,092    946,268    912,523:   100,675    134,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :   -51,236:   -47,352    -13,806      7,162       -842    -37,010    -41,032    -43,654:   -10,204     -7,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.4        2.3       68.3       67.4       90.4       87.2:       9.6       12.8
Old  :     100.0:      19.7       17.4        2.3       68.3       67.4       90.4       87.2:       9.6       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        46         41         18         87        121        140        173:
Old  :       244:        46         41         18         87        121        140        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       21.2       38.8       31.0       23.6       21.1       33.5       30.3
Old  :                 27.8       21.2       38.8       31.0       23.6       21.1       33.5       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,594,787:   371,971    443,874     37,412  1,876,380  1,655,407  2,285,763  2,136,693:   309,024    458,094
Old  : 2,594,787:   371,971    443,874     37,412  1,876,380  1,655,407  2,285,763  2,136,693:   309,024    458,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    14,070:   -11,165     17,443        170     52,042     -5,489     41,047     12,124:   -26,977      1,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       17.1        1.4       72.3       63.8       88.1       82.3:      11.9       17.7
Old  :     100.0:      14.3       17.1        1.4       72.3       63.8       88.1       82.3:      11.9       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:        49         96         39        129        182        207        288:
Old  :       364:        49         96         39        129        182        207        288:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       20.5       47.5       25.6       37.7       18.3       45.6       22.6
Old  :                 39.3       20.5       47.5       25.6       37.7       18.3       45.6       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,077,516:   316,908    288,833     29,052  1,494,947  1,408,958  1,840,907  1,726,843:   236,609    350,673
Old  : 2,077,516:   316,908    288,833     29,052  1,494,947  1,408,958  1,840,907  1,726,843:   236,609    350,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    33,795:    -6,240      9,360        855     33,652     18,199     28,267     28,414:     5,528      5,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.9        1.4       72.0       67.8       88.6       83.1:      11.4       16.9
Old  :     100.0:      15.3       13.9        1.4       72.0       67.8       88.6       83.1:      11.4       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        40         59         28        114        141        172        210:
Old  :       284:        40         59         28        114        141        172        210:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       23.0       42.6       31.7       30.5       19.8       38.2       26.1
Old  :                 32.8       23.0       42.6       31.7       30.5       19.8       38.2       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   372,779:    21,112     84,924     65,921    256,538    170,590    343,571    321,435:    29,208     51,344
Old  :   372,779:    21,112     84,924     65,921    256,538    170,590    343,571    321,435:    29,208     51,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    27,086:     6,495     13,870      9,705     10,193      5,504     26,393     29,079:       693     -1,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       22.8       17.7       68.8       45.8       92.2       86.2:       7.8       13.8
Old  :     100.0:       5.7       22.8       17.7       68.8       45.8       92.2       86.2:       7.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        14         26         21         34         39         59         76:
Old  :        83:        14         26         21         34         39         59         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       18.8       59.6       31.8       43.1       15.7       47.4       24.6
Old  :                 51.0       18.8       59.6       31.8       43.1       15.7       47.4       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    65,446:    18,777     14,439         80     37,935     41,641     56,792     56,160:     8,654      9,286
Old  :    65,446:    18,777     14,439         80     37,935     41,641     56,792     56,160:     8,654      9,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :     1,541:       966        387       -240      1,487      1,062      2,213      1,209:      -672        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       22.1        0.1       58.0       63.6       86.8       85.8:      13.2       14.2
Old  :     100.0:      28.7       22.1        0.1       58.0       63.6       86.8       85.8:      13.2       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        32         29          6         43         26         77         59:
Old  :       118:        32         29          6         43         26         77         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.2       37.0       55.6       23.9       37.8       37.0       54.5
Old  :                 23.9       38.2       37.0       55.6       23.9       37.8       37.0       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   130,891:    37,554     28,878        160     75,869     83,282    113,583    112,320:    17,308     18,571
Old  :   130,891:    37,554     28,878        160     75,869     83,282    113,583    112,320:    17,308     18,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :     3,082:     1,932        774       -479      2,973      2,123      4,426      2,418:    -1,344        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       22.1        0.1       58.0       63.6       86.8       85.8:      13.2       14.2
Old  :     100.0:      28.7       22.1        0.1       58.0       63.6       86.8       85.8:      13.2       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        32         29          6         43         26         77         59:
Old  :       118:        32         29          6         43         26         77         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.2       37.0       55.6       23.9       37.8       37.0       54.5
Old  :                 23.9       38.2       37.0       55.6       23.9       37.8       37.0       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    14,182:    10,308     13,247        931      2,864          0     14,103     14,178:        79          4
Old  :    14,182:    10,308     13,247        931      2,864          0     14,103     14,178:        79          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :    -1,537:    -2,118     -1,456        -65        625          0     -1,558     -1,521:        21        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       93.4        6.6       20.2        0.0       99.4      100.0:       0.6        0.0
Old  :     100.0:      72.7       93.4        6.6       20.2        0.0       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        15          4          4          2          0         19          6:
Old  :        21:        15          4          4          2          0         19          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       98.2       84.7      100.0       63.0       93.4       82.4       93.4
Old  :                 64.3       98.2       84.7      100.0       63.0       93.4       82.4       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    57,509:     2,179     18,494      3,694     51,586     35,165     57,459     57,353:        50        156
Old  :    57,509:     2,179     18,494      3,694     51,586     35,165     57,459     57,353:        50        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :     2,965:      -124        -37      3,302        212        899      3,390      4,164:      -425     -1,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       32.2        6.4       89.7       61.1       99.9       99.7:       0.1        0.3
Old  :     100.0:       3.8       32.2        6.4       89.7       61.1       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         13          1         13         12         18         26:
Old  :        42:         5         13          1         13         12         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.5       49.6       96.4       75.1       76.6       41.2       82.3       64.6
Old  :                 78.5       49.6       96.4       75.1       76.6       41.2       82.3       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, June 10, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    45,070:       697     13,718      3,341     40,945     27,924     44,983     44,983:        87         87
Old  :    45,070:       697     13,718      3,341     40,945     27,924     44,983     44,983:        87         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 3, 2014                         :
     :       770:         7     -3,352      1,950     -1,200      2,228        757        826:        13        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       30.4        7.4       90.8       62.0       99.8       99.8:       0.2        0.2
Old  :     100.0:       1.5       30.4        7.4       90.8       62.0       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3         15          1          7         17         11         32:
Old  :        41:         3         15          1          7         17         11         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       61.2       99.2       80.5       82.5       53.8       87.9       71.7
Old  :                 82.5       61.2       99.2       80.5       82.5       53.8       87.9       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 13, 2014