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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 27, 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  :   382,061:   129,160    104,995     67,636    153,988    163,077    350,784    335,708:    31,277     46,353
Old  :   364,594:   129,311    106,712     61,872    145,550    154,938    336,733    323,522:    27,861     41,072
Other:    17,467:     4,084      2,518      1,529      8,438      8,139     14,051     12,186:     3,416      5,281
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     5,048:     3,570      2,881     -5,044      7,920      6,112      6,446      3,949:    -1,398      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       27.5       17.7       40.3       42.7       91.8       87.9:       8.2       12.1
Old  :     100.0:      35.5       29.3       17.0       39.9       42.5       92.4       88.7:       7.6       11.3
Other:     100.0:      23.4       14.4        8.8       48.3       46.6       80.4       69.8:      19.6       30.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        97        116        106         79         94        245        259:
Old  :       341:        98        119         96         76         93        232        256:
Other:       104:        15         22          8         25         56         48         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       14.7       26.2       23.7       15.4       12.2       25.0       19.4
Old  :                 17.1       15.2       27.2       24.4       16.3       13.0       26.2       20.8
Other:                 27.8       23.6       43.0       34.7       26.4       20.5       39.5       30.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 27, 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  :   142,821:    49,294     26,401      9,895     67,098     80,981    126,287    117,277:    16,534     25,544
Old  :   139,387:    49,349     26,542      9,457     65,005     79,900    123,811    115,899:    15,576     23,488
Other:     3,434:       337        251         46      2,093      1,081      2,476      1,378:       958      2,056
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -3,644:    -3,153       -993     -2,516      2,902       -957     -2,767     -4,466:      -877        822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       18.5        6.9       47.0       56.7       88.4       82.1:      11.6       17.9
Old  :     100.0:      35.4       19.0        6.8       46.6       57.3       88.8       83.1:      11.2       16.9
Other:     100.0:       9.8        7.3        1.3       60.9       31.5       72.1       40.1:      27.9       59.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        44         46         37         53         63        122        126:
Old  :       176:        44         48         34         52         62        120        123:
Other:        54:         4         12          2         10         31         14         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       25.0       36.8       36.8       19.7       21.0       30.1       30.9
Old  :                 25.1       25.5       36.5       37.5       19.4       21.4       29.5       31.5
Other:                 60.2       13.5       69.7       21.5       60.2       13.5       68.3       21.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 27, 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  : 1,332,710:   408,513    187,205    202,958    609,720    689,831  1,221,191  1,079,994:   111,519    252,716
Old  :   762,029:   315,295    236,778     52,915    338,951    358,547    707,161    648,240:    54,868    113,789
Other:   570,681:   224,505     81,714     18,756    270,769    331,284    514,030    431,754:    56,651    138,927
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     9,800:      -295     33,392     -4,246     15,857    -23,408     11,316      5,738:    -1,516      4,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       14.0       15.2       45.8       51.8       91.6       81.0:       8.4       19.0
Old  :     100.0:      41.4       31.1        6.9       44.5       47.1       92.8       85.1:       7.2       14.9
Other:     100.0:      39.3       14.3        3.3       47.4       58.1       90.1       75.7:       9.9       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       706:       145        149        162        236        337        483        564:
Old  :       661:       128        156         86        187        300        370        490:
Other:       593:       115        106         60        148        303        297        438:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       13.9       19.5       20.7       10.9        9.7       18.8       15.1
Old  :                 16.0       16.0       28.0       25.3       16.0       15.3       28.0       23.2
Other:                 16.8       20.1       29.3       25.7       16.5       16.3       27.5       21.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 27, 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  :     7,419:     1,590        858        559      3,292      4,897      5,441      6,314:     1,978      1,105
Old  :     7,419:     1,590        858        559      3,292      4,897      5,441      6,314:     1,978      1,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :        37:        26        112        -84        -29        -42        -87        -14:       124         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       11.6        7.5       44.4       66.0       73.3       85.1:      26.7       14.9
Old  :     100.0:      21.4       11.6        7.5       44.4       66.0       73.3       85.1:      26.7       14.9
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  :        36:        11          9          8         12         11         30         21:
Old  :        36:        11          9          8         12         11         30         21:
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  :                 33.0       53.3       52.0       74.6       32.6       44.1       42.7       58.9
Old  :                 33.0       53.3       52.0       74.6       32.6       44.1       42.7       58.9
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, May 27, 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  :   618,301:   228,539    104,481     63,843    273,194    344,891    565,576    513,215:    52,725    105,086
Old  :   298,411:   160,511     47,676     13,594     97,573    202,990    271,678    264,260:    26,733     34,151
Other:   319,890:    88,711     77,488     29,566    175,621    141,901    293,898    248,955:    25,992     70,935
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    10,934:     5,415     -1,745     -2,536      6,536     10,816      9,415      6,535:     1,519      4,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0       16.9       10.3       44.2       55.8       91.5       83.0:       8.5       17.0
Old  :     100.0:      53.8       16.0        4.6       32.7       68.0       91.0       88.6:       9.0       11.4
Other:     100.0:      27.7       24.2        9.2       54.9       44.4       91.9       77.8:       8.1       22.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       599:       169        168        164        138        221        411        468:
Old  :       518:       161        129         63         92        174        293        329:
Other:       494:       116        147         88        102        187        274        372:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       15.4       19.4       22.4        9.9       12.3       18.0       17.5
Old  :                 14.5       22.1       26.1       32.1       14.5       20.1       26.0       29.0
Other:                 15.3       15.2       24.8       22.9       15.2       13.7       23.8       19.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 27, 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  :    21,237:    14,977        925         38         14      4,909     15,029      5,872:     6,208     15,365
Old  :     3,026:     2,313        162          0         14        685      2,327        847:       699      2,179
Other:    18,211:    12,694        793          8          0      4,224     12,702      5,025:     5,509     13,186
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     2,125:     1,833         21        -23         -5        631      1,805        629:       320      1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5        4.4        0.2        0.1       23.1       70.8       27.6:      29.2       72.4
Old  :     100.0:      76.4        5.4        0.0        0.5       22.6       76.9       28.0:      23.1       72.0
Other:     100.0:      69.7        4.4        0.0        0.0       23.2       69.7       27.6:      30.3       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          2          2         14          7         18:
Old  :        20:         4          2          0          2         13          6         15:
Other:        19:         2          3          2          0         14          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  :                 70.5       13.2       70.8       19.3       70.5       13.2       70.5       19.0
Old  :                 76.4       24.8       76.9       27.0       76.4       24.5       76.7       26.8
Other:                 69.7       11.9       69.7       18.4       69.7       11.9       69.7       18.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 27, 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  :   315,676:   102,384     85,322     35,958    146,631    161,655    284,973    282,935:    30,703     32,741
Old  :   194,533:    82,790     90,881      9,761     84,704     69,604    177,255    170,246:    17,278     24,287
Other:   121,143:    38,834     13,681      6,957     61,927     92,051    107,718    112,689:    13,425      8,454
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     1,414:       154       -191      1,834        373     -1,870      2,361       -227:      -947      1,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       27.0       11.4       46.4       51.2       90.3       89.6:       9.7       10.4
Old  :     100.0:      42.6       46.7        5.0       43.5       35.8       91.1       87.5:       8.9       12.5
Other:     100.0:      32.1       11.3        5.7       51.1       76.0       88.9       93.0:      11.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        89         70         71         77         65        200        181:
Old  :       253:        82         73         35         64         57        159        154:
Other:       179:        72         27         28         58         38        139         85:
     :----------------------------------------------------------------------------------------------------
     :             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       25.5       20.2       35.3       10.6       23.1       18.9       30.3
Old  :                 15.2       18.6       27.5       28.6       15.2       17.9       27.5       27.8
Other:                 17.4       46.3       27.7       62.7       15.9       44.3       26.1       59.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 27, 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  :   830,759:   108,231     59,241     49,560    494,495    517,619    652,286    626,420:   178,473    204,339
Old  :   830,759:   108,231     59,241     49,560    494,495    517,619    652,286    626,420:   178,473    204,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    13,691:   -15,692     -9,931     26,464     24,362      2,849     35,134     19,382:   -21,443     -5,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.1        6.0       59.5       62.3       78.5       75.4:      21.5       24.6
Old  :     100.0:      13.0        7.1        6.0       59.5       62.3       78.5       75.4:      21.5       24.6
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:        29         26         20         74         88        112        125:
Old  :       163:        29         26         20         74         88        112        125:
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  :                 16.8       14.4       28.3       24.5       14.3       11.9       21.4       19.4
Old  :                 16.8       14.4       28.3       24.5       14.3       11.9       21.4       19.4
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, May 27, 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  :   525,443:    56,713     46,535     11,445    350,638    361,400    418,796    419,380:   106,647    106,063
Old  :   525,443:    56,713     46,535     11,445    350,638    361,400    418,796    419,380:   106,647    106,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    21,953:     1,273     -4,885      6,761     11,880      1,303     19,914      3,179:     2,039     18,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.9        2.2       66.7       68.8       79.7       79.8:      20.3       20.2
Old  :     100.0:      10.8        8.9        2.2       66.7       68.8       79.7       79.8:      20.3       20.2
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  :        82:        11         13         11         47         40         66         57:
Old  :        82:        11         13         11         47         40         66         57:
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  :                 24.9       39.2       39.3       51.1       22.0       37.1       32.8       44.9
Old  :                 24.9       39.2       39.3       51.1       22.0       37.1       32.8       44.9
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, May 27, 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  :     7,130:     1,513      1,013        945      4,232      4,908      6,690      6,866:       440        264
Old  :     7,130:     1,513      1,013        945      4,232      4,908      6,690      6,866:       440        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :       -95:       242         13          0       -232       -107         10        -94:      -105         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       14.2       13.3       59.4       68.8       93.8       96.3:       6.2        3.7
Old  :     100.0:      21.2       14.2       13.3       59.4       68.8       93.8       96.3:       6.2        3.7
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  :        42:        14          5          6         16         18         32         28:
Old  :        42:        14          5          6         16         18         32         28:
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  :                 41.1       45.3       62.4       66.9       18.9       23.8       28.6       33.8
Old  :                 41.1       45.3       62.4       66.9       18.9       23.8       28.6       33.8
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, May 27, 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  :   316,786:   118,089     55,067     21,968    126,616    210,806    266,673    287,841:    50,113     28,945
Old  :   197,376:    96,102     40,653      8,025     61,079    132,246    165,206    180,924:    32,170     16,452
Other:   119,410:    30,496     22,923      5,434     65,537     78,560    101,467    106,917:    17,943     12,493
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     6,886:       818     -1,189      1,141      4,911      4,575      6,870      4,527:        16      2,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       17.4        6.9       40.0       66.5       84.2       90.9:      15.8        9.1
Old  :     100.0:      48.7       20.6        4.1       30.9       67.0       83.7       91.7:      16.3        8.3
Other:     100.0:      25.5       19.2        4.6       54.9       65.8       85.0       89.5:      15.0       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        83         63         63         77         85        202        175:
Old  :       238:        83         51         40         65         72        170        143:
Other:       172:        44         41         24         64         55        124        104:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.0       29.3       16.1       39.6        8.3       25.1       14.5       35.1
Old  :                 13.6       29.9       22.5       39.7       13.6       28.8       22.5       38.1
Other:                 18.1       35.8       30.2       49.4       17.8       32.1       28.7       42.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 27, 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  :     8,106:     1,634        863        641      3,905      5,199      6,180      6,703:     1,926      1,403
Old  :     5,402:     1,465      1,234          0      2,740      3,226      4,205      4,460:     1,197        942
Other:     2,704:       698        158        112      1,165      1,973      1,975      2,243:       729        461
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :      -350:      -301         76        160       -153       -637       -294       -401:       -56         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       10.6        7.9       48.2       64.1       76.2       82.7:      23.8       17.3
Old  :     100.0:      27.1       22.8        0.0       50.7       59.7       77.8       82.6:      22.2       17.4
Other:     100.0:      25.8        5.8        4.1       43.1       73.0       73.0       83.0:      27.0       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14          6          6         20         15         38         25:
Old  :        41:        11          9          0         12          9         23         18:
Other:        30:         8          3          3         14         11         23         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.8       49.8       48.9       63.6       34.8       48.1       44.8       58.3
Old  :                 43.5       57.9       58.6       70.3       43.5       57.9       58.6       70.3
Other:                 42.9       52.1       56.1       68.3       40.2       48.7       52.9       64.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 27, 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  : 1,202,909:   254,691    200,955     57,483    775,438    800,497  1,087,612  1,058,935:   115,297    143,974
Old  : 1,202,909:   254,691    200,955     57,483    775,438    800,497  1,087,612  1,058,935:   115,297    143,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    11,333:     5,163    -11,411     26,822    -11,872       -485     20,113     14,926:    -8,780     -3,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       16.7        4.8       64.5       66.5       90.4       88.0:       9.6       12.0
Old  :     100.0:      21.2       16.7        4.8       64.5       66.5       90.4       88.0:       9.6       12.0
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  :       253:        46         41         34         99        130        160        191:
Old  :       253:        46         41         34         99        130        160        191:
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  :                 27.4       18.4       36.4       28.9       22.3       17.4       30.7       26.6
Old  :                 27.4       18.4       36.4       28.9       22.3       17.4       30.7       26.6
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, May 27, 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  : 2,841,037:   379,344    398,422     78,658  2,015,869  1,820,394  2,473,871  2,297,474:   367,166    543,563
Old  : 2,841,037:   379,344    398,422     78,658  2,015,869  1,820,394  2,473,871  2,297,474:   367,166    543,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    44,514:   -52,135   -130,952     17,771     48,727    107,555     14,363     -5,626:    30,151     50,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       14.0        2.8       71.0       64.1       87.1       80.9:      12.9       19.1
Old  :     100.0:      13.4       14.0        2.8       71.0       64.1       87.1       80.9:      12.9       19.1
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  :       353:        57         81         57        140        182        237        280:
Old  :       353:        57         81         57        140        182        237        280:
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  :                 33.6       17.4       43.6       23.1       32.1       15.1       40.8       20.3
Old  :                 33.6       17.4       43.6       23.1       32.1       15.1       40.8       20.3
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, May 27, 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  : 2,199,370:   261,999    307,646     63,787  1,586,804  1,417,484  1,912,590  1,788,917:   286,780    410,453
Old  : 2,199,370:   261,999    307,646     63,787  1,586,804  1,417,484  1,912,590  1,788,917:   286,780    410,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    15,156:   -17,955    -34,773     23,965      2,935     13,890      8,945      3,082:     6,211     12,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       14.0        2.9       72.1       64.4       87.0       81.3:      13.0       18.7
Old  :     100.0:      11.9       14.0        2.9       72.1       64.4       87.0       81.3:      13.0       18.7
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  :       264:        30         57         32        116        141        171        205:
Old  :       264:        30         57         32        116        141        171        205:
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  :                 32.7       19.8       43.7       27.8       29.9       18.4       36.5       24.8
Old  :                 32.7       19.8       43.7       27.8       29.9       18.4       36.5       24.8
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, May 27, 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  :   367,374:    20,941     78,923     57,852    259,675    174,145    338,468    310,920:    28,906     56,454
Old  :   367,374:    20,941     78,923     57,852    259,675    174,145    338,468    310,920:    28,906     56,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     6,109:     1,009      5,055      1,913      2,926      2,176      5,848      9,144:       261     -3,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       21.5       15.7       70.7       47.4       92.1       84.6:       7.9       15.4
Old  :     100.0:       5.7       21.5       15.7       70.7       47.4       92.1       84.6:       7.9       15.4
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  :        80:        14         25         22         35         36         61         72:
Old  :        80:        14         25         22         35         36         61         72:
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  :                 46.3       19.7       56.6       32.4       40.3       17.2       44.7       24.8
Old  :                 46.3       19.7       56.6       32.4       40.3       17.2       44.7       24.8
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, May 27, 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  :    64,624:    18,313     13,682        626     37,255     41,847     56,194     56,155:     8,430      8,469
Old  :    64,624:    18,313     13,682        626     37,255     41,847     56,194     56,155:     8,430      8,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     3,712:     2,180     -3,189        573         61      6,270      2,814      3,654:       899         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       21.2        1.0       57.6       64.8       87.0       86.9:      13.0       13.1
Old  :     100.0:      28.3       21.2        1.0       57.6       64.8       87.0       86.9:      13.0       13.1
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  :       113:        32         26          6         38         23         71         54:
Old  :       113:        32         26          6         38         23         71         54:
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  :                 22.9       36.3       37.1       55.5       22.9       36.0       37.1       55.3
Old  :                 22.9       36.3       37.1       55.5       22.9       36.0       37.1       55.3
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, May 27, 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  :   129,247:    36,626     27,364      1,251     74,510     83,694    112,387    112,309:    16,860     16,938
Old  :   129,247:    36,626     27,364      1,251     74,510     83,694    112,387    112,309:    16,860     16,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     7,424:     4,359     -6,378      1,146        122     12,539      5,627      7,307:     1,797        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       21.2        1.0       57.6       64.8       87.0       86.9:      13.0       13.1
Old  :     100.0:      28.3       21.2        1.0       57.6       64.8       87.0       86.9:      13.0       13.1
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  :       113:        32         26          6         38         23         71         54:
Old  :       113:        32         26          6         38         23         71         54:
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  :                 22.9       36.3       37.1       55.5       22.9       36.0       37.1       55.3
Old  :                 22.9       36.3       37.1       55.5       22.9       36.0       37.1       55.3
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, May 27, 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  :    16,523:    13,219     15,465      1,040      2,209          0     16,468     16,505:        55         18
Old  :    16,523:    13,219     15,465      1,040      2,209          0     16,468     16,505:        55         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :       -53:      -515        -38        -16        486          0        -45        -54:        -8          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0       93.6        6.3       13.4        0.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      80.0       93.6        6.3       13.4        0.0       99.7       99.9:       0.3        0.1
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  :        23:        16          5          3          2          0         19          7:
Old  :        23:        16          5          3          2          0         19          7:
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  :                 70.0       97.6       84.7       99.9       68.3       93.3       82.0       93.6
Old  :                 70.0       97.6       84.7       99.9       68.3       93.3       82.0       93.6
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, May 27, 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  :    54,786:     2,111     18,816        375     52,259     35,446     54,745     54,637:        41        149
Old  :    54,786:     2,111     18,816        375     52,259     35,446     54,745     54,637:        41        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -2,728:    -2,184     -1,181          0       -541     -1,583     -2,725     -2,764:        -3         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       34.3        0.7       95.4       64.7       99.9       99.7:       0.1        0.3
Old  :     100.0:       3.9       34.3        0.7       95.4       64.7       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:         4         14          1         13         12         17         27:
Old  :        42:         4         14          1         13         12         17         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  :                 83.3       52.4       97.6       77.1       81.2       43.5       88.5       68.2
Old  :                 83.3       52.4       97.6       77.1       81.2       43.5       88.5       68.2
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, May 27, 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  :    43,604:       444     16,588          0     43,091     26,961     43,535     43,549:        69         55
Old  :    43,604:       444     16,588          0     43,091     26,961     43,535     43,549:        69         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -1,366:      -173        864       -107     -1,084     -1,771     -1,364     -1,014:        -2       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       38.0        0.0       98.8       61.8       99.8       99.9:       0.2        0.1
Old  :     100.0:       1.0       38.0        0.0       98.8       61.8       99.8       99.9:       0.2        0.1
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  :        43:         2         20          0          7         15          9         35:
Old  :        43:         2         20          0          7         15          9         35:
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  :                 90.0       54.6       99.7       74.9       89.8       54.6       95.0       73.6
Old  :                 90.0       54.6       99.7       74.9       89.8       54.6       95.0       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 30, 2014