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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 17, 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  :   401,525:   122,991    127,777     69,963    174,616    156,355    367,570    354,095:    33,955     47,430
Old  :   375,324:   113,379    129,323     63,688    166,858    141,008    343,925    334,019:    31,399     41,305
Other:    26,201:    13,975      2,817      1,912      7,758     15,347     23,645     20,076:     2,556      6,125
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :       278:    -5,231     -1,174      2,938      4,027         32      1,734      1,796:    -1,456     -1,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       31.8       17.4       43.5       38.9       91.5       88.2:       8.5       11.8
Old  :     100.0:      30.2       34.5       17.0       44.5       37.6       91.6       89.0:       8.4       11.0
Other:     100.0:      53.3       10.8        7.3       29.6       58.6       90.2       76.6:       9.8       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       110        125        123        100         98        280        287:
Old  :       368:       114        123        118         96         96        272        281:
Other:       115:        14         28          8         26         60         48         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       13.1       26.6       22.2       15.5       11.8       24.7       18.3
Old  :                 17.8       13.9       27.4       23.3       16.9       12.8       25.9       19.8
Other:                 61.3       23.5       71.7       38.6       61.2       23.4       69.6       34.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 17, 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  :   139,027:    48,647     30,680     11,780     62,513     70,045    122,940    112,505:    16,087     26,522
Old  :   132,988:    48,029     30,629      9,964     59,608     68,825    117,601    109,418:    15,387     23,570
Other:     6,039:     2,418      1,851         16      2,905      1,220      5,339      3,087:       700      2,952
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -2,306:       315        423       -288       -911     -2,973       -884     -2,838:    -1,422        532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       22.1        8.5       45.0       50.4       88.4       80.9:      11.6       19.1
Old  :     100.0:      36.1       23.0        7.5       44.8       51.8       88.4       82.3:      11.6       17.7
Other:     100.0:      40.0       30.7        0.3       48.1       20.2       88.4       51.1:      11.6       48.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        51         50         44         55         58        127        138:
Old  :       183:        56         50         40         54         57        125        133:
Other:        61:         5         21          2         10         28         15         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       21.2       34.3       30.2       21.7       19.4       31.8       28.3
Old  :                 23.9       22.0       34.1       31.3       22.2       20.1       31.5       29.5
Other:                 81.1       22.5       86.9       31.4       81.1       22.5       86.7       31.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 17, 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  : 1,406,180:   427,806    252,904    236,503    625,999    659,521  1,290,308  1,148,928:   115,872    257,252
Old  :   719,953:   271,742    259,001     73,421    321,685    291,071    666,848    623,493:    53,105     96,460
Other:   686,227:   293,940    131,779     25,206    304,314    368,450    623,460    525,435:    62,767    160,792
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :     8,755:     7,470     17,322      3,258       -154    -11,825     10,574      8,755:    -1,819          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       18.0       16.8       44.5       46.9       91.8       81.7:       8.2       18.3
Old  :     100.0:      37.7       36.0       10.2       44.7       40.4       92.6       86.6:       7.4       13.4
Other:     100.0:      42.8       19.2        3.7       44.3       53.7       90.9       76.6:       9.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       706:       142        162        179        254        321        509        574:
Old  :       629:       134        140        108        199        276        395        469:
Other:       617:       137        118         74        170        284        346        440:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       13.8       19.4       20.4       10.3        9.6       18.0       14.3
Old  :                 13.7       15.9       25.0       26.1       13.6       13.3       24.9       22.4
Other:                 12.3       19.5       22.7       25.0       12.1       17.3       22.5       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 17, 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  :     7,657:     2,657        915        264      2,784      5,451      5,705      6,630:     1,952      1,027
Old  :     7,657:     2,657        915        264      2,784      5,451      5,705      6,630:     1,952      1,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :      -185:       449        -90       -202       -303         77        -56       -215:      -129         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.9        3.4       36.4       71.2       74.5       86.6:      25.5       13.4
Old  :     100.0:      34.7       11.9        3.4       36.4       71.2       74.5       86.6:      25.5       13.4
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  :        38:        14          8          8         13         11         32         22:
Old  :        38:        14          8          8         13         11         32         22:
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  :                 35.1       51.8       48.9       71.9       34.6       44.2       44.6       62.9
Old  :                 35.1       51.8       48.9       71.9       34.6       44.2       44.6       62.9
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, June 17, 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  :   616,888:   198,105    149,667     86,432    283,651    267,233    568,188    503,332:    48,700    113,556
Old  :   159,648:    76,974     34,930      6,315     59,890     93,247    143,179    134,492:    16,469     25,156
Other:   457,240:   159,650    153,256     41,598    223,761    173,986    425,009    368,840:    32,231     88,400
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :   -15,233:   -14,301     18,343      4,019     -1,017    -40,604    -11,299    -18,242:    -3,934      3,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       24.3       14.0       46.0       43.3       92.1       81.6:       7.9       18.4
Old  :     100.0:      48.2       21.9        4.0       37.5       58.4       89.7       84.2:      10.3       15.8
Other:     100.0:      34.9       33.5        9.1       48.9       38.1       93.0       80.7:       7.0       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       159        188        176        162        225        433        496:
Old  :       454:       125        107         64        118        163        279        302:
Other:       560:       135        186        113        100        195        311        429:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       11.5       20.5       17.1       10.6       10.9       18.7       15.9
Old  :                 19.8       14.1       28.8       22.7       18.8       13.3       27.8       20.6
Other:                 13.7       13.8       24.0       20.5       13.2       13.5       23.3       19.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 17, 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  :    22,444:    16,204        931         25          2      4,739     16,231      5,695:     6,213     16,749
Old  :     3,165:     2,720          3          0          2        146      2,722        149:       443      3,016
Other:    19,279:    13,489        933         20          0      4,593     13,509      5,546:     5,770     13,733
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :       372:       262       -118         -9         -8       -164        245       -291:       127        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2        4.1        0.1        0.0       21.1       72.3       25.4:      27.7       74.6
Old  :     100.0:      85.9        0.1        0.0        0.1        4.6       86.0        4.7:      14.0       95.3
Other:     100.0:      70.0        4.8        0.1        0.0       23.8       70.1       28.8:      29.9       71.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          3          2          1         15          6         19:
Old  :        16:         4          1          0          1         10          5         11:
Other:        20:         2          3          2          0         15          3         19:
     :----------------------------------------------------------------------------------------------------
     :             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       10.8       72.3       16.7       72.2       10.7       72.2       16.6
Old  :                 85.9        3.6       86.0        4.5       85.9        3.6       86.0        4.5
Other:                 70.1       12.2       70.1       18.9       70.0       12.1       70.0       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 17, 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  :   340,323:   107,363    102,606     36,612    162,487    166,360    306,462    305,578:    33,861     34,745
Old  :   133,007:    46,767     50,656      7,056     64,501     56,853    118,324    114,565:    14,683     18,442
Other:   207,316:    73,924     65,278     16,228     97,986    109,507    188,138    191,013:    19,178     16,303
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -3,651:     1,102     -3,223      2,632     -5,045      1,067     -1,311        476:    -2,340     -4,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       30.1       10.8       47.7       48.9       90.1       89.8:       9.9       10.2
Old  :     100.0:      35.2       38.1        5.3       48.5       42.7       89.0       86.1:      11.0       13.9
Other:     100.0:      35.7       31.5        7.8       47.3       52.8       90.7       92.1:       9.3        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        88         83         81         80         71        208        206:
Old  :       221:        69         55         41         66         62        154        143:
Other:       233:        72         73         46         61         44        156        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       24.4       21.0       33.9       10.2       19.7       18.6       27.3
Old  :                 20.1       20.3       30.4       32.7       20.1       18.0       29.1       29.7
Other:                 17.2       30.6       28.6       43.9       16.6       28.0       28.0       40.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 17, 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  :   756,066:    85,243     79,683     11,732    500,747    502,188    597,722    593,603:   158,344    162,463
Old  :   756,066:    85,243     79,683     11,732    500,747    502,188    597,722    593,603:   158,344    162,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    21,024:     6,707      7,044     -3,449     28,066     27,578     31,324     31,173:   -10,300    -10,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       10.5        1.6       66.2       66.4       79.1       78.5:      20.9       21.5
Old  :     100.0:      11.3       10.5        1.6       66.2       66.4       79.1       78.5:      20.9       21.5
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  :       175:        30         31         15         77         89        114        128:
Old  :       175:        30         31         15         77         89        114        128:
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  :                 23.3       17.7       34.7       27.1       20.8       12.4       29.7       20.0
Old  :                 23.3       17.7       34.7       27.1       20.8       12.4       29.7       20.0
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 17, 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  :   487,712:    50,855     37,610      5,462    329,803    351,080    386,120    394,152:   101,592     93,560
Old  :   487,712:    50,855     37,610      5,462    329,803    351,080    386,120    394,152:   101,592     93,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :   -22,713:     4,488     -1,677     -5,168    -25,487    -15,526    -26,167    -22,371:     3,454       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.7        1.1       67.6       72.0       79.2       80.8:      20.8       19.2
Old  :     100.0:      10.4        7.7        1.1       67.6       72.0       79.2       80.8:      20.8       19.2
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  :        81:        12         12          8         45         44         63         58:
Old  :        81:        12         12          8         45         44         63         58:
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  :                 26.9       41.6       42.4       52.7       23.8       38.9       35.3       46.8
Old  :                 26.9       41.6       42.4       52.7       23.8       38.9       35.3       46.8
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 17, 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  :     6,682:     1,473      1,018        598      4,067      4,798      6,138      6,414:       544        268
Old  :     6,682:     1,473      1,018        598      4,067      4,798      6,138      6,414:       544        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :       464:        35        -40         53        345        528        433        541:        31        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.2        8.9       60.9       71.8       91.9       96.0:       8.1        4.0
Old  :     100.0:      22.0       15.2        8.9       60.9       71.8       91.9       96.0:       8.1        4.0
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  :        40:        10          7          5         15         20         30         28:
Old  :        40:        10          7          5         15         20         30         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  :                 39.4       48.7       60.9       70.2       20.7       24.4       30.9       32.9
Old  :                 39.4       48.7       60.9       70.2       20.7       24.4       30.9       32.9
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 17, 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  :   318,947:   105,344     60,510     26,861    140,923    204,522    273,128    291,893:    45,819     27,054
Old  :   125,539:    45,651     24,476      5,786     50,690     82,994    102,127    113,256:    23,412     12,283
Other:   193,408:    69,096     45,437     11,672     90,233    121,528    171,001    178,637:    22,407     14,771
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -4,817:    -8,509      1,905      1,637      5,881     -6,522       -991     -2,980:    -3,826     -1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       19.0        8.4       44.2       64.1       85.6       91.5:      14.4        8.5
Old  :     100.0:      36.4       19.5        4.6       40.4       66.1       81.4       90.2:      18.6        9.8
Other:     100.0:      35.7       23.5        6.0       46.7       62.8       88.4       92.4:      11.6        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        77         75         73         80         88        206        192:
Old  :       214:        65         45         39         70         77        153        145:
Other:       219:        64         62         42         60         63        152        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       27.3       19.0       38.2        8.7       21.8       15.3       31.8
Old  :                 19.2       20.8       29.0       31.1       19.2       20.3       28.9       29.8
Other:                 13.1       34.7       22.8       47.2       12.3       32.1       22.0       43.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 17, 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  :     9,353:     1,415      2,047        784      5,041      4,711      7,240      7,542:     2,113      1,811
Old  :     3,329:       633        969          0      1,762      1,447      2,395      2,416:       934        913
Other:     6,024:     1,137      1,433        429      3,279      3,264      4,845      5,126:     1,179        898
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :       272:       -60        111        179         40         21        159        311:       113        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       21.9        8.4       53.9       50.4       77.4       80.6:      22.6       19.4
Old  :     100.0:      19.0       29.1        0.0       52.9       43.5       71.9       72.6:      28.1       27.4
Other:     100.0:      18.9       23.8        7.1       54.4       54.2       80.4       85.1:      19.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        17         14          6         21         18         39         38:
Old  :        37:        10          8          0         15          4         25         12:
Other:        50:        12         13          5         15         16         30         31:
     :----------------------------------------------------------------------------------------------------
     :             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       36.6       46.3       51.2       32.9       35.5       40.7       45.7
Old  :                 39.4       55.9       53.1       68.9       39.4       55.9       53.1       68.9
Other:                 43.8       34.9       57.0       56.5       42.3       33.2       53.5       51.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 17, 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  : 1,041,295:   203,975    230,548     15,130    715,721    658,073    934,826    903,751:   106,469    137,544
Old  : 1,041,295:   203,975    230,548     15,130    715,721    658,073    934,826    903,751:   106,469    137,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -5,648:    -2,638     48,219     -8,972        168    -48,019    -11,442     -8,772:     5,794      3,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.1        1.5       68.7       63.2       89.8       86.8:      10.2       13.2
Old  :     100.0:      19.6       22.1        1.5       68.7       63.2       89.8       86.8:      10.2       13.2
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  :       250:        48         43         18         85        123        138        179:
Old  :       250:        48         43         18         85        123        138        179:
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  :                 29.5       19.5       41.0       28.1       26.7       19.5       36.9       27.9
Old  :                 29.5       19.5       41.0       28.1       26.7       19.5       36.9       27.9
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 17, 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  : 2,601,086:   365,722    451,552     39,489  1,916,462  1,645,499  2,321,673  2,136,540:   279,413    464,546
Old  : 2,601,086:   365,722    451,552     39,489  1,916,462  1,645,499  2,321,673  2,136,540:   279,413    464,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :     6,299:    -6,249      7,678      2,077     40,082     -9,908     35,910       -153:   -29,611      6,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       17.4        1.5       73.7       63.3       89.3       82.1:      10.7       17.9
Old  :     100.0:      14.1       17.4        1.5       73.7       63.3       89.3       82.1:      10.7       17.9
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  :       370:        55         94         44        129        181        214        289:
Old  :       370:        55         94         44        129        181        214        289:
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  :                 40.9       20.5       49.4       25.7       39.7       18.1       47.7       22.4
Old  :                 40.9       20.5       49.4       25.7       39.7       18.1       47.7       22.4
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 17, 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  : 2,113,529:   312,342    313,471     27,760  1,557,522  1,417,705  1,897,624  1,758,936:   215,905    354,593
Old  : 2,113,529:   312,342    313,471     27,760  1,557,522  1,417,705  1,897,624  1,758,936:   215,905    354,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    36,013:    -4,566     24,638     -1,292     62,575      8,747     56,717     32,093:   -20,704      3,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.8        1.3       73.7       67.1       89.8       83.2:      10.2       16.8
Old  :     100.0:      14.8       14.8        1.3       73.7       67.1       89.8       83.2:      10.2       16.8
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  :       283:        35         63         27        117        139        169        212:
Old  :       283:        35         63         27        117        139        169        212:
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  :                 31.9       23.3       42.2       31.9       29.9       19.7       37.8       27.6
Old  :                 31.9       23.3       42.2       31.9       29.9       19.7       37.8       27.6
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 17, 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  :   403,606:    29,942     86,978     74,787    270,640    188,060    375,369    349,825:    28,237     53,781
Old  :   403,606:    29,942     86,978     74,787    270,640    188,060    375,369    349,825:    28,237     53,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    30,827:     8,830      2,054      8,866     14,102     17,470     31,798     28,390:      -971      2,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       21.6       18.5       67.1       46.6       93.0       86.7:       7.0       13.3
Old  :     100.0:       7.4       21.6       18.5       67.1       46.6       93.0       86.7:       7.0       13.3
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  :        82:        14         24         23         35         40         61         76:
Old  :        82:        14         24         23         35         40         61         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  :                 50.6       19.9       60.1       33.8       42.3       16.8       47.3       26.5
Old  :                 50.6       19.9       60.1       33.8       42.3       16.8       47.3       26.5
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 17, 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  :    83,468:    17,490     13,766        747     55,568     61,344     73,805     75,857:     9,664      7,612
Old  :    83,468:    17,490     13,766        747     55,568     61,344     73,805     75,857:     9,664      7,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    18,023:    -1,288       -674        667     17,634     19,703     17,013     19,697:     1,010     -1,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.5        0.9       66.6       73.5       88.4       90.9:      11.6        9.1
Old  :     100.0:      21.0       16.5        0.9       66.6       73.5       88.4       90.9:      11.6        9.1
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  :       117:        32         24          8         49         30         86         58:
Old  :       117:        32         24          8         49         30         86         58:
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  :                 26.8       41.9       38.0       61.2       19.4       30.0       29.0       43.2
Old  :                 26.8       41.9       38.0       61.2       19.4       30.0       29.0       43.2
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 17, 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  :   166,936:    34,979     27,531      1,494    111,136    122,688    147,609    151,713:    19,327     15,223
Old  :   166,936:    34,979     27,531      1,494    111,136    122,688    147,609    151,713:    19,327     15,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    36,045:    -2,575     -1,347      1,334     35,267     39,406     34,026     39,393:     2,019     -3,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.5        0.9       66.6       73.5       88.4       90.9:      11.6        9.1
Old  :     100.0:      21.0       16.5        0.9       66.6       73.5       88.4       90.9:      11.6        9.1
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  :       117:        32         24          8         49         30         86         58:
Old  :       117:        32         24          8         49         30         86         58:
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  :                 26.8       41.9       38.0       61.2       19.4       30.0       29.0       43.2
Old  :                 26.8       41.9       38.0       61.2       19.4       30.0       29.0       43.2
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 17, 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  :    20,898:    12,032     14,808      6,086      2,717          0     20,835     20,894:        63          4
Old  :    20,898:    12,032     14,808      6,086      2,717          0     20,835     20,894:        63          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :     6,716:     1,724      1,561      5,155       -147          0      6,732      6,716:       -16          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       70.9       29.1       13.0        0.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      57.6       70.9       29.1       13.0        0.0       99.7      100.0:       0.3        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  :        22:        16          3          4          3          0         21          5:
Old  :        22:        16          3          4          3          0         21          5:
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  :                 66.1       99.5       85.6      100.0       46.4       70.9       62.5       70.9
Old  :                 66.1       99.5       85.6      100.0       46.4       70.9       62.5       70.9
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 17, 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  :    50,849:     8,679     19,627        328     41,763     30,757     50,770     50,712:        79        137
Old  :    50,849:     8,679     19,627        328     41,763     30,757     50,770     50,712:        79        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :    -6,660:     6,500      1,133     -3,366     -9,823     -4,408     -6,689     -6,641:        29        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       38.6        0.6       82.1       60.5       99.8       99.7:       0.2        0.3
Old  :     100.0:      17.1       38.6        0.6       82.1       60.5       99.8       99.7:       0.2        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  :        44:         6         13          1         12         14         18         28:
Old  :        44:         6         13          1         12         14         18         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  :                 75.4       55.4       97.2       77.1       74.7       45.8       87.7       67.6
Old  :                 75.4       55.4       97.2       77.1       74.7       45.8       87.7       67.6
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 17, 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  :    32,325:     3,867     11,867      1,524     26,812     18,790     32,203     32,181:       122        144
Old  :    32,325:     3,867     11,867      1,524     26,812     18,790     32,203     32,181:       122        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 10, 2014                        :
     :   -12,745:     3,170     -1,851     -1,817    -14,133     -9,134    -12,780    -12,802:        35         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       36.7        4.7       82.9       58.1       99.6       99.6:       0.4        0.4
Old  :     100.0:      12.0       36.7        4.7       82.9       58.1       99.6       99.6:       0.4        0.4
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  :        40:         4         15          2          7         15         12         31:
Old  :        40:         4         15          2          7         15         12         31:
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  :                 77.1       54.6       98.9       75.0       76.2       54.6       88.5       71.2
Old  :                 77.1       54.6       98.9       75.0       76.2       54.6       88.5       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 20, 2014