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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, May 20, 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  :   377,013:   125,590    102,114     72,680    146,068    156,965    344,338    331,759:    32,675     45,254
Old  :   361,708:   125,519    104,025     68,036    138,379    149,324    331,934    321,385:    29,774     40,323
Other:    15,305:     3,417      1,435      1,298      7,689      7,641     12,404     10,374:     2,901      4,931
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     7,986:    -8,528      6,348     10,523      7,349     -9,550      9,344      7,321:    -1,358        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       27.1       19.3       38.7       41.6       91.3       88.0:       8.7       12.0
Old  :     100.0:      34.7       28.8       18.8       38.3       41.3       91.8       88.9:       8.2       11.1
Other:     100.0:      22.3        9.4        8.5       50.2       49.9       81.0       67.8:      19.0       32.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       100        128        107         72         95        239        275:
Old  :       354:       102        129         99         68         94        227        272:
Other:       103:        16         23          7         24         53         47         79:
     :----------------------------------------------------------------------------------------------------
     :             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       15.8       27.3       25.0       15.4       12.7       25.2       19.6
Old  :                 17.1       16.2       28.0       25.6       16.1       13.5       26.3       21.0
Other:                 32.6       24.5       47.9       35.4       30.3       20.9       43.9       30.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, May 20, 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  :   146,465:    52,447     27,394     12,411     64,196     81,938    129,054    121,743:    17,411     24,722
Old  :   143,241:    52,458     27,510     11,978     62,157     80,886    126,593    120,374:    16,648     22,867
Other:     3,224:       336        231         86      2,039      1,052      2,461      1,369:       763      1,855
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       365:      -795       -567        491      1,997        804      1,693        728:    -1,328       -363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       18.7        8.5       43.8       55.9       88.1       83.1:      11.9       16.9
Old  :     100.0:      36.6       19.2        8.4       43.4       56.5       88.4       84.0:      11.6       16.0
Other:     100.0:      10.4        7.2        2.7       63.2       32.6       76.3       42.5:      23.7       57.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        49         48         38         51         66        124        130:
Old  :       182:        49         49         35         50         65        122        127:
Other:        54:         4         12          3          9         32         14         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       26.9       36.1       38.7       16.7       19.7       26.6       29.3
Old  :                 23.7       27.5       35.8       39.3       16.7       20.0       26.0       29.8
Other:                 61.8       14.0       73.7       22.4       61.8       14.0       71.1       22.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 20, 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  : 1,322,910:   408,808    153,813    207,204    593,863    713,239  1,209,875  1,074,256:   113,035    248,654
Old  :   761,245:   321,279    212,474     49,536    331,147    387,666    701,962    649,676:    59,283    111,569
Other:   561,665:   224,684     78,494     20,513    262,716    325,573    507,913    424,580:    53,752    137,085
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :   -19,293:   -44,235     13,051     12,123     13,319    -45,018    -18,793    -19,844:      -500        551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       11.6       15.7       44.9       53.9       91.5       81.2:       8.5       18.8
Old  :     100.0:      42.2       27.9        6.5       43.5       50.9       92.2       85.3:       7.8       14.7
Other:     100.0:      40.0       14.0        3.7       46.8       58.0       90.4       75.6:       9.6       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       152        146        160        226        344        478        573:
Old  :       672:       134        153         81        177        307        358        496:
Other:       604:       123        105         63        143        310        299        447:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       19.2       21.1       10.9       10.4       18.7       15.9
Old  :                 16.2       15.7       27.7       25.0       16.2       15.7       27.7       24.0
Other:                 16.3       19.9       28.7       25.4       15.9       15.8       26.7       21.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 20, 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  :     7,382:     1,564        746        643      3,321      4,939      5,528      6,328:     1,854      1,054
Old  :     7,382:     1,564        746        643      3,321      4,939      5,528      6,328:     1,854      1,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       248:       -95         -8         76        498        154        479        222:      -231         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       10.1        8.7       45.0       66.9       74.9       85.7:      25.1       14.3
Old  :     100.0:      21.2       10.1        8.7       45.0       66.9       74.9       85.7:      25.1       14.3
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  :        36:        12          8          6         12         11         29         20:
Old  :        36:        12          8          6         12         11         29         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       54.9       52.7       76.6       31.4       44.8       41.7       59.0
Old  :                 32.6       54.9       52.7       76.6       31.4       44.8       41.7       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 20, 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  :   607,367:   223,124    106,226     66,379    266,658    334,075    556,161    506,680:    51,206    100,687
Old  :   306,798:   160,751     55,877     12,921    106,014    204,802    279,686    273,600:    27,112     33,198
Other:   300,569:    86,655     74,631     29,176    160,644    129,273    276,475    233,080:    24,094     67,489
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    16,902:    -4,419      5,463      5,730     13,498      4,238     14,809     15,431:     2,093      1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       17.5       10.9       43.9       55.0       91.6       83.4:       8.4       16.6
Old  :     100.0:      52.4       18.2        4.2       34.6       66.8       91.2       89.2:       8.8       10.8
Other:     100.0:      28.8       24.8        9.7       53.4       43.0       92.0       77.5:       8.0       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       584:       160        171        166        129        209        398        460:
Old  :       515:       153        144         65         90        169        279        344:
Other:       479:       116        141         94         99        173        276        355:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       15.3       19.5       22.4        9.3       12.5       17.3       17.7
Old  :                 14.8       22.2       26.0       33.7       14.8       20.7       25.8       30.7
Other:                 14.8       15.2       24.5       22.7       14.7       13.0       23.5       18.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 20, 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  :    19,112:    13,144        904         61         19      4,278     13,224      5,243:     5,888     13,869
Old  :     2,582:     1,820        165          0         19        575      1,839        740:       743      1,842
Other:    16,530:    11,349        764         36          0      3,703     11,385      4,503:     5,145     12,027
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        4.7        0.3        0.1       22.4       69.2       27.4:      30.8       72.6
Old  :     100.0:      70.5        6.4        0.0        0.7       22.3       71.2       28.7:      28.8       71.3
Other:     100.0:      68.7        4.6        0.2        0.0       22.4       68.9       27.2:      31.1       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          3          2         13          7         18:
Old  :        19:         5          2          0          2         11          7         13:
Other:        19:         3          3          3          0         13          4         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  :                 68.9       13.5       69.2       19.9       68.8       13.4       68.8       19.7
Old  :                 70.4       26.8       71.2       28.2       70.4       26.5       71.0       27.9
Other:                 68.9       11.9       68.9       18.8       68.7       11.9       68.7       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 20, 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  :   314,262:   102,230     85,513     34,124    146,258    163,525    282,612    283,162:    31,650     31,100
Old  :   202,662:    84,869     88,695      9,995     89,965     79,616    184,829    178,306:    17,833     24,356
Other:   111,600:    34,999     14,456      6,491     56,293     83,909     97,783    104,856:    13,817      6,744
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     4,072:    -1,199     12,773     -2,900      8,811     -7,446      4,712      2,427:      -640      1,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       27.2       10.9       46.5       52.0       89.9       90.1:      10.1        9.9
Old  :     100.0:      41.9       43.8        4.9       44.4       39.3       91.2       88.0:       8.8       12.0
Other:     100.0:      31.4       13.0        5.8       50.4       75.2       87.6       94.0:      12.4        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        85         71         66         77         67        195        183:
Old  :       255:        78         76         40         64         61        157        164:
Other:       177:        64         33         24         58         40        131         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       26.4       20.8       36.3       10.8       24.5       19.4       32.2
Old  :                 14.5       20.7       26.3       30.2       14.5       20.1       26.1       29.3
Other:                 16.3       45.9       27.2       61.6       14.7       43.6       25.4       58.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 20, 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  :   817,068:   123,923     69,172     23,096    470,133    514,770    617,152    607,038:   199,916    210,030
Old  :   817,068:   123,923     69,172     23,096    470,133    514,770    617,152    607,038:   199,916    210,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    61,964:        61      7,987      7,868     32,574     18,938     40,503     34,793:    21,461     27,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.5        2.8       57.5       63.0       75.5       74.3:      24.5       25.7
Old  :     100.0:      15.2        8.5        2.8       57.5       63.0       75.5       74.3:      24.5       25.7
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  :       176:        32         31         19         76         88        120        126:
Old  :       176:        32         31         19         76         88        120        126:
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  :                 18.2       16.0       28.1       25.1       15.4       11.4       22.8       18.9
Old  :                 18.2       16.0       28.1       25.1       15.4       11.4       22.8       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, May 20, 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  :   503,490:    55,440     51,420      4,684    338,758    360,097    398,882    416,201:   104,608     87,289
Old  :   503,490:    55,440     51,420      4,684    338,758    360,097    398,882    416,201:   104,608     87,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    13,567:       374      1,398      2,294      4,565      8,691      7,233     12,383:     6,334      1,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       10.2        0.9       67.3       71.5       79.2       82.7:      20.8       17.3
Old  :     100.0:      11.0       10.2        0.9       67.3       71.5       79.2       82.7:      20.8       17.3
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:         9         15         10         47         40         64         57:
Old  :        82:         9         15         10         47         40         64         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  :                 26.2       41.5       41.4       54.6       22.9       38.9       34.2       47.9
Old  :                 26.2       41.5       41.4       54.6       22.9       38.9       34.2       47.9
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 20, 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  :     7,225:     1,271      1,000        945      4,464      5,015      6,680      6,960:       545        265
Old  :     7,225:     1,271      1,000        945      4,464      5,015      6,680      6,960:       545        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       349:       -17         78         25        286        274        294        377:        55        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.8       13.1       61.8       69.4       92.5       96.3:       7.5        3.7
Old  :     100.0:      17.6       13.8       13.1       61.8       69.4       92.5       96.3:       7.5        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  :        41:        13          6          4         15         18         30         27:
Old  :        41:        13          6          4         15         18         30         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  :                 43.2       46.2       65.5       66.1       17.0       23.2       25.7       32.7
Old  :                 43.2       46.2       65.5       66.1       17.0       23.2       25.7       32.7
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 20, 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  :   309,900:   117,271     56,256     20,827    121,705    206,231    259,803    283,314:    50,097     26,586
Old  :   197,607:    97,945     42,483      7,092     59,582    131,866    164,619    181,441:    32,988     16,166
Other:   112,293:    27,244     21,691      5,817     62,123     74,365     95,184    101,873:    17,109     10,420
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     1,325:      -566     -1,224     -1,358        866      4,326     -1,058      1,744:     2,383       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       18.2        6.7       39.3       66.5       83.8       91.4:      16.2        8.6
Old  :     100.0:      49.6       21.5        3.6       30.2       66.7       83.3       91.8:      16.7        8.2
Other:     100.0:      24.3       19.3        5.2       55.3       66.2       84.8       90.7:      15.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        83         66         65         74         86        198        181:
Old  :       245:        82         55         43         62         73        163        154:
Other:       171:        45         42         27         62         52        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  :                  9.1       28.7       16.4       39.6        8.6       24.6       15.1       34.9
Old  :                 13.6       30.0       22.5       40.0       13.6       28.9       22.5       38.5
Other:                 19.2       35.1       32.5       49.8       18.7       32.5       30.2       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 20, 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  :     8,456:     1,935        787        481      4,058      5,836      6,474      7,104:     1,982      1,352
Old  :     5,987:     1,756      1,137          0      2,955      4,000      4,711      5,137:     1,276        850
Other:     2,469:       561         32         99      1,103      1,836      1,763      1,967:       706        502
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       251:       120         66        142          4         -6        266        202:       -15         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.3        5.7       48.0       69.0       76.6       84.0:      23.4       16.0
Old  :     100.0:      29.3       19.0        0.0       49.4       66.8       78.7       85.8:      21.3       14.2
Other:     100.0:      22.7        1.3        4.0       44.7       74.4       71.4       79.7:      28.6       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        17          4          5         22         16         41         25:
Old  :        44:        14          7          0         12         11         26         18:
Other:        28:         8          1          3         15         10         24         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.0       53.1       49.5       66.4       35.0       51.5       44.9       60.6
Old  :                 42.6       61.6       57.9       74.9       42.6       61.6       57.9       74.9
Other:                 41.2       58.4       53.5       72.4       38.2       55.2       50.0       67.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 20, 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  : 1,191,576:   249,528    212,366     30,661    787,310    800,982  1,067,499  1,044,009:   124,077    147,567
Old  : 1,191,576:   249,528    212,366     30,661    787,310    800,982  1,067,499  1,044,009:   124,077    147,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    57,621:    24,391      9,969      8,936     10,016     24,135     43,343     43,040:    14,278     14,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       17.8        2.6       66.1       67.2       89.6       87.6:      10.4       12.4
Old  :     100.0:      20.9       17.8        2.6       66.1       67.2       89.6       87.6:      10.4       12.4
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  :       247:        41         41         22         94        130        141        187:
Old  :       247:        41         41         22         94        130        141        187:
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  :                 26.7       18.5       36.0       28.8       22.6       17.8       31.2       27.4
Old  :                 26.7       18.5       36.0       28.8       22.6       17.8       31.2       27.4
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 20, 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  : 2,796,523:   431,479    529,374     60,887  1,967,142  1,712,839  2,459,508  2,303,100:   337,015    493,423
Old  : 2,796,523:   431,479    529,374     60,887  1,967,142  1,712,839  2,459,508  2,303,100:   337,015    493,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    61,416:    10,396     26,111     16,225    -12,647     11,425     13,974     53,761:    47,442      7,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.9        2.2       70.3       61.2       87.9       82.4:      12.1       17.6
Old  :     100.0:      15.4       18.9        2.2       70.3       61.2       87.9       82.4:      12.1       17.6
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  :       387:        58        100         53        133        188        226        306:
Old  :       387:        58        100         53        133        188        226        306:
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  :                 33.1       16.1       43.4       21.7       31.2       13.6       40.8       18.7
Old  :                 33.1       16.1       43.4       21.7       31.2       13.6       40.8       18.7
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 20, 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  : 2,184,214:   279,954    342,419     39,822  1,583,869  1,403,594  1,903,645  1,785,835:   280,569    398,379
Old  : 2,184,214:   279,954    342,419     39,822  1,583,869  1,403,594  1,903,645  1,785,835:   280,569    398,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    32,029:       -47    -21,101      8,584    -41,710     27,181    -33,173     14,664:    65,202     17,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       15.7        1.8       72.5       64.3       87.2       81.8:      12.8       18.2
Old  :     100.0:      12.8       15.7        1.8       72.5       64.3       87.2       81.8:      12.8       18.2
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  :       287:        33         67         31        109        154        165        229:
Old  :       287:        33         67         31        109        154        165        229:
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  :                 34.8       20.2       44.9       27.7       31.3       19.2       38.9       25.5
Old  :                 34.8       20.2       44.9       27.7       31.3       19.2       38.9       25.5
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 20, 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  :   361,265:    19,932     73,868     55,939    256,749    171,969    332,620    301,776:    28,645     59,489
Old  :   361,265:    19,932     73,868     55,939    256,749    171,969    332,620    301,776:    28,645     59,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    21,570:      -351      2,597      3,689     18,814      9,097     22,152     15,383:      -582      6,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       20.4       15.5       71.1       47.6       92.1       83.5:       7.9       16.5
Old  :     100.0:       5.5       20.4       15.5       71.1       47.6       92.1       83.5:       7.9       16.5
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  :        77:        11         26         20         35         36         59         70:
Old  :        77:        11         26         20         35         36         59         70:
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  :                 46.0       19.7       56.3       32.4       40.0       17.1       44.2       24.7
Old  :                 46.0       19.7       56.3       32.4       40.0       17.1       44.2       24.7
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 20, 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  :    60,912:    16,134     16,871         53     37,194     35,578     53,380     52,501:     7,532      8,411
Old  :    60,912:    16,134     16,871         53     37,194     35,578     53,380     52,501:     7,532      8,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    -7,156:    -5,617      3,373         36       -448     -8,177     -6,029     -4,768:    -1,127     -2,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       27.7        0.1       61.1       58.4       87.6       86.2:      12.4       13.8
Old  :     100.0:      26.5       27.7        0.1       61.1       58.4       87.6       86.2:      12.4       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        32         27          9         40         24         75         57:
Old  :       115:        32         27          9         40         24         75         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  :                 24.0       36.8       37.7       56.3       24.0       36.5       37.7       56.0
Old  :                 24.0       36.8       37.7       56.3       24.0       36.5       37.7       56.0
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 20, 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  :   121,823:    32,267     33,742        105     74,388     71,155    106,760    105,002:    15,063     16,821
Old  :   121,823:    32,267     33,742        105     74,388     71,155    106,760    105,002:    15,063     16,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :   -14,311:   -11,234      6,745         72       -896    -16,353    -12,058     -9,536:    -2,253     -4,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       27.7        0.1       61.1       58.4       87.6       86.2:      12.4       13.8
Old  :     100.0:      26.5       27.7        0.1       61.1       58.4       87.6       86.2:      12.4       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        32         27          9         40         24         75         57:
Old  :       115:        32         27          9         40         24         75         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  :                 24.0       36.8       37.7       56.3       24.0       36.5       37.7       56.0
Old  :                 24.0       36.8       37.7       56.3       24.0       36.5       37.7       56.0
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 20, 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  :    16,576:    13,734     15,503      1,056      1,723          0     16,513     16,559:        63         17
Old  :    16,576:    13,734     15,503      1,056      1,723          0     16,513     16,559:        63         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       213:       480        223        -10       -254          0        216        213:        -3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9       93.5        6.4       10.4        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      82.9       93.5        6.4       10.4        0.0       99.6       99.9:       0.4        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  :        22:        16          4          3          2          0         19          6:
Old  :        22:        16          4          3          2          0         19          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       98.8       84.6       99.9       68.3       93.5       81.8       93.5
Old  :                 70.1       98.8       84.6       99.9       68.3       93.5       81.8       93.5
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 20, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    57,514:     4,295     19,997        375     52,800     37,029     57,470     57,401:        44        113
Old  :    57,514:     4,295     19,997        375     52,800     37,029     57,470     57,401:        44        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     1,170:      -269         43          0      1,481      1,131      1,212      1,174:       -42         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       34.8        0.7       91.8       64.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       7.5       34.8        0.7       91.8       64.4       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3         13          1         13         12         16         26:
Old  :        40:         3         13          1         13         12         16         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       52.3       98.1       75.7       78.7       43.8       89.4       67.3
Old  :                 80.6       52.3       98.1       75.7       78.7       43.8       89.4       67.3
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 20, 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  :    44,970:       617     15,724        107     44,175     28,732     44,899     44,563:        71        407
Old  :    44,970:       617     15,724        107     44,175     28,732     44,899     44,563:        71        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       199:       135        -64        107          4        108        246        151:       -47         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       35.0        0.2       98.2       63.9       99.8       99.1:       0.2        0.9
Old  :     100.0:       1.4       35.0        0.2       98.2       63.9       99.8       99.1:       0.2        0.9
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  :        42:         3         17          2          7         16         12         33:
Old  :        42:         3         17          2          7         16         12         33:
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  :                 89.4       53.5       99.4       73.0       89.1       53.5       94.8       71.7
Old  :                 89.4       53.5       99.4       73.0       89.1       53.5       94.8       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 23, 2014