```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,061
COMMITMENTS
 129,160  104,995   67,636  153,988  163,077  350,784  335,708   31,277   46,353

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      5,048)
   3,570    2,881   -5,044    7,920    6,112    6,446    3,949   -1,398    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     27.5     17.7     40.3     42.7     91.8     87.9      8.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      97      116      106       79       94      245      259
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      142,821
COMMITMENTS
  49,294   26,401    9,895   67,098   80,981  126,287  117,277   16,534   25,544

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -3,644)
  -3,153     -993   -2,516    2,902     -957   -2,767   -4,466     -877      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     18.5      6.9     47.0     56.7     88.4     82.1     11.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      44       46       37       53       63      122      126
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,332,710
COMMITMENTS
 408,513  187,205  202,958  609,720  689,831  1221191  1079994  111,519  252,716

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      9,800)
    -295   33,392   -4,246   15,857  -23,408   11,316    5,738   -1,516    4,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     14.0     15.2     45.8     51.8     91.6     81.0      8.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      706)
     145      149      162      236      337      483      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,419
COMMITMENTS
   1,590      858      559    3,292    4,897    5,441    6,314    1,978    1,105

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         37)
      26      112      -84      -29      -42      -87      -14      124       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     11.6      7.5     44.4     66.0     73.3     85.1     26.7     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        9        8       12       11       30       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      618,301
COMMITMENTS
 228,539  104,481   63,843  273,194  344,891  565,576  513,215   52,725  105,086

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     10,934)
   5,415   -1,745   -2,536    6,536   10,816    9,415    6,535    1,519    4,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     16.9     10.3     44.2     55.8     91.5     83.0      8.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     169      168      164      138      221      411      468
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,237
COMMITMENTS
  14,977      925       38       14    4,909   15,029    5,872    6,208   15,365

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,125)
   1,833       21      -23       -5      631    1,805      629      320    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5      4.4      0.2      0.1     23.1     70.8     27.6     29.2     72.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        2        2       14        7       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,676
COMMITMENTS
 102,384   85,322   35,958  146,631  161,655  284,973  282,935   30,703   32,741

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,414)
     154     -191    1,834      373   -1,870    2,361     -227     -947    1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     27.0     11.4     46.4     51.2     90.3     89.6      9.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      89       70       71       77       65      200      181
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      830,759
COMMITMENTS
 108,231   59,241   49,560  494,495  517,619  652,286  626,420  178,473  204,339

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     13,691)
 -15,692   -9,931   26,464   24,362    2,849   35,134   19,382  -21,443   -5,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      7.1      6.0     59.5     62.3     78.5     75.4     21.5     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      29       26       20       74       88      112      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      525,443
COMMITMENTS
  56,713   46,535   11,445  350,638  361,400  418,796  419,380  106,647  106,063

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     21,953)
   1,273   -4,885    6,761   11,880    1,303   19,914    3,179    2,039   18,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.9      2.2     66.7     68.8     79.7     79.8     20.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       13       11       47       40       66       57
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,130
COMMITMENTS
   1,513    1,013      945    4,232    4,908    6,690    6,866      440      264

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -95)
     242       13        0     -232     -107       10      -94     -105       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.2     13.3     59.4     68.8     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        5        6       16       18       32       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      316,786
COMMITMENTS
 118,089   55,067   21,968  126,616  210,806  266,673  287,841   50,113   28,945

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      6,886)
     818   -1,189    1,141    4,911    4,575    6,870    4,527       16    2,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     17.4      6.9     40.0     66.5     84.2     90.9     15.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      83       63       63       77       85      202      175
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,106
COMMITMENTS
   1,634      863      641    3,905    5,199    6,180    6,703    1,926    1,403

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -350)
    -301       76      160     -153     -637     -294     -401      -56       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     10.6      7.9     48.2     64.1     76.2     82.7     23.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        6        6       20       15       38       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,202,909
COMMITMENTS
 254,691  200,955   57,483  775,438  800,497  1087612  1058935  115,297  143,974

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     11,333)
   5,163  -11,411   26,822  -11,872     -485   20,113   14,926   -8,780   -3,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     16.7      4.8     64.5     66.5     90.4     88.0      9.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      46       41       34       99      130      160      191
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,841,037
COMMITMENTS
 379,344  398,422   78,658  2015869  1820394  2473871  2297474  367,166  543,563

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     44,514)
 -52,135 -130,952   17,771   48,727  107,555   14,363   -5,626   30,151   50,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     14.0      2.8     71.0     64.1     87.1     80.9     12.9     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      57       81       57      140      182      237      280
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,199,370
COMMITMENTS
 261,999  307,646   63,787  1586804  1417484  1912590  1788917  286,780  410,453

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     15,156)
 -17,955  -34,773   23,965    2,935   13,890    8,945    3,082    6,211   12,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     14.0      2.9     72.1     64.4     87.0     81.3     13.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      30       57       32      116      141      171      205
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      367,374
COMMITMENTS
  20,941   78,923   57,852  259,675  174,145  338,468  310,920   28,906   56,454

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      6,109)
   1,009    5,055    1,913    2,926    2,176    5,848    9,144      261   -3,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     21.5     15.7     70.7     47.4     92.1     84.6      7.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14       25       22       35       36       61       72
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,624
COMMITMENTS
  18,313   13,682      626   37,255   41,847   56,194   56,155    8,430    8,469

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,712)
   2,180   -3,189      573       61    6,270    2,814    3,654      899       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     21.2      1.0     57.6     64.8     87.0     86.9     13.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      32       26        6       38       23       71       54
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      129,247
COMMITMENTS
  36,626   27,364    1,251   74,510   83,694  112,387  112,309   16,860   16,938

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      7,424)
   4,359   -6,378    1,146      122   12,539    5,627    7,307    1,797      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     21.2      1.0     57.6     64.8     87.0     86.9     13.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      32       26        6       38       23       71       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,523
COMMITMENTS
  13,219   15,465    1,040    2,209        0   16,468   16,505       55       18

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -53)
    -515      -38      -16      486        0      -45      -54       -8        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.0     93.6      6.3     13.4      0.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        5        3        2        0       19        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,786
COMMITMENTS
   2,111   18,816      375   52,259   35,446   54,745   54,637       41      149

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -2,728)
  -2,184   -1,181        0     -541   -1,583   -2,725   -2,764       -3       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     34.3      0.7     95.4     64.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       14        1       13       12       17       27
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,604
COMMITMENTS
     444   16,588        0   43,091   26,961   43,535   43,549       69       55

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -1,366)
    -173      864     -107   -1,084   -1,771   -1,364   -1,014       -2     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     38.0      0.0     98.8     61.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2       20        0        7       15        9       35
```

----

Updated May 30, 2014