```
WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   502,691:   121,966    100,117    151,298    194,814    200,685    468,078    452,101:    34,613     50,590
Old  :   485,120:   122,975    102,742    144,593    186,364    192,529    453,931    439,864:    31,188     45,256
Other:    17,571:     4,085      2,469      1,611      8,450      8,157     14,146     12,237:     3,425      5,334
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -2,107:       386      5,319    -13,078     12,215      4,864       -478     -2,896:    -1,629        789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       19.9       30.1       38.8       39.9       93.1       89.9:       6.9       10.1
Old  :     100.0:      25.3       21.2       29.8       38.4       39.7       93.6       90.7:       6.4        9.3
Other:     100.0:      23.3       14.1        9.2       48.1       46.4       80.5       69.6:      19.5       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       114        119        149         90        107        291        298:
Old  :       365:       117        118        142         88        106        282        295:
Other:       106:        17         22         11         25         56         53         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       13.2       23.6       22.5       11.7       10.5       19.0       16.2
Old  :                 15.8       13.6       24.2       23.0       12.2       11.3       19.8       17.1
Other:                 27.6       23.4       42.7       34.5       26.2       20.4       39.3       30.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   158,381:    49,247     24,423     21,574     70,086     84,921    140,908    130,919:    17,474     27,463
Old  :   154,833:    49,286     24,629     21,049     67,993     83,794    138,327    129,471:    16,506     25,361
Other:     3,549:       349        182        138      2,093      1,127      2,580      1,447:       968      2,101
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -5,280:    -2,998     -1,017     -4,247      2,894     -1,020     -4,351     -6,285:      -929      1,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       15.4       13.6       44.3       53.6       89.0       82.7:      11.0       17.3
Old  :     100.0:      31.8       15.9       13.6       43.9       54.1       89.3       83.6:      10.7       16.4
Other:     100.0:       9.8        5.1        3.9       59.0       31.8       72.7       40.8:      27.3       59.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        52         41         43         55         66        131        131:
Old  :       179:        51         44         41         54         66        129        130:
Other:        55:         9          8          7         10         31         19         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  :                 22.6       22.6       33.2       33.3       17.7       18.8       27.1       27.7
Old  :                 22.6       23.0       32.9       33.9       17.4       19.1       26.5       28.2
Other:                 58.2       14.3       67.5       22.1       58.2       14.3       66.1       22.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,747,759:   409,703    156,318    457,711    740,057    822,088  1,607,472  1,436,118:   140,288    311,642
Old  :   965,402:   309,566    233,822    169,587    419,692    436,976    898,846    840,386:    66,557    125,016
Other:   782,357:   240,497     62,856    147,764    320,365    385,112    708,626    595,732:    73,731    186,625
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :   -11,145:    -3,298     23,518    -14,020      8,627    -24,337     -8,691    -14,839:    -2,453      3,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        8.9       26.2       42.3       47.0       92.0       82.2:       8.0       17.8
Old  :     100.0:      32.1       24.2       17.6       43.5       45.3       93.1       87.1:       6.9       12.9
Other:     100.0:      30.7        8.0       18.9       40.9       49.2       90.6       76.1:       9.4       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       769:       191        156        225        300        369        601        649:
Old  :       712:       145        174        158        252        333        492        572:
Other:       644:       150        106        131        218        337        420        523:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       11.8       17.7       18.1        8.8        8.0       14.9       12.5
Old  :                 14.9       12.8       24.8       21.6       12.8       11.8       22.2       18.5
Other:                 12.8       16.7       23.2       22.5       12.0       12.6       20.2       17.4
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,844:     3,662        583      2,746      2,724      5,274      9,132      8,603:       711      1,241
Old  :     9,761:     3,663        583      2,722      2,724      5,274      9,109      8,579:       653      1,183
Other:        82:         0          1         24          0          0         24         24:        58         58
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :      -885:     1,388       -134       -814     -1,894       -252     -1,319     -1,200:       434        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        5.9       27.9       27.7       53.6       92.8       87.4:       7.2       12.6
Old  :     100.0:      37.5        6.0       27.9       27.9       54.0       93.3       87.9:       6.7       12.1
Other:     100.0:       0.0        0.8       28.8        0.0        0.0       28.8       29.6:      71.2       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          6          9          7         10         16         23:
Old  :        25:         7          6          9          7         10         16         23:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       43.7       78.3       62.5       35.0       42.0       51.9       48.2
Old  :                 51.6       44.1       78.7       62.7       35.3       42.4       52.4       48.6
Other:                 28.8       29.6       28.8       29.6        0.0        0.8        0.0        0.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,666:     1,658        720      1,220      3,753      5,579      6,631      7,519:     2,035      1,147
Old  :     8,666:     1,658        720      1,220      3,753      5,579      6,631      7,519:     2,035      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :        89:        74         23        -60        -54         58        -41         21:       130         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        8.3       14.1       43.3       64.4       76.5       86.8:      23.5       13.2
Old  :     100.0:      19.1        8.3       14.1       43.3       64.4       76.5       86.8:      23.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13          7          9         15         11         33         22:
Old  :        36:        13          7          9         15         11         33         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       50.1       47.3       73.4       27.9       40.0       36.6       54.0
Old  :                 28.3       50.1       47.3       73.4       27.9       40.0       36.6       54.0
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   816,108:   223,497     81,707    220,685    312,388    391,451    756,570    693,843:    59,538    122,265
Old  :   383,423:   158,655     45,383     77,597    116,835    222,603    353,087    345,583:    30,336     37,840
Other:   432,685:    90,319     61,802    117,611    195,553    168,848    403,483    348,260:    29,202     84,425
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    17,830:     3,616     -6,073      3,960      9,285     15,099     16,861     12,985:       969      4,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.0       27.0       38.3       48.0       92.7       85.0:       7.3       15.0
Old  :     100.0:      41.4       11.8       20.2       30.5       58.1       92.1       90.1:       7.9        9.9
Other:     100.0:      20.9       14.3       27.2       45.2       39.0       93.3       80.5:       6.7       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       640:       198        185        224        162        232        486        527:
Old  :       554:       157        165        141        124        187        364        412:
Other:       532:       156        144        154        122        201        357        424:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       12.5       16.3       20.1        7.4        8.1       13.6       12.0
Old  :                 11.4       18.0       20.8       26.5       11.3       14.7       20.1       21.7
Other:                 12.5       13.5       20.5       20.5       11.0        7.8       17.4       11.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,237:    14,977        925         38         14      4,909     15,029      5,872:     6,208     15,365
Old  :     3,026:     2,313        162          0         14        685      2,327        847:       699      2,179
Other:    18,211:    12,694        793          8          0      4,224     12,702      5,025:     5,509     13,186
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     2,125:     1,833         21        -23         -5        631      1,805        629:       320      1,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5        4.4        0.2        0.1       23.1       70.8       27.6:      29.2       72.4
Old  :     100.0:      76.4        5.4        0.0        0.5       22.6       76.9       28.0:      23.1       72.0
Other:     100.0:      69.7        4.4        0.0        0.0       23.2       69.7       27.6:      30.3       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          2          2         14          7         18:
Old  :        20:         4          2          0          2         13          6         15:
Other:        19:         2          3          2          0         14          3         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       13.2       70.8       19.3       70.5       13.2       70.5       19.0
Old  :                 76.4       24.8       76.9       27.0       76.4       24.5       76.7       26.8
Other:                 69.7       11.9       69.7       18.4       69.7       11.9       69.7       18.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   354,371:    94,161     87,484     61,521    166,985    172,039    322,667    321,044:    31,704     33,327
Old  :   221,954:    74,752     91,432     29,871     99,393     75,975    204,016    197,278:    17,938     24,676
Other:   132,417:    37,268     13,910     13,791     67,592     96,064    118,651    123,766:    13,766      8,651
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -2,899:     2,943       -505     -1,563     -3,122     -2,337     -1,742     -4,405:    -1,157      1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       24.7       17.4       47.1       48.5       91.1       90.6:       8.9        9.4
Old  :     100.0:      33.7       41.2       13.5       44.8       34.2       91.9       88.9:       8.1       11.1
Other:     100.0:      28.1       10.5       10.4       51.0       72.5       89.6       93.5:      10.4        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        74         90         82         83         78        213        203:
Old  :       262:        66         93         54         74         71        175        185:
Other:       185:        71         30         39         61         47        147        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       23.2       19.0       32.2        9.4       19.7       16.8       25.7
Old  :                 14.7       16.3       26.1       25.2       14.6       15.5       26.0       24.1
Other:                 15.9       43.5       25.3       58.7       14.4       40.6       23.8       54.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   893,254:   107,300     55,124     75,293    521,594    545,389    704,187    675,807:   189,067    217,447
Old  :   893,254:   107,300     55,124     75,293    521,594    545,389    704,187    675,807:   189,067    217,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :   -54,733:   -11,091     -1,929     -8,976     -8,082    -26,094    -28,149    -36,999:   -26,584    -17,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        6.2        8.4       58.4       61.1       78.8       75.7:      21.2       24.3
Old  :     100.0:      12.0        6.2        8.4       58.4       61.1       78.8       75.7:      21.2       24.3
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  :       168:        33         26         35         85         91        136        134:
Old  :       168:        33         26         35         85         91        136        134:
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  :                 15.7       14.0       26.9       23.5       13.7       11.1       20.4       18.4
Old  :                 15.7       14.0       26.9       23.5       13.7       11.1       20.4       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   526,252:    56,713     46,425     11,659    350,839    361,845    419,212    419,930:   107,040    106,323
Old  :   526,252:    56,713     46,425     11,659    350,839    361,845    419,212    419,930:   107,040    106,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    21,010:     1,273     -4,719      6,453     11,655      1,095     19,381      2,829:     1,629     18,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.8        2.2       66.7       68.8       79.7       79.8:      20.3       20.2
Old  :     100.0:      10.8        8.8        2.2       66.7       68.8       79.7       79.8:      20.3       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        11         13         11         47         40         66         57:
Old  :        82:        11         13         11         47         40         66         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       39.1       39.2       51.1       22.0       37.0       32.7       44.8
Old  :                 24.9       39.1       39.2       51.1       22.0       37.0       32.7       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,130:     1,513      1,013        945      4,232      4,908      6,690      6,866:       440        264
Old  :     7,130:     1,513      1,013        945      4,232      4,908      6,690      6,866:       440        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :       -95:       242         13          0       -232       -107         10        -94:      -105         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       14.2       13.3       59.4       68.8       93.8       96.3:       6.2        3.7
Old  :     100.0:      21.2       14.2       13.3       59.4       68.8       93.8       96.3:       6.2        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14          5          6         16         18         32         28:
Old  :        42:        14          5          6         16         18         32         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       45.3       62.4       66.9       18.9       23.8       28.6       33.8
Old  :                 41.1       45.3       62.4       66.9       18.9       23.8       28.6       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   393,610:   115,764     48,692     72,574    150,373    241,073    338,710    362,338:    54,900     31,271
Old  :   249,082:    95,746     35,526     42,023     75,996    153,709    213,764    231,258:    35,318     17,824
Other:   144,528:    29,021     22,169     21,547     74,377     87,364    124,946    131,080:    19,582     13,448
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     8,985:     1,334     -1,711      2,873      4,672      5,478      8,879      6,640:       106      2,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       12.4       18.4       38.2       61.2       86.1       92.1:      13.9        7.9
Old  :     100.0:      38.4       14.3       16.9       30.5       61.7       85.8       92.8:      14.2        7.2
Other:     100.0:      20.1       15.3       14.9       51.5       60.4       86.5       90.7:      13.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        93         60         74         87         95        221        193:
Old  :       246:        88         50         57         78         84        196        163:
Other:       184:        52         39         34         71         67        137        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       24.8       16.6       36.7        6.7       20.8       11.6       28.1
Old  :                 12.0       26.1       20.8       36.5       10.8       23.8       17.8       30.9
Other:                 15.5       30.7       27.0       43.5       15.1       27.2       24.1       35.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,841:     1,642        834      1,012      4,168      5,465      6,822      7,311:     2,019      1,530
Old  :     5,690:     1,399      1,274        141      2,935      3,265      4,475      4,679:     1,215      1,011
Other:     3,151:       790        107        325      1,233      2,200      2,348      2,632:       804        519
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :      -452:      -117         38         59       -315       -603       -373       -506:       -78         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        9.4       11.5       47.1       61.8       77.2       82.7:      22.8       17.3
Old  :     100.0:      24.6       22.4        2.5       51.6       57.4       78.6       82.2:      21.4       17.8
Other:     100.0:      25.1        3.4       10.3       39.1       69.8       74.5       83.5:      25.5       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        15          6          7         22         16         41         27:
Old  :        41:        11          9          5         15          9         29         20:
Other:        32:        10          2          5         16         13         27         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       46.5       47.0       59.8       31.9       43.5       41.9       52.9
Old  :                 41.4       55.5       55.7       67.3       41.4       55.4       55.7       66.3
Other:                 39.7       48.1       51.6       64.4       34.9       45.1       46.0       59.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,224,230:   252,840    197,567     75,939    779,221    805,134  1,108,000  1,078,641:   116,230    145,589
Old  : 1,224,230:   252,840    197,567     75,939    779,221    805,134  1,108,000  1,078,641:   116,230    145,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :   -51,270:    11,624      4,728    -12,687    -40,257    -39,129    -41,321    -47,089:    -9,949     -4,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.1        6.2       63.6       65.8       90.5       88.1:       9.5       11.9
Old  :     100.0:      20.7       16.1        6.2       63.6       65.8       90.5       88.1:       9.5       11.9
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  :       253:        50         37         40        103        130        168        193:
Old  :       253:        50         37         40        103        130        168        193:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       18.1       35.8       28.4       21.9       17.2       30.1       26.2
Old  :                 27.0       18.1       35.8       28.4       21.9       17.2       30.1       26.2
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,241,032:   380,302    357,426    242,961  2,223,006  2,070,512  2,846,269  2,670,899:   394,763    570,133
Old  : 3,241,032:   380,302    357,426    242,961  2,223,006  2,070,512  2,846,269  2,670,899:   394,763    570,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :  -317,191:   -51,867    -25,097   -171,332   -113,639   -154,561   -336,838   -350,991:    19,647     33,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       11.0        7.5       68.6       63.9       87.8       82.4:      12.2       17.6
Old  :     100.0:      11.7       11.0        7.5       68.6       63.9       87.8       82.4:      12.2       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  :       355:        69         70         82        161        191        276        297:
Old  :       355:        69         70         82        161        191        276        297:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       15.8       38.3       21.9       27.4       13.8       34.9       19.1
Old  :                 29.5       15.8       38.3       21.9       27.4       13.8       34.9       19.1
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,356,893:   255,008    295,643    159,319  1,649,419  1,483,054  2,063,745  1,938,015:   293,148    418,878
Old  : 2,356,893:   255,008    295,643    159,319  1,649,419  1,483,054  2,063,745  1,938,015:   293,148    418,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :  -130,864:   -24,167     17,473    -50,271    -59,249   -106,543   -133,687   -139,341:     2,823      8,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       12.5        6.8       70.0       62.9       87.6       82.2:      12.4       17.8
Old  :     100.0:      10.8       12.5        6.8       70.0       62.9       87.6       82.2:      12.4       17.8
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  :       268:        31         58         46        122        151        187        221:
Old  :       268:        31         58         46        122        151        187        221:
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  :                 30.6       18.5       40.9       26.3       27.9       17.5       34.1       23.4
Old  :                 30.6       18.5       40.9       26.3       27.9       17.5       34.1       23.4
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   368,565:    21,074     78,892     58,439    259,809    174,327    339,321    311,658:    29,243     56,907
Old  :   368,565:    21,074     78,892     58,439    259,809    174,327    339,321    311,658:    29,243     56,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     6,113:       923      5,030      2,000      2,928      2,178      5,851      9,208:       262     -3,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       21.4       15.9       70.5       47.3       92.1       84.6:       7.9       15.4
Old  :     100.0:       5.7       21.4       15.9       70.5       47.3       92.1       84.6:       7.9       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        15         24         23         35         36         62         72:
Old  :        80:        15         24         23         35         36         62         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       19.7       56.4       32.3       40.2       17.2       44.5       24.7
Old  :                 46.2       19.7       56.4       32.3       40.2       17.2       44.5       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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    66,861:    18,398     13,813      1,329     38,640     43,093     58,367     58,235:     8,494      8,626
Old  :    66,861:    18,398     13,813      1,329     38,640     43,093     58,367     58,235:     8,494      8,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     3,856:     2,094     -3,088        596        292      6,232      2,983      3,741:       873        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       20.7        2.0       57.8       64.5       87.3       87.1:      12.7       12.9
Old  :     100.0:      27.5       20.7        2.0       57.8       64.5       87.3       87.1:      12.7       12.9
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  :       117:        34         28         12         41         25         81         59:
Old  :       117:        34         28         12         41         25         81         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       35.1       35.8       53.7       22.1       34.8       35.8       53.4
Old  :                 22.1       35.1       35.8       53.7       22.1       34.8       35.8       53.4
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   133,721:    36,795     27,627      2,658     77,281     86,186    116,734    116,470:    16,988     17,252
Old  :   133,721:    36,795     27,627      2,658     77,281     86,186    116,734    116,470:    16,988     17,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :     7,711:     4,189     -6,176      1,193        585     12,464      5,966      7,481:     1,746        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       20.7        2.0       57.8       64.5       87.3       87.1:      12.7       12.9
Old  :     100.0:      27.5       20.7        2.0       57.8       64.5       87.3       87.1:      12.7       12.9
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  :       117:        34         28         12         41         25         81         59:
Old  :       117:        34         28         12         41         25         81         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       35.1       35.8       53.7       22.1       34.8       35.8       53.4
Old  :                 22.1       35.1       35.8       53.7       22.1       34.8       35.8       53.4
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 with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,523:    13,219     15,465      1,040      2,209          0     16,468     16,505:        55         18
Old  :    16,523:    13,219     15,465      1,040      2,209          0     16,468     16,505:        55         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :       -53:      -515        -38        -16        486          0        -45        -54:        -8          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0       93.6        6.3       13.4        0.0       99.7       99.9:       0.3        0.1
Old  :     100.0:      80.0       93.6        6.3       13.4        0.0       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          5          3          2          0         19          7:
Old  :        23:        16          5          3          2          0         19          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       97.6       84.7       99.9       68.3       93.3       82.0       93.6
Old  :                 70.0       97.6       84.7       99.9       68.3       93.3       82.0       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    54,786:     2,111     18,816        375     52,259     35,446     54,745     54,637:        41        149
Old  :    54,786:     2,111     18,816        375     52,259     35,446     54,745     54,637:        41        149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -2,728:    -2,184     -1,181          0       -541     -1,583     -2,725     -2,764:        -3         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       34.3        0.7       95.4       64.7       99.9       99.7:       0.1        0.3
Old  :     100.0:       3.9       34.3        0.7       95.4       64.7       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4         14          1         13         12         17         27:
Old  :        42:         4         14          1         13         12         17         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.3       52.4       97.6       77.1       81.2       43.5       88.5       68.2
Old  :                 83.3       52.4       97.6       77.1       81.2       43.5       88.5       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    43,604:       444     16,588          0     43,091     26,961     43,535     43,549:        69         55
Old  :    43,604:       444     16,588          0     43,091     26,961     43,535     43,549:        69         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 20, 2014                         :
     :    -1,366:      -173        864       -107     -1,084     -1,771     -1,364     -1,014:        -2       -352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       38.0        0.0       98.8       61.8       99.8       99.9:       0.2        0.1
Old  :     100.0:       1.0       38.0        0.0       98.8       61.8       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2         20          0          7         15          9         35:
Old  :        43:         2         20          0          7         15          9         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.0       54.6       99.7       74.9       89.8       54.6       95.0       73.6
Old  :                 90.0       54.6       99.7       74.9       89.8       54.6       95.0       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 30, 2014