```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,175
COMMITMENTS
 106,145  119,015  178,443  221,741  195,505  506,330  492,963   39,845   53,211

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     21,954)
 -10,079    9,289   20,132   10,148   -6,038   20,201   23,384    1,753   -1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     21.8     32.7     40.6     35.8     92.7     90.3      7.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     122      128      153      102      109      305      318
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      157,546
COMMITMENTS
  47,900   28,854   24,573   66,697   76,445  139,169  129,871   18,376   27,674

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -3,727)
  -3,459    2,606    2,168   -3,029   -6,924   -4,321   -2,150      594   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     18.3     15.6     42.3     48.5     88.3     82.4     11.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      55       50       50       60       61      140      143
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,867,880
COMMITMENTS
 419,325  204,806  530,955  767,699  809,314  1717978  1545075  149,902  322,805

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     73,738)
  -7,612   25,438   46,881   28,182   -4,174   67,451   68,145    6,287    5,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     11.0     28.4     41.1     43.3     92.0     82.7      8.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      761)
     188      164      239      305      353      609      651
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,990
COMMITMENTS
   2,763    2,027    3,362    2,614    2,877    8,739    8,266      251      724

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      1,546)
     351      343      476      690      550    1,517    1,369       28      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     22.5     37.4     29.1     32.0     97.2     91.9      2.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5       12        8        6       21       19
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,929
COMMITMENTS
   2,594      550    2,841    2,326    3,807    7,761    7,199      168      730

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -845)
    -700      -33       -2     -152     -889     -853     -924        8       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      6.9     35.8     29.3     48.0     97.9     90.8      2.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6        9        7        9       16       22
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,287
COMMITMENTS
   2,227      660    1,371    3,541    6,212    7,139    8,243    2,148    1,044

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -466)
    -132      -86      -28     -208     -218     -368     -332      -98     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      7.1     14.8     38.1     66.9     76.9     88.8     23.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        5       10       15       12       34       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      842,051
COMMITMENTS
 211,032  114,451  243,717  328,532  355,753  783,282  713,921   58,769  128,130

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      6,775)
  -6,959   14,131   13,133   -1,241  -22,756    4,934    4,507    1,842    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     13.6     28.9     39.0     42.2     93.0     84.8      7.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     202      200      254      172      229      520      553
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,072
COMMITMENTS
  15,942    1,049       34       10    4,903   15,986    5,986    6,086   16,086

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:        339)
     372       28       -9       -1       41      362       60      -23      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.2      4.8      0.2      0.0     22.2     72.4     27.1     27.6     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        1        2       15        7       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      392,647
COMMITMENTS
  90,738  108,689   69,040  195,302  175,135  355,079  352,864   37,568   39,783

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     12,505)
  -2,090    4,712   -3,235   12,394    9,158    7,068   10,635    5,437    1,870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     27.7     17.6     49.7     44.6     90.4     89.9      9.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      72      100       85       87       81      217      218
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      827,413
COMMITMENTS
  73,617   67,960   57,487  512,463  514,866  643,567  640,313  183,846  187,100

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     18,643)
 -12,516    4,626    3,333   33,677   15,044   24,494   23,003   -5,851   -4,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      8.2      6.9     61.9     62.2     77.8     77.4     22.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      28       33       36       84       87      132      136
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      512,831
COMMITMENTS
  46,367   39,102   11,225  355,931  367,871  413,523  418,199   99,307   94,632

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:    -34,384)
  -7,759    1,564   -5,508  -18,175  -29,067  -31,442  -33,010   -2,942   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      7.6      2.2     69.4     71.7     80.6     81.5     19.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       12       10       46       45       64       60
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,218
COMMITMENTS
   1,438    1,058      545    3,722    4,270    5,705    5,873      513      345

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -333)
     -75     -132     -110     -230     -260     -415     -502       82      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     17.0      8.8     59.9     68.7     91.7     94.5      8.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        6        3       15       20       28       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      407,467
COMMITMENTS
 110,970   51,612   79,771  162,206  244,877  352,947  376,260   54,521   31,208

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:        471)
  -4,846    1,215    1,144    3,885   -2,567      182     -208      290      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     12.7     19.6     39.8     60.1     86.6     92.3     13.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      84       72       81       85       93      219      201
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,514
COMMITMENTS
     981    1,953    1,555    5,885    4,900    8,420    8,408    2,094    2,106

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      1,093)
    -389      801      485      870     -402      966      885      128      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     18.6     14.8     56.0     46.6     80.1     80.0     19.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       14        8       23       20       42       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,074,659
COMMITMENTS
 202,198  174,586   49,200  720,492  713,378  971,890  937,163  102,769  137,496

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:    -48,814)
 -49,546  -17,333   11,071     -699  -35,843  -39,174  -42,105   -9,640   -6,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     16.2      4.6     67.0     66.4     90.4     87.2      9.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      48       40       27       92      121      151      177
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,294,763
COMMITMENTS
 345,365  393,569  387,626  2204503  2015678  2937494  2796873  357,269  497,890

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:    100,173)
 -25,295   16,374   51,865   81,670   27,266  108,240   95,505   -8,067    4,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     11.9     11.8     66.9     61.2     89.2     84.9     10.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      59       90       89      171      197      289      317
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,355,810
COMMITMENTS
 324,376  295,475  166,456  1613823  1529193  2104656  1991124  251,154  364,686

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     76,349)
   3,491   28,501   -3,848   68,856   47,741   68,499   72,394    7,849    3,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     12.5      7.1     68.5     64.9     89.3     84.5     10.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      43       60       52      129      159      204      239
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      373,931
COMMITMENTS
  21,294   84,916   66,428  256,675  170,777  344,397  322,121   29,533   51,810

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     27,108)
   6,492   13,857    9,917   10,196    5,509   26,606   29,283      502   -2,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     22.7     17.8     68.6     45.7     92.1     86.1      7.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       25       22       34       39       60       76
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,280
COMMITMENTS
  18,740   14,792      939   39,869   43,021   59,549   58,752    8,732    9,529

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      1,893)
     970      545     -202    1,802    1,147    2,571    1,490     -678      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     21.7      1.4     58.4     63.0     87.2     86.0     12.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      34       31       12       45       27       86       63
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      136,561
COMMITMENTS
  37,480   29,583    1,879   79,738   86,041  119,097  117,503   17,464   19,057

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      3,786)
   1,941    1,091     -404    3,605    2,294    5,142    2,980   -1,355      806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     21.7      1.4     58.4     63.0     87.2     86.0     12.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      34       31       12       45       27       86       63
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       14,182
COMMITMENTS
  10,308   13,247      931    2,864        0   14,103   14,178       79        4

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,537)
  -2,118   -1,456      -65      625        0   -1,558   -1,521       21      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.7     93.4      6.6     20.2      0.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      15        4        4        2        0       19        6
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       57,509
COMMITMENTS
   2,179   18,494    3,694   51,586   35,165   57,459   57,353       50      156

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      2,965)
    -124      -37    3,302      212      899    3,390    4,164     -425   -1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     32.2      6.4     89.7     61.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       13        1       13       12       18       26
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       45,070
COMMITMENTS
     697   13,718    3,341   40,945   27,924   44,983   44,983       87       87

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:        770)
       7   -3,352    1,950   -1,200    2,228      757      826       13      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     30.4      7.4     90.8     62.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3       15        1        7       17       11       32
```

----

Updated June 13, 2014