```
WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   457,050:    98,735    128,593    114,295    203,958    165,275    416,988    408,163:    40,062     48,887
Old  :   430,059:    89,188    130,865    107,447    195,844    149,281    392,480    387,594:    37,579     42,465
Other:    26,991:    14,309      2,489      2,086      8,113     15,994     24,509     20,569:     2,483      6,422
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :  -103,384:      -104     10,428    -77,550    -27,103    -33,710   -104,757   -100,832:     1,373     -2,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       28.1       25.0       44.6       36.2       91.2       89.3:       8.8       10.7
Old  :     100.0:      20.7       30.4       25.0       45.5       34.7       91.3       90.1:       8.7        9.9
Other:     100.0:      53.0        9.2        7.7       30.1       59.3       90.8       76.2:       9.2       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       110        121        130        106        102        286        291:
Old  :       360:       113        121        125        104        101        280        287:
Other:       110:        12         27         15         27         57         54         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       11.6       25.0       19.3       14.4       10.5       22.6       16.6
Old  :                 17.1       12.3       25.5       20.1       15.5       11.5       23.5       18.0
Other:                 60.4       25.4       70.6       41.7       60.3       24.0       67.9       36.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   147,685:    51,653     30,840     17,044     61,684     74,492    130,381    122,375:    17,305     25,310
Old  :   141,069:    50,832     30,783     15,107     58,436     72,968    124,374    118,858:    16,694     22,211
Other:     6,617:     2,507      1,742        251      3,248      1,524      6,007      3,518:       610      3,099
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -8,777:     3,745        788     -7,866     -4,818      1,200     -8,939     -5,878:       161     -2,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       20.9       11.5       41.8       50.4       88.3       82.9:      11.7       17.1
Old  :     100.0:      36.0       21.8       10.7       41.4       51.7       88.2       84.3:      11.8       15.7
Other:     100.0:      37.9       26.3        3.8       49.1       23.0       90.8       53.2:       9.2       46.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        52         47         43         57         60        132        134:
Old  :       181:        53         49         42         57         60        131        133:
Other:        60:        10         13          9         10         29         22         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       20.1       30.1       30.4       17.7       18.4       27.1       27.4
Old  :                 21.4       20.8       30.1       31.4       18.5       19.2       27.2       28.6
Other:                 77.5       22.1       85.5       31.5       77.5       22.1       84.4       31.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  : 1,756,425:   433,453    255,273    444,484    729,481    742,579  1,607,418  1,442,336:   149,007    314,090
Old  :   764,443:   235,917    235,122    126,034    342,890    312,818    704,841    673,974:    59,602     90,469
Other:   991,982:   324,859    147,473    191,128    386,591    429,761    902,578    768,361:    89,404    223,621
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :  -141,493:     5,965     26,274   -100,256    -47,649    -58,345   -141,940   -132,327:       447     -9,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       14.5       25.3       41.5       42.3       91.5       82.1:       8.5       17.9
Old  :     100.0:      30.9       30.8       16.5       44.9       40.9       92.2       88.2:       7.8       11.8
Other:     100.0:      32.7       14.9       19.3       39.0       43.3       91.0       77.5:       9.0       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       746:       177        166        230        301        336        600        628:
Old  :       637:       135        143        138        237        283        447        498:
Other:       673:       178        122        157        234        314        469        538:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       12.4       17.1       18.0        8.9        8.8       15.0       12.8
Old  :                 13.8       14.1       23.9       23.1       12.3       12.9       22.4       21.2
Other:                 10.2       15.9       18.7       21.1        9.2       13.1       16.4       17.4
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,512:     3,377      2,009      2,100      1,681      2,663      7,157      6,772:       355        740
Old  :     7,048:     3,439      1,957      1,854      1,428      2,529      6,722      6,340:       327        708
Other:       464:         0        115        183        253        134        436        432:        28         32
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -1,768:        75       -303     -1,083       -854       -334     -1,861     -1,720:        93        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       26.7       27.9       22.4       35.5       95.3       90.1:       4.7        9.9
Old  :     100.0:      48.8       27.8       26.3       20.3       35.9       95.4       90.0:       4.6       10.0
Other:     100.0:       0.0       24.8       39.4       54.6       29.0       93.9       93.1:       6.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          7         11          7          6         18         19:
Old  :        19:         7          5         10          7          6         18         17:
Other:         6:         0          4          2          2          1          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.7       60.4       82.0       79.5       43.1       48.8       57.6       53.1
Old  :                 59.9       63.1       82.5       81.3       45.2       52.0       60.0       56.1
Other:                 93.9       92.5       93.9       93.1       34.6       33.2       34.6       33.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :     8,563:     3,054        444        574      2,609      6,317      6,237      7,334:     2,326      1,229
Old  :     8,563:     3,054        444        574      2,609      6,317      6,237      7,334:     2,326      1,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :      -463:       419       -217       -588       -616        177       -785       -628:       322        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        5.2        6.7       30.5       73.8       72.8       85.6:      27.2       14.4
Old  :     100.0:      35.7        5.2        6.7       30.5       73.8       72.8       85.6:      27.2       14.4
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  :        36:        15          5          7         12         11         32         18:
Old  :        36:        15          5          7         12         11         32         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       55.5       48.9       74.1       33.8       47.0       42.6       63.0
Old  :                 35.8       55.5       48.9       74.1       33.8       47.0       42.6       63.0
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, June 24, 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  :   764,084:   196,151    141,265    202,563    313,236    293,390    711,950    637,217:    52,135    126,867
Old  :   138,619:    45,226     22,384     22,256     57,714     73,481    125,196    118,122:    13,424     20,498
Other:   625,465:   183,174    151,129    148,057    255,522    219,909    586,754    519,096:    38,711    106,369
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -88,282:    -2,387        599    -55,358    -26,833    -27,476    -84,578    -82,235:    -3,703     -6,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       18.5       26.5       41.0       38.4       93.2       83.4:       6.8       16.6
Old  :     100.0:      32.6       16.1       16.1       41.6       53.0       90.3       85.2:       9.7       14.8
Other:     100.0:      29.3       24.2       23.7       40.9       35.2       93.8       83.0:       6.2       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       199        199        241        177        228        516        545:
Old  :       441:       114        115         97        127        147        295        310:
Other:       629:       199        186        194        123        208        426        494:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       10.8       17.0       17.0        8.5        8.0       15.1       12.5
Old  :                 20.4       15.8       28.3       24.1       19.6       14.4       26.4       22.4
Other:                 10.4       11.6       18.3       17.8        9.8        8.6       17.2       13.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,748:    16,373        944         64          2      5,026     16,439      6,034:     6,309     16,714
Old  :     2,901:     2,471          6          0          2        172      2,473        178:       428      2,723
Other:    19,847:    13,937        973         29          0      4,854     13,966      5,856:     5,881     13,991
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :       304:       169         13         39          0        287        208        339:        96        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0        4.1        0.3        0.0       22.1       72.3       26.5:      27.7       73.5
Old  :     100.0:      85.2        0.2        0.0        0.1        5.9       85.2        6.1:      14.8       93.9
Other:     100.0:      70.2        4.9        0.1        0.0       24.5       70.4       29.5:      29.6       70.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          3          2          1         16          5         20:
Old  :        18:         3          2          0          1         12          4         14:
Other:        22:         3          3          2          0         16          4         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       11.1       72.3       17.1       72.0       10.9       72.0       16.8
Old  :                 85.2        4.7       85.2        5.6       85.2        4.7       85.2        5.6
Other:                 70.4       12.3       70.4       18.9       70.2       12.1       70.2       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   364,536:    96,156     87,724     61,146    172,167    184,028    329,470    332,899:    35,066     31,637
Old  :   120,922:    28,149     18,968     22,861     56,778     65,697    107,788    107,526:    13,134     13,396
Other:   243,614:    78,340     79,089     27,953    115,389    118,331    221,682    225,372:    21,932     18,241
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -27,718:     5,580    -17,817    -12,795    -20,278      6,520    -27,493    -24,092:      -225     -3,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       24.1       16.8       47.2       50.5       90.4       91.3:       9.6        8.7
Old  :     100.0:      23.3       15.7       18.9       47.0       54.3       89.1       88.9:      10.9       11.1
Other:     100.0:      32.2       32.5       11.5       47.4       48.6       91.0       92.5:       9.0        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        75         95         86         81         79        213        216:
Old  :       199:        48         52         44         63         70        141        141:
Other:       254:        74         83         63         70         53        175        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       25.7       20.2       34.1        9.8       19.3       17.9       26.8
Old  :                 22.1       20.9       31.6       31.2       17.2       16.6       24.6       23.8
Other:                 14.6       28.1       25.4       39.1       14.5       24.8       25.3       35.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  :   814,767:    78,963     66,650     43,517    525,232    528,219    647,712    638,386:   167,055    176,380
Old  :   814,767:    78,963     66,650     43,517    525,232    528,219    647,712    638,386:   167,055    176,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -32,401:    -3,138     -8,674     -7,786    -14,445    -15,385    -25,369    -31,845:    -7,032       -556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        8.2        5.3       64.5       64.8       79.5       78.4:      20.5       21.6
Old  :     100.0:       9.7        8.2        5.3       64.5       64.8       79.5       78.4:      20.5       21.6
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  :       176:        32         28         33         86         94        130        143:
Old  :       176:        32         28         33         86         94        130        143:
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  :                 22.0       14.3       32.3       23.9       19.5       11.3       26.8       18.2
Old  :                 22.0       14.3       32.3       23.9       19.5       11.3       26.8       18.2
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, June 24, 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  :   483,308:    49,524     37,855      5,095    326,653    350,081    381,271    393,031:   102,037     90,278
Old  :   483,308:    49,524     37,855      5,095    326,653    350,081    381,271    393,031:   102,037     90,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -6,881:    -1,331        431       -922     -3,754     -2,272     -6,007     -2,764:      -874     -4,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        7.8        1.1       67.6       72.4       78.9       81.3:      21.1       18.7
Old  :     100.0:      10.2        7.8        1.1       67.6       72.4       78.9       81.3:      21.1       18.7
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  :        83:        12         13          8         45         44         63         59:
Old  :        83:        12         13          8         45         44         63         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  :                 27.3       41.9       43.0       53.7       23.6       39.8       34.3       47.8
Old  :                 27.3       41.9       43.0       53.7       23.6       39.8       34.3       47.8
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, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,839:     1,449        938        714      4,149      4,935      6,312      6,587:       527        252
Old  :     6,839:     1,449        938        714      4,149      4,935      6,312      6,587:       527        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :       157:       -24        -80        116         82        137        174        173:       -17        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7       10.4       60.7       72.2       92.3       96.3:       7.7        3.7
Old  :     100.0:      21.2       13.7       10.4       60.7       72.2       92.3       96.3:       7.7        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  :        43:        11          8          5         18         22         33         32:
Old  :        43:        11          8          5         18         22         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       51.6       61.1       69.4       19.8       22.9       29.5       30.0
Old  :                 39.4       51.6       61.1       69.4       19.8       22.9       29.5       30.0
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, June 24, 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  :   369,183:    93,789     54,755     65,576    159,906    217,297    319,271    337,628:    49,912     31,555
Old  :   123,848:    26,262     10,579     21,061     54,643     78,376    101,966    110,015:    21,882     13,832
Other:   245,335:    78,695     55,344     33,347    105,263    138,922    217,305    227,613:    28,030     17,722
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -33,070:    -6,588      3,447    -16,322     -9,647    -22,405    -32,557    -35,280:      -513      2,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       14.8       17.8       43.3       58.9       86.5       91.5:      13.5        8.5
Old  :     100.0:      21.2        8.5       17.0       44.1       63.3       82.3       88.8:      17.7       11.2
Other:     100.0:      32.1       22.6       13.6       42.9       56.6       88.6       92.8:      11.4        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        81         68         73         88         97        213        200:
Old  :       192:        49         36         41         81         80        150        138:
Other:       238:        76         62         51         71         77        176        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       24.7       19.5       35.2        7.7       18.3       13.7       25.7
Old  :                 22.1       22.0       32.4       31.4       20.3       15.2       27.8       22.1
Other:                 10.0       29.1       18.6       39.7        9.1       26.7       16.6       36.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,729:     1,167      2,047      1,147      5,252      4,453      7,566      7,648:     2,163      2,081
Old  :     2,049:        28        385          0      1,552      1,231      1,580      1,616:       469        433
Other:     7,680:     1,424      1,947        862      3,700      3,222      5,986      6,032:     1,694      1,648
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :      -949:       -13         -5       -435       -405       -602       -853     -1,042:       -96         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       21.0       11.8       54.0       45.8       77.8       78.6:      22.2       21.4
Old  :     100.0:       1.4       18.8        0.0       75.7       60.1       77.1       78.9:      22.9       21.1
Other:     100.0:      18.5       25.4       11.2       48.2       42.0       77.9       78.5:      22.1       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16         17          7         20         17         39         38:
Old  :        19:         3          4          0          9          3         12          7:
Other:        58:        17         16          7         19         15         38         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       34.7       48.9       50.4       33.5       32.4       41.9       42.2
Old  :                 64.4       74.8       75.6       78.9       64.4       74.8       75.6       78.9
Other:                 37.7       29.9       49.6       49.4       34.6       27.9       44.1       43.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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  : 1,059,947:   211,407    228,862     22,407    735,689    661,136    969,503    912,405:    90,444    147,542
Old  : 1,059,947:   211,407    228,862     22,407    735,689    661,136    969,503    912,405:    90,444    147,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -29,596:    13,320     11,451    -33,515      7,125    -13,079    -13,071    -35,143:   -16,525      5,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       21.6        2.1       69.4       62.4       91.5       86.1:       8.5       13.9
Old  :     100.0:      19.9       21.6        2.1       69.4       62.4       91.5       86.1:       8.5       13.9
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  :       240:        45         37         23         86        122        136        177:
Old  :       240:        45         37         23         86        122        136        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       20.1       43.1       29.0       29.7       20.1       40.5       29.0
Old  :                 31.4       20.1       43.1       29.0       29.7       20.1       40.5       29.0
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, June 24, 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  : 3,013,773:   380,243    382,596    267,090  2,084,232  1,872,984  2,731,565  2,522,670:   282,208    491,103
Old  : 3,013,773:   380,243    382,596    267,090  2,084,232  1,872,984  2,731,565  2,522,670:   282,208    491,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :  -252,158:    48,931    -23,226   -115,892   -156,272    -97,451   -223,233   -236,569:   -28,924    -15,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.7        8.9       69.2       62.1       90.6       83.7:       9.4       16.3
Old  :     100.0:      12.6       12.7        8.9       69.2       62.1       90.6       83.7:       9.4       16.3
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  :       364:        58         95         88        158        182        272        309:
Old  :       364:        58         95         88        158        182        272        309:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       19.3       44.2       23.9       34.6       16.2       40.4       20.1
Old  :                 35.9       19.3       44.2       23.9       34.6       16.2       40.4       20.1
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, June 24, 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  : 2,317,862:   310,683    298,478    124,458  1,653,770  1,508,321  2,088,911  1,931,257:   228,950    386,605
Old  : 2,317,862:   310,683    298,478    124,458  1,653,770  1,508,321  2,088,911  1,931,257:   228,950    386,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :  -121,148:    -9,052    -23,901    -61,996    -41,712    -45,062   -112,760   -130,959:    -8,388      9,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       12.9        5.4       71.3       65.1       90.1       83.3:       9.9       16.7
Old  :     100.0:      13.4       12.9        5.4       71.3       65.1       90.1       83.3:       9.9       16.7
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  :       277:        51         47         45        123        144        193        217:
Old  :       277:        51         47         45        123        144        193        217:
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  :                 29.2       20.0       38.3       28.3       26.7       17.7       34.0       24.2
Old  :                 29.2       20.0       38.3       28.3       26.7       17.7       34.0       24.2
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, June 24, 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  :   418,500:    30,454     88,667     78,801    281,346    198,056    390,601    365,524:    27,899     52,976
Old  :   418,500:    30,454     88,667     78,801    281,346    198,056    390,601    365,524:    27,899     52,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    13,887:       293      1,681      3,605     10,633      9,860     14,530     15,145:      -644     -1,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.2       18.8       67.2       47.3       93.3       87.3:       6.7       12.7
Old  :     100.0:       7.3       21.2       18.8       67.2       47.3       93.3       87.3:       6.7       12.7
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  :        81:        14         21         22         36         40         61         74:
Old  :        81:        14         21         22         36         40         61         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       21.7       59.5       35.3       41.5       18.8       46.6       27.8
Old  :                 50.5       21.7       59.5       35.3       41.5       18.8       46.6       27.8
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, June 24, 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  :    59,418:    14,679     15,369        559     36,353     36,108     51,591     52,037:     7,827      7,381
Old  :    59,418:    14,679     15,369        559     36,353     36,108     51,591     52,037:     7,827      7,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -26,797:    -2,773      1,551     -1,164    -20,923    -26,735    -24,860    -26,347:    -1,937       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       25.9        0.9       61.2       60.8       86.8       87.6:      13.2       12.4
Old  :     100.0:      24.7       25.9        0.9       61.2       60.8       86.8       87.6:      13.2       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        27         27         12         44         25         76         59:
Old  :       110:        27         27         12         44         25         76         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  :                 27.1       37.8       41.0       56.9       27.1       37.8       40.9       56.7
Old  :                 27.1       37.8       41.0       56.9       27.1       37.8       40.9       56.7
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, June 24, 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  :   118,836:    29,358     30,739      1,118     72,706     72,217    103,183    104,074:    15,653     14,762
Old  :   118,836:    29,358     30,739      1,118     72,706     72,217    103,183    104,074:    15,653     14,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -53,593:    -5,547      3,102     -2,327    -41,846    -53,469    -49,720    -52,695:    -3,874       -899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       25.9        0.9       61.2       60.8       86.8       87.6:      13.2       12.4
Old  :     100.0:      24.7       25.9        0.9       61.2       60.8       86.8       87.6:      13.2       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        27         27         12         44         25         76         59:
Old  :       110:        27         27         12         44         25         76         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  :                 27.1       37.8       41.0       56.9       27.1       37.8       40.9       56.7
Old  :                 27.1       37.8       41.0       56.9       27.1       37.8       40.9       56.7
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, June 24, 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  :    15,369:    13,329     14,285        982      1,018        100     15,329     15,367:        40          2
Old  :    15,369:    13,329     14,285        982      1,018        100     15,329     15,367:        40          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -5,529:     1,297       -523     -5,104     -1,699        100     -5,506     -5,527:       -23         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.7       92.9        6.4        6.6        0.7       99.7      100.0:       0.3        0.0
Old  :     100.0:      86.7       92.9        6.4        6.6        0.7       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        17          4          3          2          1         20          7:
Old  :        24:        17          4          3          2          1         20          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  :                 66.3       98.2       86.6      100.0       64.8       93.2       84.3       93.6
Old  :                 66.3       98.2       86.6      100.0       64.8       93.2       84.3       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, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    50,974:     8,246     19,794        347     42,306     30,691     50,899     50,832:        75        142
Old  :    50,974:     8,246     19,794        347     42,306     30,691     50,899     50,832:        75        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :       125:      -433        167         19        543        -66        129        120:        -4          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       38.8        0.7       83.0       60.2       99.9       99.7:       0.1        0.3
Old  :     100.0:      16.2       38.8        0.7       83.0       60.2       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  :        46:         6         14          2         13         14         19         30:
Old  :        46:         6         14          2         13         14         19         30:
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  :                 74.6       54.7       97.1       76.3       73.9       45.2       87.8       66.7
Old  :                 74.6       54.7       97.1       76.3       73.9       45.2       87.8       66.7
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, June 24, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    32,924:     3,650     11,859      1,574     27,641     19,355     32,865     32,788:        59        136
Old  :    32,924:     3,650     11,859      1,574     27,641     19,355     32,865     32,788:        59        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :       599:      -217         -8         50        829        565        662        607:       -63         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       36.0        4.8       84.0       58.8       99.8       99.6:       0.2        0.4
Old  :     100.0:      11.1       36.0        4.8       84.0       58.8       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5         15          2          8         16         14         32:
Old  :        43:         5         15          2          8         16         14         32:
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  :                 79.6       54.8       99.1       75.4       78.4       54.8       90.3       71.0
Old  :                 79.6       54.8       99.1       75.4       78.4       54.8       90.3       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 27, 2014