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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, 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  :   376,293:   102,315    135,851     58,041    179,514    136,289    339,870    330,181:    36,423     46,112
Old  :   349,500:    92,711    138,105     51,344    171,475    120,312    315,530    309,761:    33,970     39,739
Other:    26,793:    14,316      2,458      1,985      8,039     15,977     24,340     20,420:     2,453      6,373
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -25,232:   -20,676      8,074    -11,922      4,898    -20,066    -27,700    -23,914:     2,468     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       36.1       15.4       47.7       36.2       90.3       87.7:       9.7       12.3
Old  :     100.0:      26.5       39.5       14.7       49.1       34.4       90.3       88.6:       9.7       11.4
Other:     100.0:      53.4        9.2        7.4       30.0       59.6       90.8       76.2:       9.2       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        91        124        103         97         88        251        260:
Old  :       341:        95        123         97         94         86        244        254:
Other:       109:        14         24          9         27         57         50         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       13.6       28.3       22.1       17.3       12.7       27.3       20.1
Old  :                 19.0       14.6       29.1       23.3       18.9       14.1       28.8       22.1
Other:                 60.8       25.6       71.1       42.0       60.8       24.1       68.4       36.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, 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  :   138,382:    52,056     30,728     10,769     59,033     72,744    121,858    114,241:    16,524     24,141
Old  :   131,918:    51,287     30,610      8,914     55,785     71,220    115,986    110,744:    15,932     21,174
Other:     6,464:     2,474      1,823        150      3,248      1,524      5,872      3,497:       592      2,967
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :      -645:     3,409         48     -1,011     -3,480      2,699     -1,082      1,736:       437     -2,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       22.2        7.8       42.7       52.6       88.1       82.6:      11.9       17.4
Old  :     100.0:      38.9       23.2        6.8       42.3       54.0       87.9       83.9:      12.1       16.1
Other:     100.0:      38.3       28.2        2.3       50.2       23.6       90.8       54.1:       9.2       45.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        50         48         39         54         58        127        129:
Old  :       180:        53         48         37         54         57        126        126:
Other:        59:         5         17          4         10         29         17         49:
     :----------------------------------------------------------------------------------------------------
     :             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       21.4       32.0       32.3       18.8       19.6       28.8       29.3
Old  :                 22.8       22.2       32.0       33.5       19.7       20.5       28.9       30.6
Other:                 79.4       22.6       87.5       32.2       79.4       22.6       86.3       32.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, 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  : 1,362,700:   422,235    284,618    200,853    619,263    623,122  1,242,351  1,108,593:   120,349    254,107
Old  :   619,771:   233,712    234,817     41,914    291,975    260,700    567,601    537,431:    52,170     82,340
Other:   742,929:   315,461    176,739     32,001    327,288    362,422    674,750    571,162:    68,179    171,767
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -43,480:    -5,571     31,714    -35,650     -6,736    -36,399    -47,957    -40,335:     4,477     -3,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       20.9       14.7       45.4       45.7       91.2       81.4:       8.8       18.6
Old  :     100.0:      37.7       37.9        6.8       47.1       42.1       91.6       86.7:       8.4       13.3
Other:     100.0:      42.5       23.8        4.3       44.1       48.8       90.8       76.9:       9.2       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       693:       124        173        168        259        312        500        563:
Old  :       597:       108        142         72        204        262        357        439:
Other:       621:       134        132         81        167        284        345        456:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       13.6       18.8       19.7       10.4        9.9       18.2       14.5
Old  :                 14.6       16.7       27.0       26.8       14.4       16.0       26.8       25.5
Other:                 12.3       18.3       22.5       24.2       12.0       16.5       22.0       21.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, 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  :     7,773:     3,077        723         71      2,385      5,799      5,533      6,593:     2,240      1,180
Old  :     7,773:     3,077        723         71      2,385      5,799      5,533      6,593:     2,240      1,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :       116:       420       -192       -193       -399        348       -172        -37:       288        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        9.3        0.9       30.7       74.6       71.2       84.8:      28.8       15.2
Old  :     100.0:      39.6        9.3        0.9       30.7       74.6       71.2       84.8:      28.8       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          5          5         11         11         30         17:
Old  :        36:        15          5          5         11         11         30         17:
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  :                 38.4       55.3       52.2       73.4       37.2       47.2       46.9       64.9
Old  :                 38.4       55.3       52.2       73.4       37.2       47.2       46.9       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, 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  :   608,364:   196,560    159,156     83,236    281,590    256,785    561,386    499,177:    46,978    109,187
Old  :   117,316:    48,127     21,422      6,343     50,877     70,531    105,347     98,296:    11,969     19,020
Other:   491,048:   182,093    171,394     43,233    230,713    186,254    456,039    400,881:    35,009     90,167
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -8,524:    -1,545      9,489     -3,196     -2,061    -10,448     -6,802     -4,155:    -1,722     -4,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       26.2       13.7       46.3       42.2       92.3       82.1:       7.7       17.9
Old  :     100.0:      41.0       18.3        5.4       43.4       60.1       89.8       83.8:      10.2       16.2
Other:     100.0:      37.1       34.9        8.8       47.0       37.9       92.9       81.6:       7.1       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       604:       160        178        175        158        219        436        478:
Old  :       415:       117         88         35        114        139        251        248:
Other:       571:       152        178        115         98        195        324        426:
     :----------------------------------------------------------------------------------------------------
     :             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       12.1       20.4       18.2       10.7       11.6       18.8       17.2
Old  :                 22.4       18.4       31.7       28.1       21.9       17.5       29.5       27.2
Other:                 12.9       12.9       22.3       19.7       12.4       12.5       21.7       19.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   321,232:   105,277     85,875     33,318    149,403    171,606    287,998    290,799:    33,234     30,433
Old  :    98,173:    36,016     18,001      6,043     43,890     61,296     85,949     85,340:    12,224     12,833
Other:   223,059:    80,828     79,441     15,708    105,513    110,310    202,049    205,459:    21,010     17,600
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -19,091:    -2,086    -16,731     -3,294    -13,084      5,246    -18,464    -14,779:      -627     -4,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       26.7       10.4       46.5       53.4       89.7       90.5:      10.3        9.5
Old  :     100.0:      36.7       18.3        6.2       44.7       62.4       87.5       86.9:      12.5       13.1
Other:     100.0:      36.2       35.6        7.0       47.3       49.5       90.6       92.1:       9.4        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        84         83         78         76         67        203        198:
Old  :       191:        63         34         30         59         59        133        117:
Other:       248:        73         83         51         66         43        167        153:
     :----------------------------------------------------------------------------------------------------
     :             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       27.8       21.8       37.3       11.1       23.7       20.4       32.2
Old  :                 22.5       25.6       31.6       37.9       19.3       24.2       28.1       34.2
Other:                 16.0       28.9       27.8       40.8       15.8       26.6       27.6       37.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, 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  :   739,097:    78,009     68,187     10,776    495,741    498,625    584,526    577,588:   154,571    161,509
Old  :   739,097:    78,009     68,187     10,776    495,741    498,625    584,526    577,588:   154,571    161,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -16,969:    -7,234    -11,496       -956     -5,006     -3,563    -13,196    -16,015:    -3,773       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.2        1.5       67.1       67.5       79.1       78.1:      20.9       21.9
Old  :     100.0:      10.6        9.2        1.5       67.1       67.5       79.1       78.1:      20.9       21.9
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  :       172:        29         28         15         76         85        113        120:
Old  :       172:        29         28         15         76         85        113        120:
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  :                 23.9       15.5       34.8       26.2       21.1       12.4       29.2       20.1
Old  :                 23.9       15.5       34.8       26.2       21.1       12.4       29.2       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, 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  :   481,349:    49,524     38,006      4,616    326,201    348,982    380,341    391,604:   101,008     89,745
Old  :   481,349:    49,524     38,006      4,616    326,201    348,982    380,341    391,604:   101,008     89,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -6,363:    -1,331        396       -846     -3,602     -2,098     -5,779     -2,548:      -584     -3,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.9        1.0       67.8       72.5       79.0       81.4:      21.0       18.6
Old  :     100.0:      10.3        7.9        1.0       67.8       72.5       79.0       81.4:      21.0       18.6
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  :        83:        12         13          7         43         44         60         59:
Old  :        83:        12         13          7         43         44         60         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  :                 27.4       42.1       43.2       54.0       23.7       39.9       34.4       48.0
Old  :                 27.4       42.1       43.2       54.0       23.7       39.9       34.4       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   313,281:    96,894     60,826     27,759    142,371    195,063    267,024    283,648:    46,257     29,633
Old  :   100,985:    27,971     15,615      4,135     48,495     67,976     80,601     87,726:    20,384     13,259
Other:   212,296:    79,279     55,567     13,268     93,876    127,087    186,423    195,922:    25,873     16,374
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -5,666:    -8,450        316        898      1,448     -9,459     -6,104     -8,245:       438      2,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       19.4        8.9       45.4       62.3       85.2       90.5:      14.8        9.5
Old  :     100.0:      27.7       15.5        4.1       48.0       67.3       79.8       86.9:      20.2       13.1
Other:     100.0:      37.3       26.2        6.2       44.2       59.9       87.8       92.3:      12.2        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        75         71         65         84         88        203        187:
Old  :       187:        45         38         29         76         72        137        125:
Other:       231:        69         66         42         64         63        162        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       28.5       20.3       38.7        9.0       21.5       16.3       30.4
Old  :                 25.8       23.4       36.5       32.7       24.4       18.8       33.9       27.2
Other:                 11.0       32.8       20.0       44.5       10.4       30.3       19.2       41.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, 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  :     9,147:     1,225      2,102        815      5,082      4,286      7,122      7,203:     2,025      1,944
Old  :     2,049:        28        385          0      1,552      1,231      1,580      1,616:       469        433
Other:     7,098:     1,482      2,002        530      3,530      3,055      5,542      5,587:     1,556      1,511
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :      -206:      -190         55         31         41       -425       -118       -339:       -88        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       23.0        8.9       55.6       46.9       77.9       78.7:      22.1       21.3
Old  :     100.0:       1.4       18.8        0.0       75.7       60.1       77.1       78.9:      22.9       21.1
Other:     100.0:      20.9       28.2        7.5       49.7       43.0       78.1       78.7:      21.9       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15         17          6         20         16         38         36:
Old  :        19:         3          4          0          9          3         12          7:
Other:        57:        16         16          6         18         14         36         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.7       35.5       49.7       51.1       34.5       34.4       43.4       44.6
Old  :                 64.4       74.8       75.6       78.9       64.4       74.8       75.6       78.9
Other:                 40.3       30.8       51.3       50.2       37.2       29.3       46.2       45.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, 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  : 1,040,201:   213,156    232,556      9,243    728,714    652,532    951,113    894,331:    89,088    145,870
Old  : 1,040,201:   213,156    232,556      9,243    728,714    652,532    951,113    894,331:    89,088    145,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    -1,094:     9,181      2,008     -5,887     12,993     -5,541     16,287     -9,420:   -17,381      8,326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       22.4        0.9       70.1       62.7       91.4       86.0:       8.6       14.0
Old  :     100.0:      20.5       22.4        0.9       70.1       62.7       91.4       86.0:       8.6       14.0
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  :       240:        40         42         16         84        122        128        176:
Old  :       240:        40         42         16         84        122        128        176:
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  :                 31.8       20.4       43.7       29.6       30.2       20.4       41.3       29.5
Old  :                 31.8       20.4       43.7       29.6       30.2       20.4       41.3       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, 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  : 2,585,200:   402,746    430,038     37,659  1,884,109  1,654,286  2,324,514  2,121,983:   260,686    463,217
Old  : 2,585,200:   402,746    430,038     37,659  1,884,109  1,654,286  2,324,514  2,121,983:   260,686    463,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -15,886:    37,024    -21,514     -1,830    -32,353      8,787      2,841    -14,557:   -18,727     -1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       16.6        1.5       72.9       64.0       89.9       82.1:      10.1       17.9
Old  :     100.0:      15.6       16.6        1.5       72.9       64.0       89.9       82.1:      10.1       17.9
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  :       356:        50         99         39        126        165        202        277:
Old  :       356:        50         99         39        126        165        202        277:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       21.2       50.3       26.4       40.2       18.5       47.9       23.1
Old  :                 41.7       21.2       50.3       26.4       40.2       18.5       47.9       23.1
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 - Futures Only, 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  : 2,122,197:   302,546    286,853     28,667  1,571,932  1,432,172  1,903,145  1,747,692:   219,052    374,505
Old  : 2,122,197:   302,546    286,853     28,667  1,571,932  1,432,172  1,903,145  1,747,692:   219,052    374,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :     8,668:    -9,796    -26,618        907     14,410     14,467      5,521    -11,244:     3,147     19,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       13.5        1.4       74.1       67.5       89.7       82.4:      10.3       17.6
Old  :     100.0:      14.3       13.5        1.4       74.1       67.5       89.7       82.4:      10.3       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        38         57         26        110        135        166        200:
Old  :       273:        38         57         26        110        135        166        200:
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  :                 31.9       21.8       41.7       30.8       29.1       19.3       37.1       26.4
Old  :                 31.9       21.8       41.7       30.8       29.1       19.3       37.1       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, 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  :   417,521:    30,368     88,677     78,486    281,274    197,922    390,128    365,085:    27,393     52,436
Old  :   417,521:    30,368     88,677     78,486    281,274    197,922    390,128    365,085:    27,393     52,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :    13,915:       426      1,699      3,699     10,634      9,862     14,759     15,260:      -844     -1,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       21.2       18.8       67.4       47.4       93.4       87.4:       6.6       12.6
Old  :     100.0:       7.3       21.2       18.8       67.4       47.4       93.4       87.4:       6.6       12.6
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  :        81:        14         21         21         36         40         60         74:
Old  :        81:        14         21         21         36         40         60         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  :                 50.6       21.7       59.6       35.4       41.6       18.9       46.7       27.9
Old  :                 50.6       21.7       59.6       35.4       41.6       18.9       46.7       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, 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  :    58,112:    14,579     15,334        216     35,549     35,279     50,343     50,828:     7,769      7,284
Old  :    58,112:    14,579     15,334        216     35,549     35,279     50,343     50,828:     7,769      7,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -25,357:    -2,911      1,568       -531    -20,020    -26,066    -23,462    -25,029:    -1,895       -328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       26.4        0.4       61.2       60.7       86.6       87.5:      13.4       12.5
Old  :     100.0:      25.1       26.4        0.4       61.2       60.7       86.6       87.5:      13.4       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        27         27          7         43         21         72         53:
Old  :       110:        27         27          7         43         21         72         53:
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  :                 27.8       38.7       41.9       58.2       27.7       38.7       41.9       58.0
Old  :                 27.8       38.7       41.9       58.2       27.7       38.7       41.9       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, 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  :   116,223:    29,157     30,667        432     71,097     70,557    100,686    101,656:    15,537     14,567
Old  :   116,223:    29,157     30,667        432     71,097     70,557    100,686    101,656:    15,537     14,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 17, 2014                        :
     :   -50,713:    -5,822      3,136     -1,062    -40,039    -52,131    -46,923    -50,057:    -3,790       -656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       26.4        0.4       61.2       60.7       86.6       87.5:      13.4       12.5
Old  :     100.0:      25.1       26.4        0.4       61.2       60.7       86.6       87.5:      13.4       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        27         27          7         43         21         72         53:
Old  :       110:        27         27          7         43         21         72         53:
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  :                 27.8       38.7       41.9       58.2       27.7       38.7       41.9       58.0
Old  :                 27.8       38.7       41.9       58.2       27.7       38.7       41.9       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, 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 - Futures Only, 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 - Futures Only, 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