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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 3, 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  :   386,068:   130,617    116,138     57,268    164,025    162,191    351,910    335,597:    34,158     50,471
Old  :   367,995:   128,458    117,929     52,201    156,012    153,054    336,671    323,184:    31,324     44,811
Other:    18,073:     5,541      1,591      1,685      8,013      9,137     15,239     12,413:     2,834      5,660
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :     4,007:     1,457     11,143    -10,368     10,037       -886      1,126       -111:     2,881      4,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       30.1       14.8       42.5       42.0       91.2       86.9:       8.8       13.1
Old  :     100.0:      34.9       32.0       14.2       42.4       41.6       91.5       87.8:       8.5       12.2
Other:     100.0:      30.7        8.8        9.3       44.3       50.6       84.3       68.7:      15.7       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        98        128        107         87         98        252        275:
Old  :       353:        99        130        101         84         97        243        272:
Other:       111:        17         26          9         26         58         52         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       14.8       26.1       23.4       15.1       12.0       24.6       19.1
Old  :                 16.3       15.4       26.5       24.3       15.9       12.9       25.5       20.6
Other:                 33.6       22.1       51.7       33.4       32.7       17.8       47.7       27.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 3, 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  :   144,935:    51,715     28,265      9,880     66,434     79,559    128,029    117,704:    16,906     27,231
Old  :   140,538:    51,541     28,360      9,149     63,859     78,482    124,549    115,991:    15,989     24,547
Other:     4,397:       833        564         72      2,575      1,077      3,480      1,713:       917      2,684
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :     2,114:     2,421      1,864        -15       -664     -1,422      1,742        427:       372      1,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       19.5        6.8       45.8       54.9       88.3       81.2:      11.7       18.8
Old  :     100.0:      36.7       20.2        6.5       45.4       55.8       88.6       82.5:      11.4       17.5
Other:     100.0:      18.9       12.8        1.6       58.6       24.5       79.1       39.0:      20.9       61.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        53         46         41         55         61        127        132:
Old  :       181:        54         46         38         53         60        124        129:
Other:        56:         7         14          3         10         29         17         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       23.5       35.3       34.3       20.8       21.4       31.0       31.2
Old  :                 24.4       24.1       35.0       35.2       20.5       22.1       30.3       32.1
Other:                 55.3       14.7       74.2       21.6       55.3       14.7       73.4       21.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 3, 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  : 1,357,565:   422,981    205,090    216,302    605,599    680,744  1,244,882  1,102,136:   112,683    255,429
Old  :   760,652:   320,817    245,760     66,221    320,413    339,110    707,451    651,091:    53,201    109,561
Other:   596,913:   231,359     88,525     20,886    285,186    341,634    537,431    451,045:    59,482    145,868
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    24,855:    14,468     17,885     13,344     -4,121     -9,087     23,691     22,142:     1,164      2,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       15.1       15.9       44.6       50.1       91.7       81.2:       8.3       18.8
Old  :     100.0:      42.2       32.3        8.7       42.1       44.6       93.0       85.6:       7.0       14.4
Other:     100.0:      38.8       14.8        3.5       47.8       57.2       90.0       75.6:      10.0       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       702:       150        152        166        242        326        493        564:
Old  :       656:       138        156         82        192        287        378        479:
Other:       592:       124        108         73        157        291        316        438:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       15.3       20.0       21.7       10.5       10.5       18.3       15.5
Old  :                 15.4       16.8       26.4       26.1       15.4       13.9       26.4       21.4
Other:                 16.1       21.3       27.6       26.2       16.0       17.8       26.4       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 3, 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  :     8,275:     2,324      1,123        481      3,302      5,535      6,107      7,139:     2,168      1,136
Old  :     8,275:     2,324      1,123        481      3,302      5,535      6,107      7,139:     2,168      1,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       856:       734        265        -78         10        638        666        825:       190         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       13.6        5.8       39.9       66.9       73.8       86.3:      26.2       13.7
Old  :     100.0:      28.1       13.6        5.8       39.9       66.9       73.8       86.3:      26.2       13.7
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  :        34:         9          9          7         12         11         27         21:
Old  :        34:         9          9          7         12         11         27         21:
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  :                 37.6       50.7       54.2       72.9       36.8       40.6       46.0       57.4
Old  :                 37.6       50.7       54.2       72.9       36.8       40.6       46.0       57.4
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 3, 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  :   628,560:   221,170    118,881     69,520    287,291    332,142    577,981    520,543:    50,579    108,017
Old  :   279,289:   150,286     48,600     14,367     88,344    185,012    252,997    247,979:    26,292     31,310
Other:   349,271:    95,327     94,724     30,710    198,947    147,130    324,984    272,564:    24,287     76,707
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    10,259:    -7,369     14,400      5,677     14,097    -12,749     12,405      7,328:    -2,146      2,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       18.9       11.1       45.7       52.8       92.0       82.8:       8.0       17.2
Old  :     100.0:      53.8       17.4        5.1       31.6       66.2       90.6       88.8:       9.4       11.2
Other:     100.0:      27.3       27.1        8.8       57.0       42.1       93.0       78.0:       7.0       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       603:       168        177        170        147        216        426        470:
Old  :       521:       161        136         72        102        165        310        329:
Other:       514:       124        162         99        103        187        293        386:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       14.8       19.7       22.0       10.3       11.7       18.4       17.1
Old  :                 14.9       21.8       26.7       32.6       14.9       20.6       26.3       29.2
Other:                 15.6       14.2       24.7       21.1       15.2       13.3       23.8       19.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,733:    15,570      1,021         43         11      4,862     15,624      5,926:     6,109     15,807
Old  :     3,164:     2,575        175          0         11        573      2,586        748:       578      2,416
Other:    18,569:    13,025        876         13          0      4,289     13,038      5,178:     5,531     13,391
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       496:       593         96          5         -3        -47        595         54:       -99        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6        4.7        0.2        0.1       22.4       71.9       27.3:      28.1       72.7
Old  :     100.0:      81.4        5.5        0.0        0.3       18.1       81.7       23.6:      18.3       76.4
Other:     100.0:      70.1        4.7        0.1        0.0       23.1       70.2       27.9:      29.8       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          1          2         14          7         17:
Old  :        21:         5          2          0          2         13          7         15:
Other:        19:         2          3          1          0         14          3         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 71.6       12.7       71.9       19.1       71.6       12.7       71.6       18.8
Old  :                 80.9       21.0       81.7       22.6       80.9       20.7       81.5       22.4
Other:                 70.2       12.0       70.2       18.8       70.1       11.9       70.1       18.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 3, 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  :   334,196:   106,129    101,630     38,753    158,181    156,571    303,063    296,954:    31,133     37,242
Old  :   192,979:    82,882     97,315      9,850     84,415     58,790    177,147    165,955:    15,832     27,024
Other:   141,217:    43,773     24,841      8,377     73,766     97,781    125,916    130,999:    15,301     10,218
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    18,520:     3,745     16,308      2,795     11,550     -5,084     18,090     14,019:       430      4,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       30.4       11.6       47.3       46.9       90.7       88.9:       9.3       11.1
Old  :     100.0:      42.9       50.4        5.1       43.7       30.5       91.8       86.0:       8.2       14.0
Other:     100.0:      31.0       17.6        5.9       52.2       69.2       89.2       92.8:      10.8        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        86         79         81         80         66        205        198:
Old  :       256:        78         77         37         73         58        163        163:
Other:       196:        66         44         36         60         40        143        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       22.8       20.1       31.6       10.9       18.2       19.1       26.3
Old  :                 14.6       14.0       26.8       25.3       14.6       13.5       26.8       23.9
Other:                 17.5       43.2       26.6       57.1       16.7       39.7       25.7       52.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 3, 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  :   718,749:    89,976     66,159     17,162    435,867    459,458    543,005    542,779:   175,744    175,970
Old  :   718,749:    89,976     66,159     17,162    435,867    459,458    543,005    542,779:   175,744    175,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :  -112,010:   -18,255      6,918    -32,398    -58,628    -58,161   -109,281    -83,641:    -2,729    -28,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.2        2.4       60.6       63.9       75.5       75.5:      24.5       24.5
Old  :     100.0:      12.5        9.2        2.4       60.6       63.9       75.5       75.5:      24.5       24.5
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  :       167:        29         28         16         78         85        115        121:
Old  :       167:        29         28         16         78         85        115        121:
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  :                 17.2       15.5       28.6       25.7       14.4       12.2       22.9       20.1
Old  :                 17.2       15.5       28.6       25.7       14.4       12.2       22.9       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 3, 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  :   545,000:    54,126     37,538     16,733    373,482    395,759    444,341    450,030:   100,659     94,970
Old  :   545,000:    54,126     37,538     16,733    373,482    395,759    444,341    450,030:   100,659     94,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    19,557:    -2,587     -8,997      5,288     22,844     34,359     25,545     30,650:    -5,988    -11,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        6.9        3.1       68.5       72.6       81.5       82.6:      18.5       17.4
Old  :     100.0:       9.9        6.9        3.1       68.5       72.6       81.5       82.6:      18.5       17.4
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  :        82:        11         12         10         48         44         66         59:
Old  :        82:        11         12         10         48         44         66         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  :                 23.8       44.1       38.7       55.1       21.0       34.8       31.2       41.1
Old  :                 23.8       44.1       38.7       55.1       21.0       34.8       31.2       41.1
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 3, 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  :     6,551:     1,513      1,190        655      3,952      4,530      6,120      6,375:       431        176
Old  :     6,551:     1,513      1,190        655      3,952      4,530      6,120      6,375:       431        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -579:         0        177       -290       -280       -378       -570       -491:        -9        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       18.2       10.0       60.3       69.1       93.4       97.3:       6.6        2.7
Old  :     100.0:      23.1       18.2       10.0       60.3       69.1       93.4       97.3:       6.6        2.7
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  :        47:        12          8          5         17         22         33         32:
Old  :        47:        12          8          5         17         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  :                 36.7       45.9       58.8       64.6       20.7       22.1       31.4       32.2
Old  :                 36.7       45.9       58.8       64.6       20.7       22.1       31.4       32.2
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 3, 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  :   324,171:   118,004     56,399     24,751    131,988    214,812    274,743    295,962:    49,428     28,209
Old  :   194,953:    94,200     39,908      7,787     61,252    128,743    163,239    176,438:    31,714     18,515
Other:   129,218:    33,006     25,693      7,762     70,736     86,069    111,504    119,524:    17,714      9,694
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :     7,385:       -85      1,332      2,783      5,372      4,006      8,070      8,121:      -685       -736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       17.4        7.6       40.7       66.3       84.8       91.3:      15.2        8.7
Old  :     100.0:      48.3       20.5        4.0       31.4       66.0       83.7       90.5:      16.3        9.5
Other:     100.0:      25.5       19.9        6.0       54.7       66.6       86.3       92.5:      13.7        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        83         67         69         78         90        208        184:
Old  :       241:        82         53         43         66         78        175        149:
Other:       183:        50         44         33         63         56        135        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       28.7       16.5       38.9        8.1       23.9       14.2       33.9
Old  :                 14.1       28.3       23.3       37.8       13.6       27.4       22.4       36.3
Other:                 17.3       35.2       29.8       48.6       17.0       31.6       28.7       42.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,393:     1,590      1,129        468      4,457      5,057      6,515      6,654:     1,878      1,739
Old  :     4,345:     1,008        853          0      2,083      2,486      3,091      3,339:     1,254      1,006
Other:     4,048:       841        535        209      2,374      2,571      3,424      3,315:       624        733
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       287:       -44        266       -173        552       -142        335        -49:       -48        336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       13.5        5.6       53.1       60.3       77.6       79.3:      22.4       20.7
Old  :     100.0:      23.2       19.6        0.0       47.9       57.2       71.1       76.8:      28.9       23.2
Other:     100.0:      20.8       13.2        5.2       58.6       63.5       84.6       81.9:      15.4       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        18          9          7         21         15         41         30:
Old  :        41:        12          8          0         14          7         26         15:
Other:        37:        11          6          5         15         11         30         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       46.4       47.1       60.0       33.7       44.2       46.5       54.7
Old  :                 36.5       60.5       49.8       69.7       36.5       60.5       49.8       69.7
Other:                 40.5       45.2       57.5       67.8       40.5       43.6       57.2       62.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 3, 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  : 1,098,179:   253,965    196,135     16,940    716,395    743,102    987,300    956,177:   110,879    142,002
Old  : 1,098,179:   253,965    196,135     16,940    716,395    743,102    987,300    956,177:   110,879    142,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :  -104,730:      -726     -4,820    -40,543    -59,043    -57,395   -100,312   -102,758:    -4,418     -1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       17.9        1.5       65.2       67.7       89.9       87.1:      10.1       12.9
Old  :     100.0:      23.1       17.9        1.5       65.2       67.7       89.9       87.1:      10.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        43         41         21         83        121        133        176:
Old  :       239:        43         41         21         83        121        133        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  :                 26.4       19.9       36.9       31.2       21.1       19.4       30.5       29.3
Old  :                 26.4       19.9       36.9       31.2       21.1       19.4       30.5       29.3
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 3, 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  : 2,580,717:   383,136    426,431     37,242  1,824,338  1,660,896  2,244,716  2,124,569:   336,001    456,148
Old  : 2,580,717:   383,136    426,431     37,242  1,824,338  1,660,896  2,244,716  2,124,569:   336,001    456,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :  -260,320:     3,792     28,009    -41,416   -191,531   -159,498   -229,155   -172,905:   -31,165    -87,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       16.5        1.4       70.7       64.4       87.0       82.3:      13.0       17.7
Old  :     100.0:      14.8       16.5        1.4       70.7       64.4       87.0       82.3:      13.0       17.7
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  :       358:        57         89         41        126        176        214        275:
Old  :       358:        57         89         41        126        176        214        275:
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  :                 35.6       20.7       45.7       26.0       34.1       18.3       42.7       23.0
Old  :                 35.6       20.7       45.7       26.0       34.1       18.3       42.7       23.0
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 3, 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  : 2,043,721:   323,148    279,473     28,197  1,461,295  1,390,759  1,812,640  1,698,429:   231,081    345,292
Old  : 2,043,721:   323,148    279,473     28,197  1,461,295  1,390,759  1,812,640  1,698,429:   231,081    345,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :  -155,649:    61,149    -28,173    -35,590   -125,509    -26,725    -99,950    -90,488:   -55,699    -65,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       13.7        1.4       71.5       68.1       88.7       83.1:      11.3       16.9
Old  :     100.0:      15.8       13.7        1.4       71.5       68.1       88.7       83.1:      11.3       16.9
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  :       281:        38         61         25        114        146        170        214:
Old  :       281:        38         61         25        114        146        170        214:
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  :                 33.6       22.2       42.6       30.4       30.9       19.8       37.9       26.9
Old  :                 33.6       22.2       42.6       30.4       30.9       19.8       37.9       26.9
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 3, 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  :   345,693:    14,617     71,054     56,216    246,345    165,086    317,178    292,356:    28,515     53,337
Old  :   345,693:    14,617     71,054     56,216    246,345    165,086    317,178    292,356:    28,515     53,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :   -21,681:    -6,324     -7,869     -1,636    -13,330     -9,059    -21,290    -18,564:      -391     -3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       20.6       16.3       71.3       47.8       91.8       84.6:       8.2       15.4
Old  :     100.0:       4.2       20.6       16.3       71.3       47.8       91.8       84.6:       8.2       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        12         26         21         34         38         58         74:
Old  :        81:        12         26         21         34         38         58         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  :                 50.3       19.3       59.3       31.1       43.8       15.5       48.3       23.9
Old  :                 50.3       19.3       59.3       31.1       43.8       15.5       48.3       23.9
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 3, 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  :    63,905:    17,811     14,052        320     36,448     40,580     54,579     54,951:     9,326      8,954
Old  :    63,905:    17,811     14,052        320     36,448     40,580     54,579     54,951:     9,326      8,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -719:      -502        370       -306       -807     -1,268     -1,615     -1,204:       896        485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       22.0        0.5       57.0       63.5       85.4       86.0:      14.6       14.0
Old  :     100.0:      27.9       22.0        0.5       57.0       63.5       85.4       86.0:      14.6       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  :       113:        30         28          6         36         25         68         57:
Old  :       113:        30         28          6         36         25         68         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       37.2       39.0       54.3       24.5       36.9       39.0       53.9
Old  :                 24.5       37.2       39.0       54.3       24.5       36.9       39.0       53.9
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 3, 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  :   127,809:    35,622     28,104        639     72,896     81,159    109,157    109,902:    18,652     17,907
Old  :   127,809:    35,622     28,104        639     72,896     81,159    109,157    109,902:    18,652     17,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    -1,438:    -1,004        740       -612     -1,614     -2,535     -3,230     -2,407:     1,792        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       22.0        0.5       57.0       63.5       85.4       86.0:      14.6       14.0
Old  :     100.0:      27.9       22.0        0.5       57.0       63.5       85.4       86.0:      14.6       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  :       113:        30         28          6         36         25         68         57:
Old  :       113:        30         28          6         36         25         68         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       37.2       39.0       54.3       24.5       36.9       39.0       53.9
Old  :                 24.5       37.2       39.0       54.3       24.5       36.9       39.0       53.9
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 3, 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  :    15,719:    12,426     14,703        996      2,239          0     15,661     15,699:        58         20
Old  :    15,719:    12,426     14,703        996      2,239          0     15,661     15,699:        58         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -804:      -793       -762        -44         30          0       -807       -806:         3          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       93.5        6.3       14.2        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      79.1       93.5        6.3       14.2        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        16          4          4          2          0         20          6:
Old  :        22:        16          4          4          2          0         20          6:
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  :                 66.6       98.3       84.8       99.9       65.1       93.5       82.3       93.5
Old  :                 66.6       98.3       84.8       99.9       65.1       93.5       82.3       93.5
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 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    54,544:     2,303     18,531        392     51,374     34,266     54,069     53,189:       475      1,355
Old  :    54,544:     2,303     18,531        392     51,374     34,266     54,069     53,189:       475      1,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -242:       192       -285         17       -885     -1,180       -676     -1,448:       434      1,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       34.0        0.7       94.2       62.8       99.1       97.5:       0.9        2.5
Old  :     100.0:       4.2       34.0        0.7       94.2       62.8       99.1       97.5:       0.9        2.5
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  :        43:         5         14          1         13         12         18         27:
Old  :        43:         5         14          1         13         12         18         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       50.4       96.2       75.2       80.4       41.5       87.4       66.3
Old  :                 82.4       50.4       96.2       75.2       80.4       41.5       87.4       66.3
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 3, 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  :    44,300:       690     17,070      1,391     42,145     25,696     44,226     44,157:        74        143
Old  :    44,300:       690     17,070      1,391     42,145     25,696     44,226     44,157:        74        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       696:       246        482      1,391       -946     -1,265        691        608:         5         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       38.5        3.1       95.1       58.0       99.8       99.7:       0.2        0.3
Old  :     100.0:       1.6       38.5        3.1       95.1       58.0       99.8       99.7:       0.2        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  :        40:         2         18          2          7         14         11         32:
Old  :        40:         2         18          2          7         14         11         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  :                 85.5       60.0       99.3       78.0       85.5       56.9       91.9       73.3
Old  :                 85.5       60.0       99.3       78.0       85.5       56.9       91.9       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 6, 2014