```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      560,434
COMMITMENTS
  98,839  118,165  191,845  231,061  198,985  521,745  508,995   38,689   51,439

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     14,260)
  -7,306     -850   13,402    9,320    3,480   15,416   16,032   -1,156   -1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     21.1     34.2     41.2     35.5     93.1     90.8      6.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     121      133      160      110      106      323      318
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      156,463
COMMITMENTS
  47,908   30,052   24,910   66,502   73,292  139,319  128,254   17,143   28,209

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     -1,083)
       9    1,198      337     -195   -3,152      150   -1,618   -1,233      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     19.2     15.9     42.5     46.8     89.0     82.0     11.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      48       55       49       57       60      133      143
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,897,919
COMMITMENTS
 427,488  228,998  544,741  777,130  800,924  1749359  1574663  148,560  323,256

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     30,038)
   8,163   24,192   13,786    9,431   -8,390   31,380   29,588   -1,342      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     12.1     28.7     40.9     42.2     92.2     83.0      7.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      761)
     185      171      239      301      349      610      648
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,280
COMMITMENTS
   3,302    2,312    3,182    2,535    2,997    9,019    8,492      261      788

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:        290)
     539      286     -180      -79      120      280      226       11       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     24.9     34.3     27.3     32.3     97.2     91.5      2.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        6       12        8        6       20       19
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,644
COMMITMENTS
   2,095      341    2,596    1,812    3,053    6,503    5,990      142      654

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     -1,284)
    -499     -210     -245     -514     -754   -1,258   -1,209      -26      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      5.1     39.1     27.3     46.0     97.9     90.2      2.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        9        7        8       16       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,027
COMMITMENTS
   2,635      660    1,162    3,225    6,140    7,022    7,962    2,005    1,065

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:       -260)
     408       -0     -209     -316      -71     -117     -281     -143       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      7.3     12.9     35.7     68.0     77.8     88.2     22.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        8        9       15       11       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      852,366
COMMITMENTS
 198,538  140,666  257,921  340,069  320,866  796,528  719,453   55,838  132,913

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     10,315)
 -12,495   26,215   14,204   11,537  -34,888   13,246    5,531   -2,931    4,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     16.5     30.3     39.9     37.6     93.4     84.4      6.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      657)
     183      213      247      179      234      514      557
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,444
COMMITMENTS
  16,204      931       25        2    4,739   16,231    5,695    6,213   16,749

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:        372)
     262     -118       -9       -8     -164      245     -291      127      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.2      4.1      0.1      0.0     21.1     72.3     25.4     27.7     74.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        2        1       15        6       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      392,254
COMMITMENTS
  90,576  105,540   73,941  192,445  177,509  356,962  356,990   35,291   35,263

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:       -394)
    -162   -3,149    4,902   -2,857    2,374    1,883    4,126   -2,276   -4,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     26.9     18.9     49.1     45.3     91.0     91.0      9.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      74      102       92       86       85      219      230
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      847,168
COMMITMENTS
  82,101   75,324   51,303  539,677  543,604  673,081  670,231  174,087  176,937

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     19,754)
   8,484    7,364   -6,184   27,214   28,738   29,514   29,918   -9,760  -10,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      8.9      6.1     63.7     64.2     79.5     79.1     20.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      27       37       36       89       98      138      149
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      490,189
COMMITMENTS
  50,855   37,424    6,017  330,406  352,353  387,278  395,794  102,911   94,395

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:    -22,642)
   4,488   -1,678   -5,209  -25,524  -15,518  -26,245  -22,405    3,603     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      7.6      1.2     67.4     71.9     79.0     80.7     21.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       12        8       46       44       64       58
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,682
COMMITMENTS
   1,473    1,018      598    4,067    4,798    6,138    6,414      544      268

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:        464)
      35      -40       53      345      528      433      541       31      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     15.2      8.9     60.9     71.8     91.9     96.0      8.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        7        5       15       20       30       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      402,253
COMMITMENTS
 100,377   51,308   81,898  169,553  239,702  351,827  372,908   50,426   29,345

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     -5,215)
 -10,594     -304    2,127    7,348   -5,175   -1,119   -3,352   -4,095   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     12.8     20.4     42.2     59.6     87.5     92.7     12.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      86       73       80       93       99      226      209
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,678
COMMITMENTS
   1,180    2,053    1,583    5,656    5,054    8,419    8,690    2,259    1,988

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:        164)
     199       99       28     -228      154       -1      282      165     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     19.2     14.8     53.0     47.3     78.8     81.4     21.2     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       15        8       22       19       41       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,089,544
COMMITMENTS
 198,087  217,410   55,923  728,564  674,215  982,574  947,548  106,970  141,995

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     14,884)
  -4,111   42,825    6,723    8,072  -39,162   10,684   10,385    4,200    4,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     20.0      5.1     66.9     61.9     90.2     87.0      9.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      52       40       30       92      124      153      185
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,265,931
COMMITMENTS
 331,312  405,822  382,982  2240504  1970435  2954798  2759239  311,133  506,692

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:    -28,832)
 -14,053   12,253   -4,644   36,001  -45,243   17,304  -37,634  -46,136    8,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     12.4     11.7     68.6     60.3     90.5     84.5      9.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      59       94       91      171      198      290      323
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,439,009
COMMITMENTS
 319,735  322,378  186,454  1695483  1553383  2201671  2062215  237,338  376,794

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     83,200)
  -4,642   26,904   19,997   81,660   24,190   97,016   71,092  -13,816   12,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     13.2      7.6     69.5     63.7     90.3     84.6      9.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      43       58       54      131      157      202      241
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      404,613
COMMITMENTS
  30,161   86,986   75,196  270,713  188,196  376,070  350,379   28,543   54,234

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     30,683)
   8,867    2,071    8,768   14,038   17,420   31,673   28,258     -991    2,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     21.5     18.6     66.9     46.5     92.9     86.6      7.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      15       23       24       35       40       62       76
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       86,215
COMMITMENTS
  17,452   13,819    1,723   57,276   62,843   76,451   78,384    9,763    7,830

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     17,934)
  -1,288     -973      783   17,407   19,822   16,903   19,633    1,032   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     16.0      2.0     66.4     72.9     88.7     90.9     11.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      34       24       13       51       32       93       62
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      172,429
COMMITMENTS
  34,905   27,637    3,445  114,552  125,686  152,902  156,769   19,527   15,660

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     35,869)
  -2,575   -1,946    1,567   34,814   39,645   33,805   39,266    2,063   -3,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     16.0      2.0     66.4     72.9     88.7     90.9     11.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      34       24       13       51       32       93       62
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       20,898
COMMITMENTS
  12,032   14,808    6,086    2,717        0   20,835   20,894       63        4

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:      6,716)
   1,724    1,561    5,155     -147        0    6,732    6,716      -16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6     70.9     29.1     13.0      0.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      16        3        4        3        0       21        5
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,849
COMMITMENTS
   8,679   19,627      328   41,763   30,757   50,770   50,712       79      137

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:     -6,660)
   6,500    1,133   -3,366   -9,823   -4,408   -6,689   -6,641       29      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     38.6      0.6     82.1     60.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       13        1       12       14       18       28
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,325
COMMITMENTS
   3,867   11,867    1,524   26,812   18,790   32,203   32,181      122      144

CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST:    -12,745)
   3,170   -1,851   -1,817  -14,133   -9,134  -12,780  -12,802       35       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     36.7      4.7     82.9     58.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4       15        2        7       15       12       31
```

----

Updated June 20, 2014