```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      502,691
COMMITMENTS
 121,966  100,117  151,298  194,814  200,685  468,078  452,101   34,613   50,590

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -2,107)
     386    5,319  -13,078   12,215    4,864     -478   -2,896   -1,629      789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     19.9     30.1     38.8     39.9     93.1     89.9      6.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     114      119      149       90      107      291      298
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      158,381
COMMITMENTS
  49,247   24,423   21,574   70,086   84,921  140,908  130,919   17,474   27,463

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -5,280)
  -2,998   -1,017   -4,247    2,894   -1,020   -4,351   -6,285     -929    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     15.4     13.6     44.3     53.6     89.0     82.7     11.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      52       41       43       55       66      131      131
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,747,759
COMMITMENTS
 409,703  156,318  457,711  740,057  822,088  1607472  1436118  140,288  311,642

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:    -11,145)
  -3,298   23,518  -14,020    8,627  -24,337   -8,691  -14,839   -2,453    3,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      8.9     26.2     42.3     47.0     92.0     82.2      8.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      769)
     191      156      225      300      369      601      649
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,844
COMMITMENTS
   3,662      583    2,746    2,724    5,274    9,132    8,603      711    1,241

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -885)
   1,388     -134     -814   -1,894     -252   -1,319   -1,200      434      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      5.9     27.9     27.7     53.6     92.8     87.4      7.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6        9        7       10       16       23
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,666
COMMITMENTS
   1,658      720    1,220    3,753    5,579    6,631    7,519    2,035    1,147

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         89)
      74       23      -60      -54       58      -41       21      130       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      8.3     14.1     43.3     64.4     76.5     86.8     23.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        7        9       15       11       33       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      816,108
COMMITMENTS
 223,497   81,707  220,685  312,388  391,451  756,570  693,843   59,538  122,265

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     17,830)
   3,616   -6,073    3,960    9,285   15,099   16,861   12,985      969    4,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     10.0     27.0     38.3     48.0     92.7     85.0      7.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      640)
     198      185      224      162      232      486      527
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,237
COMMITMENTS
  14,977      925       38       14    4,909   15,029    5,872    6,208   15,365

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,125)
   1,833       21      -23       -5      631    1,805      629      320    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.5      4.4      0.2      0.1     23.1     70.8     27.6     29.2     72.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        2        2       14        7       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      354,371
COMMITMENTS
  94,161   87,484   61,521  166,985  172,039  322,667  321,044   31,704   33,327

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -2,899)
   2,943     -505   -1,563   -3,122   -2,337   -1,742   -4,405   -1,157    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     24.7     17.4     47.1     48.5     91.1     90.6      8.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      74       90       82       83       78      213      203
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      893,254
COMMITMENTS
 107,300   55,124   75,293  521,594  545,389  704,187  675,807  189,067  217,447

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:    -54,733)
 -11,091   -1,929   -8,976   -8,082  -26,094  -28,149  -36,999  -26,584  -17,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      6.2      8.4     58.4     61.1     78.8     75.7     21.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      33       26       35       85       91      136      134
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      526,252
COMMITMENTS
  56,713   46,425   11,659  350,839  361,845  419,212  419,930  107,040  106,323

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     21,010)
   1,273   -4,719    6,453   11,655    1,095   19,381    2,829    1,629   18,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      8.8      2.2     66.7     68.8     79.7     79.8     20.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       13       11       47       40       66       57
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,130
COMMITMENTS
   1,513    1,013      945    4,232    4,908    6,690    6,866      440      264

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -95)
     242       13        0     -232     -107       10      -94     -105       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     14.2     13.3     59.4     68.8     93.8     96.3      6.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        5        6       16       18       32       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      393,610
COMMITMENTS
 115,764   48,692   72,574  150,373  241,073  338,710  362,338   54,900   31,271

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      8,985)
   1,334   -1,711    2,873    4,672    5,478    8,879    6,640      106    2,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     12.4     18.4     38.2     61.2     86.1     92.1     13.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      93       60       74       87       95      221      193
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,841
COMMITMENTS
   1,642      834    1,012    4,168    5,465    6,822    7,311    2,019    1,530

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -452)
    -117       38       59     -315     -603     -373     -506      -78       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      9.4     11.5     47.1     61.8     77.2     82.7     22.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15        6        7       22       16       41       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,224,230
COMMITMENTS
 252,840  197,567   75,939  779,221  805,134  1108000  1078641  116,230  145,589

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:    -51,270)
  11,624    4,728  -12,687  -40,257  -39,129  -41,321  -47,089   -9,949   -4,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     16.1      6.2     63.6     65.8     90.5     88.1      9.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      50       37       40      103      130      168      193
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,241,032
COMMITMENTS
 380,302  357,426  242,961  2223006  2070512  2846269  2670899  394,763  570,133

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:   -317,191)
 -51,867  -25,097 -171,332 -113,639 -154,561 -336,838 -350,991   19,647   33,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     11.0      7.5     68.6     63.9     87.8     82.4     12.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      69       70       82      161      191      276      297
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,356,893
COMMITMENTS
 255,008  295,643  159,319  1649419  1483054  2063745  1938015  293,148  418,878

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:   -130,864)
 -24,167   17,473  -50,271  -59,249 -106,543 -133,687 -139,341    2,823    8,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     12.5      6.8     70.0     62.9     87.6     82.2     12.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      31       58       46      122      151      187      221
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      368,565
COMMITMENTS
  21,074   78,892   58,439  259,809  174,327  339,321  311,658   29,243   56,907

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      6,113)
     923    5,030    2,000    2,928    2,178    5,851    9,208      262   -3,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     21.4     15.9     70.5     47.3     92.1     84.6      7.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15       24       23       35       36       62       72
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,861
COMMITMENTS
  18,398   13,813    1,329   38,640   43,093   58,367   58,235    8,494    8,626

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,856)
   2,094   -3,088      596      292    6,232    2,983    3,741      873      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     20.7      2.0     57.8     64.5     87.3     87.1     12.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      34       28       12       41       25       81       59
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      133,721
COMMITMENTS
  36,795   27,627    2,658   77,281   86,186  116,734  116,470   16,988   17,252

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      7,711)
   4,189   -6,176    1,193      585   12,464    5,966    7,481    1,746      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     20.7      2.0     57.8     64.5     87.3     87.1     12.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      34       28       12       41       25       81       59
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,523
COMMITMENTS
  13,219   15,465    1,040    2,209        0   16,468   16,505       55       18

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -53)
    -515      -38      -16      486        0      -45      -54       -8        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.0     93.6      6.3     13.4      0.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        5        3        2        0       19        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,786
COMMITMENTS
   2,111   18,816      375   52,259   35,446   54,745   54,637       41      149

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -2,728)
  -2,184   -1,181        0     -541   -1,583   -2,725   -2,764       -3       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     34.3      0.7     95.4     64.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       14        1       13       12       17       27
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       43,604
COMMITMENTS
     444   16,588        0   43,091   26,961   43,535   43,549       69       55

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -1,366)
    -173      864     -107   -1,084   -1,771   -1,364   -1,014       -2     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     38.0      0.0     98.8     61.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2       20        0        7       15        9       35
```

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Updated May 30, 2014