```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      504,797
COMMITMENTS
 121,581   94,798  164,376  182,599  195,822  468,556  454,996   36,241   49,801

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     14,690)
  -7,674    8,786   14,087    9,123   -8,259   15,536   14,614     -846       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     18.8     32.6     36.2     38.8     92.8     90.1      7.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     122      129      159       90      109      300      320
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      163,661
COMMITMENTS
  52,245   25,440   25,822   67,192   85,941  145,259  137,203   18,402   26,458

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        958)
    -712     -486    1,171    2,220      471    2,680    1,156   -1,721     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     15.5     15.8     41.1     52.5     88.8     83.8     11.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      59       41       43       54       69      133      135
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,758,904
COMMITMENTS
 413,001  132,801  471,731  731,430  846,425  1616163  1450957  142,741  307,947

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:         42)
 -37,257   19,127   20,860   18,694  -42,327    2,297   -2,341   -2,255    2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      7.6     26.8     41.6     48.1     91.9     82.5      8.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      782)
     199      150      222      293      379      598      658
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,729
COMMITMENTS
   2,274      717    3,560    4,618    5,526   10,452    9,803      277      926

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:      1,357)
    -144      282      484      995      260    1,335    1,026       23      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      6.7     33.2     43.0     51.5     97.4     91.4      2.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        8        7       10       15       22
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,577
COMMITMENTS
   1,584      696    1,280    3,807    5,521    6,671    7,497    1,906    1,080

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        461)
     -96       62      196      637      211      737      469     -276       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      8.1     14.9     44.4     64.4     77.8     87.4     22.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      12        8        9       15       11       33       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      798,278
COMMITMENTS
 219,881   87,781  216,725  303,103  376,352  739,709  680,858   58,569  117,420

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     16,475)
  -6,381      796   10,406    9,710    3,636   13,735   14,839    2,740    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     11.0     27.1     38.0     47.1     92.7     85.3      7.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      627)
     193      186      230      151      221      477      519
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,112
COMMITMENTS
  13,144      904       61       19    4,278   13,224    5,243    5,888   13,869

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8      4.7      0.3      0.1     22.4     69.2     27.4     30.8     72.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        3        3        2       13        7       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      357,270
COMMITMENTS
  91,218   87,989   63,084  170,107  174,377  324,409  325,449   32,861   31,820

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:      6,889)
  -4,110   12,453      375   11,441   -7,676    7,705    5,151     -816    1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     24.6     17.7     47.6     48.8     90.8     91.1      9.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      77       87       77       84       80      210      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      947,987
COMMITMENTS
 118,391   57,053   84,270  529,676  571,483  732,336  712,806  215,651  235,181

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     90,129)
    -940    2,593   21,359   45,655   32,648   66,075   56,600   24,055   33,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      6.0      8.9     55.9     60.3     77.3     75.2     22.7     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      34       34       42       89       97      149      147
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      505,242
COMMITMENTS
  55,440   51,144    5,207  339,184  360,750  399,831  417,101  105,412   88,142

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     14,478)
     374    1,138    2,642    4,838    9,226    7,855   13,006    6,624    1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     10.1      1.0     67.1     71.4     79.1     82.6     20.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       9       15       12       48       40       67       57
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,225
COMMITMENTS
   1,271    1,000      945    4,464    5,015    6,680    6,960      545      265

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        349)
     -17       78       25      286      274      294      377       55      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     13.8     13.1     61.8     69.4     92.5     96.3      7.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        6        4       15       18       30       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      384,625
COMMITMENTS
 114,430   50,402   69,701  145,700  235,595  329,831  355,698   54,794   28,926

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:      4,439)
  -1,037   -2,872    2,493      709    5,317    2,165    4,937    2,274     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     13.1     18.1     37.9     61.3     85.8     92.5     14.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      83       72       77       90       98      223      201
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,293
COMMITMENTS
   1,759      796      953    4,483    6,068    7,196    7,818    2,097    1,475

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        374)
      15       67      288       93        4      396      359      -22       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      8.6     10.3     48.2     65.3     77.4     84.1     22.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        6        8       22       16       42       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,275,500
COMMITMENTS
 241,216  192,840   88,626  819,478  844,263  1149320  1125729  126,180  149,770

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     67,486)
  19,591    5,794   19,196   14,071   27,324   52,857   52,314   14,628   15,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     15.1      6.9     64.2     66.2     90.1     88.3      9.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      42       40       32       98      132      155      189
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,558,223
COMMITMENTS
 432,169  382,523  414,293  2336645  2225074  3183107  3021890  375,116  536,333

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:    238,434)
  29,417    3,719   76,899   72,347  142,347  178,663  222,964   59,772   15,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     10.8     11.6     65.7     62.5     89.5     84.9     10.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      68       94       96      169      206      298      335
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,487,758
COMMITMENTS
 279,175  278,170  209,590  1708668  1589597  2197432  2077356  290,325  410,401

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     91,305)
   1,346  -40,291   46,377  -18,135   66,888   29,588   72,974   61,717   18,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     11.2      8.4     68.7     63.9     88.3     83.5     11.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      43       59       45      122      163      191      241
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      362,452
COMMITMENTS
  20,151   73,863   56,439  256,881  172,148  333,471  302,450   28,981   60,002

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     21,525)
    -243    2,604    3,811   18,811    9,092   22,379   15,507     -854    6,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     20.4     15.6     70.9     47.5     92.0     83.4      8.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       25       21       35       36       60       70
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,005
COMMITMENTS
  16,303   16,901      732   38,348   36,861   55,384   54,494    7,621    8,511

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:     -7,452)
  -5,465    3,320     -137     -752   -8,190   -6,354   -5,007   -1,098   -2,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     26.8      1.2     60.9     58.5     87.9     86.5     12.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       27       15       41       27       81       64
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,010
COMMITMENTS
  32,607   33,802    1,465   76,696   73,721  110,768  108,989   15,242   17,021

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:    -14,904)
 -10,931    6,640     -273   -1,505  -16,380  -12,709  -10,014   -2,195   -4,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     26.8      1.2     60.9     58.5     87.9     86.5     12.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       27       15       41       27       81       64
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,576
COMMITMENTS
  13,734   15,503    1,056    1,723        0   16,513   16,559       63       17

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        213)
     480      223      -10     -254        0      216      213       -3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.9     93.5      6.4     10.4      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      16        4        3        2        0       19        6
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       57,514
COMMITMENTS
   4,295   19,997      375   52,800   37,029   57,470   57,401       44      113

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:      1,170)
    -269       43        0    1,481    1,131    1,212    1,174      -42       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     34.8      0.7     91.8     64.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3       13        1       13       12       16       26
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       44,970
COMMITMENTS
     617   15,724      107   44,175   28,732   44,899   44,563       71      407

CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST:        199)
     135      -64      107        4      108      246      151      -47       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     35.0      0.2     98.2     63.9     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3       17        2        7       16       12       33
```

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Updated May 23, 2014