WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      386,068
COMMITMENTS
 130,617  116,138   57,268  164,025  162,191  351,910  335,597   34,158   50,471

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      4,007)
   1,457   11,143  -10,368   10,037     -886    1,126     -111    2,881    4,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     30.1     14.8     42.5     42.0     91.2     86.9      8.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      98      128      107       87       98      252      275
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      144,935
COMMITMENTS
  51,715   28,265    9,880   66,434   79,559  128,029  117,704   16,906   27,231

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      2,114)
   2,421    1,864      -15     -664   -1,422    1,742      427      372    1,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     19.5      6.8     45.8     54.9     88.3     81.2     11.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      53       46       41       55       61      127      132
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,357,565
COMMITMENTS
 422,981  205,090  216,302  605,599  680,744  1244882  1102136  112,683  255,429

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     24,855)
  14,468   17,885   13,344   -4,121   -9,087   23,691   22,142    1,164    2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     15.1     15.9     44.6     50.1     91.7     81.2      8.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      702)
     150      152      166      242      326      493      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,275
COMMITMENTS
   2,324    1,123      481    3,302    5,535    6,107    7,139    2,168    1,136

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        856)
     734      265      -78       10      638      666      825      190       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     13.6      5.8     39.9     66.9     73.8     86.3     26.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        9        7       12       11       27       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      628,560
COMMITMENTS
 221,170  118,881   69,520  287,291  332,142  577,981  520,543   50,579  108,017

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     10,259)
  -7,369   14,400    5,677   14,097  -12,749   12,405    7,328   -2,146    2,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     18.9     11.1     45.7     52.8     92.0     82.8      8.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     168      177      170      147      216      426      470
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,733
COMMITMENTS
  15,570    1,021       43       11    4,862   15,624    5,926    6,109   15,807

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        496)
     593       96        5       -3      -47      595       54      -99      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6      4.7      0.2      0.1     22.4     71.9     27.3     28.1     72.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        3        1        2       14        7       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      334,196
COMMITMENTS
 106,129  101,630   38,753  158,181  156,571  303,063  296,954   31,133   37,242

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     18,520)
   3,745   16,308    2,795   11,550   -5,084   18,090   14,019      430    4,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     30.4     11.6     47.3     46.9     90.7     88.9      9.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      86       79       81       80       66      205      198
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      718,749
COMMITMENTS
  89,976   66,159   17,162  435,867  459,458  543,005  542,779  175,744  175,970

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:   -112,010)
 -18,255    6,918  -32,398  -58,628  -58,161 -109,281  -83,641   -2,729  -28,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      9.2      2.4     60.6     63.9     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      29       28       16       78       85      115      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      545,000
COMMITMENTS
  54,126   37,538   16,733  373,482  395,759  444,341  450,030  100,659   94,970

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     19,557)
  -2,587   -8,997    5,288   22,844   34,359   25,545   30,650   -5,988  -11,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      6.9      3.1     68.5     72.6     81.5     82.6     18.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       12       10       48       44       66       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,551
COMMITMENTS
   1,513    1,190      655    3,952    4,530    6,120    6,375      431      176

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -579)
       0      177     -290     -280     -378     -570     -491       -9      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     18.2     10.0     60.3     69.1     93.4     97.3      6.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12        8        5       17       22       33       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      324,171
COMMITMENTS
 118,004   56,399   24,751  131,988  214,812  274,743  295,962   49,428   28,209

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      7,385)
     -85    1,332    2,783    5,372    4,006    8,070    8,121     -685     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     17.4      7.6     40.7     66.3     84.8     91.3     15.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      83       67       69       78       90      208      184
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,393
COMMITMENTS
   1,590    1,129      468    4,457    5,057    6,515    6,654    1,878    1,739

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        287)
     -44      266     -173      552     -142      335      -49      -48      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.5      5.6     53.1     60.3     77.6     79.3     22.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        9        7       21       15       41       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,098,179
COMMITMENTS
 253,965  196,135   16,940  716,395  743,102  987,300  956,177  110,879  142,002

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:   -104,730)
    -726   -4,820  -40,543  -59,043  -57,395 -100,312 -102,758   -4,418   -1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     17.9      1.5     65.2     67.7     89.9     87.1     10.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      43       41       21       83      121      133      176
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,580,717
COMMITMENTS
 383,136  426,431   37,242  1824338  1660896  2244716  2124569  336,001  456,148

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:   -260,320)
   3,792   28,009  -41,416 -191,531 -159,498 -229,155 -172,905  -31,165  -87,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     16.5      1.4     70.7     64.4     87.0     82.3     13.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      57       89       41      126      176      214      275
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,043,721
COMMITMENTS
 323,148  279,473   28,197  1461295  1390759  1812640  1698429  231,081  345,292

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:   -155,649)
  61,149  -28,173  -35,590 -125,509  -26,725  -99,950  -90,488  -55,699  -65,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     13.7      1.4     71.5     68.1     88.7     83.1     11.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      38       61       25      114      146      170      214
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      345,693
COMMITMENTS
  14,617   71,054   56,216  246,345  165,086  317,178  292,356   28,515   53,337

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:    -21,681)
  -6,324   -7,869   -1,636  -13,330   -9,059  -21,290  -18,564     -391   -3,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     20.6     16.3     71.3     47.8     91.8     84.6      8.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       26       21       34       38       58       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,905
COMMITMENTS
  17,811   14,052      320   36,448   40,580   54,579   54,951    9,326    8,954

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -719)
    -502      370     -306     -807   -1,268   -1,615   -1,204      896      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     22.0      0.5     57.0     63.5     85.4     86.0     14.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       28        6       36       25       68       57
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,809
COMMITMENTS
  35,622   28,104      639   72,896   81,159  109,157  109,902   18,652   17,907

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     -1,438)
  -1,004      740     -612   -1,614   -2,535   -3,230   -2,407    1,792      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     22.0      0.5     57.0     63.5     85.4     86.0     14.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      30       28        6       36       25       68       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,719
COMMITMENTS
  12,426   14,703      996    2,239        0   15,661   15,699       58       20

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -804)
    -793     -762      -44       30        0     -807     -806        3        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     93.5      6.3     14.2      0.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      16        4        4        2        0       20        6
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,544
COMMITMENTS
   2,303   18,531      392   51,374   34,266   54,069   53,189      475    1,355

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -242)
     192     -285       17     -885   -1,180     -676   -1,448      434    1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     34.0      0.7     94.2     62.8     99.1     97.5      0.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       14        1       13       12       18       27
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       44,300
COMMITMENTS
     690   17,070    1,391   42,145   25,696   44,226   44,157       74      143

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        696)
     246      482    1,391     -946   -1,265      691      608        5       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     38.5      3.1     95.1     58.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       18        2        7       14       11       32



Updated June 6, 2014