WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   524,221:   116,225    109,726    158,311    211,593    201,542    486,129    469,580:    38,092     54,641
Old  :   506,048:   113,959    111,450    153,274    203,567    192,391    470,801    457,115:    35,247     48,933
Other:    18,173:     5,542      1,553      1,760      8,026      9,152     15,329     12,465:     2,844      5,708
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    21,530:    -5,742      9,609      7,014     16,780        857     18,052     17,479:     3,479      4,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       20.9       30.2       40.4       38.4       92.7       89.6:       7.3       10.4
Old  :     100.0:      22.5       22.0       30.3       40.2       38.0       93.0       90.3:       7.0        9.7
Other:     100.0:      30.5        8.5        9.7       44.2       50.4       84.3       68.6:      15.7       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       117        131        155         98        108        304        313:
Old  :       378:       118        132        149         95        107        295        310:
Other:       112:        18         26         12         26         58         56         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       12.6       23.3       21.3       11.3        9.5       18.4       15.1
Old  :                 15.8       13.0       23.5       21.9       11.8       10.3       19.0       16.1
Other:                 33.4       21.9       51.4       33.2       32.6       17.7       47.5       27.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   161,273:    51,358     26,247     22,405     69,726     83,369    143,490    132,021:    17,783     29,251
Old  :   156,739:    51,150     26,414     21,583     67,151     82,230    139,885    130,227:    16,854     26,512
Other:     4,533:       860        486        170      2,575      1,138      3,605      1,794:       928      2,739
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :     2,891:     2,111      1,824        831       -360     -1,552      2,582      1,103:       309      1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       16.3       13.9       43.2       51.7       89.0       81.9:      11.0       18.1
Old  :     100.0:      32.6       16.9       13.8       42.8       52.5       89.2       83.1:      10.8       16.9
Other:     100.0:      19.0       10.7        3.7       56.8       25.1       79.5       39.6:      20.5       60.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        59         42         47         57         63        135        136:
Old  :       184:        58         44         45         56         63        133        135:
Other:        56:        12          9          8         10         29         22         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       21.2       31.7       30.9       18.6       19.0       27.8       27.8
Old  :                 21.9       21.7       31.4       31.7       18.2       19.6       27.1       28.6
Other:                 53.6       15.4       71.9       22.3       53.6       15.3       71.2       22.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,794,142:   426,937    179,369    484,074    739,517    813,488  1,650,527  1,476,930:   143,615    317,212
Old  :   975,246:   315,978    246,156    190,370    403,027    417,168    909,375    853,694:    65,871    121,552
Other:   818,896:   248,190     70,444    156,472    336,490    396,320    741,152    623,236:    77,744    195,660
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    46,383:    17,234     23,050     26,362       -541     -8,600     43,056     40,813:     3,327      5,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       10.0       27.0       41.2       45.3       92.0       82.3:       8.0       17.7
Old  :     100.0:      32.4       25.2       19.5       41.3       42.8       93.2       87.5:       6.8       12.5
Other:     100.0:      30.3        8.6       19.1       41.1       48.4       90.5       76.1:       9.5       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       199        164        234        299        356        613        646:
Old  :       706:       158        172        160        253        317        499        562:
Other:       650:       159        110        145        222        329        438        527:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       12.7       18.0       18.9        8.5        8.8       14.5       12.9
Old  :                 14.2       13.8       23.5       22.2       11.9       10.9       21.0       17.3
Other:                 12.5       17.6       22.0       23.1       11.8       13.7       19.6       17.7
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,444:     2,411      1,684      2,886      1,924      2,327      7,222      6,897:       223        548
Old  :     7,387:     2,367      1,682      2,873      1,924      2,290      7,164      6,845:       223        541
Other:        58:        47          4         11          0         37         58         51:         0          6
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       22.6       38.8       25.8       31.3       97.0       92.6:       3.0        7.4
Old  :     100.0:      32.0       22.8       38.9       26.0       31.0       97.0       92.7:       3.0        7.3
Other:     100.0:      81.3        6.7       18.7        0.0       63.3      100.0       88.8:       0.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          7         12          7          6         20         19:
Old  :        22:         8          6         11          7          6         20         18:
Other:         4:         2          1          1          0          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       55.5       80.5       82.4       33.9       42.8       48.5       46.9
Old  :                 56.4       56.0       80.3       82.9       34.1       43.1       48.4       47.2
Other:                100.0       88.8      100.0       88.8       81.3       70.0       81.3       70.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,774:     3,293        584      2,843      2,477      4,697      8,614      8,123:       160        651
Old  :     8,692:     3,289        584      2,822      2,477      4,697      8,588      8,102:       104        590
Other:        82:         4          0         21          0          0         25         21:        57         61
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    -1,069:      -369          0         97       -247       -577       -519       -480:      -551       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        6.7       32.4       28.2       53.5       98.2       92.6:       1.8        7.4
Old  :     100.0:      37.8        6.7       32.5       28.5       54.0       98.8       93.2:       1.2        6.8
Other:     100.0:       5.1        0.0       25.9        0.0        0.0       31.0       25.9:      69.0       74.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          6          9          7          9         16         22:
Old  :        25:         7          6          9          7          9         16         22:
Other:         1:         1          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       45.4       82.7       65.9       38.8       43.2       53.9       50.1
Old  :                 57.3       45.5       83.2       66.2       39.1       43.6       54.4       50.6
Other:                 31.0       25.9       31.0       25.9        5.1        0.0        5.1        0.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,752:     2,359        746      1,399      3,749      6,429      7,507      8,575:     2,245      1,178
Old  :     9,752:     2,359        746      1,399      3,749      6,429      7,507      8,575:     2,245      1,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :     1,086:       701         26        179         -4        850        877      1,056:       210         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.6       14.3       38.4       65.9       77.0       87.9:      23.0       12.1
Old  :     100.0:      24.2        7.6       14.3       38.4       65.9       77.0       87.9:      23.0       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          6          9         15         11         32         21:
Old  :        34:        12          6          9         15         11         32         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       49.7       47.8       72.6       31.2       37.7       39.0       54.4
Old  :                 33.0       49.7       47.8       72.6       31.2       37.7       39.0       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   835,276:   217,991    100,320    230,584    329,773    378,510    778,348    709,414:    56,928    125,862
Old  :   362,478:   146,497     45,513     78,816    107,673    203,237    332,986    327,567:    29,492     34,911
Other:   472,797:    96,709     80,022    126,553    222,100    175,272    445,362    381,847:    27,435     90,950
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    19,168:    -5,506     18,613      9,899     17,385    -12,941     21,778     15,571:    -2,611      3,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       12.0       27.6       39.5       45.3       93.2       84.9:       6.8       15.1
Old  :     100.0:      40.4       12.6       21.7       29.7       56.1       91.9       90.4:       8.1        9.6
Other:     100.0:      20.5       16.9       26.8       47.0       37.1       94.2       80.8:       5.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       197        194        230        169        230        502        530:
Old  :       549:       162        158        153        134        180        383        407:
Other:       556:       157        167        173        125        201        384        442:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.3       11.9       16.4       19.1        7.7        7.5       13.6       11.3
Old  :                 11.5       17.5       21.1       26.5       11.5       15.0       20.1       21.8
Other:                 12.7       13.0       20.3       19.2       11.0        7.4       17.5       11.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,733:    15,570      1,021         43         11      4,862     15,624      5,926:     6,109     15,807
Old  :     3,164:     2,575        175          0         11        573      2,586        748:       578      2,416
Other:    18,569:    13,025        876         13          0      4,289     13,038      5,178:     5,531     13,391
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       496:       593         96          5         -3        -47        595         54:       -99        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6        4.7        0.2        0.1       22.4       71.9       27.3:      28.1       72.7
Old  :     100.0:      81.4        5.5        0.0        0.3       18.1       81.7       23.6:      18.3       76.4
Other:     100.0:      70.1        4.7        0.1        0.0       23.1       70.2       27.9:      29.8       72.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          1          2         14          7         17:
Old  :        21:         5          2          0          2         13          7         15:
Other:        19:         2          3          1          0         14          3         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       12.7       71.9       19.1       71.6       12.7       71.6       18.8
Old  :                 80.9       21.0       81.7       22.6       80.9       20.7       81.5       22.4
Other:                 70.2       12.0       70.2       18.8       70.1       11.9       70.1       18.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   380,142:    92,828    103,977     72,275    182,908    165,977    348,012    342,229:    32,130     37,913
Old  :   226,043:    70,268     98,197     36,602    102,758     63,810    209,628    198,609:    16,415     27,434
Other:   154,099:    41,903     25,124     16,329     80,151    102,167    138,383    143,621:    15,716     10,478
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    25,771:    -1,333     16,493     10,754     15,923     -6,062     25,345     21,185:       427      4,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       27.4       19.0       48.1       43.7       91.5       90.0:       8.5       10.0
Old  :     100.0:      31.1       43.4       16.2       45.5       28.2       92.7       87.9:       7.3       12.1
Other:     100.0:      27.2       16.3       10.6       52.0       66.3       89.8       93.2:      10.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        74         96         88         86         78        216        217:
Old  :       265:        71         87         55         80         71        175        192:
Other:       203:        59         53         49         64         49        153        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       20.5       19.6       28.5        9.5       14.6       16.7       20.9
Old  :                 14.3       11.9       25.7       21.7       14.0       11.5       25.0       20.4
Other:                 16.1       40.5       24.4       53.4       15.1       36.2       23.4       48.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   808,770:    86,132     63,334     54,154    478,787    499,822    619,073    617,310:   189,697    191,460
Old  :   808,770:    86,132     63,334     54,154    478,787    499,822    619,073    617,310:   189,697    191,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :   -84,484:   -21,168      8,211    -21,140    -42,807    -45,567    -85,114    -58,496:       630    -25,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        7.8        6.7       59.2       61.8       76.5       76.3:      23.5       23.7
Old  :     100.0:      10.6        7.8        6.7       59.2       61.8       76.5       76.3:      23.5       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        33         29         35         87         92        137        139:
Old  :       173:        33         29         35         87         92        137        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       14.2       26.0       23.7       13.1       10.9       20.7       17.8
Old  :                 15.3       14.2       26.0       23.7       13.1       10.9       20.7       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   547,214:    54,126     37,538     16,733    374,106    396,938    444,965    451,209:   102,249     96,005
Old  :   547,214:    54,126     37,538     16,733    374,106    396,938    444,965    451,209:   102,249     96,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    20,962:    -2,587     -8,887      5,074     23,267     35,093     25,753     31,279:    -4,791    -10,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        6.9        3.1       68.4       72.5       81.3       82.5:      18.7       17.5
Old  :     100.0:       9.9        6.9        3.1       68.4       72.5       81.3       82.5:      18.7       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        11         12         10         48         44         66         59:
Old  :        82:        11         12         10         48         44         66         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       44.0       38.5       54.8       20.9       34.6       31.1       40.9
Old  :                 23.7       44.0       38.5       54.8       20.9       34.6       31.1       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,551:     1,513      1,190        655      3,952      4,530      6,120      6,375:       431        176
Old  :     6,551:     1,513      1,190        655      3,952      4,530      6,120      6,375:       431        176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -579:         0        177       -290       -280       -378       -570       -491:        -9        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       18.2       10.0       60.3       69.1       93.4       97.3:       6.6        2.7
Old  :     100.0:      23.1       18.2       10.0       60.3       69.1       93.4       97.3:       6.6        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12          8          5         17         22         33         32:
Old  :        47:        12          8          5         17         22         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       45.9       58.8       64.6       20.7       22.1       31.4       32.2
Old  :                 36.7       45.9       58.8       64.6       20.7       22.1       31.4       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   406,996:   115,817     50,397     78,627    158,321    247,444    352,765    376,468:    54,231     30,528
Old  :   250,156:    93,401     34,856     44,346     77,680    151,012    215,427    230,214:    34,729     19,942
Other:   156,840:    31,603     24,729     25,093     80,641     96,432    137,338    146,254:    19,502     10,586
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :    13,386:        53      1,705      6,054      7,948      6,371     14,055     14,130:      -668       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       12.4       19.3       38.9       60.8       86.7       92.5:      13.3        7.5
Old  :     100.0:      37.3       13.9       17.7       31.1       60.4       86.1       92.0:      13.9        8.0
Other:     100.0:      20.2       15.8       16.0       51.4       61.5       87.6       93.3:      12.4        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        89         70         76         90         98        227        200:
Old  :       249:        85         55         58         81         88        200        169:
Other:       197:        57         44         40         71         72        147        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       24.1       17.3       35.5        6.5       19.5       11.1       26.5
Old  :                 12.6       24.5       21.7       34.9       10.6       22.2       17.4       28.9
Other:                 14.7       30.2       25.9       42.7       14.3       26.8       23.9       35.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,421:     1,370      1,152      1,069      5,015      5,302      7,455      7,523:     1,966      1,897
Old  :     4,910:       722        902        385      2,519      2,529      3,626      3,815:     1,284      1,095
Other:     4,510:       871        474        461      2,496      2,773      3,828      3,708:       682        802
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       579:      -272        318         57        847       -163        632        212:       -53        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.2       11.4       53.2       56.3       79.1       79.9:      20.9       20.1
Old  :     100.0:      14.7       18.4        7.8       51.3       51.5       73.9       77.7:      26.1       22.3
Other:     100.0:      19.3       10.5       10.2       55.3       61.5       84.9       82.2:      15.1       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        17         11          9         22         17         43         34:
Old  :        42:        10         11          6         16          8         29         22:
Other:        40:        13          6          7         17         13         34         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       42.4       46.1       54.9       31.7       38.4       43.6       46.8
Old  :                 36.0       53.5       50.0       63.3       35.4       51.6       48.2       59.3
Other:                 37.7       42.9       54.2       65.5       36.9       41.0       52.4       58.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,123,473:   251,744    191,918     38,129    721,191    749,220  1,011,064    979,268:   112,409    144,206
Old  : 1,123,473:   251,744    191,918     38,129    721,191    749,220  1,011,064    979,268:   112,409    144,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :  -100,757:    -1,096     -5,649    -37,810    -58,030    -55,914    -96,935    -99,373:    -3,821     -1,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       17.1        3.4       64.2       66.7       90.0       87.2:      10.0       12.8
Old  :     100.0:      22.4       17.1        3.4       64.2       66.7       90.0       87.2:      10.0       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        44         40         31         87        121        144        179:
Old  :       239:        44         40         31         87        121        144        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       19.6       36.1       30.8       20.6       19.1       29.7       28.7
Old  :                 25.9       19.6       36.1       30.8       20.6       19.1       29.7       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,194,590:   370,660    377,196    335,761  2,122,833  1,988,412  2,829,254  2,701,368:   365,336    493,222
Old  : 3,194,590:   370,660    377,196    335,761  2,122,833  1,988,412  2,829,254  2,701,368:   365,336    493,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :   -46,442:    -9,642     19,770     92,801   -100,174    -82,101    -17,015     30,469:   -29,428    -76,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       11.8       10.5       66.5       62.2       88.6       84.6:      11.4       15.4
Old  :     100.0:      11.6       11.8       10.5       66.5       62.2       88.6       84.6:      11.4       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        70         79         84        161        192        277        309:
Old  :       363:        70         79         84        161        192        277        309:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       17.3       37.3       22.8       27.1       15.2       34.0       19.0
Old  :                 28.9       17.3       37.3       22.8       27.1       15.2       34.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,279,461:   320,885    266,974    170,304  1,544,968  1,481,452  2,036,156  1,918,730:   243,305    360,731
Old  : 2,279,461:   320,885    266,974    170,304  1,544,968  1,481,452  2,036,156  1,918,730:   243,305    360,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :   -77,432:    65,877    -28,669     10,986   -104,452     -1,602    -27,589    -19,286:   -49,844    -58,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       11.7        7.5       67.8       65.0       89.3       84.2:      10.7       15.8
Old  :     100.0:      14.1       11.7        7.5       67.8       65.0       89.3       84.2:      10.7       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        45         57         48        125        156        200        231:
Old  :       285:        45         57         48        125        156        200        231:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       19.9       38.3       27.6       27.7       18.0       34.0       24.4
Old  :                 30.2       19.9       38.3       27.6       27.7       18.0       34.0       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   346,823:    14,802     71,059     56,511    246,479    165,268    317,792    292,838:    29,031     53,985
Old  :   346,823:    14,802     71,059     56,511    246,479    165,268    317,792    292,838:    29,031     53,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :   -21,742:    -6,272     -7,834     -1,927    -13,330     -9,059    -21,530    -18,820:      -212     -2,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.5       16.3       71.1       47.7       91.6       84.4:       8.4       15.6
Old  :     100.0:       4.3       20.5       16.3       71.1       47.7       91.6       84.4:       8.4       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        12         26         22         34         38         59         74:
Old  :        81:        12         26         22         34         38         59         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       19.2       59.1       31.0       43.7       15.4       48.1       23.8
Old  :                 50.2       19.2       59.1       31.0       43.7       15.4       48.1       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    66,387:    17,770     14,246      1,141     38,067     41,874     56,978     57,262:     9,409      9,126
Old  :    66,387:    17,770     14,246      1,141     38,067     41,874     56,978     57,262:     9,409      9,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -474:      -628        433       -187       -574     -1,219     -1,389       -973:       916        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       21.5        1.7       57.3       63.1       85.8       86.3:      14.2       13.7
Old  :     100.0:      26.8       21.5        1.7       57.3       63.1       85.8       86.3:      14.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         30         13         39         27         79         62:
Old  :       117:        32         30         13         39         27         79         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       35.8       37.5       52.2       23.6       35.5       37.5       51.9
Old  :                 23.6       35.8       37.5       52.2       23.6       35.5       37.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   132,774:    35,539     28,493      2,283     76,133     83,748    113,955    114,523:    18,819     18,251
Old  :   132,774:    35,539     28,493      2,283     76,133     83,748    113,955    114,523:    18,819     18,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -947:    -1,256        866       -375     -1,147     -2,438     -2,778     -1,947:     1,831        999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       21.5        1.7       57.3       63.1       85.8       86.3:      14.2       13.7
Old  :     100.0:      26.8       21.5        1.7       57.3       63.1       85.8       86.3:      14.2       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         30         13         39         27         79         62:
Old  :       117:        32         30         13         39         27         79         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       35.8       37.5       52.2       23.6       35.5       37.5       51.9
Old  :                 23.6       35.8       37.5       52.2       23.6       35.5       37.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    15,719:    12,426     14,703        996      2,239          0     15,661     15,699:        58         20
Old  :    15,719:    12,426     14,703        996      2,239          0     15,661     15,699:        58         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -804:      -793       -762        -44         30          0       -807       -806:         3          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.1       93.5        6.3       14.2        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      79.1       93.5        6.3       14.2        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        16          4          4          2          0         20          6:
Old  :        22:        16          4          4          2          0         20          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       98.3       84.8       99.9       65.1       93.5       82.3       93.5
Old  :                 66.6       98.3       84.8       99.9       65.1       93.5       82.3       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    54,544:     2,303     18,531        392     51,374     34,266     54,069     53,189:       475      1,355
Old  :    54,544:     2,303     18,531        392     51,374     34,266     54,069     53,189:       475      1,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :      -242:       192       -285         17       -885     -1,180       -676     -1,448:       434      1,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       34.0        0.7       94.2       62.8       99.1       97.5:       0.9        2.5
Old  :     100.0:       4.2       34.0        0.7       94.2       62.8       99.1       97.5:       0.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5         14          1         13         12         18         27:
Old  :        43:         5         14          1         13         12         18         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       50.4       96.2       75.2       80.4       41.5       87.4       66.3
Old  :                 82.4       50.4       96.2       75.2       80.4       41.5       87.4       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    44,300:       690     17,070      1,391     42,145     25,696     44,226     44,157:        74        143
Old  :    44,300:       690     17,070      1,391     42,145     25,696     44,226     44,157:        74        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 27, 2014                         :
     :       696:       246        482      1,391       -946     -1,265        691        608:         5         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       38.5        3.1       95.1       58.0       99.8       99.7:       0.2        0.3
Old  :     100.0:       1.6       38.5        3.1       95.1       58.0       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2         18          2          7         14         11         32:
Old  :        40:         2         18          2          7         14         11         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.5       60.0       99.3       78.0       85.5       56.9       91.9       73.3
Old  :                 85.5       60.0       99.3       78.0       85.5       56.9       91.9       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 6, 2014