WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED 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:      524,221
COMMITMENTS
 116,225  109,726  158,311  211,593  201,542  486,129  469,580   38,092   54,641

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     21,530)
  -5,742    9,609    7,014   16,780      857   18,052   17,479    3,479    4,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     20.9     30.2     40.4     38.4     92.7     89.6      7.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     117      131      155       98      108      304      313
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED 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:      161,273
COMMITMENTS
  51,358   26,247   22,405   69,726   83,369  143,490  132,021   17,783   29,251

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      2,891)
   2,111    1,824      831     -360   -1,552    2,582    1,103      309    1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     16.3     13.9     43.2     51.7     89.0     81.9     11.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      59       42       47       57       63      135      136
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,794,142
COMMITMENTS
 426,937  179,369  484,074  739,517  813,488  1650527  1476930  143,615  317,212

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     46,383)
  17,234   23,050   26,362     -541   -8,600   43,056   40,813    3,327    5,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     10.0     27.0     41.2     45.3     92.0     82.3      8.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     199      164      234      299      356      613      646
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED 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:        7,444
COMMITMENTS
   2,411    1,684    2,886    1,924    2,327    7,222    6,897      223      548

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4     22.6     38.8     25.8     31.3     97.0     92.6      3.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        7       12        7        6       20       19
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED 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:        8,774
COMMITMENTS
   3,293      584    2,843    2,477    4,697    8,614    8,123      160      651

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     -1,069)
    -369        0       97     -247     -577     -519     -480     -551     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      6.7     32.4     28.2     53.5     98.2     92.6      1.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6        9        7        9       16       22
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:        9,752
COMMITMENTS
   2,359      746    1,399    3,749    6,429    7,507    8,575    2,245    1,178

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      1,086)
     701       26      179       -4      850      877    1,056      210       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      7.6     14.3     38.4     65.9     77.0     87.9     23.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        6        9       15       11       32       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      835,276
COMMITMENTS
 217,991  100,320  230,584  329,773  378,510  778,348  709,414   56,928  125,862

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     19,168)
  -5,506   18,613    9,899   17,385  -12,941   21,778   15,571   -2,611    3,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     12.0     27.6     39.5     45.3     93.2     84.9      6.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     197      194      230      169      230      502      530
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      380,142
COMMITMENTS
  92,828  103,977   72,275  182,908  165,977  348,012  342,229   32,130   37,913

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     25,771)
  -1,333   16,493   10,754   15,923   -6,062   25,345   21,185      427    4,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     27.4     19.0     48.1     43.7     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      74       96       88       86       78      216      217
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      808,770
COMMITMENTS
  86,132   63,334   54,154  478,787  499,822  619,073  617,310  189,697  191,460

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:    -84,484)
 -21,168    8,211  -21,140  -42,807  -45,567  -85,114  -58,496      630  -25,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      7.8      6.7     59.2     61.8     76.5     76.3     23.5     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      33       29       35       87       92      137      139
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      547,214
COMMITMENTS
  54,126   37,538   16,733  374,106  396,938  444,965  451,209  102,249   96,005

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     20,962)
  -2,587   -8,887    5,074   23,267   35,093   25,753   31,279   -4,791  -10,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      6.9      3.1     68.4     72.5     81.3     82.5     18.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       12       10       48       44       66       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      406,996
COMMITMENTS
 115,817   50,397   78,627  158,321  247,444  352,765  376,468   54,231   30,528

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:     13,386)
      53    1,705    6,054    7,948    6,371   14,055   14,130     -668     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     12.4     19.3     38.9     60.8     86.7     92.5     13.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      89       70       76       90       98      227      200
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:        9,421
COMMITMENTS
   1,370    1,152    1,069    5,015    5,302    7,455    7,523    1,966    1,897

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        579)
    -272      318       57      847     -163      632      212      -53      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     12.2     11.4     53.2     56.3     79.1     79.9     20.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17       11        9       22       17       43       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,123,473
COMMITMENTS
 251,744  191,918   38,129  721,191  749,220  1011064  979,268  112,409  144,206

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:   -100,757)
  -1,096   -5,649  -37,810  -58,030  -55,914  -96,935  -99,373   -3,821   -1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     17.1      3.4     64.2     66.7     90.0     87.2     10.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      44       40       31       87      121      144      179
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    3,194,590
COMMITMENTS
 370,660  377,196  335,761  2122833  1988412  2829254  2701368  365,336  493,222

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:    -46,442)
  -9,642   19,770   92,801 -100,174  -82,101  -17,015   30,469  -29,428  -76,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     11.8     10.5     66.5     62.2     88.6     84.6     11.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      70       79       84      161      192      277      309
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    2,279,461
COMMITMENTS
 320,885  266,974  170,304  1544968  1481452  2036156  1918730  243,305  360,731

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:    -77,432)
  65,877  -28,669   10,986 -104,452   -1,602  -27,589  -19,286  -49,844  -58,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     11.7      7.5     67.8     65.0     89.3     84.2     10.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      45       57       48      125      156      200      231
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      346,823
COMMITMENTS
  14,802   71,059   56,511  246,479  165,268  317,792  292,838   29,031   53,985

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:    -21,742)
  -6,272   -7,834   -1,927  -13,330   -9,059  -21,530  -18,820     -212   -2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     20.5     16.3     71.1     47.7     91.6     84.4      8.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       26       22       34       38       59       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       66,387
COMMITMENTS
  17,770   14,246    1,141   38,067   41,874   56,978   57,262    9,409    9,126

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -474)
    -628      433     -187     -574   -1,219   -1,389     -973      916      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     21.5      1.7     57.3     63.1     85.8     86.3     14.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       30       13       39       27       79       62
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      132,774
COMMITMENTS
  35,539   28,493    2,283   76,133   83,748  113,955  114,523   18,819   18,251

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:       -947)
  -1,256      866     -375   -1,147   -2,438   -2,778   -1,947    1,831      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     21.5      1.7     57.3     63.1     85.8     86.3     14.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       30       13       39       27       79       62
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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