WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      457,050
COMMITMENTS
  98,735  128,593  114,295  203,958  165,275  416,988  408,163   40,062   48,887

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:   -103,384)
    -104   10,428  -77,550  -27,103  -33,710 -104,757 -100,832    1,373   -2,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     28.1     25.0     44.6     36.2     91.2     89.3      8.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     110      121      130      106      102      286      291
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      147,685
COMMITMENTS
  51,653   30,840   17,044   61,684   74,492  130,381  122,375   17,305   25,310

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -8,777)
   3,745      788   -7,866   -4,818    1,200   -8,939   -5,878      161   -2,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     20.9     11.5     41.8     50.4     88.3     82.9     11.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      52       47       43       57       60      132      134
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,756,425
COMMITMENTS
 433,453  255,273  444,484  729,481  742,579  1607418  1442336  149,007  314,090

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:   -141,493)
   5,965   26,274 -100,256  -47,649  -58,345 -141,940 -132,327      447   -9,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     14.5     25.3     41.5     42.3     91.5     82.1      8.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      746)
     177      166      230      301      336      600      628
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,512
COMMITMENTS
   3,377    2,009    2,100    1,681    2,663    7,157    6,772      355      740

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -1,768)
      75     -303   -1,083     -854     -334   -1,861   -1,720       93      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     26.7     27.9     22.4     35.5     95.3     90.1      4.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        7       11        7        6       18       19
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,563
COMMITMENTS
   3,054      444      574    2,609    6,317    6,237    7,334    2,326    1,229

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:       -463)
     419     -217     -588     -616      177     -785     -628      322      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      5.2      6.7     30.5     73.8     72.8     85.6     27.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        5        7       12       11       32       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      764,084
COMMITMENTS
 196,151  141,265  202,563  313,236  293,390  711,950  637,217   52,135  126,867

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -88,282)
  -2,387      599  -55,358  -26,833  -27,476  -84,578  -82,235   -3,703   -6,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     18.5     26.5     41.0     38.4     93.2     83.4      6.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      660)
     199      199      241      177      228      516      545
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,748
COMMITMENTS
  16,373      944       64        2    5,026   16,439    6,034    6,309   16,714

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        304)
     169       13       39        0      287      208      339       96      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.0      4.1      0.3      0.0     22.1     72.3     26.5     27.7     73.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        2        1       16        5       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      364,536
COMMITMENTS
  96,156   87,724   61,146  172,167  184,028  329,470  332,899   35,066   31,637

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -27,718)
   5,580  -17,817  -12,795  -20,278    6,520  -27,493  -24,092     -225   -3,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     24.1     16.8     47.2     50.5     90.4     91.3      9.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      75       95       86       81       79      213      216
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      814,767
COMMITMENTS
  78,963   66,650   43,517  525,232  528,219  647,712  638,386  167,055  176,380

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -32,401)
  -3,138   -8,674   -7,786  -14,445  -15,385  -25,369  -31,845   -7,032     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      8.2      5.3     64.5     64.8     79.5     78.4     20.5     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      32       28       33       86       94      130      143
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      483,308
COMMITMENTS
  49,524   37,855    5,095  326,653  350,081  381,271  393,031  102,037   90,278

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -6,881)
  -1,331      431     -922   -3,754   -2,272   -6,007   -2,764     -874   -4,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      7.8      1.1     67.6     72.4     78.9     81.3     21.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       13        8       45       44       63       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,839
COMMITMENTS
   1,449      938      714    4,149    4,935    6,312    6,587      527      252

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        157)
     -24      -80      116       82      137      174      173      -17      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     13.7     10.4     60.7     72.2     92.3     96.3      7.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        8        5       18       22       33       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      369,183
COMMITMENTS
  93,789   54,755   65,576  159,906  217,297  319,271  337,628   49,912   31,555

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -33,070)
  -6,588    3,447  -16,322   -9,647  -22,405  -32,557  -35,280     -513    2,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     14.8     17.8     43.3     58.9     86.5     91.5     13.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      81       68       73       88       97      213      200
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,729
COMMITMENTS
   1,167    2,047    1,147    5,252    4,453    7,566    7,648    2,163    2,081

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:       -949)
     -13       -5     -435     -405     -602     -853   -1,042      -96       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     21.0     11.8     54.0     45.8     77.8     78.6     22.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       17        7       20       17       39       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,059,947
COMMITMENTS
 211,407  228,862   22,407  735,689  661,136  969,503  912,405   90,444  147,542

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -29,596)
  13,320   11,451  -33,515    7,125  -13,079  -13,071  -35,143  -16,525    5,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.6      2.1     69.4     62.4     91.5     86.1      8.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      45       37       23       86      122      136      177
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,013,773
COMMITMENTS
 380,243  382,596  267,090  2084232  1872984  2731565  2522670  282,208  491,103

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:   -252,158)
  48,931  -23,226 -115,892 -156,272  -97,451 -223,233 -236,569  -28,924  -15,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     12.7      8.9     69.2     62.1     90.6     83.7      9.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      58       95       88      158      182      272      309
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,317,862
COMMITMENTS
 310,683  298,478  124,458  1653770  1508321  2088911  1931257  228,950  386,605

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:   -121,148)
  -9,052  -23,901  -61,996  -41,712  -45,062 -112,760 -130,959   -8,388    9,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     12.9      5.4     71.3     65.1     90.1     83.3      9.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      51       47       45      123      144      193      217
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      418,500
COMMITMENTS
  30,454   88,667   78,801  281,346  198,056  390,601  365,524   27,899   52,976

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     13,887)
     293    1,681    3,605   10,633    9,860   14,530   15,145     -644   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     21.2     18.8     67.2     47.3     93.3     87.3      6.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14       21       22       36       40       61       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,418
COMMITMENTS
  14,679   15,369      559   36,353   36,108   51,591   52,037    7,827    7,381

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -26,797)
  -2,773    1,551   -1,164  -20,923  -26,735  -24,860  -26,347   -1,937     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     25.9      0.9     61.2     60.8     86.8     87.6     13.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27       12       44       25       76       59
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      118,836
COMMITMENTS
  29,358   30,739    1,118   72,706   72,217  103,183  104,074   15,653   14,762

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:    -53,593)
  -5,547    3,102   -2,327  -41,846  -53,469  -49,720  -52,695   -3,874     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     25.9      0.9     61.2     60.8     86.8     87.6     13.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27       12       44       25       76       59
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,369
COMMITMENTS
  13,329   14,285      982    1,018      100   15,329   15,367       40        2

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:     -5,529)
   1,297     -523   -5,104   -1,699      100   -5,506   -5,527      -23       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    86.7     92.9      6.4      6.6      0.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      17        4        3        2        1       20        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       50,974
COMMITMENTS
   8,246   19,794      347   42,306   30,691   50,899   50,832       75      142

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        125)
    -433      167       19      543      -66      129      120       -4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     38.8      0.7     83.0     60.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       14        2       13       14       19       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       32,924
COMMITMENTS
   3,650   11,859    1,574   27,641   19,355   32,865   32,788       59      136

CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST:        599)
    -217       -8       50      829      565      662      607      -63       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     36.0      4.8     84.0     58.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       15        2        8       16       14       32



Updated June 27, 2014