WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      458,579
COMMITMENTS
 103,424  132,226  119,935  198,173  160,272  421,531  412,433   37,048   46,146

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:      1,529)
   4,688    3,633    5,640   -5,785   -5,003    4,543    4,270   -3,014   -2,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     28.8     26.2     43.2     34.9     91.9     89.9      8.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     116      124      127       99       98      286      288
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      143,470
COMMITMENTS
  52,768   32,240   14,093   60,999   73,348  127,861  119,680   15,609   23,790

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     -4,215)
   1,115    1,400   -2,951     -684   -1,144   -2,520   -2,695   -1,696   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     22.5      9.8     42.5     51.1     89.1     83.4     10.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      54       49       42       58       58      133      132
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,753,310
COMMITMENTS
 423,172  265,183  456,653  725,690  724,006  1605514  1445843  147,795  307,467

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     -3,116)
 -10,281    9,910   12,169   -3,792  -18,572   -1,904    3,507   -1,212   -6,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     15.1     26.0     41.4     41.3     91.6     82.5      8.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      750)
     175      175      217      285      338      577      627
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,330
COMMITMENTS
   4,377    2,630    2,586    2,027    3,218    8,990    8,435      340      895

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:      1,818)
   1,000      621      487      346      555    1,832    1,663      -15      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     28.2     27.7     21.7     34.5     96.4     90.4      3.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7       12        7        5       19       19
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,007
COMMITMENTS
   2,804      575      570    2,622    5,787    5,997    6,933    2,011    1,075

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:       -556)
    -250      132       -3       13     -530     -240     -402     -316     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      7.2      7.1     32.7     72.3     74.9     86.6     25.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        6        7       13       10       32       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      807,301
COMMITMENTS
 196,716  169,834  229,390  330,758  278,746  756,864  677,970   50,437  129,331

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     43,216)
     565   28,569   26,828   17,522  -14,644   44,915   40,753   -1,698    2,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     21.0     28.4     41.0     34.5     93.8     84.0      6.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     196      203      242      165      224      501      542
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,183
COMMITMENTS
  15,143      993       73        5    5,236   15,221    6,302    5,962   14,881

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     -1,565)
  -1,230       49        9        3      210   -1,218      268     -347   -1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.5      4.7      0.3      0.0     24.7     71.9     29.8     28.1     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3        1       16        4       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      351,650
COMMITMENTS
  99,888   80,733   54,123  165,101  180,812  319,112  315,668   32,539   35,982

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:    -12,886)
   3,732   -6,991   -7,023   -7,067   -3,216  -10,358  -17,231   -2,528    4,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     23.0     15.4     47.0     51.4     90.7     89.8      9.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      75       89       86       83       81      215      213
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      819,949
COMMITMENTS
  91,606   69,590   42,960  519,901  524,337  654,468  636,888  165,481  183,061

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:      5,182)
  12,643    2,940     -557   -5,330   -3,882    6,756   -1,498   -1,574    6,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      8.5      5.2     63.4     63.9     79.8     77.7     20.2     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      33       29       33       86       92      132      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      488,789
COMMITMENTS
  54,240   34,682    4,698  326,643  355,887  385,581  395,267  103,208   93,521

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:      5,480)
   4,716   -3,174     -397      -10    5,807    4,310    2,237    1,171    3,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      7.1      1.0     66.8     72.8     78.9     80.9     21.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       11        7       45       46       62       59
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,547
COMMITMENTS
   1,306      858      594    4,054    4,854    5,954    6,306      593      241

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:       -292)
    -143      -80     -120      -95      -81     -358     -281       66      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.1      9.1     61.9     74.1     90.9     96.3      9.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        8        4       17       21       31       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      370,056
COMMITMENTS
  91,888   66,226   69,339  159,943  205,485  321,170  341,050   48,887   29,007

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:        873)
  -1,901   11,471    3,763       36  -11,812    1,899    3,422   -1,026   -2,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     17.9     18.7     43.2     55.5     86.8     92.2     13.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      77       76       74       85       98      212      203
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,787
COMMITMENTS
   1,049    2,273    1,088    4,695    3,373    6,833    6,734    1,954    2,053

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:       -942)
    -118      225      -59     -557   -1,080     -733     -914     -209      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     25.9     12.4     53.4     38.4     77.8     76.6     22.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       15        9       18       15       37       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,122,949
COMMITMENTS
 220,490  210,326   25,831  774,631  747,914  1020952  984,070  101,997  138,879

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     63,002)
   9,083  -18,536    3,423   38,942   86,778   51,449   71,665   11,553   -8,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     18.7      2.3     69.0     66.6     90.9     87.6      9.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      41       40       24       86      120      138      173
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,069,414
COMMITMENTS
 379,144  407,035  292,693  2089477  1865462  2761314  2565190  308,100  504,224

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     55,641)
  -1,099   24,439   25,602    5,245   -7,522   29,748   42,520   25,892   13,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     13.3      9.5     68.1     60.8     90.0     83.6     10.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      65       92       87      163      194      280      321
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,269,533
COMMITMENTS
 293,341  293,511  135,399  1608021  1467413  2036761  1896322  232,772  373,210

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:    -48,329)
 -17,342   -4,967   10,941  -45,749  -40,909  -52,150  -34,935    3,821  -13,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     12.9      6.0     70.9     64.7     89.7     83.6     10.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      42       54       47      124      147      194      220
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      412,690
COMMITMENTS
  29,031   88,165   79,832  276,125  196,816  384,989  364,813   27,701   47,877

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     -5,810)
  -1,423     -502    1,032   -5,221   -1,240   -5,612     -711     -198   -5,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     21.4     19.3     66.9     47.7     93.3     88.4      6.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16       22       24       34       37       61       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,448
COMMITMENTS
  20,329   14,254      487   36,751   45,049   57,568   59,790    8,881    6,658

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:      7,030)
   5,650   -1,116      -72      398    8,941    5,976    7,753    1,054     -723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     21.5      0.7     55.3     67.8     86.6     90.0     13.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      36       26       12       42       26       83       59
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      132,897
COMMITMENTS
  40,658   28,507      975   73,502   90,098  115,135  119,580   17,762   13,316

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:     14,061)
  11,300   -2,232     -144      796   17,882   11,952   15,506    2,109   -1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     21.5      0.7     55.3     67.8     86.6     90.0     13.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      36       26       12       42       26       83       59
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,070
COMMITMENTS
  13,186   13,984      886      926      194   14,998   15,064       72        6

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:       -299)
    -143     -301      -96      -92       94     -331     -303       32        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.5     92.8      5.9      6.1      1.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      17        3        2        1        1       19        5
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       51,584
COMMITMENTS
   8,077   20,329      331   43,085   30,774   51,493   51,434       91      150

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:        610)
    -169      535      -16      779       83      594      602       16        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     39.4      0.6     83.5     59.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5       13        1       13       14       18       28
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,415
COMMITMENTS
   4,364   12,379    1,223   27,728   19,641   33,315   33,243      100      172

CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST:        491)
     714      520     -351       87      286      450      455       41       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     37.0      3.7     83.0     58.8     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       14        1        6       17       13       32



Updated July 4, 2014