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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-050642
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     5,628:       369      3,464          8      3,966      1,824      4,343      5,296:     1,285        332
Old  :     5,628:       369      3,464          8      3,966      1,824      4,343      5,296:     1,285        332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       335:        40        304          0        171         20        211        324:       124         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       61.5        0.1       70.5       32.4       77.2       94.1:      22.8        5.9
Old  :     100.0:       6.6       61.5        0.1       70.5       32.4       77.2       94.1:      22.8        5.9
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  :        27:         3          7          2         15          9         19         17:
Old  :        27:         3          7          2         15          9         19         17:
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  :                 46.4       59.2       63.7       85.0       43.1       59.2       60.4       85.0
Old  :                 46.4       59.2       63.7       85.0       43.1       59.2       60.4       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                                                           Code-052641
Commitments of Traders - Futures Only, January 21, 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  :    27,754:     6,881      3,809        713     16,444     18,101     24,038     22,623:     3,716      5,131
Old  :    27,754:     6,881      3,809        713     16,444     18,101     24,038     22,623:     3,716      5,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,714:     1,011        339         -6        347      1,204      1,352      1,537:       362        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       13.7        2.6       59.2       65.2       86.6       81.5:      13.4       18.5
Old  :     100.0:      24.8       13.7        2.6       59.2       65.2       86.6       81.5:      13.4       18.5
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  :        74:        18         12         18         25         28         52         50:
Old  :        74:        18         12         18         25         28         52         50:
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  :                 33.1       37.1       50.8       53.9       33.0       35.1       50.6       51.8
Old  :                 33.1       37.1       50.8       53.9       33.0       35.1       50.6       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                                                          Code-052642
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 44,000 LBS.)                                                 :
     :          :                                                                            :
All  :     4,200:       478      2,861         64      2,667      1,152      3,209      4,077:       991        123
Old  :     4,200:       478      2,861         64      2,667      1,152      3,209      4,077:       991        123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       284:       150        260         15         65          3        230        278:        54          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       68.1        1.5       63.5       27.4       76.4       97.1:      23.6        2.9
Old  :     100.0:      11.4       68.1        1.5       63.5       27.4       76.4       97.1:      23.6        2.9
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:         3          7          3         10          3         15         11:
Old  :        22:         3          7          3         10          3         15         11:
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  :                 42.6       67.1       67.5       95.4       42.6       67.1       65.8       91.0
Old  :                 42.6       67.1       67.5       95.4       42.6       67.1       65.8       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                                                               Code-052644
Commitments of Traders - Futures Only, January 21, 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  :    10,604:     7,899        901        152      2,096      7,229     10,147      8,282:       457      2,322
Old  :    10,604:     7,899        901        152      2,096      7,229     10,147      8,282:       457      2,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,101:       701        135         25        237        890        963      1,050:       138         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5        8.5        1.4       19.8       68.2       95.7       78.1:       4.3       21.9
Old  :     100.0:      74.5        8.5        1.4       19.8       68.2       95.7       78.1:       4.3       21.9
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  :        31:         8          6          4          7         13         17         21:
Old  :        31:         8          6          4          7         13         17         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  :                 65.7       54.0       90.4       67.2       65.7       54.0       90.4       66.6
Old  :                 65.7       54.0       90.4       67.2       65.7       54.0       90.4       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   271,041:    96,207     36,903     50,896     87,202    137,653    234,305    225,452:    36,736     45,589
Old  :   254,710:    95,579     38,777     45,756     82,629    126,378    223,964    210,911:    30,746     43,799
Other:    16,331:     4,823      2,321        945      4,573     11,275     10,341     14,541:     5,990      1,790
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     5,675:     3,271     -2,332      2,692     -2,656      5,919      3,307      6,279:     2,368       -604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       13.6       18.8       32.2       50.8       86.4       83.2:      13.6       16.8
Old  :     100.0:      37.5       15.2       18.0       32.4       49.6       87.9       82.8:      12.1       17.2
Other:     100.0:      29.5       14.2        5.8       28.0       69.0       63.3       89.0:      36.7       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       106         66        103         90        112        261        243:
Old  :       329:       107         74        101         82        110        252        240:
Other:       111:        21         19          4         41         40         65         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       14.0       20.9       23.0       10.9       13.2       19.3       19.7
Old  :                 12.7       13.2       22.1       21.9       11.5       11.6       20.4       18.1
Other:                 20.3       41.0       30.6       55.3       18.1       41.0       26.0       52.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   363,157:   165,799     55,336     43,712    118,739    205,843    328,250    304,891:    34,907     58,266
Old  :   363,157:   165,799     55,336     43,712    118,739    205,843    328,250    304,891:    34,907     58,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    13,252:     8,401      2,482      2,533      2,802      6,275     13,736     11,290:      -484      1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       15.2       12.0       32.7       56.7       90.4       84.0:       9.6       16.0
Old  :     100.0:      45.7       15.2       12.0       32.7       56.7       90.4       84.0:       9.6       16.0
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  :       447:       138         98        121        113        157        336        321:
Old  :       447:       138         98        121        113        157        336        321:
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  :                 12.8       23.7       21.6       31.4       12.7       23.1       21.6       29.9
Old  :                 12.8       23.7       21.6       31.4       12.7       23.1       21.6       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,938:       980      1,302         39      1,536      1,664      2,555      3,005:     1,383        933
Old  :     3,938:       980      1,302         39      1,536      1,664      2,555      3,005:     1,383        933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       138:        77        125        -18         47        -61        106         46:        32         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       33.1        1.0       39.0       42.3       64.9       76.3:      35.1       23.7
Old  :     100.0:      24.9       33.1        1.0       39.0       42.3       64.9       76.3:      35.1       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  :        50:        12         15          2         16         15         29         31:
Old  :        50:        12         15          2         16         15         29         31:
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  :                 29.3       37.9       41.5       53.6       29.1       37.9       41.3       53.3
Old  :                 29.3       37.9       41.5       53.6       29.1       37.9       41.3       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    51,643:    17,935      9,130      6,527     14,208     12,490     38,670     28,147:    12,973     23,496
Old  :    51,643:    17,935      9,130      6,527     14,208     12,490     38,670     28,147:    12,973     23,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,779:       967        104        466       -364       -239      1,069        331:       710      1,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       17.7       12.6       27.5       24.2       74.9       54.5:      25.1       45.5
Old  :     100.0:      34.7       17.7       12.6       27.5       24.2       74.9       54.5:      25.1       45.5
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  :       220:        67         32         39         62         72        154        135:
Old  :       220:        67         32         39         62         72        154        135:
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  :                 13.0        9.8       20.0       15.6       12.6        8.8       19.1       14.1
Old  :                 13.0        9.8       20.0       15.6       12.6        8.8       19.1       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                                                     Code-063642
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 20,000 POUNDS)                                               :
     :          :                                                                            :
All  :     8,867:     2,331      5,484         12      5,699      3,166      8,042      8,662:       825        205
Old  :     8,867:     2,331      5,484         12      5,699      3,166      8,042      8,662:       825        205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,019:       301        535          1        694        401        996        937:        23         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       61.8        0.1       64.3       35.7       90.7       97.7:       9.3        2.3
Old  :     100.0:      26.3       61.8        0.1       64.3       35.7       90.7       97.7:       9.3        2.3
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  :        36:        11          6          4         15          9         27         18:
Old  :        36:        11          6          4         15          9         27         18:
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  :                 58.0       69.2       71.0       88.2       58.0       68.6       71.0       87.6
Old  :                 58.0       69.2       71.0       88.2       58.0       68.6       71.0       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-089741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF RUB 2,500,000)                                               :
     :          :                                                                            :
All  :    38,414:     4,217      4,503      1,266     32,448     32,032     37,931     37,801:       483        613
Old  :    38,414:     4,217      4,503      1,266     32,448     32,032     37,931     37,801:       483        613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :      -793:    -2,419       -731          1      1,708       -122       -710       -852:       -83         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       11.7        3.3       84.5       83.4       98.7       98.4:       1.3        1.6
Old  :     100.0:      11.0       11.7        3.3       84.5       83.4       98.7       98.4:       1.3        1.6
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  :        22:         4          2          2         14         12         18         16:
Old  :        22:         4          2          2         14         12         18         16:
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  :                 62.1       61.1       84.2       88.7       46.9       53.4       61.1       65.4
Old  :                 62.1       61.1       84.2       88.7       46.9       53.4       61.1       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CAD 100,000)                                                 :
     :          :                                                                            :
All  :   169,456:    29,423     99,750      2,476    112,401     22,597    144,300    124,823:    25,156     44,633
Old  :   169,456:    29,423     99,750      2,476    112,401     22,597    144,300    124,823:    25,156     44,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    -1,914:    -4,789     -1,807        135      3,947     -1,546       -707     -3,218:    -1,207      1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       58.9        1.5       66.3       13.3       85.2       73.7:      14.8       26.3
Old  :     100.0:      17.4       58.9        1.5       66.3       13.3       85.2       73.7:      14.8       26.3
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  :        91:        22         34          7         24         23         48         62:
Old  :        91:        22         34          7         24         23         48         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  :                 47.6       47.9       62.9       55.9       47.3       47.5       62.7       55.5
Old  :                 47.6       47.9       62.9       55.9       47.3       47.5       62.7       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF CHF 125,000)                                                 :
     :          :                                                                            :
All  :    42,110:    11,645     13,566        313     18,090     13,906     30,048     27,785:    12,062     14,325
Old  :    42,110:    11,645     13,566        313     18,090     13,906     30,048     27,785:    12,062     14,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :      -681:      -956     -1,976          4      3,549       -243      2,597     -2,215:    -3,278      1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       32.2        0.7       43.0       33.0       71.4       66.0:      28.6       34.0
Old  :     100.0:      27.7       32.2        0.7       43.0       33.0       71.4       66.0:      28.6       34.0
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  :        39:        10         10          2         10         10         20         22:
Old  :        39:        10         10          2         10         10         20         22:
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  :                 32.6       28.5       48.1       46.9       32.6       28.5       48.1       46.9
Old  :                 32.6       28.5       48.1       46.9       32.6       28.5       48.1       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF MXN 500,000)                                                 :
     :          :                                                                            :
All  :   121,142:    26,739     30,367      4,586     83,916     80,914    115,241    115,867:     5,901      5,275
Old  :   121,142:    26,739     30,367      4,586     83,916     80,914    115,241    115,867:     5,901      5,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     8,144:    -5,756     11,589      1,365     13,685     -7,800      9,294      5,154:    -1,150      2,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       25.1        3.8       69.3       66.8       95.1       95.6:       4.9        4.4
Old  :     100.0:      22.1       25.1        3.8       69.3       66.8       95.1       95.6:       4.9        4.4
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  :       107:        35         42          7         16         17         56         61:
Old  :       107:        35         42          7         16         17         56         61:
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  :                 69.9       47.6       78.9       64.7       69.8       47.6       77.6       64.7
Old  :                 69.9       47.6       78.9       64.7       69.8       47.6       77.6       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF GBP 62,500)                                                  :
     :          :                                                                            :
All  :   208,112:    56,573     47,853      3,589    110,212    134,031    170,374    185,473:    37,738     22,639
Old  :   208,112:    56,573     47,853      3,589    110,212    134,031    170,374    185,473:    37,738     22,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     6,740:     2,221      4,661        374      3,453       -876      6,048      4,159:       692      2,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       23.0        1.7       53.0       64.4       81.9       89.1:      18.1       10.9
Old  :     100.0:      27.2       23.0        1.7       53.0       64.4       81.9       89.1:      18.1       10.9
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  :       112:        38         29          8         28         31         71         63:
Old  :       112:        38         29          8         28         31         71         63:
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  :                 44.8       40.2       54.9       61.1       44.8       40.0       54.9       60.9
Old  :                 44.8       40.2       54.9       61.1       44.8       40.0       54.9       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF JPY 12,500,000)                                              :
     :          :                                                                            :
All  :   217,548:    13,128    128,089      2,860    186,273     38,501    202,261    169,450:    15,287     48,098
Old  :   217,548:    13,128    128,089      2,860    186,273     38,501    202,261    169,450:    15,287     48,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :      -776:     2,374       -731       -660     -2,523      2,009       -809        618:        33     -1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       58.9        1.3       85.6       17.7       93.0       77.9:       7.0       22.1
Old  :     100.0:       6.0       58.9        1.3       85.6       17.7       93.0       77.9:       7.0       22.1
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  :       138:        22         69          9         24         31         51        104:
Old  :       138:        22         69          9         24         31         51        104:
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  :                 53.0       27.7       72.3       38.3       52.8       27.6       72.1       37.9
Old  :                 53.0       27.7       72.3       38.3       52.8       27.6       72.1       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF EUR 125,000)                                                 :
     :          :                                                                            :
All  :   255,300:    79,321     83,093      6,165    131,073     96,012    216,559    185,270:    38,741     70,030
Old  :   255,300:    79,321     83,093      6,165    131,073     96,012    216,559    185,270:    38,741     70,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    11,866:    -7,738      5,280        653     23,190     -2,879     16,105      3,054:    -4,239      8,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       32.5        2.4       51.3       37.6       84.8       72.6:      15.2       27.4
Old  :     100.0:      31.1       32.5        2.4       51.3       37.6       84.8       72.6:      15.2       27.4
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  :       182:        36         72         26         46         49         97        132:
Old  :       182:        36         72         26         46         49         97        132:
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  :                 32.7       18.8       45.1       26.3       32.7       18.1       45.1       25.4
Old  :                 32.7       18.8       45.1       26.3       32.7       18.1       45.1       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                                                            Code-102741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF BRL 100,000)                                                 :
     :          :                                                                            :
All  :    12,349:     4,970      4,432      3,453      3,400      3,201     11,823     11,086:       526      1,263
Old  :    12,349:     4,970      4,432      3,453      3,400      3,201     11,823     11,086:       526      1,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       110:       -28        -37         87         -2         10         57         60:        53         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       35.9       28.0       27.5       25.9       95.7       89.8:       4.3       10.2
Old  :     100.0:      40.2       35.9       28.0       27.5       25.9       95.7       89.8:       4.3       10.2
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  :        23:         5         11          4          5          3         11         17:
Old  :        23:         5         11          4          5          3         11         17:
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  :                 71.1       73.3       90.6       83.0       50.2       48.9       64.9       56.9
Old  :                 71.1       73.3       90.6       83.0       50.2       48.9       64.9       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZD 100,000)                                                 :
     :          :                                                                            :
All  :    22,817:    17,330      8,774        562      1,258     11,346     19,150     20,682:     3,667      2,135
Old  :    22,817:    17,330      8,774        562      1,258     11,346     19,150     20,682:     3,667      2,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :       -53:      -209        849        360        141     -1,283        292        -74:      -345         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0       38.5        2.5        5.5       49.7       83.9       90.6:      16.1        9.4
Old  :     100.0:      76.0       38.5        2.5        5.5       49.7       83.9       90.6:      16.1        9.4
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  :        66:        26         21          3          6         13         33         36:
Old  :        66:        26         21          3          6         13         33         36:
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  :                 48.0       48.9       60.8       65.2       48.0       47.6       60.7       63.9
Old  :                 48.0       48.9       60.8       65.2       48.0       47.6       60.7       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000)                                                  :
     :          :                                                                            :
All  :10,326,059:   673,849  1,604,591  1,843,523  7,042,376  5,746,782  9,559,748  9,194,896:   766,311  1,131,163
Old  :10,326,059:   673,849  1,604,591  1,843,523  7,042,376  5,746,782  9,559,748  9,194,896:   766,311  1,131,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :   235,941:    12,553     62,562    122,090    107,299     78,657    241,942    263,309:    -6,001    -27,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       15.5       17.9       68.2       55.7       92.6       89.0:       7.4       11.0
Old  :     100.0:       6.5       15.5       17.9       68.2       55.7       92.6       89.0:       7.4       11.0
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  :       261:        47         75         89        118        126        227        235:
Old  :       261:        47         75         89        118        126        227        235:
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  :                 36.4       19.5       44.8       29.5       33.1       16.4       37.9       20.8
Old  :                 36.4       19.5       44.8       29.5       33.1       16.4       37.9       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                      Code-13874+
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   722,076:   101,748     95,137     17,847    508,658    545,616    628,253    658,601:    93,823     63,475
Old  :   722,076:   101,748     95,137     17,847    508,658    545,616    628,253    658,601:    93,823     63,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     2,547:    -8,339      7,726     -5,093     21,845      3,977      8,414      6,610:    -5,867     -4,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       13.2        2.5       70.4       75.6       87.0       91.2:      13.0        8.8
Old  :     100.0:      14.1       13.2        2.5       70.4       75.6       87.0       91.2:      13.0        8.8
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  :       552:       132         85         50        234        218        381        338:
Old  :       552:       132         85         50        234        218        381        338:
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  :                 16.0       19.8       23.9       28.1       14.0       19.3       21.6       26.6
Old  :                 16.0       19.8       23.9       28.1       14.0       19.3       21.6       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   147,787:    10,422      3,942        294     92,953    119,623    103,669    123,859:    44,118     23,928
Old  :   147,787:    10,422      3,942        294     92,953    119,623    103,669    123,859:    44,118     23,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     5,360:       575     -2,859          4     12,323      8,028     12,902      5,173:    -7,542        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        2.7        0.2       62.9       80.9       70.1       83.8:      29.9       16.2
Old  :     100.0:       7.1        2.7        0.2       62.9       80.9       70.1       83.8:      29.9       16.2
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  :        76:        10          4          5         43         38         54         46:
Old  :        76:        10          4          5         43         38         54         46:
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  :                 21.4       34.3       35.2       52.8       21.4       34.3       35.0       52.6
Old  :                 21.4       34.3       35.2       52.8       21.4       34.3       35.0       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 2,871,444:   469,764    469,111     74,632  2,078,523  2,129,965  2,622,919  2,673,708:   248,525    197,736
Old  : 2,871,444:   469,764    469,111     74,632  2,078,523  2,129,965  2,622,919  2,673,708:   248,525    197,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :   -14,067:   -60,075     37,418     -9,977     47,611    -20,254    -22,441      7,187:     8,374    -21,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       16.3        2.6       72.4       74.2       91.3       93.1:       8.7        6.9
Old  :     100.0:      16.4       16.3        2.6       72.4       74.2       91.3       93.1:       8.7        6.9
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  :       534:       128         86         46        215        207        357        325:
Old  :       534:       128         86         46        215        207        357        325:
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  :                 17.7       19.5       27.1       29.0       15.4       19.4       24.0       28.7
Old  :                 17.7       19.5       27.1       29.0       15.4       19.4       24.0       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :   105,473:    15,221      3,332      1,008     79,184     97,635     95,413    101,975:    10,060      3,498
Old  :   105,473:    15,221      3,332      1,008     79,184     97,635     95,413    101,975:    10,060      3,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,212:     1,476        215        168         70         72      1,714        455:      -502        757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.2        1.0       75.1       92.6       90.5       96.7:       9.5        3.3
Old  :     100.0:      14.4        3.2        1.0       75.1       92.6       90.5       96.7:       9.5        3.3
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  :        94:        16          5          4         49         40         66         48:
Old  :        94:        16          5          4         49         40         66         48:
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  :                 35.6       42.0       50.4       62.0       35.4       42.0       50.2       62.0
Old  :                 35.6       42.0       50.4       62.0       35.4       42.0       50.2       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                                                   Code-20974+
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    84,719:    23,657      4,664        367     53,668     76,033     77,691     81,064:     7,028      3,655
Old  :    84,719:    23,657      4,664        367     53,668     76,033     77,691     81,064:     7,028      3,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    -1,517:    -1,585     -2,732        223       -734      1,050     -2,096     -1,459:       579        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        5.5        0.4       63.3       89.7       91.7       95.7:       8.3        4.3
Old  :     100.0:      27.9        5.5        0.4       63.3       89.7       91.7       95.7:       8.3        4.3
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  :       222:        81         23         10         73         59        156         90:
Old  :       222:        81         23         10         73         59        156         90:
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  :                 37.0       49.9       47.0       71.5       37.0       49.9       47.0       71.3
Old  :                 37.0       49.9       47.0       71.5       37.0       49.9       47.0       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 STOCK INDEX X $20)                                             :
     :          :                                                                            :
All  :   423,596:   118,283     23,321      1,836    268,338    380,163    388,457    405,320:    35,139     18,276
Old  :   423,596:   118,283     23,321      1,836    268,338    380,163    388,457    405,320:    35,139     18,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    -7,584:    -7,924    -13,661      1,114     -3,668      5,252    -10,478     -7,295:     2,894       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        5.5        0.4       63.3       89.7       91.7       95.7:       8.3        4.3
Old  :     100.0:      27.9        5.5        0.4       63.3       89.7       91.7       95.7:       8.3        4.3
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  :       222:        81         23         10         73         59        156         90:
Old  :       222:        81         23         10         73         59        156         90:
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  :                 37.0       49.9       47.0       71.5       37.0       49.9       47.0       71.3
Old  :                 37.0       49.9       47.0       71.5       37.0       49.9       47.0       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF AUD 100,000)                                                 :
     :          :                                                                            :
All  :   137,503:    15,645     80,299      1,138    103,859     16,090    120,642     97,527:    16,861     39,976
Old  :   137,503:    15,645     80,299      1,138    103,859     16,090    120,642     97,527:    16,861     39,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :    25,162:     5,269     17,935     -1,208     22,186        408     26,247     17,135:    -1,085      8,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       58.4        0.8       75.5       11.7       87.7       70.9:      12.3       29.1
Old  :     100.0:      11.4       58.4        0.8       75.5       11.7       87.7       70.9:      12.3       29.1
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  :        86:        17         39          9         19         18         41         61:
Old  :        86:        17         39          9         19         18         41         61:
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  :                 59.6       37.2       74.9       48.6       59.5       37.2       74.7       48.6
Old  :                 59.6       37.2       74.9       48.6       59.5       37.2       74.7       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    77,289:    25,236     21,738        375     39,143     49,047     64,754     71,160:    12,535      6,129
Old  :    77,289:    25,236     21,738        375     39,143     49,047     64,754     71,160:    12,535      6,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     1,718:      -102      1,443        350        290        287        538      2,080:     1,180       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       28.1        0.5       50.6       63.5       83.8       92.1:      16.2        7.9
Old  :     100.0:      32.7       28.1        0.5       50.6       63.5       83.8       92.1:      16.2        7.9
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  :        87:        32         17          3         27         13         60         32:
Old  :        87:        32         17          3         27         13         60         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  :                 31.3       62.9       43.5       72.8       31.3       62.9       43.5       72.8
Old  :                 31.3       62.9       43.5       72.8       31.3       62.9       43.5       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, January 21, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X JPY 500)                                                   :
     :          :                                                                            :
All  :   108,903:    40,639      7,820        423     57,598     20,523     98,660     28,766:    10,243     80,137
Old  :   108,903:    40,639      7,820        423     57,598     20,523     98,660     28,766:    10,243     80,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2014                     :
     :     4,148:     3,070     -3,661        304        264        409      3,638     -2,948:       510      7,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.2        0.4       52.9       18.8       90.6       26.4:       9.4       73.6
Old  :     100.0:      37.3        7.2        0.4       52.9       18.8       90.6       26.4:       9.4       73.6
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  :        92:        36          8          3         40         18         76         29:
Old  :        92:        36          8          3         40         18         76         29:
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  :                 39.3       17.3       52.1       22.0       39.3       16.7       52.0       21.4
Old  :                 39.3       17.3       52.1       22.0       39.3       16.7       52.0       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 24, 2014