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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   508,765:   122,172    187,382    134,608    214,275    132,092    471,054    454,082:    37,711     54,684
Old  :   377,019:   110,709    175,324     80,114    160,829     81,874    351,652    337,313:    25,367     39,706
Other:   131,746:    33,400     33,995     32,555     53,446     50,218    119,402    116,768:    12,344     14,977
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     8,750:     2,598        870      2,824        789      1,626      6,211      5,320:     2,539      3,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       36.8       26.5       42.1       26.0       92.6       89.3:       7.4       10.7
Old  :     100.0:      29.4       46.5       21.2       42.7       21.7       93.3       89.5:       6.7       10.5
Other:     100.0:      25.4       25.8       24.7       40.6       38.1       90.6       88.6:       9.4       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       121        156        146        104        101        304        333:
Old  :       390:       131        140        114         93         88        275        293:
Other:       217:        43         74         58         63         82        147        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5        9.0       24.0       16.7       13.1        8.6       20.8       15.7
Old  :                 15.6       11.0       25.5       20.4       14.6       10.9       23.0       19.7
Other:                 26.6       15.6       40.4       28.7       23.6       13.6       32.6       22.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   167,074:    48,735     41,764     28,447     71,997     67,919    149,179    138,130:    17,895     28,944
Old  :   119,415:    48,589     39,635     11,258     46,059     50,315    105,906    101,208:    13,509     18,207
Other:    47,659:    12,165     14,149      5,170     25,938     17,604     43,273     36,922:     4,386     10,737
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     4,663:      -662      1,408      2,585      2,060      1,229      3,982      5,222:       680       -559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       25.0       17.0       43.1       40.7       89.3       82.7:      10.7       17.3
Old  :     100.0:      40.7       33.2        9.4       38.6       42.1       88.7       84.8:      11.3       15.2
Other:     100.0:      25.5       29.7       10.8       54.4       36.9       90.8       77.5:       9.2       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        59         51         52         57         58        135        147:
Old  :       183:        58         48         34         52         49        122        120:
Other:       127:        21         37         20         35         45         69         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       23.7       27.4       32.8       14.8       20.0       24.0       28.2
Old  :                 22.7       28.8       32.8       37.3       21.2       28.8       31.3       37.1
Other:                 27.7       29.9       44.9       39.9       27.7       28.6       44.3       37.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,563,886:   306,346    345,196    423,602    671,655    498,717  1,401,603  1,267,516:   162,283    296,370
Old  : 1,271,034:   265,308    351,655    317,279    551,161    398,198  1,133,748  1,067,132:   137,285    203,902
Other:   292,852:    89,701     42,205     57,660    120,493    100,520    267,854    200,384:    24,998     92,468
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    32,107:     4,906     -4,284     22,827      1,062      7,280     28,795     25,823:     3,312      6,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.1       27.1       42.9       31.9       89.6       81.0:      10.4       19.0
Old  :     100.0:      20.9       27.7       25.0       43.4       31.3       89.2       84.0:      10.8       16.0
Other:     100.0:      30.6       14.4       19.7       41.1       34.3       91.5       68.4:       8.5       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       737:       166        199        223        296        297        589        607:
Old  :       726:       151        215        199        290        281        562        579:
Other:       448:        90         85         78        105        226        225        363:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9        8.6       17.6       14.9        8.2        7.3       14.9       12.2
Old  :                 10.7        8.7       18.7       15.4        8.9        8.2       16.0       13.8
Other:                 21.6       17.5       34.5       25.2       21.2       15.2       31.7       19.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,484:     3,181        251      1,047      4,041      7,688      8,268      8,985:     2,216      1,499
Old  :     9,530:     3,183        164        847      3,411      7,193      7,441      8,204:     2,089      1,326
Other:       954:       116        204         82        630        495        828        781:       127        173
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :       -23:       -28         39         89       -226       -504       -166       -377:       142        353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        2.4       10.0       38.5       73.3       78.9       85.7:      21.1       14.3
Old  :     100.0:      33.4        1.7        8.9       35.8       75.5       78.1       86.1:      21.9       13.9
Other:     100.0:      12.2       21.4        8.6       66.0       51.9       86.7       81.9:      13.3       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        19          5          9         14         14         37         25:
Old  :        46:        19          6          8         13         14         35         25:
Other:        18:         3          3          3          8          6         12         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.9       43.5       51.9       62.4       34.7       42.8       45.2       56.1
Old  :                 37.1       43.5       52.0       63.8       36.5       43.4       46.6       57.5
Other:                 65.7       54.4       82.5       78.5       65.7       49.4       70.0       65.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   722,037:   209,543     73,707    197,384    260,966    353,838    667,892    624,929:    54,144     97,107
Old  :   586,834:   200,450     65,316    132,683    210,741    322,312    543,874    520,312:    42,960     66,522
Other:   135,203:    40,531     39,829     33,263     50,225     31,526    124,019    104,618:    11,184     30,585
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     9,095:   -20,619      6,303     15,240     15,352    -15,794      9,974      5,749:      -878      3,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       10.2       27.3       36.1       49.0       92.5       86.6:       7.5       13.4
Old  :     100.0:      34.2       11.1       22.6       35.9       54.9       92.7       88.7:       7.3       11.3
Other:     100.0:      30.0       29.5       24.6       37.1       23.3       91.7       77.4:       8.3       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:       158        145        184        132        174        386        416:
Old  :       488:       152        142        173        126        165        367        396:
Other:       289:        70         76         73         67        110        172        228:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3       17.1       15.9       23.9        7.7       13.0       14.1       18.3
Old  :                 10.0       19.9       18.6       27.8        9.4       15.1       17.0       21.7
Other:                 16.8       16.3       29.3       27.2       16.7       14.4       27.9       22.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   372,673:    76,652    116,382     64,322    195,813    147,219    336,786    327,923:    35,887     44,751
Old  :   343,491:    77,823    117,725     53,605    181,714    130,566    313,141    301,896:    30,350     41,596
Other:    29,182:     5,803      5,630      3,743     14,099     16,653     23,645     26,027:     5,536      3,155
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    11,018:       632      5,013      5,232      4,598     -3,772     10,461      6,472:       557      4,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       31.2       17.3       52.5       39.5       90.4       88.0:       9.6       12.0
Old  :     100.0:      22.7       34.3       15.6       52.9       38.0       91.2       87.9:       8.8       12.1
Other:     100.0:      19.9       19.3       12.8       48.3       57.1       81.0       89.2:      19.0       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        67        102         88         84         67        208        221:
Old  :       294:        72        109         80         84         63        205        211:
Other:        86:        23         18         19         34         16         65         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       19.8       20.4       27.3        8.9       12.3       15.8       18.9
Old  :                 13.1       18.7       21.6       26.5        9.5       14.1       16.6       20.7
Other:                 31.6       48.6       46.1       62.2       26.8       43.4       38.9       56.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   746,238:   140,067     85,219     46,197    420,147    430,002    606,410    561,417:   139,828    184,821
Old  :   746,238:   140,067     85,219     46,197    420,147    430,002    606,410    561,417:   139,828    184,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :   -19,421:     5,034     -4,412     -4,642    -30,787    -11,062    -30,396    -20,116:    10,975        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       11.4        6.2       56.3       57.6       81.3       75.2:      18.7       24.8
Old  :     100.0:      18.8       11.4        6.2       56.3       57.6       81.3       75.2:      18.7       24.8
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  :       159:        34         31         38         73         81        126        131:
Old  :       159:        34         31         38         73         81        126        131:
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  :                 20.0       12.6       31.4       21.1       19.6        9.4       26.9       16.1
Old  :                 20.0       12.6       31.4       21.1       19.6        9.4       26.9       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   458,208:    51,220     72,332      2,804    331,986    293,910    386,010    369,046:    72,198     89,162
Old  :   458,208:    51,220     72,332      2,804    331,986    293,910    386,010    369,046:    72,198     89,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     4,849:       729      5,819        286      5,677        109      6,692      6,214:    -1,843     -1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.8        0.6       72.5       64.1       84.2       80.5:      15.8       19.5
Old  :     100.0:      11.2       15.8        0.6       72.5       64.1       84.2       80.5:      15.8       19.5
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  :        84:         9         16          8         43         43         56         63:
Old  :        84:         9         16          8         43         43         56         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  :                 27.8       32.2       46.0       47.8       24.5       32.2       40.2       45.3
Old  :                 27.8       32.2       46.0       47.8       24.5       32.2       40.2       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     3,218:       978        427        200      1,537      2,379      2,715      3,006:       503        212
Old  :     3,218:       978        427        200      1,537      2,379      2,715      3,006:       503        212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :        75:        33         65        -80        146         47         99         32:       -24         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       13.3        6.2       47.8       73.9       84.4       93.4:      15.6        6.6
Old  :     100.0:      30.4       13.3        6.2       47.8       73.9       84.4       93.4:      15.6        6.6
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  :        35:         9          4          4         15         15         26         22:
Old  :        35:         9          4          4         15         15         26         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  :                 34.9       57.6       50.3       76.4       34.9       50.8       48.9       63.7
Old  :                 34.9       57.6       50.3       76.4       34.9       50.8       48.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   295,709:    93,826     49,602     51,462    105,566    165,880    250,853    266,944:    44,856     28,765
Old  :   263,140:    89,058     46,935     44,294     90,465    146,177    223,817    237,405:    39,323     25,735
Other:    32,569:     7,991      5,891      3,945     15,101     19,703     27,037     29,539:     5,532      3,030
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    -2,520:    -5,917      1,484      5,035        937     -7,042         56       -523:    -2,575     -1,997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       16.8       17.4       35.7       56.1       84.8       90.3:      15.2        9.7
Old  :     100.0:      33.8       17.8       16.8       34.4       55.6       85.1       90.2:      14.9        9.8
Other:     100.0:      24.5       18.1       12.1       46.4       60.5       83.0       90.7:      17.0        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        85         47         62         73         82        189        167:
Old  :       239:        84         48         61         71         81        184        166:
Other:        94:        21         21         21         41         22         76         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9       29.5       16.4       38.1        7.9       25.3       14.4       31.9
Old  :                  9.1       28.9       17.0       38.0        8.6       26.1       15.9       32.4
Other:                 19.6       39.7       31.9       59.5       17.2       31.1       29.2       47.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 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  :     7,086:       795      1,092        161      4,497      4,761      5,453      6,014:     1,633      1,072
Old  :     6,906:       795      1,117        135      4,459      4,636      5,389      5,889:     1,517      1,017
Other:       180:        26          0          0         38        125         64        125:       116         55
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :       -45:       -49       -358         26       -183        252       -206        -80:       161         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.4        2.3       63.5       67.2       77.0       84.9:      23.0       15.1
Old  :     100.0:      11.5       16.2        2.0       64.6       67.1       78.0       85.3:      22.0       14.7
Other:     100.0:      14.4        0.0        0.0       21.1       69.4       35.6       69.4:      64.4       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         7          9          4         16         10         26         20:
Old  :        36:         6         10          4         16          9         26         19:
Other:         7:         2          0          0          1          4          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.4       66.1       57.8       77.1       44.2       63.6       57.6       74.7
Old  :                 45.5       66.8       59.4       77.9       45.5       64.8       59.3       76.0
Other:                 35.6       69.4       35.6       69.4       35.6       69.4       35.6       69.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   790,002:   148,655    154,877     14,777    527,548    515,583    690,980    685,238:    99,021    104,764
Old  :   790,002:   148,655    154,877     14,777    527,548    515,583    690,980    685,238:    99,021    104,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    22,192:   -13,997     -2,619      3,225     32,990     19,766     22,219     20,373:       -27      1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       19.6        1.9       66.8       65.3       87.5       86.7:      12.5       13.3
Old  :     100.0:      18.8       19.6        1.9       66.8       65.3       87.5       86.7:      12.5       13.3
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  :       203:        40         31         23         88         95        136        141:
Old  :       203:        40         31         23         88         95        136        141:
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  :                 17.1       28.0       28.8       40.5       15.2       27.2       24.7       38.2
Old  :                 17.1       28.0       28.8       40.5       15.2       27.2       24.7       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,689,223:   231,868    362,627    278,411  1,932,900  1,544,070  2,443,179  2,185,108:   246,044    504,115
Old  : 2,689,223:   231,868    362,627    278,411  1,932,900  1,544,070  2,443,179  2,185,108:   246,044    504,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :   -62,058:    41,053     -3,829    -56,858    -53,345    -13,043    -69,150    -73,730:     7,092     11,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       13.5       10.4       71.9       57.4       90.9       81.3:       9.1       18.7
Old  :     100.0:       8.6       13.5       10.4       71.9       57.4       90.9       81.3:       9.1       18.7
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  :       319:        58         68         73        152        160        250        261:
Old  :       319:        58         68         73        152        160        250        261:
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  :                 27.4       13.6       39.3       20.7       24.5       10.3       34.9       14.4
Old  :                 27.4       13.6       39.3       20.7       24.5       10.3       34.9       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,126,248:   232,776    292,323    145,914  1,545,143  1,303,186  1,923,833  1,741,424:   202,415    384,824
Old  : 2,126,248:   232,776    292,323    145,914  1,545,143  1,303,186  1,923,833  1,741,424:   202,415    384,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    13,663:   -18,399     23,020    -11,007     23,661     -8,907     -5,746      3,106:    19,408     10,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       13.7        6.9       72.7       61.3       90.5       81.9:       9.5       18.1
Old  :     100.0:      10.9       13.7        6.9       72.7       61.3       90.5       81.9:       9.5       18.1
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  :       260:        36         63         42        112        127        174        207:
Old  :       260:        36         63         42        112        127        174        207:
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       16.0       44.0       24.2       30.5       15.0       42.8       21.5
Old  :                 31.3       16.0       44.0       24.2       30.5       15.0       42.8       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   278,459:    13,563     51,602     44,406    188,819    136,226    246,788    232,234:    31,671     46,225
Old  :   278,459:    13,563     51,602     44,406    188,819    136,226    246,788    232,234:    31,671     46,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :   -27,952:    -3,736     -3,865     -6,866    -21,749    -16,455    -32,351    -27,186:     4,399       -766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       18.5       15.9       67.8       48.9       88.6       83.4:      11.4       16.6
Old  :     100.0:       4.9       18.5       15.9       67.8       48.9       88.6       83.4:      11.4       16.6
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  :        54:         6         14          9         29         29         42         45:
Old  :        54:         6         14          9         29         29         42         45:
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  :                 42.2       29.6       56.9       44.6       30.0       23.8       38.1       30.2
Old  :                 42.2       29.6       56.9       44.6       30.0       23.8       38.1       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    65,523:    19,406      9,830        872     36,232     45,444     56,510     56,146:     9,013      9,377
Old  :    65,523:    19,406      9,830        872     36,232     45,444     56,510     56,146:     9,013      9,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     3,948:     4,535       -519        -34       -956      3,023      3,544      2,470:       404      1,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.0        1.3       55.3       69.4       86.2       85.7:      13.8       14.3
Old  :     100.0:      29.6       15.0        1.3       55.3       69.4       86.2       85.7:      13.8       14.3
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  :       103:        35         18          8         38         22         77         44:
Old  :       103:        35         18          8         38         22         77         44:
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  :                 22.6       44.1       36.5       65.2       22.6       43.7       36.5       64.8
Old  :                 22.6       44.1       36.5       65.2       22.6       43.7       36.5       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   131,046:    38,811     19,660      1,744     72,464     90,888    113,020    112,292:    18,026     18,754
Old  :   131,046:    38,811     19,660      1,744     72,464     90,888    113,020    112,292:    18,026     18,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     7,896:     9,069     -1,038        -68     -1,913      6,046      7,088      4,940:       808      2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.0        1.3       55.3       69.4       86.2       85.7:      13.8       14.3
Old  :     100.0:      29.6       15.0        1.3       55.3       69.4       86.2       85.7:      13.8       14.3
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  :       103:        35         18          8         38         22         77         44:
Old  :       103:        35         18          8         38         22         77         44:
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  :                 22.6       44.1       36.5       65.2       22.6       43.7       36.5       64.8
Old  :                 22.6       44.1       36.5       65.2       22.6       43.7       36.5       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    53,782:     2,511     21,184          0     51,229     32,464     53,740     53,648:        42        134
Old  :    53,782:     2,511     21,184          0     51,229     32,464     53,740     53,648:        42        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :     1,892:      -555        502          0      2,454      1,386      1,899      1,888:        -7          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       39.4        0.0       95.3       60.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       4.7       39.4        0.0       95.3       60.4       99.9       99.8:       0.1        0.2
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  :        49:         3         17          0         13         18         16         35:
Old  :        49:         3         17          0         13         18         16         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.7       46.8       97.5       68.1       79.5       36.9       89.2       58.1
Old  :                 85.7       46.8       97.5       68.1       79.5       36.9       89.2       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    31,822:       388     20,177          0     31,407     11,574     31,795     31,751:        27         71
Old  :    31,822:       388     20,177          0     31,407     11,574     31,795     31,751:        27         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2013                    :
     :    -2,179:      -107        248          0     -2,094     -2,429     -2,201     -2,181:        22          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       63.4        0.0       98.7       36.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       1.2       63.4        0.0       98.7       36.4       99.9       99.8:       0.1        0.2
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  :        35:         1         14          0          7         15          8         29:
Old  :        35:         1         14          0          7         15          8         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  :                 85.5       60.1       99.9       81.0       84.6       60.1       94.1       78.2
Old  :                 85.5       60.1       99.9       81.0       84.6       60.1       94.1       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 10, 2014