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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   500,015:   119,574    186,512    131,783    213,486    130,466    464,843    448,761:    35,172     51,254
Old  :   372,659:   110,411    177,410     77,134    160,331     81,085    347,876    335,629:    24,783     37,030
Other:   127,356:    32,388     32,327     31,424     53,155     49,381    116,967    113,132:    10,389     14,223
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -3,799:     1,787      3,379     -9,001      2,179      2,908     -5,035     -2,714:     1,236     -1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       37.3       26.4       42.7       26.1       93.0       89.7:       7.0       10.3
Old  :     100.0:      29.6       47.6       20.7       43.0       21.8       93.3       90.1:       6.7        9.9
Other:     100.0:      25.4       25.4       24.7       41.7       38.8       91.8       88.8:       8.2       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       113        160        132        100        101        287        328:
Old  :       385:       122        148        102         90         88        260        290:
Other:       213:        43         68         55         62         85        144        175:
     :----------------------------------------------------------------------------------------------------
     :             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       24.1       17.1       13.5        8.7       21.6       16.3
Old  :                 15.8       11.3       26.4       21.1       15.2       11.3       24.0       20.3
Other:                 26.5       16.6       40.8       29.9       24.3       14.5       33.0       23.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   162,411:    49,397     40,357     25,862     69,938     66,690    145,197    132,908:    17,215     29,503
Old  :   117,169:    48,197     37,807     10,167     45,770     50,422    104,135     98,396:    13,034     18,773
Other:    45,242:    11,890     13,240      5,005     24,167     16,268     41,062     34,512:     4,180     10,730
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     4,960:     1,811      3,232      1,393      1,146     -1,257      4,349      3,368:       611      1,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       24.8       15.9       43.1       41.1       89.4       81.8:      10.6       18.2
Old  :     100.0:      41.1       32.3        8.7       39.1       43.0       88.9       84.0:      11.1       16.0
Other:     100.0:      26.3       29.3       11.1       53.4       36.0       90.8       76.3:       9.2       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        58         49         50         55         58        133        140:
Old  :       176:        55         46         31         51         48        120        111:
Other:       122:        21         33         19         36         43         69         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       23.1       27.9       32.9       15.2       19.7       24.6       28.4
Old  :                 22.9       28.1       33.2       37.0       21.4       28.1       31.7       37.0
Other:                 27.6       29.3       45.2       38.6       27.6       27.6       44.8       36.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,531,779:   301,439    349,480    400,775    670,593    491,438  1,372,808  1,241,693:   158,971    290,086
Old  : 1,252,340:   266,548    353,572    297,235    553,155    397,236  1,116,938  1,048,043:   135,401    204,296
Other:   279,439:    84,438     45,454     53,994    117,438     94,202    255,870    193,650:    23,570     85,790
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     7,343:    -2,639      6,847     -4,132     12,418     -1,598      5,648      1,117:     1,695      6,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       22.8       26.2       43.8       32.1       89.6       81.1:      10.4       18.9
Old  :     100.0:      21.3       28.2       23.7       44.2       31.7       89.2       83.7:      10.8       16.3
Other:     100.0:      30.2       16.3       19.3       42.0       33.7       91.6       69.3:       8.4       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       158        188        208        289        292        565        584:
Old  :       701:       151        196        183        286        276        540        556:
Other:       437:        87         83         73         98        224        214        354:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1        8.9       17.9       15.7        8.4        8.0       15.3       12.8
Old  :                 10.8        9.1       18.8       15.6        9.0        8.4       16.5       14.3
Other:                 22.5       17.7       36.0       26.1       22.2       15.3       33.5       20.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,507:     3,209        212        958      4,267      8,192      8,434      9,362:     2,073      1,145
Old  :     9,805:     3,287        120        821      3,779      7,857      7,887      8,797:     1,918      1,007
Other:       703:         0        170         60        488        336        547        565:       156        138
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :      -155:        61         35       -123        -16         -7        -79        -96:       -76        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        2.0        9.1       40.6       78.0       80.3       89.1:      19.7       10.9
Old  :     100.0:      33.5        1.2        8.4       38.5       80.1       80.4       89.7:      19.6       10.3
Other:     100.0:       0.0       24.1        8.5       69.4       47.8       77.9       80.4:      22.1       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          5          8         14         14         37         23:
Old  :        45:        20          4          8         13         14         36         23:
Other:        16:         0          5          3          8          5         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.2       46.4       54.4       65.2       38.4       46.2       48.0       61.2
Old  :                 39.5       47.4       53.4       66.7       39.5       47.2       49.5       62.8
Other:                 68.0       60.2       76.3       79.1       60.6       52.9       63.0       65.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   712,941:   230,162     67,404    182,144    245,613    369,632    657,919    619,180:    55,023     93,761
Old  :   586,739:   217,123     59,995    125,759    198,755    334,554    541,638    520,308:    45,101     66,430
Other:   126,203:    41,985     36,355     27,438     46,858     35,079    116,281     98,872:     9,922     27,331
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -73,095:   -13,137      6,475    -25,750    -26,822    -47,754    -65,709    -67,030:    -7,386     -6,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.5       25.5       34.5       51.8       92.3       86.8:       7.7       13.2
Old  :     100.0:      37.0       10.2       21.4       33.9       57.0       92.3       88.7:       7.7       11.3
Other:     100.0:      33.3       28.8       21.7       37.1       27.8       92.1       78.3:       7.9       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       502:       160        133        172        138        187        386        414:
Old  :       487:       151        132        162        131        178        366        394:
Other:       282:        67         72         68         67        114        168        222:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.0       17.4       15.2       24.8        7.9       14.0       14.5       20.3
Old  :                  9.6       19.4       17.6       28.2        9.5       16.4       17.4       23.3
Other:                 18.0       20.3       31.2       31.1       17.9       17.9       30.5       26.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   361,655:    76,020    111,369     59,090    191,215    150,991    326,325    321,451:    35,330     40,204
Old  :   334,607:    77,507    113,315     48,809    177,709    135,347    304,025    297,471:    30,582     37,136
Other:    27,048:     4,793      4,334      4,001     13,507     15,644     22,300     23,980:     4,748      3,068
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -10,467:     2,112      3,346     -7,935     -2,178     -3,941     -8,000     -8,529:    -2,467     -1,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       30.8       16.3       52.9       41.8       90.2       88.9:       9.8       11.1
Old  :     100.0:      23.2       33.9       14.6       53.1       40.4       90.9       88.9:       9.1       11.1
Other:     100.0:      17.7       16.0       14.8       49.9       57.8       82.4       88.7:      17.6       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        59        101         83         85         69        199        216:
Old  :       281:        61        104         76         85         66        195        209:
Other:        75:        16         15         15         33         13         56         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       21.7       20.3       29.6        8.6       13.9       15.9       20.6
Old  :                 12.5       20.6       21.3       29.0        9.2       16.0       16.7       23.3
Other:                 35.3       50.3       50.8       64.8       28.1       44.7       41.5       56.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   765,659:   135,033     89,631     50,839    450,934    441,063    636,806    581,533:   128,853    184,126
Old  :   765,659:   135,033     89,631     50,839    450,934    441,063    636,806    581,533:   128,853    184,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -50,613:     1,268      6,623    -17,151    -28,277    -44,626    -44,160    -55,155:    -6,452      4,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       11.7        6.6       58.9       57.6       83.2       76.0:      16.8       24.0
Old  :     100.0:      17.6       11.7        6.6       58.9       57.6       83.2       76.0:      16.8       24.0
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  :       163:        33         32         34         76         83        123        135:
Old  :       163:        33         32         34         76         83        123        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  :                 21.2       12.9       32.4       20.8       20.7       10.2       27.7       16.7
Old  :                 21.2       12.9       32.4       20.8       20.7       10.2       27.7       16.7
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   453,359:    50,491     66,513      2,518    326,309    293,802    379,318    362,832:    74,041     90,527
Old  :   453,359:    50,491     66,513      2,518    326,309    293,802    379,318    362,832:    74,041     90,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -5,551:      -296     -1,741     -3,237      2,416     -4,401     -1,117     -9,379:    -4,434      3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.7        0.6       72.0       64.8       83.7       80.0:      16.3       20.0
Old  :     100.0:      11.1       14.7        0.6       72.0       64.8       83.7       80.0:      16.3       20.0
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  :        83:         9         15          8         43         43         56         62:
Old  :        83:         9         15          8         43         43         56         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  :                 27.6       32.8       46.3       47.9       24.6       32.8       40.5       46.7
Old  :                 27.6       32.8       46.3       47.9       24.6       32.8       40.5       46.7
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     3,143:       945        362        280      1,391      2,332      2,616      2,974:       527        169
Old  :     3,143:       945        362        280      1,391      2,332      2,616      2,974:       527        169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :      -106:       -43        -24          4        -19        -79        -58        -99:       -48         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       11.5        8.9       44.3       74.2       83.2       94.6:      16.8        5.4
Old  :     100.0:      30.1       11.5        8.9       44.3       74.2       83.2       94.6:      16.8        5.4
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  :        33:         9          4          6         13         13         26         20:
Old  :        33:         9          4          6         13         13         26         20:
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  :                 35.1       60.7       52.4       76.4       35.1       55.5       49.0       66.5
Old  :                 35.1       60.7       52.4       76.4       35.1       55.5       49.0       66.5
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   298,229:    99,742     48,119     46,426    104,629    172,921    250,798    267,466:    47,431     30,762
Old  :   269,683:    95,834     46,842     39,942     91,174    154,644    226,950    241,428:    42,732     28,254
Other:    28,546:     7,082      4,450      3,311     13,455     18,277     23,847     26,038:     4,698      2,508
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -24,513:    -1,081        667     -9,621     -8,347    -14,809    -19,048    -23,763:    -5,464       -750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       16.1       15.6       35.1       58.0       84.1       89.7:      15.9       10.3
Old  :     100.0:      35.5       17.4       14.8       33.8       57.3       84.2       89.5:      15.8       10.5
Other:     100.0:      24.8       15.6       11.6       47.1       64.0       83.5       91.2:      16.5        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        86         48         63         73         84        190        173:
Old  :       243:        84         50         62         72         84        186        173:
Other:        86:        24         16         21         36         18         70         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  :                  8.6       30.8       16.1       40.2        7.9       26.4       15.0       32.9
Old  :                  8.8       30.8       16.8       40.1        8.6       27.5       16.4       34.3
Other:                 21.6       46.6       35.2       66.7       19.5       35.7       32.5       53.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,131:       845      1,450        135      4,680      4,509      5,659      6,094:     1,472      1,037
Old  :     7,091:       858      1,450        122      4,680      4,496      5,659      6,068:     1,432      1,023
Other:        40:         0         13          0          0         13          0         26:        40         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :      -456:        25         61       -107       -194       -148       -275       -193:      -180       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       20.3        1.9       65.6       63.2       79.4       85.5:      20.6       14.5
Old  :     100.0:      12.1       20.5        1.7       66.0       63.4       79.8       85.6:      20.2       14.4
Other:     100.0:       0.0       32.5        0.0        0.0       32.5        0.0       65.0:     100.0       35.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         8          8          4         16          9         25         20:
Old  :        37:         8          8          3         16          8         25         18:
Other:         4:         0          1          0          0          3          0          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  :                 47.9       61.7       61.3       74.8       47.8       61.3       61.2       74.2
Old  :                 48.2       62.0       61.6       75.1       48.2       61.6       61.6       74.6
Other:                  0.0       65.0        0.0       65.0        0.0       65.0        0.0       65.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   767,809:   162,652    157,496     11,552    494,557    495,817    668,761    664,865:    99,048    102,944
Old  :   767,809:   162,652    157,496     11,552    494,557    495,817    668,761    664,865:    99,048    102,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -43,903:   -41,310    -10,057     -2,488        645    -29,526    -43,153    -42,071:      -750     -1,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       20.5        1.5       64.4       64.6       87.1       86.6:      12.9       13.4
Old  :     100.0:      21.2       20.5        1.5       64.4       64.6       87.1       86.6:      12.9       13.4
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  :       196:        40         28         18         88         87        135        126:
Old  :       196:        40         28         18         88         87        135        126:
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  :                 16.7       25.1       26.5       38.0       15.2       24.0       23.6       35.0
Old  :                 16.7       25.1       26.5       38.0       15.2       24.0       23.6       35.0
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,751,282:   190,815    366,456    335,269  1,986,245  1,557,114  2,512,329  2,258,838:   238,953    492,443
Old  : 2,751,282:   190,815    366,456    335,269  1,986,245  1,557,114  2,512,329  2,258,838:   238,953    492,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :  -235,972:   -42,562     32,591   -110,898    -84,279   -187,374   -237,739   -265,680:     1,766     29,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       13.3       12.2       72.2       56.6       91.3       82.1:       8.7       17.9
Old  :     100.0:       6.9       13.3       12.2       72.2       56.6       91.3       82.1:       8.7       17.9
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  :       304:        51         68         70        146        155        236        254:
Old  :       304:        51         68         70        146        155        236        254:
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  :                 28.5       15.1       41.3       22.6       25.9       10.9       37.4       15.3
Old  :                 28.5       15.1       41.3       22.6       25.9       10.9       37.4       15.3
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,112,586:   251,175    269,303    156,922  1,521,482  1,312,093  1,929,579  1,738,318:   183,007    374,268
Old  : 2,112,586:   251,175    269,303    156,922  1,521,482  1,312,093  1,929,579  1,738,318:   183,007    374,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :   -98,176:   -41,315      2,420    -45,206      9,630    -70,039    -76,892   -112,825:   -21,285     14,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       12.7        7.4       72.0       62.1       91.3       82.3:       8.7       17.7
Old  :     100.0:      11.9       12.7        7.4       72.0       62.1       91.3       82.3:       8.7       17.7
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  :       245:        38         55         40        101        126        164        196:
Old  :       245:        38         55         40        101        126        164        196:
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  :                 31.8       15.8       44.2       24.4       31.2       14.8       42.7       22.2
Old  :                 31.8       15.8       44.2       24.4       31.2       14.8       42.7       22.2
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   306,411:    17,299     55,467     51,272    210,568    152,681    279,139    259,420:    27,272     46,991
Old  :   306,411:    17,299     55,467     51,272    210,568    152,681    279,139    259,420:    27,272     46,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :    -1,913:      -220       -118      1,424     -1,826     -2,829       -622     -1,523:    -1,291       -389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       18.1       16.7       68.7       49.8       91.1       84.7:       8.9       15.3
Old  :     100.0:       5.6       18.1       16.7       68.7       49.8       91.1       84.7:       8.9       15.3
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  :        64:         8         21         17         31         29         52         54:
Old  :        64:         8         21         17         31         29         52         54:
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       30.6       56.0       44.6       31.7       23.8       39.0       29.7
Old  :                 42.6       30.6       56.0       44.6       31.7       23.8       39.0       29.7
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    61,575:    14,871     10,349        906     37,189     42,421     52,966     53,676:     8,609      7,899
Old  :    61,575:    14,871     10,349        906     37,189     42,421     52,966     53,676:     8,609      7,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       457:      -186       -269         80        189        204         82         15:       375        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       16.8        1.5       60.4       68.9       86.0       87.2:      14.0       12.8
Old  :     100.0:      24.2       16.8        1.5       60.4       68.9       86.0       87.2:      14.0       12.8
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  :       100:        27         21         10         38         22         70         48:
Old  :       100:        27         21         10         38         22         70         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  :                 25.9       46.5       41.0       65.1       25.9       46.2       40.7       64.8
Old  :                 25.9       46.5       41.0       65.1       25.9       46.2       40.7       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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   123,150:    29,742     20,697      1,812     74,377     84,842    105,932    107,352:    17,218     15,798
Old  :   123,150:    29,742     20,697      1,812     74,377     84,842    105,932    107,352:    17,218     15,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :       914:      -373       -538        160        378        408        165         29:       749        885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       16.8        1.5       60.4       68.9       86.0       87.2:      14.0       12.8
Old  :     100.0:      24.2       16.8        1.5       60.4       68.9       86.0       87.2:      14.0       12.8
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  :       100:        27         21         10         38         22         70         48:
Old  :       100:        27         21         10         38         22         70         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  :                 25.9       46.5       41.0       65.1       25.9       46.2       40.7       64.8
Old  :                 25.9       46.5       41.0       65.1       25.9       46.2       40.7       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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,890:     3,066     20,682          0     48,775     31,078     51,841     51,760:        49        130
Old  :    51,890:     3,066     20,682          0     48,775     31,078     51,841     51,760:        49        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     2,145:    -2,144     -3,043          0      4,274      5,183      2,130      2,140:        15          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       39.9        0.0       94.0       59.9       99.9       99.7:       0.1        0.3
Old  :     100.0:       5.9       39.9        0.0       94.0       59.9       99.9       99.7:       0.1        0.3
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  :        48:         3         17          0         12         18         15         35:
Old  :        48:         3         17          0         12         18         15         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  :                 84.8       46.0       97.4       67.1       78.6       35.7       88.9       56.8
Old  :                 84.8       46.0       97.4       67.1       78.6       35.7       88.9       56.8
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, December 31, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    34,001:       495     19,929          0     33,501     14,003     33,996     33,932:         5         69
Old  :    34,001:       495     19,929          0     33,501     14,003     33,996     33,932:         5         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2013                    :
     :     3,755:      -696        496          0      4,447      3,260      3,751      3,756:         4         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       58.6        0.0       98.5       41.2      100.0       99.8:       0.0        0.2
Old  :     100.0:       1.5       58.6        0.0       98.5       41.2      100.0       99.8:       0.0        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:         2         13          0          8         14         10         27:
Old  :        35:         2         13          0          8         14         10         27:
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  :                 84.2       66.9       99.7       85.5       83.2       56.3       86.8       72.3
Old  :                 84.2       66.9       99.7       85.5       83.2       56.3       86.8       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 6, 2014