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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   537,899:   123,037    175,962    165,844    210,580    140,359    499,461    482,165:    38,437     55,733
Old  :   380,058:   116,483    165,330     94,277    143,026     80,786    353,785    340,393:    26,273     39,665
Other:   157,841:    36,709     40,787     41,412     67,554     59,574    145,676    141,773:    12,165     16,068
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    29,133:       866    -11,420     31,236     -3,695      8,267     28,407     28,084:       726      1,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       32.7       30.8       39.1       26.1       92.9       89.6:       7.1       10.4
Old  :     100.0:      30.6       43.5       24.8       37.6       21.3       93.1       89.6:       6.9       10.4
Other:     100.0:      23.3       25.8       26.2       42.8       37.7       92.3       89.8:       7.7       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       117        162        158        107        101        317        341:
Old  :       396:       133        143        118         96         85        284        293:
Other:       234:        48         82         66         67         85        162        190:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9        9.2       23.9       16.7       12.0        8.0       19.7       14.7
Old  :                 14.8       11.3       25.9       20.5       13.3       11.2       22.4       19.6
Other:                 26.0       17.8       39.0       30.9       21.2       13.1       31.2       20.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   167,341:    49,360     43,406     28,477     72,428     67,571    150,265    139,453:    17,076     27,888
Old  :   116,923:    50,183     40,254     11,231     42,887     48,660    104,302    100,145:    12,622     16,779
Other:    50,418:    11,168     15,142      5,256     29,541     18,911     45,964     39,309:     4,454     11,109
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       267:       625      1,641         30        431       -348      1,086      1,323:      -819     -1,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       25.9       17.0       43.3       40.4       89.8       83.3:      10.2       16.7
Old  :     100.0:      42.9       34.4        9.6       36.7       41.6       89.2       85.6:      10.8       14.4
Other:     100.0:      22.2       30.0       10.4       58.6       37.5       91.2       78.0:       8.8       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        57         51         54         60         61        142        147:
Old  :       182:        55         48         33         57         49        127        116:
Other:       131:        21         35         21         38         52         73         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       24.2       28.5       33.7       15.2       20.3       24.4       28.6
Old  :                 24.3       31.2       34.6       40.3       22.8       31.2       33.1       40.2
Other:                 28.7       28.3       44.8       38.4       28.7       27.2       44.5       35.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  : 1,646,323:   327,579    344,977    433,688    721,644    566,302  1,482,911  1,344,966:   163,412    301,357
Old  : 1,314,265:   285,695    353,754    306,990    587,000    452,322  1,179,685  1,113,066:   134,580    201,199
Other:   332,059:   100,650     49,989     67,931    134,644    113,980    303,226    231,901:    28,833    100,158
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    82,438:    21,233       -220     10,086     49,989     67,585     81,308     77,450:     1,129      4,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       21.0       26.3       43.8       34.4       90.1       81.7:       9.9       18.3
Old  :     100.0:      21.7       26.9       23.4       44.7       34.4       89.8       84.7:      10.2       15.3
Other:     100.0:      30.3       15.1       20.5       40.5       34.3       91.3       69.8:       8.7       30.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       758:       147        226        220        299        317        594        631:
Old  :       737:       134        233        199        291        296        566        593:
Other:       483:        97         89         85        111        253        244        396:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        9.2       17.9       14.8        8.6        7.3       15.8       11.9
Old  :                 11.1        8.3       19.3       15.0        9.5        7.5       17.6       13.2
Other:                 19.4       15.9       29.1       23.7       18.1       13.5       26.1       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    12,192:     3,607        424      1,595      4,676      8,301      9,878     10,320:     2,314      1,872
Old  :    10,680:     3,739        330      1,089      3,768      7,626      8,596      9,045:     2,084      1,635
Other:     1,512:       116        343        258        909        675      1,282      1,275:       230        237
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :     1,708:       426        173        549        636        613      1,610      1,335:        98        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        3.5       13.1       38.4       68.1       81.0       84.6:      19.0       15.4
Old  :     100.0:      35.0        3.1       10.2       35.3       71.4       80.5       84.7:      19.5       15.3
Other:     100.0:       7.6       22.7       17.1       60.1       44.6       84.8       84.3:      15.2       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        20          9          7         14         15         39         26:
Old  :        49:        20          8          6         13         14         37         24:
Other:        20:         2          6          6          9          7         16         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.3       40.5       50.1       58.7       30.8       38.5       40.6       49.2
Old  :                 35.2       41.3       49.8       60.0       33.0       41.1       43.6       52.9
Other:                 56.5       56.8       77.9       78.6       54.0       40.8       56.8       55.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   739,472:   226,923     74,939    203,203    253,506    364,386    683,632    642,528:    55,839     96,943
Old  :   589,364:   215,312     65,052    134,389    196,321    326,598    546,022    526,039:    43,341     63,325
Other:   150,108:    45,809     44,085     34,616     57,185     37,788    137,610    116,489:    12,498     33,619
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    17,435:    17,380      1,233      5,819     -7,459     10,547     15,740     17,599:     1,695       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.1       27.5       34.3       49.3       92.4       86.9:       7.6       13.1
Old  :     100.0:      36.5       11.0       22.8       33.3       55.4       92.6       89.3:       7.4       10.7
Other:     100.0:      30.5       29.4       23.1       38.1       25.2       91.7       77.6:       8.3       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       173        162        200        142        181        425        443:
Old  :       526:       168        152        182        130        174        392        420:
Other:       323:        83         85         82         77        119        197        251:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.9       16.0       15.3       22.7        7.6       13.0       14.1       18.1
Old  :                  9.8       19.0       18.2       26.7        9.5       15.6       17.5       21.9
Other:                 15.5       16.9       26.8       25.7       15.3       14.3       25.7       21.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   392,331:    80,864    135,559     64,246    210,554    147,597    355,665    347,402:    36,667     44,929
Old  :   359,242:    83,227    134,975     53,267    192,235    129,113    328,729    317,355:    30,514     41,887
Other:    33,089:     4,520      7,466      4,097     18,319     18,485     26,936     30,047:     6,153      3,042
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    19,658:     4,212     19,177        -75     14,741        379     18,878     19,480:       780        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       34.6       16.4       53.7       37.6       90.7       88.5:       9.3       11.5
Old  :     100.0:      23.2       37.6       14.8       53.5       35.9       91.5       88.3:       8.5       11.7
Other:     100.0:      13.7       22.6       12.4       55.4       55.9       81.4       90.8:      18.6        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        71        116         93         87         71        218        239:
Old  :       312:        78        119         84         87         67        215        229:
Other:        92:        20         25         19         39         17         71         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       18.5       20.1       25.9        9.2       10.5       16.4       16.9
Old  :                 13.1       17.1       21.4       24.6        9.9       12.0       17.5       18.6
Other:                 30.5       44.3       44.3       60.1       24.1       39.8       36.3       52.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   762,589:   137,258     69,588     46,544    429,902    458,782    613,704    574,914:   148,885    187,675
Old  :   762,589:   137,258     69,588     46,544    429,902    458,782    613,704    574,914:   148,885    187,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    16,351:    -2,808    -15,631        347      9,755     28,781      7,294     13,497:     9,057      2,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        9.1        6.1       56.4       60.2       80.5       75.4:      19.5       24.6
Old  :     100.0:      18.0        9.1        6.1       56.4       60.2       80.5       75.4:      19.5       24.6
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  :       174:        35         30         39         83         94        136        145:
Old  :       174:        35         30         39         83         94        136        145:
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  :                 18.5       12.4       29.6       20.3       17.8        8.6       25.1       14.8
Old  :                 18.5       12.4       29.6       20.3       17.8        8.6       25.1       14.8
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 14, 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  :   467,474:    52,214     70,062      3,232    336,536    305,283    391,983    378,578:    75,491     88,896
Old  :   467,474:    52,214     70,062      3,232    336,536    305,283    391,983    378,578:    75,491     88,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :     9,266:       994     -2,270        429      4,550     11,373      5,973      9,532:     3,293       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.0        0.7       72.0       65.3       83.9       81.0:      16.1       19.0
Old  :     100.0:      11.2       15.0        0.7       72.0       65.3       83.9       81.0:      16.1       19.0
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  :        82:         7         15          8         44         43         57         60:
Old  :        82:         7         15          8         44         43         57         60:
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  :                 26.5       33.0       44.4       47.8       22.8       32.9       37.4       45.7
Old  :                 26.5       33.0       44.4       47.8       22.8       32.9       37.4       45.7
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, January 14, 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  :     3,610:       971        624        214      1,805      2,463      2,990      3,301:       620        309
Old  :     3,610:       971        624        214      1,805      2,463      2,990      3,301:       620        309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       392:        -7        197         14        268         84        275        295:       117         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       17.3        5.9       50.0       68.2       82.8       91.4:      17.2        8.6
Old  :     100.0:      26.9       17.3        5.9       50.0       68.2       82.8       91.4:      17.2        8.6
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  :        33:         9          6          4         14         12         27         19:
Old  :        33:         9          6          4         14         12         27         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       53.6       52.2       77.5       31.1       43.2       43.3       58.9
Old  :                 33.5       53.6       52.2       77.5       31.1       43.2       43.3       58.9
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 14, 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  :   312,614:   101,859     53,925     50,429    107,428    178,082    259,716    282,436:    52,897     30,178
Old  :   276,437:    95,926     49,695     44,226     89,548    155,525    229,700    249,446:    46,737     26,991
Other:    36,177:     7,959      6,256      4,177     17,880     22,557     30,016     32,990:     6,161      3,187
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    16,905:     8,033      4,322     -1,032      1,862     12,202      8,863     15,492:     8,042      1,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       17.2       16.1       34.4       57.0       83.1       90.3:      16.9        9.7
Old  :     100.0:      34.7       18.0       16.0       32.4       56.3       83.1       90.2:      16.9        9.8
Other:     100.0:      22.0       17.3       11.5       49.4       62.4       83.0       91.2:      17.0        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        87         49         61         73         82        188        168:
Old  :       238:        87         47         59         70         82        182        167:
Other:        93:        24         18         20         44         24         75         55:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.4       30.1       15.3       38.7        7.1       26.2       13.6       32.6
Old  :                  8.5       29.0       15.9       37.9        7.8       26.8       15.1       33.1
Other:                 20.2       40.3       33.8       60.6       18.2       29.6       30.0       45.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :     7,359:     1,111      1,118        176      4,335      4,910      5,622      6,205:     1,737      1,154
Old  :     7,036:     1,093      1,156        135      4,269      4,683      5,497      5,974:     1,539      1,062
Other:       323:        56          0          4         66        227        126        231:       198         92
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       273:       315         26         16       -162        149        169        191:       104         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.2        2.4       58.9       66.7       76.4       84.3:      23.6       15.7
Old  :     100.0:      15.5       16.4        1.9       60.7       66.6       78.1       84.9:      21.9       15.1
Other:     100.0:      17.2        0.0        1.2       20.4       70.3       38.9       71.5:      61.1       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8         10          5         16         10         28         21:
Old  :        38:         8         10          5         16          8         28         19:
Other:        10:         3          0          1          1          6          4          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.3       64.3       56.9       74.9       40.6       61.2       56.3       71.5
Old  :                 43.2       66.1       59.6       77.0       43.2       63.8       59.6       74.5
Other:                 38.9       64.7       38.9       71.5       37.6       64.7       37.6       70.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   826,506:   149,295    178,013     15,402    565,912    525,688    730,609    719,103:    95,897    107,403
Old  :   826,506:   149,295    178,013     15,402    565,912    525,688    730,609    719,103:    95,897    107,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    36,504:       640     23,136        625     38,365     10,105     39,629     33,865:    -3,124      2,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       21.5        1.9       68.5       63.6       88.4       87.0:      11.6       13.0
Old  :     100.0:      18.1       21.5        1.9       68.5       63.6       88.4       87.0:      11.6       13.0
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  :       212:        42         35         21         91         97        138        148:
Old  :       212:        42         35         21         91         97        138        148:
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  :                 17.0       24.8       30.2       35.0       15.4       24.2       24.0       32.8
Old  :                 17.0       24.8       30.2       35.0       15.4       24.2       24.0       32.8
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 14, 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  : 2,680,117:   282,806    324,699    263,546  1,871,107  1,598,281  2,417,459  2,186,526:   262,658    493,591
Old  : 2,680,117:   282,806    324,699    263,546  1,871,107  1,598,281  2,417,459  2,186,526:   262,658    493,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    -9,107:    50,937    -37,928    -14,864    -61,793     54,210    -25,720      1,418:    16,613    -10,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.1        9.8       69.8       59.6       90.2       81.6:       9.8       18.4
Old  :     100.0:      10.6       12.1        9.8       69.8       59.6       90.2       81.6:       9.8       18.4
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  :       339:        64         71         79        160        175        265        284:
Old  :       339:        64         71         79        160        175        265        284:
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       13.8       37.1       20.2       23.0       10.0       32.3       14.0
Old  :                 25.9       13.8       37.1       20.2       23.0       10.0       32.3       14.0
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 14, 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  : 2,206,222:   238,756    318,481    149,851  1,602,035  1,331,362  1,990,642  1,799,694:   215,580    406,528
Old  : 2,206,222:   238,756    318,481    149,851  1,602,035  1,331,362  1,990,642  1,799,694:   215,580    406,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :    79,973:     5,980     26,158      3,936     56,892     28,175     66,808     58,269:    13,165     21,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       14.4        6.8       72.6       60.3       90.2       81.6:       9.8       18.4
Old  :     100.0:      10.8       14.4        6.8       72.6       60.3       90.2       81.6:       9.8       18.4
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  :       257:        30         63         42        112        140        169        219:
Old  :       257:        30         63         42        112        140        169        219:
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  :                 30.6       15.4       43.8       23.2       29.7       14.7       41.4       20.5
Old  :                 30.6       15.4       43.8       23.2       29.7       14.7       41.4       20.5
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 14, 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  :   279,177:    16,192     53,403     42,784    188,629    135,005    247,605    231,192:    31,572     47,985
Old  :   279,177:    16,192     53,403     42,784    188,629    135,005    247,605    231,192:    31,572     47,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       718:     2,629      1,801     -1,622       -190     -1,221        817     -1,042:       -99      1,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       19.1       15.3       67.6       48.4       88.7       82.8:      11.3       17.2
Old  :     100.0:       5.8       19.1       15.3       67.6       48.4       88.7       82.8:      11.3       17.2
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  :        58:         8         14         11         29         30         44         48:
Old  :        58:         8         14         11         29         30         44         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  :                 41.0       29.3       55.0       43.8       28.3       23.8       37.4       30.2
Old  :                 41.0       29.3       55.0       43.8       28.3       23.8       37.4       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 14, 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  :    67,944:    21,327      9,395      1,009     36,190     48,789     58,525     59,193:     9,418      8,750
Old  :    67,944:    21,327      9,395      1,009     36,190     48,789     58,525     59,193:     9,418      8,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :     2,421:     1,921       -434        137        -42      3,345      2,016      3,047:       405       -627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       13.8        1.5       53.3       71.8       86.1       87.1:      13.9       12.9
Old  :     100.0:      31.4       13.8        1.5       53.3       71.8       86.1       87.1:      13.9       12.9
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  :       104:        35         16          8         38         25         77         45:
Old  :       104:        35         16          8         38         25         77         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  :                 21.8       44.4       36.2       65.4       21.8       44.1       36.2       65.1
Old  :                 21.8       44.4       36.2       65.4       21.8       44.1       36.2       65.1
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 14, 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  :   135,887:    42,654     18,791      2,018     72,379     97,578    117,051    118,387:    18,836     17,501
Old  :   135,887:    42,654     18,791      2,018     72,379     97,578    117,051    118,387:    18,836     17,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :     4,841:     3,842       -869        274        -85      6,690      4,031      6,095:       810     -1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       13.8        1.5       53.3       71.8       86.1       87.1:      13.9       12.9
Old  :     100.0:      31.4       13.8        1.5       53.3       71.8       86.1       87.1:      13.9       12.9
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  :       104:        35         16          8         38         25         77         45:
Old  :       104:        35         16          8         38         25         77         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  :                 21.8       44.4       36.2       65.4       21.8       44.1       36.2       65.1
Old  :                 21.8       44.4       36.2       65.4       21.8       44.1       36.2       65.1
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 14, 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  :    54,544:     1,870     21,771          0     52,666     32,636     54,536     54,407:         8        137
Old  :    54,544:     1,870     21,771          0     52,666     32,636     54,536     54,407:         8        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       762:      -641        587          0      1,437        172        796        759:       -34          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       39.9        0.0       96.6       59.8      100.0       99.7:       0.0        0.3
Old  :     100.0:       3.4       39.9        0.0       96.6       59.8      100.0       99.7:       0.0        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  :        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  :                 87.4       46.3       98.9       68.1       82.2       36.5       89.4       58.3
Old  :                 87.4       46.3       98.9       68.1       82.2       36.5       89.4       58.3
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 14, 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  :    32,363:       593     21,148         20     31,731     11,135     32,344     32,303:        19         60
Old  :    32,363:       593     21,148         20     31,731     11,135     32,344     32,303:        19         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2014                      :
     :       541:       205        971         20        324       -439        549        552:        -8        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       65.3        0.1       98.0       34.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       1.8       65.3        0.1       98.0       34.4       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  :        34:         2         14          1          7         13         10         27:
Old  :        34:         2         14          1          7         13         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  :                 85.8       60.3       99.8       79.7       84.2       60.3       94.4       77.2
Old  :                 85.8       60.3       99.8       79.7       84.2       60.3       94.4       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 17, 2014