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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   571,942:   122,659    181,060    176,530    234,072    162,648    533,261    520,238:    38,681     51,704
Old  :   392,828:   114,478    173,955     95,870    155,766     87,804    366,114    357,630:    26,714     35,198
Other:   179,115:    38,698     37,621     50,143     78,305     74,844    167,147    162,608:    11,968     16,507
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :      -297:      -790      5,280     -8,254      8,576      6,592       -468      3,618:       171     -3,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       31.7       30.9       40.9       28.4       93.2       91.0:       6.8        9.0
Old  :     100.0:      29.1       44.3       24.4       39.7       22.4       93.2       91.0:       6.8        9.0
Other:     100.0:      21.6       21.0       28.0       43.7       41.8       93.3       90.8:       6.7        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       131        140        159        112        103        325        335:
Old  :       393:       134        131        120        101         85        292        284:
Other:       246:        63         73         69         73         82        174        192:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       10.6       23.9       18.6       11.4        8.1       18.5       14.8
Old  :                 15.4       12.1       26.3       21.9       13.3       11.3       22.8       20.5
Other:                 25.0       22.1       37.3       33.4       17.8       12.9       27.3       18.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   171,469:    49,858     45,317     30,275     74,753     68,307    154,887    143,900:    16,583     27,570
Old  :   118,787:    49,832     41,452     12,835     45,236     47,560    107,903    101,848:    10,884     16,940
Other:    52,682:    11,796     15,635      5,669     29,518     20,747     46,983     42,052:     5,699     10,630
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :       676:      -324        813        417        575       -260        668        970:         8       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       26.4       17.7       43.6       39.8       90.3       83.9:       9.7       16.1
Old  :     100.0:      42.0       34.9       10.8       38.1       40.0       90.8       85.7:       9.2       14.3
Other:     100.0:      22.4       29.7       10.8       56.0       39.4       89.2       79.8:      10.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        55         58         60         60         58        151        150:
Old  :       194:        61         52         43         60         49        144        123:
Other:       134:        27         37         18         37         49         71         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       23.6       27.8       32.9       14.5       18.9       23.5       26.4
Old  :                 24.2       30.3       34.8       38.9       23.0       30.3       32.6       38.6
Other:                 28.4       29.0       43.4       39.0       28.4       28.2       42.8       36.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  : 1,660,475:   322,233    321,949    433,197    738,182    595,965  1,493,613  1,351,111:   166,862    309,364
Old  : 1,295,872:   284,532    341,154    281,464    594,248    469,376  1,160,244  1,091,993:   135,628    203,879
Other:   364,603:   110,089     53,184     79,345    143,935    126,589    333,369    259,118:    31,234    105,485
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :   -20,197:    -1,712    -14,755    -26,748      6,225     21,097    -22,234    -20,406:     2,037        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       19.4       26.1       44.5       35.9       90.0       81.4:      10.0       18.6
Old  :     100.0:      22.0       26.3       21.7       45.9       36.2       89.5       84.3:      10.5       15.7
Other:     100.0:      30.2       14.6       21.8       39.5       34.7       91.4       71.1:       8.6       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       725:       152        201        210        285        314        567        607:
Old  :       707:       140        207        180        279        295        534        572:
Other:       477:        97         88         87        116        249        248        392:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5        9.8       17.9       15.5        8.7        7.8       15.7       11.9
Old  :                 11.5        9.2       19.7       15.5        9.8        8.0       18.0       12.9
Other:                 17.6       16.6       27.0       24.1       15.8       13.7       24.0       18.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :    13,375:     3,511        334      1,930      4,892      8,653     10,333     10,917:     3,041      2,457
Old  :    11,026:     3,761        336      1,232      3,616      7,432      8,609      9,000:     2,417      2,026
Other:     2,348:       101        349        347      1,277      1,221      1,724      1,917:       624        431
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :       741:       -60       -131        192         32        218        164        280:       577        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        2.5       14.4       36.6       64.7       77.3       81.6:      22.7       18.4
Old  :     100.0:      34.1        3.0       11.2       32.8       67.4       78.1       81.6:      21.9       18.4
Other:     100.0:       4.3       14.9       14.8       54.4       52.0       73.4       81.6:      26.6       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          8          9         15         15         38         28:
Old  :        49:        19          7          7         15         14         38         25:
Other:        20:         5          3          7          9          9         16         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       37.2       46.3       54.1       28.8       35.3       38.2       45.8
Old  :                 33.5       39.8       48.1       56.5       32.3       39.8       44.0       52.5
Other:                 54.5       51.7       66.4       72.4       45.3       45.8       49.5       58.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   743,080:   224,330     75,958    199,147    262,827    363,587    686,304    638,692:    56,776    104,388
Old  :   570,446:   202,703     59,796    128,709    197,051    316,081    528,462    504,586:    41,983     65,860
Other:   172,634:    51,124     45,659     40,941     65,776     47,506    157,842    134,106:    14,792     38,528
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :   -21,609:   -10,618     -4,918     -7,278     -2,458    -13,151    -20,353    -25,347:    -1,255      3,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.2       26.8       35.4       48.9       92.4       86.0:       7.6       14.0
Old  :     100.0:      35.5       10.5       22.6       34.5       55.4       92.6       88.5:       7.4       11.5
Other:     100.0:      29.6       26.4       23.7       38.1       27.5       91.4       77.7:       8.6       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       162        170        203        140        184        415        454:
Old  :       522:       167        149        191        127        177        386        433:
Other:       340:        77        108         85         84        122        211        266:
     :----------------------------------------------------------------------------------------------------
     :             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       17.5       15.9       24.0        7.4       13.5       13.9       18.3
Old  :                 10.5       21.0       19.6       28.4        9.6       16.4       18.0       22.6
Other:                 13.5       16.3       23.2       23.9       13.2       13.4       21.6       19.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   406,499:    85,407    139,213     68,519    216,963    157,324    370,889    365,056:    35,610     41,443
Old  :   365,428:    86,670    138,957     54,900    194,573    133,376    336,142    327,232:    29,285     38,195
Other:    41,071:     6,847      8,366      5,509     22,390     23,948     34,746     37,823:     6,325      3,248
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :       725:      -795     -2,599        473      3,366      6,386      3,044      4,260:    -2,320     -3,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       34.2       16.9       53.4       38.7       91.2       89.8:       8.8       10.2
Old  :     100.0:      23.7       38.0       15.0       53.2       36.5       92.0       89.5:       8.0       10.5
Other:     100.0:      16.7       20.4       13.4       54.5       58.3       84.6       92.1:      15.4        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:        73        119         98         89         76        230        242:
Old  :       317:        80        118         89         87         73        224        233:
Other:       104:        22         24         23         44         23         80         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       18.7       19.9       25.9        9.0        9.5       16.2       15.9
Old  :                 13.2       16.3       21.0       23.7        9.7       10.0       17.2       16.5
Other:                 23.8       46.0       37.5       60.4       19.2       40.9       30.3       51.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   746,694:   117,105     58,515     50,781    431,477    463,798    599,363    573,094:   147,331    173,599
Old  :   746,694:   117,105     58,515     50,781    431,477    463,798    599,363    573,094:   147,331    173,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    -4,232:   -15,905    -13,481      4,127      9,153     18,654     -2,625      9,300:    -1,607    -13,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        7.8        6.8       57.8       62.1       80.3       76.8:      19.7       23.2
Old  :     100.0:      15.7        7.8        6.8       57.8       62.1       80.3       76.8:      19.7       23.2
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  :       171:        37         26         36         80         91        133        137:
Old  :       171:        37         26         36         80         91        133        137:
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  :                 19.4       12.5       31.7       21.9       17.5       10.5       24.1       17.3
Old  :                 19.4       12.5       31.7       21.9       17.5       10.5       24.1       17.3
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 28, 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  :   466,626:    50,356     61,624      2,467    332,415    314,897    385,237    378,989:    81,389     87,638
Old  :   466,626:    50,356     61,624      2,467    332,415    314,897    385,237    378,989:    81,389     87,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    -1,435:    -3,936     -8,620        192       -392      8,652     -4,136        224:     2,702     -1,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       13.2        0.5       71.2       67.5       82.6       81.2:      17.4       18.8
Old  :     100.0:      10.8       13.2        0.5       71.2       67.5       82.6       81.2:      17.4       18.8
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  :        81:         9         15          8         41         39         55         57:
Old  :        81:         9         15          8         41         39         55         57:
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  :                 26.6       33.6       42.6       48.8       22.9       32.7       35.9       45.8
Old  :                 26.6       33.6       42.6       48.8       22.9       32.7       35.9       45.8
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 28, 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  :     4,594:     1,110        944        345      2,491      3,060      3,946      4,349:       648        245
Old  :     4,594:     1,110        944        345      2,491      3,060      3,946      4,349:       648        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :       569:        15        238         70        430        312        515        620:        54        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       20.5        7.5       54.2       66.6       85.9       94.7:      14.1        5.3
Old  :     100.0:      24.2       20.5        7.5       54.2       66.6       85.9       94.7:      14.1        5.3
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  :        38:        11          6          6         17         17         33         25:
Old  :        38:        11          6          6         17         17         33         25:
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  :                 33.8       51.0       53.3       70.0       24.7       35.1       34.5       50.7
Old  :                 33.8       51.0       53.3       70.0       24.7       35.1       34.5       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   321,825:   100,886     53,302     51,827    115,990    184,602    268,703    289,731:    53,122     32,094
Old  :   279,132:    93,825     47,920     44,900     94,822    158,507    233,547    251,327:    45,585     27,805
Other:    42,694:     9,284      7,604      4,705     21,168     26,095     35,157     38,404:     7,537      4,290
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :     6,999:    -1,992     -2,303        -96      6,039      7,598      3,951      5,199:     3,048      1,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       16.6       16.1       36.0       57.4       83.5       90.0:      16.5       10.0
Old  :     100.0:      33.6       17.2       16.1       34.0       56.8       83.7       90.0:      16.3       10.0
Other:     100.0:      21.7       17.8       11.0       49.6       61.1       82.3       90.0:      17.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        79         54         63         82         85        196        175:
Old  :       241:        79         50         62         79         85        189        173:
Other:        97:        18         24         18         43         29         73         59:
     :----------------------------------------------------------------------------------------------------
     :             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       29.0       14.7       37.1        7.1       24.6       13.5       31.2
Old  :                  8.1       27.7       15.5       36.8        8.1       25.2       15.3       32.3
Other:                 18.4       37.5       31.6       58.5       17.0       28.6       27.9       45.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :     7,766:     1,009        915        464      4,514      5,104      5,987      6,483:     1,779      1,283
Old  :     7,320:       944        929        445      4,355      4,803      5,744      6,177:     1,576      1,143
Other:       447:        79          0          5        159        301        243        307:       204        140
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :       327:      -136        -41        141        308        129        313        229:        14         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       11.8        6.0       58.1       65.7       77.1       83.5:      22.9       16.5
Old  :     100.0:      12.9       12.7        6.1       59.5       65.6       78.5       84.4:      21.5       15.6
Other:     100.0:      17.6        0.0        1.2       35.6       67.5       54.4       68.6:      45.6       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          6          7         18         11         32         23:
Old  :        39:        10          8          7         16          9         30         21:
Other:        10:         3          0          2          3          5          6          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  :                 38.6       61.2       51.1       71.6       37.8       57.8       49.6       66.8
Old  :                 41.0       63.4       54.2       74.2       41.0       60.9       53.4       69.5
Other:                 49.0       61.4       54.4       68.6       48.1       61.4       50.8       65.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  :   968,734:   171,163    172,772     25,191    661,002    652,245    857,356    850,209:   111,378    118,525
Old  :   968,734:   171,163    172,772     25,191    661,002    652,245    857,356    850,209:   111,378    118,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    40,916:     9,731      8,143      5,006     20,688     25,934     35,425     39,083:     5,492      1,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       17.8        2.6       68.2       67.3       88.5       87.8:      11.5       12.2
Old  :     100.0:      17.7       17.8        2.6       68.2       67.3       88.5       87.8:      11.5       12.2
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  :       212:        43         36         25         90         98        142        150:
Old  :       212:        43         36         25         90         98        142        150:
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  :                 23.5       30.5       34.5       41.4       19.3       24.5       28.1       34.2
Old  :                 23.5       30.5       34.5       41.4       19.3       24.5       28.1       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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  : 2,776,132:   293,177    369,172    259,917  1,934,539  1,672,995  2,487,633  2,302,083:   288,499    474,049
Old  : 2,776,132:   293,177    369,172    259,917  1,934,539  1,672,995  2,487,633  2,302,083:   288,499    474,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    53,055:     1,249     28,093      1,812     35,595     60,848     38,657     90,754:    14,398    -37,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       13.3        9.4       69.7       60.3       89.6       82.9:      10.4       17.1
Old  :     100.0:      10.6       13.3        9.4       69.7       60.3       89.6       82.9:      10.4       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:        66         75         80        166        178        275        290:
Old  :       347:        66         75         80        166        178        275        290:
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  :                 25.2       15.4       37.1       21.3       22.6       12.3       33.9       17.6
Old  :                 25.2       15.4       37.1       21.3       22.6       12.3       33.9       17.6
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 28, 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  : 2,174,207:   234,224    340,407    135,986  1,578,926  1,320,341  1,949,136  1,796,733:   225,071    377,474
Old  : 2,174,207:   234,224    340,407    135,986  1,578,926  1,320,341  1,949,136  1,796,733:   225,071    377,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :   -49,579:    -6,454     22,421    -14,847    -38,216    -35,865    -59,517    -28,290:     9,938    -21,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       15.7        6.3       72.6       60.7       89.6       82.6:      10.4       17.4
Old  :     100.0:      10.8       15.7        6.3       72.6       60.7       89.6       82.6:      10.4       17.4
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  :       264:        33         62         50        112        145        180        223:
Old  :       264:        33         62         50        112        145        180        223:
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  :                 31.6       12.7       44.1       21.5       30.4       12.2       40.6       19.4
Old  :                 31.6       12.7       44.1       21.5       30.4       12.2       40.6       19.4
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 28, 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  :   291,905:    13,390     47,555     40,174    209,068    150,531    262,632    238,261:    29,273     53,644
Old  :   291,905:    13,390     47,555     40,174    209,068    150,531    262,632    238,261:    29,273     53,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    11,855:     1,633     -3,536       -967     12,908     10,417     13,574      5,915:    -1,719      5,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       16.3       13.8       71.6       51.6       90.0       81.6:      10.0       18.4
Old  :     100.0:       4.6       16.3       13.8       71.6       51.6       90.0       81.6:      10.0       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  :        62:         8         16         12         34         33         51         52:
Old  :        62:         8         16         12         34         33         51         52:
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       27.9       56.6       41.5       31.1       23.8       39.5       30.1
Old  :                 42.6       27.9       56.6       41.5       31.1       23.8       39.5       30.1
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 28, 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  :    64,108:    16,027     10,854      1,508     38,518     44,967     56,053     57,329:     8,055      6,779
Old  :    64,108:    16,027     10,854      1,508     38,518     44,967     56,053     57,329:     8,055      6,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    -3,887:    -3,412        800        635        174     -3,650     -2,604     -2,215:    -1,283     -1,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.9        2.4       60.1       70.1       87.4       89.4:      12.6       10.6
Old  :     100.0:      25.0       16.9        2.4       60.1       70.1       87.4       89.4:      12.6       10.6
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  :       103:        30         17         11         43         24         78         47:
Old  :       103:        30         17         11         43         24         78         47:
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  :                 21.3       45.4       36.0       68.8       21.3       45.2       36.0       68.6
Old  :                 21.3       45.4       36.0       68.8       21.3       45.2       36.0       68.6
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 28, 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  :   128,217:    32,054     21,708      3,017     77,036     89,934    112,107    114,659:    16,110     13,558
Old  :   128,217:    32,054     21,708      3,017     77,036     89,934    112,107    114,659:    16,110     13,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :    -7,773:    -6,824      1,600      1,269        348     -7,300     -5,207     -4,430:    -2,566     -3,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       16.9        2.4       60.1       70.1       87.4       89.4:      12.6       10.6
Old  :     100.0:      25.0       16.9        2.4       60.1       70.1       87.4       89.4:      12.6       10.6
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  :       103:        30         17         11         43         24         78         47:
Old  :       103:        30         17         11         43         24         78         47:
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  :                 21.3       45.4       36.0       68.8       21.3       45.2       36.0       68.6
Old  :                 21.3       45.4       36.0       68.8       21.3       45.2       36.0       68.6
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 28, 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  :    54,477:     1,001     22,068        152     53,274     32,066     54,427     54,286:        50        191
Old  :    54,477:     1,001     22,068        152     53,274     32,066     54,427     54,286:        50        191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :      -529:      -326       -355        125       -374       -355       -575       -585:        46         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       40.5        0.3       97.8       58.9       99.9       99.6:       0.1        0.4
Old  :     100.0:       1.8       40.5        0.3       97.8       58.9       99.9       99.6:       0.1        0.4
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  :        47:         2         18          1         12         17         14         36:
Old  :        47:         2         18          1         12         17         14         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.7       45.8       99.0       67.4       83.4       36.0       89.3       57.6
Old  :                 87.7       45.8       99.0       67.4       83.4       36.0       89.3       57.6
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 28, 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  :    33,770:       971     21,950         20     32,770     11,741     33,761     33,711:         9         59
Old  :    33,770:       971     21,950         20     32,770     11,741     33,761     33,711:         9         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2014                     :
     :     1,177:       388        546         20        780        605      1,188      1,171:       -11          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       65.0        0.1       97.0       34.8      100.0       99.8:       0.0        0.2
Old  :     100.0:       2.9       65.0        0.1       97.0       34.8      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  :        36:         2         16          1          7         13          9         30:
Old  :        36:         2         16          1          7         13          9         30:
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  :                 84.9       56.6       99.9       76.7       84.0       56.6       94.1       73.6
Old  :                 84.9       56.6       99.9       76.7       84.0       56.6       94.1       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 31, 2014