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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   570,981:   125,994    178,752    167,703    237,102    173,727    530,799    520,182:    40,182     50,799
Old  :   381,143:   112,569    170,188     88,266    153,648     89,978    354,483    348,433:    26,660     32,710
Other:   189,837:    41,911     37,050     50,950     83,455     83,749    176,316    171,749:    13,522     18,089
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :      -962:     3,335     -2,308     -8,828      3,031     11,079     -2,462        -56:     1,501       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       31.3       29.4       41.5       30.4       93.0       91.1:       7.0        8.9
Old  :     100.0:      29.5       44.7       23.2       40.3       23.6       93.0       91.4:       7.0        8.6
Other:     100.0:      22.1       19.5       26.8       44.0       44.1       92.9       90.5:       7.1        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       124        149        155        112        102        331        327:
Old  :       395:       130        140        116         99         86        295        279:
Other:       251:        61         81         73         74         82        181        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       11.2       23.5       19.1       11.6        8.6       18.3       15.1
Old  :                 15.0       14.4       25.8       24.4       13.2       12.7       22.3       21.4
Other:                 24.4       18.2       35.3       29.9       16.6       11.9       25.3       18.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   170,510:    49,359     44,461     27,026     77,060     71,670    153,445    143,157:    17,065     27,353
Old  :   116,427:    47,088     38,191     11,820     46,745     50,004    105,653    100,015:    10,775     16,412
Other:    54,083:    11,612     15,611      5,865     30,315     21,666     47,792     43,142:     6,291     10,941
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :      -959:      -499       -856     -3,250      2,307      3,363     -1,442       -743:       483       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       26.1       15.8       45.2       42.0       90.0       84.0:      10.0       16.0
Old  :     100.0:      40.4       32.8       10.2       40.1       42.9       90.7       85.9:       9.3       14.1
Other:     100.0:      21.5       28.9       10.8       56.1       40.1       88.4       79.8:      11.6       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        52         57         53         57         57        139        143:
Old  :       181:        55         48         39         54         50        127        121:
Other:       126:        21         35         17         39         47         72         89:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       23.2       27.2       32.8       14.6       19.2       23.4       26.7
Old  :                 23.5       30.5       33.9       39.3       21.3       30.5       31.4       38.6
Other:                 27.6       28.0       42.9       38.0       27.6       26.4       42.1       35.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  : 1,686,048:   341,549    285,223    449,560    726,761    640,151  1,517,870  1,374,934:   168,178    311,114
Old  : 1,304,765:   299,131    314,497    289,975    581,609    497,943  1,170,715  1,102,416:   134,050    202,350
Other:   381,283:   122,413     50,720     79,590    145,152    142,208    347,155    272,518:    34,128    108,765
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    25,573:    19,316    -36,726     16,362    -11,421     44,186     24,257     23,823:     1,316      1,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.9       26.7       43.1       38.0       90.0       81.5:      10.0       18.5
Old  :     100.0:      22.9       24.1       22.2       44.6       38.2       89.7       84.5:      10.3       15.5
Other:     100.0:      32.1       13.3       20.9       38.1       37.3       91.0       71.5:       9.0       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       738:       168        188        211        292        332        585        614:
Old  :       719:       150        196        180        284        312        550        576:
Other:       501:       103         89         89        125        265        261        414:
     :----------------------------------------------------------------------------------------------------
     :             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       17.8       15.6        8.6        7.7       15.1       12.0
Old  :                 11.5        8.9       19.6       15.7        9.8        8.2       17.6       13.2
Other:                 16.6       16.7       26.1       24.1       14.9       14.0       23.4       18.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :    13,341:     3,239        382      1,914      5,580      8,667     10,732     10,963:     2,609      2,378
Old  :    10,713:     3,502        367      1,190      3,885      7,155      8,576      8,711:     2,136      2,001
Other:     2,628:        86        364        375      1,695      1,513      2,156      2,252:       473        376
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :       -34:      -272         49        -17        687         14        399         46:      -432        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        2.9       14.3       41.8       65.0       80.4       82.2:      19.6       17.8
Old  :     100.0:      32.7        3.4       11.1       36.3       66.8       80.1       81.3:      19.9       18.7
Other:     100.0:       3.3       13.9       14.3       64.5       57.5       82.0       85.7:      18.0       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        16         10         10         17         16         41         28:
Old  :        49:        16         10          7         17         15         40         25:
Other:        24:         4          6          7         10         11         18         20:
     :----------------------------------------------------------------------------------------------------
     :             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       36.6       49.4       55.1       29.0       33.4       37.5       44.3
Old  :                 36.6       39.5       50.8       57.3       32.9       39.4       45.6       52.9
Other:                 59.5       55.7       74.5       77.2       51.6       46.1       55.0       58.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   778,519:   237,402     67,227    212,823    270,515    389,818    720,740    669,868:    57,779    108,651
Old  :   596,143:   212,655     49,993    140,749    200,860    337,015    554,264    527,757:    41,879     68,386
Other:   182,376:    53,360     45,846     43,462     69,655     52,803    166,476    142,111:    15,900     40,265
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    35,439:    13,072     -8,731     13,676      7,688     26,231     34,436     31,176:     1,003      4,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        8.6       27.3       34.7       50.1       92.6       86.0:       7.4       14.0
Old  :     100.0:      35.7        8.4       23.6       33.7       56.5       93.0       88.5:       7.0       11.5
Other:     100.0:      29.3       25.1       23.8       38.2       29.0       91.3       77.9:       8.7       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       181        153        213        142        178        435        445:
Old  :       518:       182        138        194        127        169        400        418:
Other:       347:        84         99         95         94        120        232        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  :                  7.6       17.7       14.6       24.0        7.0       14.1       13.2       18.2
Old  :                  9.6       21.4       17.8       28.3        9.2       17.2       17.2       22.9
Other:                 12.8       15.7       22.0       23.6       12.5       12.7       20.4       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   400,437:    82,922    131,127     70,236    211,012    160,236    364,170    361,599:    36,267     38,838
Old  :   360,761:    82,883    131,185     57,259    190,489    136,865    330,631    325,308:    30,130     35,453
Other:    39,676:     7,923      7,827      5,093     20,522     23,371     33,539     36,291:     6,138      3,385
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -6,062:    -2,485     -8,085      1,717     -5,951      2,912     -6,719     -3,456:       657     -2,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       32.7       17.5       52.7       40.0       90.9       90.3:       9.1        9.7
Old  :     100.0:      23.0       36.4       15.9       52.8       37.9       91.6       90.2:       8.4        9.8
Other:     100.0:      20.0       19.7       12.8       51.7       58.9       84.5       91.5:      15.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        69        123         93         89         72        223        233:
Old  :       307:        76        122         86         87         71        220        226:
Other:       107:        24         26         22         46         23         82         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  :                 12.3       19.4       20.2       26.9       10.6       11.7       17.6       18.0
Old  :                 13.3       17.0       21.3       24.6       11.4       12.0       19.0       18.5
Other:                 22.0       45.7       35.6       60.7       18.7       41.0       31.1       52.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   814,933:    83,820     58,300     96,840    467,209    473,366    647,868    628,505:   167,065    186,428
Old  :   814,933:    83,820     58,300     96,840    467,209    473,366    647,868    628,505:   167,065    186,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    68,240:   -33,284       -215     46,058     35,732      9,568     48,505     55,411:    19,734     12,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.2       11.9       57.3       58.1       79.5       77.1:      20.5       22.9
Old  :     100.0:      10.3        7.2       11.9       57.3       58.1       79.5       77.1:      20.5       22.9
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  :       164:        33         25         39         82         88        131        137:
Old  :       164:        33         25         39         82         88        131        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  :                 18.5       13.9       28.7       22.2       16.1        9.5       21.7       15.5
Old  :                 18.5       13.9       28.7       22.2       16.1        9.5       21.7       15.5
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   458,261:    48,544     60,902      2,975    330,307    304,162    381,825    368,039:    76,436     90,222
Old  :   458,261:    48,544     60,902      2,975    330,307    304,162    381,825    368,039:    76,436     90,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -8,365:    -1,812       -722        507     -2,108    -10,735     -3,412    -10,949:    -4,953      2,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       13.3        0.6       72.1       66.4       83.3       80.3:      16.7       19.7
Old  :     100.0:      10.6       13.3        0.6       72.1       66.4       83.3       80.3:      16.7       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:         8         15          7         42         40         54         58:
Old  :        79:         8         15          7         42         40         54         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       31.6       43.5       46.2       23.4       30.5       36.6       42.9
Old  :                 27.2       31.6       43.5       46.2       23.4       30.5       36.6       42.9
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, February 4, 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  :     5,166:     1,096      1,240        295      3,109      3,296      4,500      4,831:       666        335
Old  :     5,166:     1,096      1,240        295      3,109      3,296      4,500      4,831:       666        335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :       572:       -14        296        -50        618        236        554        482:        18         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       24.0        5.7       60.2       63.8       87.1       93.5:      12.9        6.5
Old  :     100.0:      21.2       24.0        5.7       60.2       63.8       87.1       93.5:      12.9        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          4          4         16         17         30         23:
Old  :        36:        11          4          4         16         17         30         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       51.8       55.9       73.4       22.9       36.8       34.7       50.4
Old  :                 36.3       51.8       55.9       73.4       22.9       36.8       34.7       50.4
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, February 4, 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  :   339,571:   109,665     54,830     52,326    121,376    201,824    283,367    308,980:    56,204     30,591
Old  :   291,741:   102,636     50,061     43,848     96,783    172,022    243,268    265,931:    48,474     25,810
Other:    47,830:    10,091      7,831      5,415     24,593     29,802     40,099     43,049:     7,731      4,781
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    17,746:     8,779      1,528        499      5,386     17,222     14,664     19,249:     3,082     -1,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       16.1       15.4       35.7       59.4       83.4       91.0:      16.6        9.0
Old  :     100.0:      35.2       17.2       15.0       33.2       59.0       83.4       91.2:      16.6        8.8
Other:     100.0:      21.1       16.4       11.3       51.4       62.3       83.8       90.0:      16.2       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        89         55         69         82         90        212        182:
Old  :       260:        92         52         67         79         89        205        180:
Other:       106:        18         27         22         46         34         80         68:
     :----------------------------------------------------------------------------------------------------
     :             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       30.1       14.5       38.4        7.2       25.5       13.3       32.2
Old  :                  8.3       28.8       15.6       37.9        8.2       25.9       15.2       33.2
Other:                 19.1       38.2       32.7       58.1       17.1       29.2       28.2       44.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :     8,587:       820      1,161        821      5,043      4,898      6,684      6,880:     1,904      1,707
Old  :     7,869:       757      1,214        752      4,691      4,411      6,201      6,378:     1,668      1,491
Other:       719:       116          0         16        351        487        483        502:       236        216
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :       821:      -188        246        357        529       -206        697        397:       124        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       13.5        9.6       58.7       57.0       77.8       80.1:      22.2       19.9
Old  :     100.0:       9.6       15.4        9.6       59.6       56.1       78.8       81.1:      21.2       18.9
Other:     100.0:      16.1        0.0        2.2       48.9       67.7       67.2       69.9:      32.8       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        11          7          7         20         13         33         26:
Old  :        40:         8         11          7         16         11         29         24:
Other:        14:         4          0          2          7          7         11          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       54.4       53.1       64.3       38.2       48.7       46.9       56.2
Old  :                 43.2       57.6       56.3       68.1       42.6       52.3       51.9       61.2
Other:                 54.6       58.8       63.6       69.2       51.3       58.5       59.3       62.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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  :   951,786:   184,160    157,342     32,081    614,111    654,095    830,352    843,518:   121,434    108,268
Old  :   951,786:   184,160    157,342     32,081    614,111    654,095    830,352    843,518:   121,434    108,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :   -16,948:    12,997    -15,430      6,890    -46,890      1,850    -27,004     -6,691:    10,056    -10,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       16.5        3.4       64.5       68.7       87.2       88.6:      12.8       11.4
Old  :     100.0:      19.3       16.5        3.4       64.5       68.7       87.2       88.6:      12.8       11.4
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  :       218:        43         37         26         94        101        150        151:
Old  :       218:        43         37         26         94        101        150        151:
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       28.1       29.1       40.3       14.1       21.8       20.9       32.6
Old  :                 18.5       28.1       29.1       40.3       14.1       21.8       20.9       32.6
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, February 4, 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  : 3,008,627:   296,530    346,568    366,491  2,050,421  1,810,445  2,713,442  2,523,504:   295,185    485,122
Old  : 3,008,627:   296,530    346,568    366,491  2,050,421  1,810,445  2,713,442  2,523,504:   295,185    485,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :   232,494:     3,353    -22,604    106,574    115,882    137,451    225,809    221,421:     6,686     11,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       11.5       12.2       68.2       60.2       90.2       83.9:       9.8       16.1
Old  :     100.0:       9.9       11.5       12.2       68.2       60.2       90.2       83.9:       9.8       16.1
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  :       367:        64         81         86        175        199        289        316:
Old  :       367:        64         81         86        175        199        289        316:
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  :                 24.2       12.1       35.5       18.3       21.9        8.1       31.7       13.2
Old  :                 24.2       12.1       35.5       18.3       21.9        8.1       31.7       13.2
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, February 4, 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  : 2,208,537:   227,025    309,234    176,698  1,574,388  1,329,011  1,978,111  1,814,943:   230,427    393,595
Old  : 2,208,537:   227,025    309,234    176,698  1,574,388  1,329,011  1,978,111  1,814,943:   230,427    393,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    34,330:    -7,199    -31,172     40,712     -4,538      8,670     28,975     18,209:     5,356     16,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       14.0        8.0       71.3       60.2       89.6       82.2:      10.4       17.8
Old  :     100.0:      10.3       14.0        8.0       71.3       60.2       89.6       82.2:      10.4       17.8
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  :       263:        32         57         47        121        150        185        223:
Old  :       263:        32         57         47        121        150        185        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  :                 29.8       13.5       41.3       21.7       28.4       13.0       37.3       19.1
Old  :                 29.8       13.5       41.3       21.7       28.4       13.0       37.3       19.1
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, February 4, 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  :   273,689:    12,532     44,451     37,930    192,261    144,851    242,723    227,232:    30,966     46,457
Old  :   273,689:    12,532     44,451     37,930    192,261    144,851    242,723    227,232:    30,966     46,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :   -18,216:      -858     -3,105     -2,244    -16,807     -5,680    -19,909    -11,029:     1,693     -7,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       16.2       13.9       70.2       52.9       88.7       83.0:      11.3       17.0
Old  :     100.0:       4.6       16.2       13.9       70.2       52.9       88.7       83.0:      11.3       17.0
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  :        64:        11         14         15         31         35         50         57:
Old  :        64:        11         14         15         31         35         50         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  :                 43.0       24.8       57.4       37.6       30.3       20.7       40.6       28.1
Old  :                 43.0       24.8       57.4       37.6       30.3       20.7       40.6       28.1
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, February 4, 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  :    61,631:    14,250      9,468      1,655     36,638     45,686     52,543     56,808:     9,088      4,823
Old  :    61,631:    14,250      9,468      1,655     36,638     45,686     52,543     56,808:     9,088      4,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -2,477:    -1,777     -1,386        146     -1,880        719     -3,511       -521:     1,033     -1,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       15.4        2.7       59.4       74.1       85.3       92.2:      14.7        7.8
Old  :     100.0:      23.1       15.4        2.7       59.4       74.1       85.3       92.2:      14.7        7.8
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  :       102:        32         15         10         43         22         78         44:
Old  :       102:        32         15         10         43         22         78         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       48.1       33.0       73.1       20.7       47.9       33.0       73.0
Old  :                 20.7       48.1       33.0       73.1       20.7       47.9       33.0       73.0
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, February 4, 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  :   123,263:    28,500     18,935      3,309     73,276     91,372    105,086    113,617:    18,177      9,646
Old  :   123,263:    28,500     18,935      3,309     73,276     91,372    105,086    113,617:    18,177      9,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -4,954:    -3,554     -2,773        293     -3,760      1,438     -7,021     -1,042:     2,067     -3,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       15.4        2.7       59.4       74.1       85.3       92.2:      14.7        7.8
Old  :     100.0:      23.1       15.4        2.7       59.4       74.1       85.3       92.2:      14.7        7.8
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  :       102:        32         15         10         43         22         78         44:
Old  :       102:        32         15         10         43         22         78         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       48.1       33.0       73.1       20.7       47.9       33.0       73.0
Old  :                 20.7       48.1       33.0       73.1       20.7       47.9       33.0       73.0
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, February 4, 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  :    48,526:       583     23,495          0     47,896     24,900     48,479     48,395:        47        131
Old  :    48,526:       583     23,495          0     47,896     24,900     48,479     48,395:        47        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -5,951:      -418      1,427       -152     -5,378     -7,166     -5,948     -5,891:        -3        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       48.4        0.0       98.7       51.3       99.9       99.7:       0.1        0.3
Old  :     100.0:       1.2       48.4        0.0       98.7       51.3       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2         18          0         12         19         14         37:
Old  :        49:         2         18          0         12         19         14         37:
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  :                 84.1       45.2       98.7       68.9       80.3       34.2       88.2       58.0
Old  :                 84.1       45.2       98.7       68.9       80.3       34.2       88.2       58.0
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, February 4, 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  :    26,976:       878     18,631         10     26,079      8,225     26,967     26,866:         9        110
Old  :    26,976:       878     18,631         10     26,079      8,225     26,967     26,866:         9        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 28, 2014                     :
     :    -6,794:       -93     -3,319        -10     -6,691     -3,516     -6,794     -6,845:         0         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       69.1        0.0       96.7       30.5      100.0       99.6:       0.0        0.4
Old  :     100.0:       3.3       69.1        0.0       96.7       30.5      100.0       99.6:       0.0        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  :        35:         3         15          1          7         12         11         27:
Old  :        35:         3         15          1          7         12         11         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  :                 91.0       54.6       99.7       74.3       83.7       54.0       92.5       70.3
Old  :                 91.0       54.6       99.7       74.3       83.7       54.0       92.5       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 7, 2014