WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,827
COMMITMENTS
 133,862  191,604   84,291  192,556  120,472  410,709  396,367   34,118   48,460

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     10,358)
    -677    6,089      414    9,921    7,132    9,658   13,635      700   -3,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     43.1     18.9     43.3     27.1     92.3     89.1      7.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     107      144      129      105       89      292      298
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      160,310
COMMITMENTS
  50,840   45,760   22,508   71,430   66,395  144,778  134,663   15,532   25,647

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        452)
      88    1,141     -152      540     -238      476      751      -24     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     28.5     14.0     44.6     41.4     90.3     84.0      9.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      53       54       57       58       56      148      144
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,315,853
COMMITMENTS
 324,400  379,982  190,118  664,843  497,239  1179361  1067339  136,492  248,514

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      5,309)
  -3,582  -13,191   -5,439   10,759   20,213    1,738    1,583    3,571    3,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     28.9     14.4     50.5     37.8     89.6     81.1     10.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      683)
     129      189      158      237      292      472      549
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,445
COMMITMENTS
   3,436      692      708    4,422    7,718    8,566    9,118    2,879    2,327

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        721)
    -225      -69      208      177      114      160      253      561      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.0      6.2     38.6     67.4     74.8     79.7     25.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18        8        8       13       13       35       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      591,635
COMMITMENTS
 226,057   73,107   92,893  221,459  334,457  540,409  500,457   51,226   91,178

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:    -12,313)
  -9,460   -4,400   -1,240   -1,252  -10,581  -11,952  -16,221     -361    3,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     12.4     15.7     37.4     56.5     91.3     84.6      8.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     150      144      145      128      175      360      399
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      375,936
COMMITMENTS
  89,773  140,160   47,394  203,950  147,821  341,117  335,375   34,819   40,561

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        453)
     898   -2,569       53    2,018    6,947    2,969    4,431   -2,516   -3,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     37.3     12.6     54.3     39.3     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      78      108       92       86       63      222      223
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      672,669
COMMITMENTS
 133,500   64,967    7,932  395,055  440,755  536,487  513,654  136,182  159,015

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      3,182)
  -5,962  -17,436    1,248   11,312   30,308    6,598   14,120   -3,416  -10,938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      9.7      1.2     58.7     65.5     79.8     76.4     20.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      31       29       24       66       87      108      129
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      463,566
COMMITMENTS
  50,330   60,331      986  332,357  314,897  383,673  376,214   79,893   87,352

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -1,896)
  -3,947   -9,163      -75     -450    8,726   -4,472     -512    2,576   -1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     13.0      0.2     71.7     67.9     82.8     81.2     17.2     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       8       15        6       41       39       53       56
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        4,594
COMMITMENTS
   1,110      944      345    2,491    3,060    3,946    4,349      648      245

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        569)
      15      238       70      430      312      515      620       54      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     20.5      7.5     54.2     66.6     85.9     94.7     14.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        6        6       17       17       33       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      283,141
COMMITMENTS
 100,905   56,205   27,486  105,790  170,117  234,181  253,808   48,960   29,333

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      7,104)
  -1,694   -2,999    1,432    4,874    6,964    4,612    5,397    2,492    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     19.9      9.7     37.4     60.1     82.7     89.6     17.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      72       54       51       75       81      183      161
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,410
COMMITMENTS
   1,011      914      290    4,394    4,965    5,695    6,169    1,715    1,241

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:        289)
    -114      -32      125      298      102      309      195      -20       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     12.3      3.9     59.3     67.0     76.9     83.3     23.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        7        6       17       10       30       21
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      939,319
COMMITMENTS
 168,083  172,262   13,607  647,741  637,472  829,431  823,341  109,888  115,978

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     26,063)
   8,568    7,777    1,356   10,936   15,078   20,860   24,211    5,203    1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     18.3      1.4     69.0     67.9     88.3     87.7     11.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      41       37       19       87       96      135      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,334,109
COMMITMENTS
 298,913  416,672   45,703  1723551  1428245  2068167  1890620  265,942  443,489

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:    101,240)
 -17,067   42,301   18,408   86,628   74,713   87,969  135,422   13,271  -34,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     17.9      2.0     73.8     61.2     88.6     81.0     11.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      53       83       43      134      152      214      251
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,961,650
COMMITMENTS
 239,706  350,528   28,682  1479358  1219784  1747746  1598994  213,904  362,656

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -2,029)
 -12,343   12,111   13,271  -16,268   -6,945  -15,340   18,437   13,311  -20,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     17.9      1.5     75.4     62.2     89.1     81.5     10.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      30       63       30       95      133      150      202
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      291,494
COMMITMENTS
  13,500   47,522   39,962  209,068  150,531  262,530  238,015   28,964   53,479

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     11,734)
   1,814   -3,575   -1,147   12,908   10,417   13,575    5,695   -1,841    6,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     16.3     13.7     71.7     51.6     90.1     81.7      9.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8       16       12       34       33       51       52
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,970
COMMITMENTS
  16,126   11,282      354   37,646   43,684   54,125   55,320    7,845    6,651

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -4,326)
  -3,365    1,083      198      163   -4,024   -3,004   -2,743   -1,322   -1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     18.2      0.6     60.7     70.5     87.3     89.3     12.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      27       18        5       42       21       72       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,940
COMMITMENTS
  32,252   22,564      707   75,291   87,368  108,250  110,639   15,690   13,301

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:     -8,652)
  -6,729    2,165      396      325   -8,047   -6,008   -5,486   -2,644   -3,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     18.2      0.6     60.7     70.5     87.3     89.3     12.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      27       18        5       42       21       72       41
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,477
COMMITMENTS
   1,001   22,068      152   53,274   32,066   54,427   54,286       50      191

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:       -529)
    -326     -355      125     -374     -355     -575     -585       46       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     40.5      0.3     97.8     58.9     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       18        1       12       17       14       36
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 01/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,770
COMMITMENTS
     971   21,950       20   32,770   11,741   33,761   33,711        9       59

CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST:      1,177)
     388      546       20      780      605    1,188    1,171      -11        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     65.0      0.1     97.0     34.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       16        1        7       13        9       30



Updated January 31, 2014