WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      422,829
COMMITMENTS
 133,941  160,915   77,441  176,310  139,897  387,692  378,253   35,137   44,576

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    -14,855)
  -2,736  -16,245     -829  -11,493    4,402  -15,058  -12,672      203   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     38.1     18.3     41.7     33.1     91.7     89.5      8.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     117      123      119       96       96      279      286
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      145,093
COMMITMENTS
  49,571   34,944   13,872   66,108   69,495  129,551  118,311   15,542   26,782

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -1,816)
   1,603   -4,723      349   -2,886    1,983     -934   -2,391     -882      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     24.1      9.6     45.6     47.9     89.3     81.5     10.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      51       51       38       52       56      125      126
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,385,213
COMMITMENTS
 352,188  298,684  223,355  671,428  612,843  1246971  1134882  138,242  250,331

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     38,253)
   4,974  -13,119    8,687   21,816   46,354   35,477   41,922    2,776   -3,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     21.6     16.1     48.5     44.2     90.0     81.9     10.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      714)
     145      167      176      244      320      514      567
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,570
COMMITMENTS
   3,065      880      424    5,240    7,959    8,729    9,263    2,841    2,307

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        -12)
     237      -13     -167     -180      107     -110      -73       98       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      7.6      3.7     45.3     68.8     75.4     80.1     24.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        9        8       13       14       31       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      691,005
COMMITMENTS
 277,727   78,396  105,440  246,523  405,475  629,690  589,311   61,315  101,694

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      7,796)
  14,487    4,919  -12,011    1,278   12,282    3,754    5,190    4,042    2,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     11.3     15.3     35.7     58.7     91.1     85.3      8.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     186      145      175      128      185      416      430
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      346,332
COMMITMENTS
  93,516  104,299   53,275  164,456  152,796  311,247  310,370   35,085   35,962

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -974)
   8,879  -12,523    5,465  -13,567    8,430      777    1,372   -1,751   -2,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     30.1     15.4     47.5     44.1     89.9     89.6     10.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      78       90       95       83       71      224      221
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      694,423
COMMITMENTS
  94,966   45,888   11,137  429,935  463,638  536,038  520,663  158,385  173,760

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -428)
 -20,175  -23,139      688   15,195   23,979   -4,292    1,528    3,864   -1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      6.6      1.6     61.9     66.8     77.2     75.0     22.8     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       23       23       66       82      106      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      451,347
COMMITMENTS
  45,210   59,606      896  327,295  298,481  373,401  358,983   77,946   92,364

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -3,667)
    -559      772     -108   -2,323   -6,619   -2,990   -5,955     -677    2,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     13.2      0.2     72.5     66.1     82.7     79.5     17.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7       13        6       44       41       55       56
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,566
COMMITMENTS
   1,067    1,462      277    3,579    3,507    4,923    5,246      643      320

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        407)
      34       88       16      391      373      441      477      -34      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     26.3      5.0     64.3     63.0     88.4     94.3     11.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        5        3       17       18       30       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      313,130
COMMITMENTS
 115,677   55,978   25,187  118,462  201,671  259,326  282,836   53,804   30,294

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     13,488)
   3,349   -1,710    2,235    4,797   11,360   10,381   11,885    3,107    1,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     17.9      8.0     37.8     64.4     82.8     90.3     17.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      88       53       61       80       85      207      169
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,053
COMMITMENTS
     818    1,223      450    4,754    4,765    6,022    6,438    2,031    1,615

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -274)
    -116     -158     -128     -252      -60     -496     -346      222       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     15.2      5.6     59.0     59.2     74.8     79.9     25.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        6        7       18       13       32       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      914,268
COMMITMENTS
 174,779  175,439   19,838  606,890  610,615  801,507  805,892  112,761  108,376

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     18,651)
  -2,718   21,226    2,751   16,546  -14,022   16,579    9,955    2,072    8,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     19.2      2.2     66.4     66.8     87.7     88.1     12.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      43       38       23       91      108      145      158
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,430,028
COMMITMENTS
 380,817  437,961   44,360  1727504  1509111  2152681  1991432  277,347  438,596

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     19,062)
  57,972  -27,417   -7,290  -49,565   67,847    1,117   33,140   17,945  -14,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     18.0      1.8     71.1     62.1     88.6     82.0     11.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      56       88       46      138      177      225      280
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,055,110
COMMITMENTS
 266,598  360,148   44,088  1528502  1311263  1839188  1715499  215,922  339,611

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     85,055)
  50,293    5,976   11,187   33,950   74,717   95,430   91,880  -10,375   -6,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     17.5      2.1     74.4     63.8     89.5     83.5     10.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      29       64       31       94      144      145      218
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      314,854
COMMITMENTS
  15,359   47,350   45,566  223,193  176,124  284,118  269,040   30,736   45,814

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     20,900)
   3,954   -2,775    5,197   11,614   17,993   20,765   20,415      135      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     15.0     14.5     70.9     55.9     90.2     85.4      9.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       9       17       15       32       41       51       63
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,663
COMMITMENTS
  12,975   13,598       31   33,531   34,946   46,536   48,574    9,128    7,090

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    -11,047)
   2,578    1,626   -2,978   -9,402   -8,528   -9,802   -9,880   -1,245   -1,167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     24.4      0.1     60.2     62.8     83.6     87.3     16.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       23        6       40       17       68       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,326
COMMITMENTS
  25,949   27,195       61   67,061   69,891   93,071   97,147   18,255   14,179

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,665)
   7,086   -1,589     -116   -1,885    5,631    5,085    3,926     -420      739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     24.4      0.1     60.2     62.8     83.6     87.3     16.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       23        6       40       17       68       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,349
COMMITMENTS
   7,537    7,728    1,205      577      347    9,319    9,280       30       69

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        389)
     395      351       -6        0        0      389      345        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.6     82.7     12.9      6.2      3.7     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        6        3        1        1       15        9
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       45,168
COMMITMENTS
   1,176   20,654        0   43,925   24,331   45,101   44,985       67      183

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -444)
     213      -96        0     -651     -360     -438     -456       -6       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     45.7      0.0     97.2     53.9     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4       16        0       13       17       17       33
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 02/18/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       26,983
COMMITMENTS
     935   18,229      405   25,578    8,234   26,918   26,868       65      115

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        210)
      22      545      -15      171     -319      178      211       32       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     67.6      1.5     94.8     30.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       14        1        8       12       12       27



Updated February 21, 2014