```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   369,443:   126,301    166,375     39,457    173,537    117,196    339,295    323,028:    30,148     46,415
Old  :   331,724:   114,315    158,791     26,811    164,182    105,997    305,308    291,599:    26,416     40,125
Other:    37,719:    19,897     15,495      4,735      9,355     11,199     33,987     31,429:     3,732      6,290
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -35,025:    -2,003    -12,660    -18,780    -13,305       -149    -34,088    -31,589:      -937     -3,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       45.0       10.7       47.0       31.7       91.8       87.4:       8.2       12.6
Old  :     100.0:      34.5       47.9        8.1       49.5       32.0       92.0       87.9:       8.0       12.1
Other:     100.0:      52.8       41.1       12.6       24.8       29.7       90.1       83.3:       9.9       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        97        137         90         80         91        234        272:
Old  :       352:       101        135         75         78         87        223        259:
Other:       132:        24         38         11         28         58         62        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       15.0       29.7       25.6       17.7       14.1       28.9       22.7
Old  :                 19.3       16.2       31.3       26.8       19.3       15.5       31.1       25.0
Other:                 51.5       34.7       65.6       45.0       46.1       24.7       55.9       34.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,090,214:   310,942    342,715    103,615    537,659    428,661    952,216    874,991:   137,998    215,223
Old  :    69,075:    14,878      3,621        721     30,930     46,851     46,529     51,193:    22,546     17,882
Other: 1,021,139:   306,257    349,287     92,701    506,729    381,810    905,687    823,798:   115,452    197,341
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :  -109,096:   -35,606    -45,759    -28,963    -36,460    -25,623   -101,029   -100,345:    -8,067     -8,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       31.4        9.5       49.3       39.3       87.3       80.3:      12.7       19.7
Old  :     100.0:      21.5        5.2        1.0       44.8       67.8       67.4       74.1:      32.6       25.9
Other:     100.0:      30.0       34.2        9.1       49.6       37.4       88.7       80.7:      11.3       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       137        180        158        275        288        515        543:
Old  :       311:        44         27          4        129        127        176        156:
Other:       681:       135        189        134        239        280        462        528:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       12.5       22.2       19.3       11.8       11.2       22.0       16.5
Old  :                 15.6       34.1       25.4       41.5       15.6       31.6       24.5       39.1
Other:                 12.6       11.8       23.6       18.8       12.6       11.1       23.4       16.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,881:     2,628        866         21      4,831      6,642      7,480      7,529:     1,401      1,352
Old  :     8,876:     2,628        866         21      4,828      6,637      7,477      7,524:     1,399      1,352
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :        62:      -175       -627        -56        354      1,167        123        484:       -61       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        9.8        0.2       54.4       74.8       84.2       84.8:      15.8       15.2
Old  :     100.0:      29.6        9.8        0.2       54.4       74.8       84.2       84.8:      15.8       15.2
Other:     100.0:       0.0        0.0        0.0       60.0      100.0       60.0      100.0:      40.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        12         10          5         12         13         28         24:
Old  :        40:        12         10          5         11         13         27         24:
Other:         2:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.7       56.1       64.5       71.0       46.7       49.8       56.0       60.2
Old  :                 50.8       56.1       64.5       71.0       46.7       49.8       56.0       60.3
Other:                 60.0      100.0       60.0      100.0       20.0       60.0       20.0       60.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   571,623:   226,062     86,249     59,681    237,032    359,336    522,775    505,266:    48,848     66,357
Old  :   553,227:   223,081     90,613     52,990    229,803    347,711    505,874    491,314:    47,353     61,913
Other:    18,396:     9,609      2,264         63      7,229     11,625     16,901     13,952:     1,495      4,444
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    25,843:    18,365    -16,053      1,306       -407     41,821     19,264     27,074:     6,579     -1,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       15.1       10.4       41.5       62.9       91.5       88.4:       8.5       11.6
Old  :     100.0:      40.3       16.4        9.6       41.5       62.9       91.4       88.8:       8.6       11.2
Other:     100.0:      52.2       12.3        0.3       39.3       63.2       91.9       75.8:       8.1       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       178        127        138        124        177        384        382:
Old  :       522:       179        131        132        123        176        378        378:
Other:       172:        28         39          3         26         84         54        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       19.7       20.9       28.4       11.0       17.4       19.9       22.7
Old  :                 12.3       20.2       21.5       28.7       11.6       17.8       20.6       23.2
Other:                 52.4       42.6       65.1       50.2       52.4       42.6       64.9       50.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   293,797:    69,749     85,307     49,333    138,256    121,171    257,338    255,811:    36,459     37,986
Old  :    15,377:     3,260      1,363          0      9,322     10,857     12,582     12,220:     2,795      3,157
Other:   278,420:    68,811     86,266     47,011    128,934    110,314    244,756    243,591:    33,664     34,829
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -8,232:      -246    -20,054     -1,007    -10,075     14,778    -11,328     -6,283:     3,096     -1,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       29.0       16.8       47.1       41.2       87.6       87.1:      12.4       12.9
Old  :     100.0:      21.2        8.9        0.0       60.6       70.6       81.8       79.5:      18.2       20.5
Other:     100.0:      24.7       31.0       16.9       46.3       39.6       87.9       87.5:      12.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        54         87         63         68         60        167        179:
Old  :        73:        14         10          0         21         32         35         42:
Other:       238:        54         92         60         67         54        164        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       17.6       22.5       26.8       12.1       14.1       20.4       22.4
Old  :                 48.9       37.3       61.6       51.3       48.9       37.2       61.6       51.3
Other:                 13.6       17.7       22.6       27.5       12.8       15.2       21.5       24.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   686,657:    67,781     70,266     19,987    463,411    405,775    551,179    496,028:   135,478    190,629
Old  :   686,657:    67,781     70,266     19,987    463,411    405,775    551,179    496,028:   135,478    190,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    60,740:   -14,344      4,075      9,979     60,102     56,341     55,737     70,395:     5,003     -9,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.2        2.9       67.5       59.1       80.3       72.2:      19.7       27.8
Old  :     100.0:       9.9       10.2        2.9       67.5       59.1       80.3       72.2:      19.7       27.8
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  :       146:        19         33         24         66         71         99        114:
Old  :       146:        19         33         24         66         71         99        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       16.7       34.6       25.1       19.3       11.6       27.4       17.7
Old  :                 23.1       16.7       34.6       25.1       19.3       11.6       27.4       17.7
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   400,368:    31,513     32,707      4,822    287,392    285,463    323,727    322,992:    76,641     77,376
Old  :   400,368:    31,513     32,707      4,822    287,392    285,463    323,727    322,992:    76,641     77,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    11,712:    -3,399      4,617        802     13,337      5,061     10,740     10,480:       972      1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.2        1.2       71.8       71.3       80.9       80.7:      19.1       19.3
Old  :     100.0:       7.9        8.2        1.2       71.8       71.3       80.9       80.7:      19.1       19.3
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  :        66:         5          8          3         39         36         45         46:
Old  :        66:         5          8          3         39         36         45         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       34.8       46.0       48.0       27.0       32.6       41.3       45.4
Old  :                 30.3       34.8       46.0       48.0       27.0       32.6       41.3       45.4
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,118:     1,436        219        221      4,932      6,324      6,589      6,764:       529        354
Old  :     7,118:     1,436        219        221      4,932      6,324      6,589      6,764:       529        354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :      -860:      -151        -99        -75       -676       -736       -902       -910:        42         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.1        3.1       69.3       88.8       92.6       95.0:       7.4        5.0
Old  :     100.0:      20.2        3.1        3.1       69.3       88.8       92.6       95.0:       7.4        5.0
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  :        38:         9          5          5         18         20         31         27:
Old  :        38:         9          5          5         18         20         31         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  :                 42.8       65.6       61.9       77.6       28.2       51.9       43.0       57.1
Old  :                 42.8       65.6       61.9       77.6       28.2       51.9       43.0       57.1
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   274,447:    98,071     44,453     22,059    106,241    184,163    226,371    250,675:    48,076     23,772
Old  :    14,911:     3,943      1,031          0      7,569     10,892     11,512     11,923:     3,399      2,988
Other:   259,536:    95,964     45,258     20,223     98,672    173,271    214,859    238,752:    44,677     20,784
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :      -632:     2,483     -5,534       -438     -5,628      5,750     -3,583       -222:     2,951       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       16.2        8.0       38.7       67.1       82.5       91.3:      17.5        8.7
Old  :     100.0:      26.4        6.9        0.0       50.8       73.0       77.2       80.0:      22.8       20.0
Other:     100.0:      37.0       17.4        7.8       38.0       66.8       82.8       92.0:      17.2        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        74         54         49         68         74        175        151:
Old  :        76:        12          8          0         26         34         38         42:
Other:       231:        73         58         48         62         73        168        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       32.2       17.4       43.8        9.3       28.6       17.3       38.2
Old  :                 32.8       35.4       49.7       48.4       32.8       33.3       49.7       46.3
Other:                  9.9       33.7       18.4       45.6        9.9       30.9       18.3       40.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,536:     1,724      2,921         38      6,049      5,527      7,811      8,486:     1,725      1,050
Old  :     9,534:     1,724      2,922         37      6,049      5,527      7,810      8,486:     1,724      1,048
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -1,065:        77       -482       -204       -384        -44       -511       -730:      -554       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       30.6        0.4       63.4       58.0       81.9       89.0:      18.1       11.0
Old  :     100.0:      18.1       30.6        0.4       63.4       58.0       81.9       89.0:      18.1       11.0
Other:     100.0:      50.0        0.0        0.0        0.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        12         16          4         21         17         36         34:
Old  :        54:        12         16          4         21         17         36         34:
Other:         1:         1          0          0          0          0          1          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  :                 39.8       58.2       56.2       70.5       39.6       55.7       55.5       66.0
Old  :                 39.9       58.2       56.2       70.5       39.6       55.8       55.5       66.0
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   891,667:   178,253    150,538     39,046    568,514    579,371    785,813    768,955:   105,854    122,712
Old  :   891,667:   178,253    150,538     39,046    568,514    579,371    785,813    768,955:   105,854    122,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    10,681:   -45,319    -22,662     27,895     23,284    -13,258      5,860     -8,025:     4,821     18,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       16.9        4.4       63.8       65.0       88.1       86.2:      11.9       13.8
Old  :     100.0:      20.0       16.9        4.4       63.8       65.0       88.1       86.2:      11.9       13.8
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  :       198:        34         32         23         87        100        131        146:
Old  :       198:        34         32         23         87        100        131        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       29.4       31.2       38.4       18.7       27.2       29.2       33.3
Old  :                 19.6       29.4       31.2       38.4       18.7       27.2       29.2       33.3
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,261,608:   225,799    336,624     44,997  1,732,193  1,426,903  2,002,989  1,808,524:   258,619    453,084
Old  : 2,261,608:   225,799    336,624     44,997  1,732,193  1,426,903  2,002,989  1,808,524:   258,619    453,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -46,099:   -49,380     36,605    -10,219    -17,379    -92,107    -76,978    -65,721:    30,879     19,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.9        2.0       76.6       63.1       88.6       80.0:      11.4       20.0
Old  :     100.0:      10.0       14.9        2.0       76.6       63.1       88.6       80.0:      11.4       20.0
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  :       290:        34         72         45        132        154        198        239:
Old  :       290:        34         72         45        132        154        198        239:
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  :                 36.5       18.6       48.5       25.3       35.4       13.6       44.5       19.0
Old  :                 36.5       18.6       48.5       25.3       35.4       13.6       44.5       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,650,868:   202,741    219,379     27,435  1,231,401  1,065,257  1,461,577  1,312,071:   189,291    338,797
Old  : 1,650,868:   202,741    219,379     27,435  1,231,401  1,065,257  1,461,577  1,312,071:   189,291    338,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -29,640:   -42,760    -17,042    -11,312      5,721    -20,535    -48,351    -48,889:    18,711     19,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       13.3        1.7       74.6       64.5       88.5       79.5:      11.5       20.5
Old  :     100.0:      12.3       13.3        1.7       74.6       64.5       88.5       79.5:      11.5       20.5
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  :       208:        32         45         30         86        108        135        166:
Old  :       208:        32         45         30         86        108        135        166:
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  :                 24.5       20.9       38.7       29.4       22.9       19.6       35.3       26.7
Old  :                 24.5       20.9       38.7       29.4       22.9       19.6       35.3       26.7
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   303,473:    26,813     35,263     69,688    182,092    163,394    278,593    268,345:    24,880     35,128
Old  :   303,473:    26,813     35,263     69,688    182,092    163,394    278,593    268,345:    24,880     35,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    12,726:     9,430      1,382      4,506      7,691     15,754     21,627     21,642:    -8,901     -8,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.6       23.0       60.0       53.8       91.8       88.4:       8.2       11.6
Old  :     100.0:       8.8       11.6       23.0       60.0       53.8       91.8       88.4:       8.2       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        17         13         20         30         31         57         56:
Old  :        68:        17         13         20         30         31         57         56:
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  :                 36.1       30.2       51.0       46.9       22.8       21.2       30.1       28.5
Old  :                 36.1       30.2       51.0       46.9       22.8       21.2       30.1       28.5
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,533:    15,023      4,225        246     28,118     40,395     43,387     44,866:     8,146      6,667
Old  :    51,533:    15,023      4,225        246     28,118     40,395     43,387     44,866:     8,146      6,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -2,873:    -4,137         54       -217      2,673     -3,546     -1,681     -3,709:    -1,192        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        8.2        0.5       54.6       78.4       84.2       87.1:      15.8       12.9
Old  :     100.0:      29.2        8.2        0.5       54.6       78.4       84.2       87.1:      15.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        26         15          5         37         20         66         37:
Old  :        91:        26         15          5         37         20         66         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  :                 24.0       44.1       36.6       66.1       24.0       43.8       36.6       65.9
Old  :                 24.0       44.1       36.6       66.1       24.0       43.8       36.6       65.9
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   103,065:    30,046      8,449        492     56,235     80,790     86,773     89,731:    16,292     13,334
Old  :   103,065:    30,046      8,449        492     56,235     80,790     86,773     89,731:    16,292     13,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -5,745:    -8,273        108       -434      5,346     -7,092     -3,361     -7,418:    -2,384      1,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        8.2        0.5       54.6       78.4       84.2       87.1:      15.8       12.9
Old  :     100.0:      29.2        8.2        0.5       54.6       78.4       84.2       87.1:      15.8       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        26         15          5         37         20         66         37:
Old  :        91:        26         15          5         37         20         66         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  :                 24.0       44.1       36.6       66.1       24.0       43.8       36.6       65.9
Old  :                 24.0       44.1       36.6       66.1       24.0       43.8       36.6       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,752:     4,382      5,792        905      1,438          0      6,725      6,697:        27         55
Old  :     6,752:     4,382      5,792        905      1,438          0      6,725      6,697:        27         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       301:       253        758       -402        451        -75        302        281:        -1         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       85.8       13.4       21.3        0.0       99.6       99.2:       0.4        0.8
Old  :     100.0:      64.9       85.8       13.4       21.3        0.0       99.6       99.2:       0.4        0.8
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  :        20:        11          7          3          2          0         15          8:
Old  :        20:        11          7          3          2          0         15          8:
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  :                 55.9       84.2       84.4       99.2       54.5       75.3       77.4       85.8
Old  :                 55.9       84.2       84.4       99.2       54.5       75.3       77.4       85.8
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,898:     3,506     17,572         43     35,319     21,269     38,868     38,884:        30         14
Old  :    38,898:     3,506     17,572         43     35,319     21,269     38,868     38,884:        30         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       373:     1,333        166          0       -960        267        373        433:         0        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       45.2        0.1       90.8       54.7       99.9      100.0:       0.1        0.0
Old  :     100.0:       9.0       45.2        0.1       90.8       54.7       99.9      100.0:       0.1        0.0
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  :        36:         4         13          2          6         14         11         28:
Old  :        36:         4         13          2          6         14         11         28:
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  :                 96.1       56.1       99.5       77.5       95.0       56.1       98.4       77.5
Old  :                 96.1       56.1       99.5       77.5       95.0       56.1       98.4       77.5
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 - Futures Only, August 27, 2013                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,303:         0     11,722          0     20,284      8,522     20,284     20,244:        19         59
Old  :    20,303:         0     11,722          0     20,284      8,522     20,284     20,244:        19         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       247:      -128        310        -88        485         11        269        233:       -22         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       57.7        0.0       99.9       42.0       99.9       99.7:       0.1        0.3
Old  :     100.0:       0.0       57.7        0.0       99.9       42.0       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  :        25:         0         13          0          5          8          5         21:
Old  :        25:         0         13          0          5          8          5         21:
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  :                 99.1       75.4       99.9       89.4       98.2       75.4       98.2       87.9
Old  :                 99.1       75.4       99.9       89.4       98.2       75.4       98.2       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 30, 2013