```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 20, 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  :   404,468:   128,304    179,035     58,237    186,842    117,345    373,383    354,617:    31,085     49,851
Old  :   367,927:   121,169    175,742     42,361    176,593    106,026    340,123    324,129:    27,804     43,798
Other:    36,541:    18,096     14,254      4,915     10,249     11,319     33,260     30,488:     3,281      6,053
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :   -14,465:    -2,858     -1,190     -8,062     -2,074     -2,509    -12,994    -11,761:    -1,471     -2,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       44.3       14.4       46.2       29.0       92.3       87.7:       7.7       12.3
Old  :     100.0:      32.9       47.8       11.5       48.0       28.8       92.4       88.1:       7.6       11.9
Other:     100.0:      49.5       39.0       13.5       28.0       31.0       91.0       83.4:       9.0       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:        98        149        108         83         94        247        299:
Old  :       370:       103        145         96         80         87        238        282:
Other:       132:        21         42         10         30         55         60        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  :                 16.5       12.2       28.1       21.7       16.2       10.8       26.7       19.4
Old  :                 17.5       12.4       29.4       22.3       17.5       11.8       28.5       21.1
Other:                 53.9       32.8       64.7       43.4       44.6       22.1       53.2       32.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 20, 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  : 1,199,310:   346,548    388,474    132,578    574,119    454,284  1,053,245    975,336:   146,065    223,974
Old  :   170,549:    64,267     42,855      1,505     71,062     97,605    136,834    141,965:    33,715     28,584
Other: 1,028,761:   321,289    384,627     92,065    503,057    356,679    916,411    833,371:   112,350    195,390
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    -6,976:    -7,355    -24,311     -6,544     11,333     33,118     -2,566      2,263:    -4,410     -9,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       32.4       11.1       47.9       37.9       87.8       81.3:      12.2       18.7
Old  :     100.0:      37.7       25.1        0.9       41.7       57.2       80.2       83.2:      19.8       16.8
Other:     100.0:      31.2       37.4        8.9       48.9       34.7       89.1       81.0:      10.9       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       734:       150        209        183        294        293        566        580:
Old  :       465:       105         75          4        157        153        264        230:
Other:       718:       139        214        138        243        281        476        552:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       12.0       21.5       18.4       11.7       10.2       21.1       16.0
Old  :                 19.5       19.7       32.9       31.3       19.5       17.8       30.9       28.2
Other:                 12.4       11.3       22.5       18.5       12.3       10.5       22.4       16.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 20, 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  :     8,819:     2,803      1,493         77      4,477      5,475      7,357      7,045:     1,462      1,774
Old  :     8,814:     2,803      1,493         77      4,474      5,470      7,354      7,040:     1,460      1,774
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :      -287:        69         76        -19       -233       -111       -183        -54:      -104       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       16.9        0.9       50.8       62.1       83.4       79.9:      16.6       20.1
Old  :     100.0:      31.8       16.9        0.9       50.8       62.1       83.4       79.9:      16.6       20.1
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  :        41:        16          6          4         13         13         30         22:
Old  :        41:        16          6          4         12         13         29         22:
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  :                 45.3       47.7       60.7       64.6       45.3       43.6       55.4       59.0
Old  :                 45.3       47.7       60.7       64.7       45.3       43.6       55.4       59.0
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 20, 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  :   545,780:   207,697    102,302     58,375    237,439    317,515    503,511    478,192:    42,269     67,588
Old  :   528,227:   207,088    107,021     51,379    229,028    306,689    487,495    465,089:    40,732     63,138
Other:    17,553:     7,518      2,190         87      8,411     10,826     16,016     13,103:     1,537      4,450
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    31,587:    25,931    -18,572      4,484     -1,585     52,690     28,830     38,602:     2,757     -7,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       18.7       10.7       43.5       58.2       92.3       87.6:       7.7       12.4
Old  :     100.0:      39.2       20.3        9.7       43.4       58.1       92.3       88.0:       7.7       12.0
Other:     100.0:      42.8       12.5        0.5       47.9       61.7       91.2       74.6:       8.8       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       170        141        152        120        168        387        385:
Old  :       522:       173        144        147        117        167        381        382:
Other:       155:        28         35          3         29         69         59        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       20.3       23.0       28.2       11.9       16.6       21.1       21.9
Old  :                 13.4       20.8       23.6       28.4       12.3       17.0       21.7       22.5
Other:                 44.0       39.8       57.6       51.0       44.0       39.8       57.4       51.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 20, 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  :   302,029:    69,995    105,361     50,340    148,331    106,393    268,666    262,094:    33,363     39,935
Old  :    32,875:    11,832      8,142        135     17,392     19,808     29,359     28,085:     3,516      4,790
Other:   269,154:    66,531    105,587     41,837    130,939     86,585    239,307    234,009:    29,847     35,145
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :   -15,580:     1,077    -10,877     -2,487    -13,226     -1,452    -14,636    -14,816:      -944       -764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       34.9       16.7       49.1       35.2       89.0       86.8:      11.0       13.2
Old  :     100.0:      36.0       24.8        0.4       52.9       60.3       89.3       85.4:      10.7       14.6
Other:     100.0:      24.7       39.2       15.5       48.6       32.2       88.9       86.9:      11.1       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        55        103         69         65         59        170        193:
Old  :       114:        26         31          4         29         33         57         66:
Other:       244:        58         99         63         64         52        165        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       14.5       22.7       24.1       11.7       11.3       19.8       19.2
Old  :                 50.7       28.8       60.3       44.2       50.7       28.8       60.2       44.2
Other:                 13.8       15.4       23.3       26.1       13.0       12.9       22.0       22.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 20, 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  :   625,917:    82,125     66,191     10,008    403,309    349,434    495,442    425,633:   130,475    200,284
Old  :   625,917:    82,125     66,191     10,008    403,309    349,434    495,442    425,633:   130,475    200,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    33,024:     2,750    -14,972      3,536     22,785     29,497     29,071     18,061:     3,953     14,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       10.6        1.6       64.4       55.8       79.2       68.0:      20.8       32.0
Old  :     100.0:      13.1       10.6        1.6       64.4       55.8       79.2       68.0:      20.8       32.0
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  :       160:        21         36         21         65         82         99        126:
Old  :       160:        21         36         21         65         82         99        126:
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  :                 23.8       12.9       34.9       20.2       20.7       12.9       29.4       18.8
Old  :                 23.8       12.9       34.9       20.2       20.7       12.9       29.4       18.8
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 20, 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  :   388,656:    34,912     28,090      4,020    274,055    280,402    312,987    312,512:    75,669     76,144
Old  :   388,656:    34,912     28,090      4,020    274,055    280,402    312,987    312,512:    75,669     76,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :     3,525:       230     -1,566         24       -666      3,846       -412      2,304:     3,937      1,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.2        1.0       70.5       72.1       80.5       80.4:      19.5       19.6
Old  :     100.0:       9.0        7.2        1.0       70.5       72.1       80.5       80.4:      19.5       19.6
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  :        70:         6          6          5         40         43         49         51:
Old  :        70:         6          6          5         40         43         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       31.9       47.3       45.8       28.3       31.9       42.5       45.8
Old  :                 31.6       31.9       47.3       45.8       28.3       31.9       42.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 20, 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  :     7,978:     1,587        318        296      5,608      7,060      7,491      7,674:       487        304
Old  :     7,978:     1,587        318        296      5,608      7,060      7,491      7,674:       487        304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :      -461:       -83       -123         62       -459       -393       -480       -454:        19         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.0        3.7       70.3       88.5       93.9       96.2:       6.1        3.8
Old  :     100.0:      19.9        4.0        3.7       70.3       88.5       93.9       96.2:       6.1        3.8
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  :        46:        13          5          7         20         22         38         31:
Old  :        46:        13          5          7         20         22         38         31:
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  :                 45.2       61.5       63.4       72.9       30.2       47.9       44.1       54.4
Old  :                 45.2       61.5       63.4       72.9       30.2       47.9       44.1       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 20, 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  :   275,079:    95,588     49,987     22,497    111,869    178,413    229,954    250,897:    45,125     24,182
Old  :    31,979:    13,875      2,635         75     12,973     25,789     26,923     28,499:     5,056      3,480
Other:   243,100:    87,269     52,908     16,866     98,896    152,624    203,031    222,398:    40,069     20,702
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    14,462:    11,217     -5,233        993     -3,490     21,596      8,720     17,356:     5,742     -2,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       18.2        8.2       40.7       64.9       83.6       91.2:      16.4        8.8
Old  :     100.0:      43.4        8.2        0.2       40.6       80.6       84.2       89.1:      15.8       10.9
Other:     100.0:      35.9       21.8        6.9       40.7       62.8       83.5       91.5:      16.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        75         57         53         73         77        182        161:
Old  :       130:        37         16          1         40         44         78         60:
Other:       237:        68         66         48         64         74        166        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       31.2       17.3       42.1        9.6       29.6       17.3       38.5
Old  :                 28.8       51.0       42.8       59.2       28.8       50.0       41.8       58.3
Other:                 10.8       30.4       19.0       42.4       10.8       28.5       19.0       38.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 20, 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  :    10,601:     1,647      3,403        242      6,433      5,571      8,322      9,216:     2,279      1,385
Old  :    10,601:     1,647      3,403        242      6,433      5,571      8,322      9,216:     2,279      1,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :      -588:      -108        280       -481       -182        -94       -771       -295:       183       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       32.1        2.3       60.7       52.6       78.5       86.9:      21.5       13.1
Old  :     100.0:      15.5       32.1        2.3       60.7       52.6       78.5       86.9:      21.5       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        13         14          7         22         18         39         37:
Old  :        56:        13         14          7         22         18         39         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  :                 35.2       52.9       50.1       65.9       35.2       51.1       49.7       61.1
Old  :                 35.2       52.9       50.1       65.9       35.2       51.1       49.7       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 20, 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  :   880,986:   223,572    173,200     11,151    545,230    592,629    779,953    776,980:   101,033    104,006
Old  :   880,986:   223,572    173,200     11,151    545,230    592,629    779,953    776,980:   101,033    104,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    15,263:    14,802     14,948      5,980     -3,994     -7,408     16,788     13,520:    -1,525      1,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       19.7        1.3       61.9       67.3       88.5       88.2:      11.5       11.8
Old  :     100.0:      25.4       19.7        1.3       61.9       67.3       88.5       88.2:      11.5       11.8
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  :       203:        40         35         23         82         92        134        139:
Old  :       203:        40         35         23         82         92        134        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       30.0       32.5       39.5       19.7       29.7       30.3       37.2
Old  :                 20.7       30.0       32.5       39.5       19.7       29.7       30.3       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 20, 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  : 2,307,707:   275,179    300,019     55,216  1,749,572  1,519,010  2,079,967  1,874,245:   227,740    433,462
Old  : 2,307,707:   275,179    300,019     55,216  1,749,572  1,519,010  2,079,967  1,874,245:   227,740    433,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :   -25,024:    12,053    -29,539      4,944    -59,737      1,535    -42,740    -23,060:    17,716     -1,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       13.0        2.4       75.8       65.8       90.1       81.2:       9.9       18.8
Old  :     100.0:      11.9       13.0        2.4       75.8       65.8       90.1       81.2:       9.9       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        53         62         50        131        164        207        253:
Old  :       314:        53         62         50        131        164        207        253:
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  :                 36.8       19.9       48.5       27.8       35.0       15.1       44.3       21.7
Old  :                 36.8       19.9       48.5       27.8       35.0       15.1       44.3       21.7
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 20, 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  : 1,680,508:   245,501    236,421     38,747  1,225,680  1,085,792  1,509,928  1,360,960:   170,580    319,548
Old  : 1,680,508:   245,501    236,421     38,747  1,225,680  1,085,792  1,509,928  1,360,960:   170,580    319,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    47,798:   -34,890     -1,562      6,237     73,669     42,351     45,016     47,026:     2,782        772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       14.1        2.3       72.9       64.6       89.8       81.0:      10.2       19.0
Old  :     100.0:      14.6       14.1        2.3       72.9       64.6       89.8       81.0:      10.2       19.0
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  :       222:        37         43         29         93        106        146        162:
Old  :       222:        37         43         29         93        106        146        162:
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  :                 24.4       24.6       38.3       32.6       23.2       23.3       34.9       30.3
Old  :                 24.4       24.6       38.3       32.6       23.2       23.3       34.9       30.3
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 20, 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  :   290,747:    17,383     33,881     65,182    174,401    147,640    256,966    246,703:    33,781     44,044
Old  :   290,747:    17,383     33,881     65,182    174,401    147,640    256,966    246,703:    33,781     44,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :     7,691:     1,264      1,356      2,027      3,157      2,153      6,448      5,536:     1,243      2,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.7       22.4       60.0       50.8       88.4       84.9:      11.6       15.1
Old  :     100.0:       6.0       11.7       22.4       60.0       50.8       88.4       84.9:      11.6       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        10         13         15         27         27         48         46:
Old  :        57:        10         13         15         27         27         48         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  :                 36.6       31.1       51.5       46.7       23.3       20.1       31.1       27.6
Old  :                 36.6       31.1       51.5       46.7       23.3       20.1       31.1       27.6
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 20, 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  :    54,405:    19,160      4,171        463     25,445     43,941     45,067     48,575:     9,338      5,831
Old  :    54,405:    19,160      4,171        463     25,445     43,941     45,067     48,575:     9,338      5,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :    -9,219:    -5,667        825        188     -2,739     -9,261     -8,218     -8,249:    -1,001       -970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        7.7        0.9       46.8       80.8       82.8       89.3:      17.2       10.7
Old  :     100.0:      35.2        7.7        0.9       46.8       80.8       82.8       89.3:      17.2       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        34         13          5         41         19         77         35:
Old  :       100:        34         13          5         41         19         77         35:
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  :                 19.5       47.5       32.5       69.1       19.5       47.3       32.5       68.9
Old  :                 19.5       47.5       32.5       69.1       19.5       47.3       32.5       68.9
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 20, 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  :   108,810:    38,319      8,341        926     50,889     87,882     90,134     97,149:    18,676     11,661
Old  :   108,810:    38,319      8,341        926     50,889     87,882     90,134     97,149:    18,676     11,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :   -18,437:   -11,333      1,649        375     -5,478    -18,522    -16,436    -16,498:    -2,001     -1,939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        7.7        0.9       46.8       80.8       82.8       89.3:      17.2       10.7
Old  :     100.0:      35.2        7.7        0.9       46.8       80.8       82.8       89.3:      17.2       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        34         13          5         41         19         77         35:
Old  :       100:        34         13          5         41         19         77         35:
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  :                 19.5       47.5       32.5       69.1       19.5       47.3       32.5       68.9
Old  :                 19.5       47.5       32.5       69.1       19.5       47.3       32.5       68.9
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 20, 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  :     6,451:     4,129      5,034      1,307        987         75      6,423      6,416:        28         35
Old  :     6,451:     4,129      5,034      1,307        987         75      6,423      6,416:        28         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :      -164:      -283       -303         39         84         75       -160       -189:        -4         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       78.0       20.3       15.3        1.2       99.6       99.5:       0.4        0.5
Old  :     100.0:      64.0       78.0       20.3       15.3        1.2       99.6       99.5:       0.4        0.5
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  :        22:        11          7          3          3          1         16          9:
Old  :        22:        11          7          3          3          1         16          9:
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  :                 56.8       80.0       84.3       98.3       54.0       69.0       71.2       79.2
Old  :                 56.8       80.0       84.3       98.3       54.0       69.0       71.2       79.2
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 20, 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  :    38,525:     2,173     17,406         43     36,279     21,002     38,495     38,451:        30         74
Old  :    38,525:     2,173     17,406         43     36,279     21,002     38,495     38,451:        30         74
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :     4,167:       148      1,540         12      4,026      2,604      4,186      4,156:       -19         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       45.2        0.1       94.2       54.5       99.9       99.8:       0.1        0.2
Old  :     100.0:       5.6       45.2        0.1       94.2       54.5       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3         14          2          6         12         10         27:
Old  :        34:         3         14          2          6         12         10         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  :                 96.6       56.7       99.7       78.1       94.7       56.7       97.9       78.0
Old  :                 96.6       56.7       99.7       78.1       94.7       56.7       97.9       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, August 20, 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  :    20,056:       128     11,412         88     19,799      8,511     20,015     20,011:        41         45
Old  :    20,056:       128     11,412         88     19,799      8,511     20,015     20,011:        41         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 13, 2013                      :
     :     2,608:      -150      1,002         88      2,719      1,528      2,657      2,618:       -49        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       56.9        0.4       98.7       42.4       99.8       99.8:       0.2        0.2
Old  :     100.0:       0.6       56.9        0.4       98.7       42.4       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1         11          1          5          8          7         19:
Old  :        25:         1         11          1          5          8          7         19:
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  :                 97.9       76.9       99.8       89.7       97.9       76.9       99.4       89.2
Old  :                 97.9       76.9       99.8       89.7       97.9       76.9       99.4       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 23, 2013