```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 10, 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  :   354,855:   121,207    174,785     34,673    172,555    102,429    328,435    311,887:    26,420     42,968
Old  :   316,494:   108,791    167,203     23,004    162,350     89,295    294,145    279,502:    22,349     36,992
Other:    38,361:    20,238     15,404      3,847     10,205     13,134     34,290     32,385:     4,071      5,976
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    -3,324:    -1,394      5,453     -2,197      1,431     -5,046     -2,160     -1,790:    -1,164     -1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       49.3        9.8       48.6       28.9       92.6       87.9:       7.4       12.1
Old  :     100.0:      34.4       52.8        7.3       51.3       28.2       92.9       88.3:       7.1       11.7
Other:     100.0:      52.8       40.2       10.0       26.6       34.2       89.4       84.4:      10.6       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        94        137         91         73         93        221        274:
Old  :       347:        99        134         74         68         87        206        258:
Other:       140:        24         41         11         34         60         67        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  :                 18.5       13.4       30.9       23.6       18.2       13.4       30.4       22.5
Old  :                 20.1       14.9       33.3       26.3       20.0       14.9       32.8       25.7
Other:                 48.8       35.8       62.9       48.1       46.0       28.4       56.3       40.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 10, 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  : 1,084,845:   324,624    368,344    107,268    523,065    397,354    954,957    872,966:   129,888    211,879
Old  :   987,323:   307,745    374,662     83,599    473,480    350,340    864,824    808,601:   122,499    178,722
Other:    97,522:    39,962     16,765        586     49,585     47,014     90,133     64,365:     7,389     33,157
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    13,113:     7,234     12,686      7,084       -304    -10,912     14,014      8,858:      -901      4,255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       34.0        9.9       48.2       36.6       88.0       80.5:      12.0       19.5
Old  :     100.0:      31.2       37.9        8.5       48.0       35.5       87.6       81.9:      12.4       18.1
Other:     100.0:      41.0       17.2        0.6       50.8       48.2       92.4       66.0:       7.6       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       711:       150        198        152        255        279        502        550:
Old  :       710:       158        196        127        250        270        481        532:
Other:       302:        41         51         11         58        174        106        229:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       12.4       22.2       19.7       11.7       11.6       22.1       17.7
Old  :                 12.4       11.7       23.3       19.4       12.4       11.0       23.3       17.7
Other:                 32.2       28.5       51.5       33.9       32.2       28.2       51.4       33.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 10, 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  :     9,803:     2,769      1,240         66      5,204      6,824      8,039      8,130:     1,764      1,673
Old  :     9,798:     2,769      1,240         66      5,201      6,819      8,036      8,125:     1,762      1,673
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       664:       154        548         57        145       -343        356        262:       308        402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       12.6        0.7       53.1       69.6       82.0       82.9:      18.0       17.1
Old  :     100.0:      28.3       12.7        0.7       53.1       69.6       82.0       82.9:      18.0       17.1
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:        14          9          4         13         11         29         22:
Old  :        41:        14          9          4         12         10         28         21:
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  :                 47.4       51.7       62.4       68.7       43.3       48.9       54.7       60.6
Old  :                 47.4       51.7       62.4       68.7       43.3       48.9       54.8       60.6
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, September 10, 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  :   611,277:   233,029     80,214     75,539    250,970    385,786    559,538    541,539:    51,739     69,738
Old  :   590,599:   229,462     85,596     67,450    243,592    372,654    540,504    525,700:    50,095     64,899
Other:    20,678:    11,614      2,665         42      7,378     13,132     19,034     15,839:     1,644      4,839
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    20,263:    -7,719      5,228      9,969     16,336      3,084     18,586     18,281:     1,677      1,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       13.1       12.4       41.1       63.1       91.5       88.6:       8.5       11.4
Old  :     100.0:      38.9       14.5       11.4       41.2       63.1       91.5       89.0:       8.5       11.0
Other:     100.0:      56.2       12.9        0.2       35.7       63.5       92.0       76.6:       8.0       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       534:       183        129        136        114        179        373        388:
Old  :       530:       180        130        132        113        176        369        380:
Other:       175:        29         39          3         27         84         58        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  :                 11.3       20.1       20.5       28.7        9.9       17.3       17.9       22.2
Old  :                 11.7       20.4       21.0       28.4       10.1       17.5       18.6       22.6
Other:                 47.9       44.4       61.5       53.1       47.9       44.4       61.3       53.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 10, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    16,801:     9,108        772        339         28      3,664      9,475      4,775:     7,326     12,026
Old  :    15,836:     8,411        726        339         28      3,521      8,778      4,586:     7,058     11,250
Other:       965:       697         46          0          0        143        697        189:       268        776
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2        4.6        2.0        0.2       21.8       56.4       28.4:      43.6       71.6
Old  :     100.0:      53.1        4.6        2.1        0.2       22.2       55.4       29.0:      44.6       71.0
Other:     100.0:      72.2        4.8        0.0        0.0       14.8       72.2       19.6:      27.8       80.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          3          4          2         12          8         18:
Old  :        20:         5          3          4          2         12          8         18:
Other:        13:         2          2          0          0          9          2         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.0       13.0       56.4       20.0       53.7       11.8       54.2       18.7
Old  :                 52.9       13.0       55.4       20.1       52.5       11.7       53.1       18.8
Other:                 72.2       15.9       72.2       19.0       72.2       15.9       72.2       19.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 10, 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  :   286,773:    71,921     84,756     44,499    139,324    120,120    255,744    249,375:    31,029     37,398
Old  :   280,660:    72,499     84,474     42,307    136,077    117,861    250,883    244,642:    29,777     36,018
Other:     6,113:       396      1,256      1,218      3,247      2,259      4,861      4,733:     1,252      1,380
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     2,533:     1,563      2,700     -2,379      2,318     -1,843      1,502     -1,522:     1,031      4,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       29.6       15.5       48.6       41.9       89.2       87.0:      10.8       13.0
Old  :     100.0:      25.8       30.1       15.1       48.5       42.0       89.4       87.2:      10.6       12.8
Other:     100.0:       6.5       20.5       19.9       53.1       37.0       79.5       77.4:      20.5       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        57         88         70         69         58        177        182:
Old  :       249:        63         87         67         69         57        177        178:
Other:        31:         4          9          6         12          7         19         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       20.0       23.4       28.9       12.5       17.0       21.2       25.2
Old  :                 14.8       19.7       23.6       28.9       12.7       17.4       21.5       25.5
Other:                 47.2       50.9       65.4       67.2       36.3       35.1       52.1       49.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 10, 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  :   631,287:    76,835     59,772      7,195    421,133    382,752    505,163    449,719:   126,124    181,568
Old  :   631,287:    76,835     59,772      7,195    421,133    382,752    505,163    449,719:   126,124    181,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :      -167:    12,297    -13,729       -891    -22,747      3,846    -11,341    -10,774:    11,174     10,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.5        1.1       66.7       60.6       80.0       71.2:      20.0       28.8
Old  :     100.0:      12.2        9.5        1.1       66.7       60.6       80.0       71.2:      20.0       28.8
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  :       148:        27         29         15         66         70        101        106:
Old  :       148:        27         29         15         66         70        101        106:
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  :                 25.9       19.9       36.3       27.9       22.9       18.0       31.6       25.1
Old  :                 25.9       19.9       36.3       27.9       22.9       18.0       31.6       25.1
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, September 10, 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  :   404,779:    32,303     39,564      5,029    291,639    280,497    328,971    325,090:    75,808     79,689
Old  :   404,779:    32,303     39,564      5,029    291,639    280,497    328,971    325,090:    75,808     79,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :   -14,122:     2,741      7,827     -6,598    -12,300    -15,665    -16,157    -14,436:     2,035        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        1.2       72.0       69.3       81.3       80.3:      18.7       19.7
Old  :     100.0:       8.0        9.8        1.2       72.0       69.3       81.3       80.3:      18.7       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         6         10          5         42         41         51         53:
Old  :        72:         6         10          5         42         41         51         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       32.6       44.6       46.6       24.9       30.6       37.7       43.8
Old  :                 29.2       32.6       44.6       46.6       24.9       30.6       37.7       43.8
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, September 10, 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  :     6,642:     1,475        171        237      4,411      5,958      6,123      6,366:       519        276
Old  :     6,642:     1,475        171        237      4,411      5,958      6,123      6,366:       519        276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       -30:       -32        -15         30        -48        -51        -50        -36:        20          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        2.6        3.6       66.4       89.7       92.2       95.8:       7.8        4.2
Old  :     100.0:      22.2        2.6        3.6       66.4       89.7       92.2       95.8:       7.8        4.2
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  :        39:        12          3          6         18         20         33         27:
Old  :        39:        12          3          6         18         20         33         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  :                 42.0       68.4       59.5       79.8       22.9       47.5       36.6       52.6
Old  :                 42.0       68.4       59.5       79.8       22.9       47.5       36.6       52.6
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, September 10, 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  :   268,404:    97,450     43,528     20,480    102,280    181,911    220,210    245,919:    48,194     22,485
Old  :   265,761:    97,447     43,807     19,744    100,974    179,952    218,165    243,503:    47,596     22,258
Other:     2,643:       539        257        200      1,306      1,959      2,045      2,416:       598        227
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     1,144:    -3,174        547        229        817         46     -2,128        822:     3,272        322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       16.2        7.6       38.1       67.8       82.0       91.6:      18.0        8.4
Old  :     100.0:      36.7       16.5        7.4       38.0       67.7       82.1       91.6:      17.9        8.4
Other:     100.0:      20.4        9.7        7.6       49.4       74.1       77.4       91.4:      22.6        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        85         56         49         65         74        177        153:
Old  :       236:        85         56         49         64         74        176        153:
Other:        28:         6          2          3         14          9         21         13:
     :----------------------------------------------------------------------------------------------------
     :             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       35.0       17.0       45.8        9.2       31.1       16.8       40.1
Old  :                  9.5       34.8       17.2       45.6        9.2       31.0       16.9       40.0
Other:                 42.4       72.9       61.8       88.8       38.2       66.9       54.1       75.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 10, 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  :     9,457:     1,574      2,696         82      5,989      5,464      7,645      8,242:     1,812      1,215
Old  :     9,455:     1,574      2,697         81      5,989      5,464      7,644      8,242:     1,811      1,213
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       282:      -160         87         59        242          3        141        149:       141        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       28.5        0.9       63.3       57.8       80.8       87.2:      19.2       12.8
Old  :     100.0:      16.6       28.5        0.9       63.3       57.8       80.8       87.2:      19.2       12.8
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  :        50:        12         12          3         19         14         34         27:
Old  :        50:        12         12          2         19         14         33         27:
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  :                 43.2       59.1       59.6       71.6       43.2       56.5       59.1       68.1
Old  :                 43.2       59.1       59.6       71.6       43.2       56.5       59.1       68.2
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, September 10, 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  :   861,967:   139,014    167,687     18,187    612,732    549,638    769,933    735,512:    92,034    126,455
Old  :   861,967:   139,014    167,687     18,187    612,732    549,638    769,933    735,512:    92,034    126,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    44,260:   -21,217     13,776    -10,299     74,136     32,250     42,620     35,727:     1,640      8,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.5        2.1       71.1       63.8       89.3       85.3:      10.7       14.7
Old  :     100.0:      16.1       19.5        2.1       71.1       63.8       89.3       85.3:      10.7       14.7
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  :       207:        39         41         20         83         91        126        148:
Old  :       207:        39         41         20         83         91        126        148:
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  :                 21.4       27.6       33.2       37.8       20.3       27.3       31.8       34.8
Old  :                 21.4       27.6       33.2       37.8       20.3       27.3       31.8       34.8
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, September 10, 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  : 2,114,314:   193,124    278,448     56,847  1,632,744  1,323,595  1,882,715  1,658,890:   231,599    455,424
Old  : 2,114,314:   193,124    278,448     56,847  1,632,744  1,323,595  1,882,715  1,658,890:   231,599    455,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :   -36,965:   -37,251    -55,021      6,559      1,266     -3,813    -29,426    -52,275:    -7,539     15,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.2        2.7       77.2       62.6       89.0       78.5:      11.0       21.5
Old  :     100.0:       9.1       13.2        2.7       77.2       62.6       89.0       78.5:      11.0       21.5
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  :       299:        43         72         38        123        147        191        232:
Old  :       299:        43         72         38        123        147        191        232:
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  :                 37.1       19.1       48.6       26.9       34.0       14.8       42.9       21.1
Old  :                 37.1       19.1       48.6       26.9       34.0       14.8       42.9       21.1
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, September 10, 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  : 1,637,320:   142,336    271,092     26,645  1,296,528    997,302  1,465,509  1,295,039:   171,811    342,281
Old  : 1,637,320:   142,336    271,092     26,645  1,296,528    997,302  1,465,509  1,295,039:   171,811    342,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    56,100:   -27,345     56,494     -2,280     93,401      3,944     63,776     58,158:    -7,676     -2,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       16.6        1.6       79.2       60.9       89.5       79.1:      10.5       20.9
Old  :     100.0:       8.7       16.6        1.6       79.2       60.9       89.5       79.1:      10.5       20.9
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  :       215:        29         48         22         87        107        130        163:
Old  :       215:        29         48         22         87        107        130        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       20.4       41.2       28.1       26.3       18.7       38.8       25.6
Old  :                 27.8       20.4       41.2       28.1       26.3       18.7       38.8       25.6
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, September 10, 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  :   282,651:    20,710     30,292     69,944    167,299    145,418    257,953    245,654:    24,698     36,997
Old  :   282,651:    20,710     30,292     69,944    167,299    145,418    257,953    245,654:    24,698     36,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    11,139:    -1,313      1,353      2,423      8,950      5,969     10,060      9,745:     1,079      1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.7       24.7       59.2       51.4       91.3       86.9:       8.7       13.1
Old  :     100.0:       7.3       10.7       24.7       59.2       51.4       91.3       86.9:       8.7       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  :        57:        14         12         16         25         28         48         48:
Old  :        57:        14         12         16         25         28         48         48:
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  :                 37.0       29.7       52.2       48.1       22.2       21.0       29.2       28.1
Old  :                 37.0       29.7       52.2       48.1       22.2       21.0       29.2       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 10, 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  :    66,726:    14,294      4,685        643     38,522     49,912     53,458     55,239:    13,268     11,487
Old  :    66,726:    14,294      4,685        643     38,522     49,912     53,458     55,239:    13,268     11,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    17,707:       958      1,319        420     11,108     14,174     12,486     15,913:     5,222      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        7.0        1.0       57.7       74.8       80.1       82.8:      19.9       17.2
Old  :     100.0:      21.4        7.0        1.0       57.7       74.8       80.1       82.8:      19.9       17.2
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  :        95:        28         16          4         43         27         73         46:
Old  :        95:        28         16          4         43         27         73         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  :                 15.8       34.6       26.5       56.3       15.5       31.6       25.1       48.5
Old  :                 15.8       34.6       26.5       56.3       15.5       31.6       25.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 10, 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  :    13,664:     2,562        230          2      6,209     12,158      8,773     12,390:     4,891      1,274
Old  :    13,664:     2,562        230          2      6,209     12,158      8,773     12,390:     4,891      1,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        1.7        0.0       45.4       89.0       64.2       90.7:      35.8        9.3
Old  :     100.0:      18.8        1.7        0.0       45.4       89.0       64.2       90.7:      35.8        9.3
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  :        20:         4          1          1          8          7         12          9:
Old  :        20:         4          1          1          8          7         12          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  :                 36.1       74.0       56.4       90.7       36.1       74.0       56.4       90.7
Old  :                 36.1       74.0       56.4       90.7       36.1       74.0       56.4       90.7
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, September 10, 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  :   106,124:    24,685     10,131         59     64,626     75,508     89,370     85,698:    16,754     20,426
Old  :   106,124:    24,685     10,131         59     64,626     75,508     89,370     85,698:    16,754     20,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     8,086:    -1,986      3,399       -386      9,797      4,032      7,425      7,045:       661      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        9.5        0.1       60.9       71.2       84.2       80.8:      15.8       19.2
Old  :     100.0:      23.3        9.5        0.1       60.9       71.2       84.2       80.8:      15.8       19.2
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  :        92:        25         17          3         39         24         66         42:
Old  :        92:        25         17          3         39         24         66         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       38.9       31.0       57.5       18.4       38.4       30.1       56.3
Old  :                 18.4       38.9       31.0       57.5       18.4       38.4       30.1       56.3
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, September 10, 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  :     8,129:     5,572      6,109      1,664        670        342      7,906      8,115:       223         14
Old  :     8,129:     5,572      6,109      1,664        670        342      7,906      8,115:       223         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       126:       772        216       -387       -455        292        -70        121:       196          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       75.2       20.5        8.2        4.2       97.3       99.8:       2.7        0.2
Old  :     100.0:      68.5       75.2       20.5        8.2        4.2       97.3       99.8:       2.7        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  :        21:        13          5          4          1          2         16          9:
Old  :        21:        13          5          4          1          2         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  :                 55.6       88.6       80.3       99.5       44.7       74.8       65.3       79.4
Old  :                 55.6       88.6       80.3       99.5       44.7       74.8       65.3       79.4
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, September 10, 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  :    44,037:     4,966     19,050      4,412     34,629     20,527     44,007     43,989:        30         48
Old  :    44,037:     4,966     19,050      4,412     34,629     20,527     44,007     43,989:        30         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     5,501:     1,434      1,611      4,369       -310       -480      5,493      5,500:         8          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       43.3       10.0       78.6       46.6       99.9       99.9:       0.1        0.1
Old  :     100.0:      11.3       43.3       10.0       78.6       46.6       99.9       99.9:       0.1        0.1
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  :        36:         3         14          3          6         14         10         30:
Old  :        36:         3         14          3          6         14         10         30:
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  :                 98.2       55.3       99.8       81.2       88.3       55.3       89.8       74.2
Old  :                 98.2       55.3       99.8       81.2       88.3       55.3       89.8       74.2
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, September 10, 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  :    22,627:        48     10,053          0     22,563     12,464     22,611     22,517:        16        110
Old  :    22,627:        48     10,053          0     22,563     12,464     22,611     22,517:        16        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    -1,407:       -25     -1,377     -2,757      1,360      2,673     -1,422     -1,461:        15         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2       44.4        0.0       99.7       55.1       99.9       99.5:       0.1        0.5
Old  :     100.0:       0.2       44.4        0.0       99.7       55.1       99.9       99.5:       0.1        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:         1         10          0          6          6          7         16:
Old  :        22:         1         10          0          6          6          7         16:
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  :                 98.5       81.5       99.9       92.9       80.1       62.9       80.7       73.7
Old  :                 98.5       81.5       99.9       92.9       80.1       62.9       80.7       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 13, 2013