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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 23, 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  :   404,401:   120,056    173,336     69,750    184,052    109,639    373,858    352,725:    30,543     51,676
Old  :   373,103:   113,434    170,715     56,622    175,126     99,223    345,182    326,560:    27,921     46,543
Other:    31,298:    15,376     11,375      4,374      8,926     10,416     28,676     26,165:     2,622      5,133
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     1,537:       354     13,945        158        423    -12,465        935      1,638:       602       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       42.9       17.2       45.5       27.1       92.4       87.2:       7.6       12.8
Old  :     100.0:      30.4       45.8       15.2       46.9       26.6       92.5       87.5:       7.5       12.5
Other:     100.0:      49.1       36.3       14.0       28.5       33.3       91.6       83.6:       8.4       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:        99        152        111         80        104        249        310:
Old  :       377:       101        149        105         78         97        242        299:
Other:       122:        13         38         10         23         60         46        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       11.8       28.4       21.6       16.5       10.7       27.5       18.2
Old  :                 17.1       12.0       28.7       21.9       17.1       11.6       28.7       19.8
Other:                 63.1       33.6       75.0       45.8       53.2       21.7       61.5       32.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 23, 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  : 1,168,749:   335,422    365,332    139,690    554,736    437,443  1,029,848    942,465:   138,901    226,284
Old  :   364,928:   128,548    109,231     17,919    179,747    186,102    326,214    313,252:    38,714     51,676
Other:   803,821:   284,550    333,777     44,095    374,989    251,341    703,634    629,213:   100,187    174,608
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    53,994:    11,376     44,673      9,800     25,286       -505     46,462     53,968:     7,532         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       31.3       12.0       47.5       37.4       88.1       80.6:      11.9       19.4
Old  :     100.0:      35.2       29.9        4.9       49.3       51.0       89.4       85.8:      10.6       14.2
Other:     100.0:      35.4       41.5        5.5       46.7       31.3       87.5       78.3:      12.5       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       743:       156        218        194        256        279        547        586:
Old  :       544:       136        116         28        132        183        285        313:
Other:       702:       154        205        123        218        259        452        518:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       10.2       21.7       17.2       11.0        9.3       20.0       14.8
Old  :                 23.1       20.8       36.5       28.0       21.5       20.6       34.5       27.8
Other:                 14.9       12.0       23.3       19.3       14.9       11.6       23.2       18.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 23, 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  :     8,942:     2,529        515        359      4,272      6,555      7,160      7,429:     1,782      1,513
Old  :     8,940:     2,529        515        359      4,270      6,553      7,158      7,427:     1,782      1,513
Other:         2:         0          0          0          2          2          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :       635:       -15        143        231        418         -7        634        367:         1        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        5.8        4.0       47.8       73.3       80.1       83.1:      19.9       16.9
Old  :     100.0:      28.3        5.8        4.0       47.8       73.3       80.1       83.1:      19.9       16.9
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          4          5         13         13         29         20:
Old  :        38:        14          4          5         13         13         29         20:
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  :                 46.1       53.1       62.9       68.2       45.6       47.1       56.1       60.4
Old  :                 46.1       53.2       62.9       68.2       45.6       47.1       56.1       60.5
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 23, 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  :   526,976:   223,877    119,833     48,671    206,471    287,363    479,019    455,867:    47,957     71,109
Old  :    35,006:    12,881      8,235         50     13,684     21,736     26,615     30,021:     8,391      4,985
Other:   491,970:   217,829    118,431     41,788    192,787    265,627    452,404    425,846:    39,566     66,124
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     4,190:     8,059     15,803        914     -2,514    -15,534      6,459      1,183:    -2,269      3,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       22.7        9.2       39.2       54.5       90.9       86.5:       9.1       13.5
Old  :     100.0:      36.8       23.5        0.1       39.1       62.1       76.0       85.8:      24.0       14.2
Other:     100.0:      44.3       24.1        8.5       39.2       54.0       92.0       86.6:       8.0       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       152        176        157        129        158        389        400:
Old  :       246:        71         53          4         67         62        142        117:
Other:       511:       145        179        131        109        155        342        388:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       17.7       22.1       25.5       11.6       16.3       20.9       22.9
Old  :                 17.1       32.7       28.5       44.5       16.7       32.7       27.6       44.5
Other:                 13.3       17.4       23.5       25.7       12.9       15.9       22.7       23.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 23, 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  :   346,439:    71,640    117,430     50,477    191,397    134,784    313,514    302,691:    32,925     43,748
Old  :    91,990:    15,676     18,270      4,362     66,049     59,126     86,087     81,758:     5,903     10,232
Other:   254,449:    69,278    112,474     32,801    125,348     75,658    227,427    220,933:    27,022     33,516
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     1,158:    -3,302      4,592      3,593     -1,552    -10,638     -1,261     -2,453:     2,419      3,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       33.9       14.6       55.2       38.9       90.5       87.4:       9.5       12.6
Old  :     100.0:      17.0       19.9        4.7       71.8       64.3       93.6       88.9:       6.4       11.1
Other:     100.0:      27.2       44.2       12.9       49.3       29.7       89.4       86.8:      10.6       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        56        110         71         74         65        181        209:
Old  :       152:        32         47         20         45         51         89        106:
Other:       253:        64        104         54         63         48        159        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  :                 20.2       16.7       29.7       25.7       15.2       12.9       23.4       20.2
Old  :                 55.1       26.7       64.9       40.7       51.7       26.3       60.4       37.7
Other:                 14.1       17.6       24.0       27.9       13.3       15.6       23.2       24.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 23, 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  :   573,979:    75,923     90,872      5,718    367,007    306,612    448,648    403,202:   125,331    170,777
Old  :   573,979:    75,923     90,872      5,718    367,007    306,612    448,648    403,202:   125,331    170,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    -2,348:    -1,533      5,226     -1,517      1,000     -4,048     -2,050       -339:      -298     -2,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.8        1.0       63.9       53.4       78.2       70.2:      21.8       29.8
Old  :     100.0:      13.2       15.8        1.0       63.9       53.4       78.2       70.2:      21.8       29.8
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  :       172:        26         45         17         62         78         99        130:
Old  :       172:        26         45         17         62         78         99        130:
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  :                 26.1       12.1       35.5       20.1       20.7       11.8       28.9       17.3
Old  :                 26.1       12.1       35.5       20.1       20.7       11.8       28.9       17.3
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, July 23, 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  :   376,402:    28,200     43,607      3,826    276,915    253,886    308,941    301,319:    67,461     75,083
Old  :   376,402:    28,200     43,607      3,826    276,915    253,886    308,941    301,319:    67,461     75,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :      -264:    -2,662       -201         14      5,157     -2,580      2,509     -2,767:    -2,773      2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.6        1.0       73.6       67.5       82.1       80.1:      17.9       19.9
Old  :     100.0:       7.5       11.6        1.0       73.6       67.5       82.1       80.1:      17.9       19.9
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  :        70:         6          6          4         40         41         48         49:
Old  :        70:         6          6          4         40         41         48         49:
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  :                 31.8       32.9       46.9       48.3       28.4       32.9       41.4       48.2
Old  :                 31.8       32.9       46.9       48.3       28.4       32.9       41.4       48.2
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, July 23, 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  :     9,118:     1,670        342        389      6,552      8,118      8,611      8,849:       507        269
Old  :     9,118:     1,670        342        389      6,552      8,118      8,611      8,849:       507        269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :      -268:       295        -86        -78       -342       -140       -125       -304:      -143         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        3.8        4.3       71.9       89.0       94.4       97.0:       5.6        3.0
Old  :     100.0:      18.3        3.8        4.3       71.9       89.0       94.4       97.0:       5.6        3.0
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  :        50:        16          6          7         23         24         42         34:
Old  :        50:        16          6          7         23         24         42         34:
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  :                 50.8       55.7       64.5       73.0       31.1       37.7       39.6       46.1
Old  :                 50.8       55.7       64.5       73.0       31.1       37.7       39.6       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 23, 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  :   283,625:    92,121     43,998     26,965    115,215    183,496    234,301    254,459:    49,324     29,166
Old  :    73,206:    24,307      5,497      2,971     32,394     56,440     59,672     64,908:    13,534      8,298
Other:   210,419:    78,150     48,837     13,658     82,821    127,056    174,629    189,551:    35,790     20,868
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :   -12,527:    -3,667      4,270     -3,313     -3,806    -14,424    -10,786    -13,467:    -1,741        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       15.5        9.5       40.6       64.7       82.6       89.7:      17.4       10.3
Old  :     100.0:      33.2        7.5        4.1       44.3       77.1       81.5       88.7:      18.5       11.3
Other:     100.0:      37.1       23.2        6.5       39.4       60.4       83.0       90.1:      17.0        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        80         52         62         78         81        191        171:
Old  :       169:        61         19         13         63         55        128         83:
Other:       228:        62         67         47         63         72        160        153:
     :----------------------------------------------------------------------------------------------------
     :             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       31.9       16.8       41.6        9.3       29.1       16.6       36.7
Old  :                 14.1       41.7       22.9       50.4       14.1       41.7       22.3       49.8
Other:                 12.2       30.7       21.8       40.8       12.0       29.0       21.6       37.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 23, 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  :    11,383:     1,645      4,018        508      6,710      5,526      8,863     10,052:     2,520      1,331
Old  :    11,383:     1,645      4,018        508      6,710      5,526      8,863     10,052:     2,520      1,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :      -177:      -189        -19       -144        101        145       -232        -18:        55       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       35.3        4.5       58.9       48.5       77.9       88.3:      22.1       11.7
Old  :     100.0:      14.5       35.3        4.5       58.9       48.5       77.9       88.3:      22.1       11.7
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  :        59:        15         15          8         22         17         40         39:
Old  :        59:        15         15          8         22         17         40         39:
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       50.8       45.4       64.5       31.6       49.0       44.9       59.7
Old  :                 31.6       50.8       45.4       64.5       31.6       49.0       44.9       59.7
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, July 23, 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  :   810,349:   204,199    172,204      2,856    499,697    531,437    706,752    706,497:   103,597    103,852
Old  :   810,349:   204,199    172,204      2,856    499,697    531,437    706,752    706,497:   103,597    103,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    26,507:    29,264      5,484     -1,537    -15,669     29,462     12,058     33,409:    14,449     -6,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       21.3        0.4       61.7       65.6       87.2       87.2:      12.8       12.8
Old  :     100.0:      25.2       21.3        0.4       61.7       65.6       87.2       87.2:      12.8       12.8
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  :       200:        35         42         17         78         92        120        144:
Old  :       200:        35         42         17         78         92        120        144:
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  :                 24.7       28.0       38.8       38.1       24.4       27.5       37.1       36.2
Old  :                 24.7       28.0       38.8       38.1       24.4       27.5       37.1       36.2
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, July 23, 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  : 2,211,881:   305,013    337,325     38,846  1,643,224  1,396,899  1,987,083  1,773,070:   224,798    438,811
Old  : 2,211,881:   305,013    337,325     38,846  1,643,224  1,396,899  1,987,083  1,773,070:   224,798    438,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    91,706:   -21,976     28,071      3,850    109,496     41,479     91,370     73,400:       336     18,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       15.3        1.8       74.3       63.2       89.8       80.2:      10.2       19.8
Old  :     100.0:      13.8       15.3        1.8       74.3       63.2       89.8       80.2:      10.2       19.8
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  :       317:        49         76         35        120        149        189        240:
Old  :       317:        49         76         35        120        149        189        240:
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  :                 34.2       18.1       50.2       24.7       33.1       13.1       44.0       17.9
Old  :                 34.2       18.1       50.2       24.7       33.1       13.1       44.0       17.9
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, July 23, 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  : 1,613,914:   285,222    225,876     31,950  1,105,607  1,049,817  1,422,779  1,307,643:   191,135    306,271
Old  : 1,613,914:   285,222    225,876     31,950  1,105,607  1,049,817  1,422,779  1,307,643:   191,135    306,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    27,356:   -22,311        -14     -1,728     29,426     22,490      5,387     20,748:    21,969      6,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.0        2.0       68.5       65.0       88.2       81.0:      11.8       19.0
Old  :     100.0:      17.7       14.0        2.0       68.5       65.0       88.2       81.0:      11.8       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  :       221:        40         39         23         85        109        136        160:
Old  :       221:        40         39         23         85        109        136        160:
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  :                 25.8       20.6       38.9       31.3       25.2       20.1       36.0       28.7
Old  :                 25.8       20.6       38.9       31.3       25.2       20.1       36.0       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 23, 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  :   308,582:    16,610     33,394     66,303    198,769    170,206    281,682    269,903:    26,900     38,679
Old  :   308,582:    16,610     33,394     66,303    198,769    170,206    281,682    269,903:    26,900     38,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     2,590:     3,014         33     -1,889     -1,287        622       -162     -1,234:     2,752      3,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       10.8       21.5       64.4       55.2       91.3       87.5:       8.7       12.5
Old  :     100.0:       5.4       10.8       21.5       64.4       55.2       91.3       87.5:       8.7       12.5
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  :        61:        10         13         16         29         33         48         54:
Old  :        61:        10         13         16         29         33         48         54:
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  :                 39.4       28.9       53.5       45.9       26.0       21.4       33.5       26.7
Old  :                 39.4       28.9       53.5       45.9       26.0       21.4       33.5       26.7
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, July 23, 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  :    60,037:    22,643      3,135        244     28,392     49,923     51,278     53,301:     8,759      6,736
Old  :    60,037:    22,643      3,135        244     28,392     49,923     51,278     53,301:     8,759      6,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     1,478:       -63        -36        -67      1,291      1,251      1,162      1,149:       316        329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        5.2        0.4       47.3       83.2       85.4       88.8:      14.6       11.2
Old  :     100.0:      37.7        5.2        0.4       47.3       83.2       85.4       88.8:      14.6       11.2
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  :       102:        35         12          4         37         24         74         38:
Old  :       102:        35         12          4         37         24         74         38:
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  :                 23.6       48.0       38.4       68.2       23.6       47.6       38.4       67.9
Old  :                 23.6       48.0       38.4       68.2       23.6       47.6       38.4       67.9
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, July 23, 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  :   120,073:    45,286      6,269        487     56,783     99,846    102,556    106,602:    17,517     13,471
Old  :   120,073:    45,286      6,269        487     56,783     99,846    102,556    106,602:    17,517     13,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     2,955:      -125        -72       -133      2,582      2,502      2,324      2,297:       631        658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        5.2        0.4       47.3       83.2       85.4       88.8:      14.6       11.2
Old  :     100.0:      37.7        5.2        0.4       47.3       83.2       85.4       88.8:      14.6       11.2
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  :       102:        35         12          4         37         24         74         38:
Old  :       102:        35         12          4         37         24         74         38:
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  :                 23.6       48.0       38.4       68.2       23.6       47.6       38.4       67.9
Old  :                 23.6       48.0       38.4       68.2       23.6       47.6       38.4       67.9
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, July 23, 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  :     6,441:     3,722      4,959      1,460        886          0      6,068      6,419:       373         22
Old  :     6,441:     3,722      4,959      1,460        886          0      6,068      6,419:       373         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.8       77.0       22.7       13.8        0.0       94.2       99.7:       5.8        0.3
Old  :     100.0:      57.8       77.0       22.7       13.8        0.0       94.2       99.7:       5.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          9          3          2          0         14         10:
Old  :        21:        10          9          3          2          0         14         10:
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  :                 58.7       86.2       83.9       97.9       53.2       71.0       67.7       76.3
Old  :                 58.7       86.2       83.9       97.9       53.2       71.0       67.7       76.3
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, July 23, 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  :    27,068:     2,109     12,369        104     24,841     14,563     27,054     27,036:        14         32
Old  :    27,068:     2,109     12,369        104     24,841     14,563     27,054     27,036:        14         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :    -3,178:    -1,984        792          8     -1,202     -4,003     -3,178     -3,203:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       45.7        0.4       91.8       53.8       99.9       99.9:       0.1        0.1
Old  :     100.0:       7.8       45.7        0.4       91.8       53.8       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  :        37:         3         14          2          9         11         13         26:
Old  :        37:         3         14          2          9         11         13         26:
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  :                 90.9       63.3       98.1       83.6       90.9       63.3       98.0       83.6
Old  :                 90.9       63.3       98.1       83.6       90.9       63.3       98.0       83.6
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, July 23, 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  :    13,591:        38      4,990          4     13,543      8,560     13,585     13,554:         6         37
Old  :    13,591:        38      4,990          4     13,543      8,560     13,585     13,554:         6         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 16, 2013                        :
     :     1,849:        38        540          0      1,810      1,283      1,848      1,823:         1         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       36.7        0.0       99.6       63.0      100.0       99.7:       0.0        0.3
Old  :     100.0:       0.3       36.7        0.0       99.6       63.0      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1         12          1          5          8          7         20:
Old  :        26:         1         12          1          5          8          7         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.3       65.8      100.0       88.5       99.3       65.8       99.9       88.5
Old  :                 99.3       65.8      100.0       88.5       99.3       65.8       99.9       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 26, 2013