```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 13, 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  :   418,933:   131,162    180,225     66,299    188,916    119,854    386,377    366,378:    32,556     52,555
Old  :   383,139:   124,456    177,617     50,723    178,707    108,597    353,886    336,937:    29,253     46,202
Other:    35,794:    17,602     13,504      4,680     10,209     11,257     32,491     29,441:     3,303      6,353
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    10,178:        65      1,865      5,204      4,509        126      9,778      7,195:       400      2,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       43.0       15.8       45.1       28.6       92.2       87.5:       7.8       12.5
Old  :     100.0:      32.5       46.4       13.2       46.6       28.3       92.4       87.9:       7.6       12.1
Other:     100.0:      49.2       37.7       13.1       28.5       31.4       90.8       82.3:       9.2       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       104        152        113         81         98        252        312:
Old  :       380:       110        147        102         78         93        243        298:
Other:       134:        18         46         12         29         56         59        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       11.5       27.0       20.9       15.6       10.3       25.4       18.0
Old  :                 16.8       11.8       27.3       21.5       16.8       11.3       26.9       19.5
Other:                 54.2       31.9       65.9       42.0       46.0       21.7       55.1       31.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 13, 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  : 1,206,286:   353,903    412,785    139,122    562,786    421,166  1,055,811    973,073:   150,475    233,213
Old  :   218,652:    84,262     57,637     17,645     79,665    108,155    181,572    183,437:    37,080     35,215
Other:   987,634:   325,996    411,503     65,122    483,121    313,011    874,239    789,636:   113,395    197,998
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    28,308:     3,882      5,866      3,127      9,463     17,715     16,472     26,708:    11,836      1,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       34.2       11.5       46.7       34.9       87.5       80.7:      12.5       19.3
Old  :     100.0:      38.5       26.4        8.1       36.4       49.5       83.0       83.9:      17.0       16.1
Other:     100.0:      33.0       41.7        6.6       48.9       31.7       88.5       80.0:      11.5       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       758:       153        225        193        285        293        567        605:
Old  :       497:       122         88         12        153        161        278        258:
Other:       739:       147        229        139        242        278        481        566:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       10.5       20.3       17.7       10.6        9.6       19.5       15.3
Old  :                 24.3       20.2       34.6       30.7       18.7       15.0       27.7       23.8
Other:                 11.9       10.8       21.2       18.0       11.8       10.4       21.0       16.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 13, 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  :     9,106:     2,734      1,417         96      4,710      5,586      7,540      7,099:     1,566      2,007
Old  :     9,101:     2,734      1,417         96      4,707      5,581      7,537      7,094:     1,564      2,007
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :      -163:        74         54        -52       -358       -301       -336       -299:       173        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       15.6        1.1       51.7       61.3       82.8       78.0:      17.2       22.0
Old  :     100.0:      30.0       15.6        1.1       51.7       61.3       82.8       77.9:      17.2       22.1
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  :        38:        14          5          4         12         13         27         21:
Old  :        38:        14          5          4         11         13         26         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  :                 44.2       45.8       61.7       62.4       42.7       41.4       53.8       56.1
Old  :                 44.3       45.9       61.8       62.4       42.7       41.4       53.9       56.1
Other:                 60.0      100.0       60.0      100.0       20.0       60.0       20.0       60.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 13, 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  :   514,193:   181,766    120,874     53,891    239,024    264,825    474,681    439,590:    39,512     74,603
Old  :   497,596:   181,959    125,661     47,389    230,334    254,787    459,682    427,837:    37,914     69,759
Other:    16,597:     6,242      1,648         67      8,690     10,038     14,999     11,753:     1,598      4,844
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    18,167:     1,880     -2,325      1,293     12,806     21,771     15,979     20,739:     2,188     -2,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       23.5       10.5       46.5       51.5       92.3       85.5:       7.7       14.5
Old  :     100.0:      36.6       25.3        9.5       46.3       51.2       92.4       86.0:       7.6       14.0
Other:     100.0:      37.6        9.9        0.4       52.4       60.5       90.4       70.8:       9.6       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       500:       152        157        143        115        152        353        381:
Old  :       499:       154        158        138        112        147        347        374:
Other:       141:        23         33          3         27         63         52         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       19.2       23.9       27.2       12.8       15.4       22.2       20.9
Old  :                 14.1       19.6       24.5       27.5       13.2       15.8       22.9       21.4
Other:                 47.4       40.0       62.5       49.1       47.4       40.0       62.3       49.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 13, 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  :   317,609:    68,918    116,238     52,827    161,557    107,845    283,302    276,910:    34,307     40,699
Old  :    45,270:    14,329     12,505        226     27,161     25,312     41,716     38,043:     3,554      7,227
Other:   272,339:    65,698    114,842     41,492    134,396     82,533    241,586    238,867:    30,753     33,472
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    -3,473:      -254     -8,021      1,711     -6,186      4,933     -4,729     -1,377:     1,256     -2,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       36.6       16.6       50.9       34.0       89.2       87.2:      10.8       12.8
Old  :     100.0:      31.7       27.6        0.5       60.0       55.9       92.1       84.0:       7.9       16.0
Other:     100.0:      24.1       42.2       15.2       49.3       30.3       88.7       87.7:      11.3       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        55        107         75         70         56        178        197:
Old  :       127:        31         32          5         33         36         66         71:
Other:       251:        56        106         66         67         50        169        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       15.4       23.7       24.8       11.1       12.1       18.6       20.5
Old  :                 54.4       29.2       64.4       42.4       53.9       29.2       62.4       42.4
Other:                 13.5       15.8       22.8       26.5       12.7       12.3       21.3       21.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 13, 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  :   592,893:    79,375     81,163      6,472    380,524    319,937    466,371    407,572:   126,522    185,321
Old  :   592,893:    79,375     81,163      6,472    380,524    319,937    466,371    407,572:   126,522    185,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     9,560:     2,910     -1,069        931      6,334      4,959     10,175      4,821:      -615      4,739
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       13.7        1.1       64.2       54.0       78.7       68.7:      21.3       31.3
Old  :     100.0:      13.4       13.7        1.1       64.2       54.0       78.7       68.7:      21.3       31.3
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  :       163:        23         36         16         63         84         96        126:
Old  :       163:        23         36         16         63         84         96        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       12.1       34.3       19.7       21.0       12.0       30.0       17.5
Old  :                 23.9       12.1       34.3       19.7       21.0       12.0       30.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 13, 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  :   385,131:    34,682     29,656      3,996    274,721    276,556    313,399    310,208:    71,732     74,923
Old  :   385,131:    34,682     29,656      3,996    274,721    276,556    313,399    310,208:    71,732     74,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     1,498:       168    -15,605       -159        653     21,758        662      5,994:       836     -4,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.7        1.0       71.3       71.8       81.4       80.5:      18.6       19.5
Old  :     100.0:       9.0        7.7        1.0       71.3       71.8       81.4       80.5:      18.6       19.5
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  :        72:         6          7          4         41         41         49         50:
Old  :        72:         6          7          4         41         41         49         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       33.5       46.3       46.9       27.6       33.5       41.4       46.8
Old  :                 30.7       33.5       46.3       46.9       27.6       33.5       41.4       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 13, 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  :     8,439:     1,670        441        234      6,067      7,453      7,971      8,128:       468        311
Old  :     8,439:     1,670        441        234      6,067      7,453      7,971      8,128:       468        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :       321:       113         56        -11        209        239        311        284:        10         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.2        2.8       71.9       88.3       94.5       96.3:       5.5        3.7
Old  :     100.0:      19.8        5.2        2.8       71.9       88.3       94.5       96.3:       5.5        3.7
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  :        48:        12          6          5         22         25         38         33:
Old  :        48:        12          6          5         22         25         38         33:
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  :                 46.1       56.9       63.3       71.5       29.5       42.3       41.8       51.1
Old  :                 46.1       56.9       63.3       71.5       29.5       42.3       41.8       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 13, 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  :   260,617:    84,371     55,220     21,504    115,359    156,817    221,234    233,541:    39,383     27,076
Old  :    43,518:    17,262      5,714        255     19,479     33,528     36,996     39,497:     6,522      4,021
Other:   217,099:    71,778     54,175     16,580     95,880    123,289    184,238    194,044:    32,861     23,055
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     7,676:     2,594     -2,274      1,138      2,738      8,778      6,470      7,642:     1,206         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       21.2        8.3       44.3       60.2       84.9       89.6:      15.1       10.4
Old  :     100.0:      39.7       13.1        0.6       44.8       77.0       85.0       90.8:      15.0        9.2
Other:     100.0:      33.1       25.0        7.6       44.2       56.8       84.9       89.4:      15.1       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        70         64         54         72         78        174        173:
Old  :       145:        43         22          2         44         44         88         67:
Other:       235:        60         75         47         65         71        158        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       28.9       18.2       39.5       10.3       26.6       18.1       36.1
Old  :                 23.8       47.4       39.3       58.2       23.0       46.7       38.1       57.5
Other:                 12.1       26.8       21.5       38.5       12.1       24.1       21.4       34.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 13, 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  :    11,189:     1,755      3,123        723      6,615      5,665      9,093      9,511:     2,096      1,678
Old  :    11,189:     1,755      3,123        723      6,615      5,665      9,093      9,511:     2,096      1,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :       671:       105        433          2        375       -218        482        217:       189        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       27.9        6.5       59.1       50.6       81.3       85.0:      18.7       15.0
Old  :     100.0:      15.7       27.9        6.5       59.1       50.6       81.3       85.0:      18.7       15.0
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  :        55:        15         10          8         24         17         42         35:
Old  :        55:        15         10          8         24         17         42         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       49.6       47.2       62.8       33.1       47.8       46.9       57.9
Old  :                 33.1       49.6       47.2       62.8       33.1       47.8       46.9       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 13, 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  :   865,723:   208,770    158,252      5,171    549,224    600,037    763,165    763,460:   102,558    102,263
Old  :   865,723:   208,770    158,252      5,171    549,224    600,037    763,165    763,460:   102,558    102,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    19,611:     1,662      7,134      1,489     15,293      5,316     18,444     13,939:     1,167      5,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.3        0.6       63.4       69.3       88.2       88.2:      11.8       11.8
Old  :     100.0:      24.1       18.3        0.6       63.4       69.3       88.2       88.2:      11.8       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        42         35         22         80         95        133        141:
Old  :       202:        42         35         22         80         95        133        141:
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       32.0       35.1       40.8       21.5       30.7       32.8       38.2
Old  :                 23.6       32.0       35.1       40.8       21.5       30.7       32.8       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 13, 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  : 2,332,731:   263,126    329,558     50,272  1,809,309  1,517,475  2,122,707  1,897,305:   210,024    435,426
Old  : 2,332,731:   263,126    329,558     50,272  1,809,309  1,517,475  2,122,707  1,897,305:   210,024    435,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :   -10,344:   -40,487      5,849     -2,476     51,024    -18,625      8,061    -15,252:   -18,405      4,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       14.1        2.2       77.6       65.1       91.0       81.3:       9.0       18.7
Old  :     100.0:      11.3       14.1        2.2       77.6       65.1       91.0       81.3:       9.0       18.7
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  :       319:        53         69         57        130        156        210        255:
Old  :       319:        53         69         57        130        156        210        255:
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  :                 37.5       19.3       49.6       27.8       35.6       15.0       45.1       21.4
Old  :                 37.5       19.3       49.6       27.8       35.6       15.0       45.1       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 13, 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  : 1,632,710:   280,391    237,983     32,510  1,152,011  1,043,441  1,464,912  1,313,934:   167,798    318,776
Old  : 1,632,710:   280,391    237,983     32,510  1,152,011  1,043,441  1,464,912  1,313,934:   167,798    318,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :       858:    12,733    -14,503      1,346     -1,830    -11,871     12,249    -25,028:   -11,391     25,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       14.6        2.0       70.6       63.9       89.7       80.5:      10.3       19.5
Old  :     100.0:      17.2       14.6        2.0       70.6       63.9       89.7       80.5:      10.3       19.5
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  :       225:        38         47         29         91        104        147        162:
Old  :       225:        38         47         29         91        104        147        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       23.9       39.0       32.5       24.0       22.4       37.2       30.2
Old  :                 24.6       23.9       39.0       32.5       24.0       22.4       37.2       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 13, 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  :   283,056:    16,119     32,525     63,155    171,244    145,487    250,518    241,167:    32,538     41,889
Old  :   283,056:    16,119     32,525     63,155    171,244    145,487    250,518    241,167:    32,538     41,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :    10,315:     3,342      1,480        -89      5,470      9,533      8,723     10,924:     1,592       -609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       11.5       22.3       60.5       51.4       88.5       85.2:      11.5       14.8
Old  :     100.0:       5.7       11.5       22.3       60.5       51.4       88.5       85.2:      11.5       14.8
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  :        56:         6         15         13         27         28         46         45:
Old  :        56:         6         15         13         27         28         46         45:
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  :                 37.8       32.6       53.8       48.5       23.4       19.9       31.4       26.4
Old  :                 37.8       32.6       53.8       48.5       23.4       19.9       31.4       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 13, 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  :    63,624:    24,826      3,346        276     28,184     53,202     53,285     56,824:    10,339      6,800
Old  :    63,624:    24,826      3,346        276     28,184     53,202     53,285     56,824:    10,339      6,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     2,283:     2,607       -324        -80     -1,974      3,196        554      2,793:     1,730       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        5.3        0.4       44.3       83.6       83.8       89.3:      16.2       10.7
Old  :     100.0:      39.0        5.3        0.4       44.3       83.6       83.8       89.3:      16.2       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        38         12          5         34         22         74         37:
Old  :       100:        38         12          5         34         22         74         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       43.9       35.9       67.6       21.5       43.6       35.9       67.3
Old  :                 21.5       43.9       35.9       67.6       21.5       43.6       35.9       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 13, 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  :   127,247:    49,652      6,692        551     56,367    106,404    106,570    113,647:    20,677     13,600
Old  :   127,247:    49,652      6,692        551     56,367    106,404    106,570    113,647:    20,677     13,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     4,566:     5,213       -647       -159     -3,947      6,391      1,107      5,585:     3,459     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        5.3        0.4       44.3       83.6       83.8       89.3:      16.2       10.7
Old  :     100.0:      39.0        5.3        0.4       44.3       83.6       83.8       89.3:      16.2       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        38         12          5         34         22         74         37:
Old  :       100:        38         12          5         34         22         74         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       43.9       35.9       67.6       21.5       43.6       35.9       67.3
Old  :                 21.5       43.9       35.9       67.6       21.5       43.6       35.9       67.3
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, August 13, 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  :     6,615:     4,412      5,337      1,268        903          0      6,583      6,605:        32         10
Old  :     6,615:     4,412      5,337      1,268        903          0      6,583      6,605:        32         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :         8:       187        222       -208         48          0         27         14:       -19         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       80.7       19.2       13.7        0.0       99.5       99.8:       0.5        0.2
Old  :     100.0:      66.7       80.7       19.2       13.7        0.0       99.5       99.8:       0.5        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:        11          8          3          2          0         15          9:
Old  :        21:        11          8          3          2          0         15          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  :                 58.6       85.5       85.4       99.5       56.4       73.8       73.2       80.7
Old  :                 58.6       85.5       85.4       99.5       56.4       73.8       73.2       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, August 13, 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  :    34,358:     2,025     15,866         31     32,253     18,398     34,309     34,295:        49         63
Old  :    34,358:     2,025     15,866         31     32,253     18,398     34,309     34,295:        49         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :     1,625:      -544        332         -2      2,181      1,305      1,635      1,635:       -10        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       46.2        0.1       93.9       53.5       99.9       99.8:       0.1        0.2
Old  :     100.0:       5.9       46.2        0.1       93.9       53.5       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         5         11          2          8         10         13         23:
Old  :        34:         5         11          2          8         10         13         23:
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  :                 93.9       61.6       98.6       85.1       93.9       61.6       98.6       85.1
Old  :                 93.9       61.6       98.6       85.1       93.9       61.6       98.6       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, August 13, 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  :    17,448:       278     10,410          0     17,080      6,983     17,358     17,393:        90         55
Old  :    17,448:       278     10,410          0     17,080      6,983     17,358     17,393:        90         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2013                       :
     :        67:      -113         40        -12        112         19        -13         47:        80         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       59.7        0.0       97.9       40.0       99.5       99.7:       0.5        0.3
Old  :     100.0:       1.6       59.7        0.0       97.9       40.0       99.5       99.7:       0.5        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  :        24:         1         11          0          5          7          6         18:
Old  :        24:         1         11          0          5          7          6         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.4       81.0       99.5       92.7       97.4       81.0       99.5       92.7
Old  :                 97.4       81.0       99.5       92.7       97.4       81.0       99.5       92.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 16, 2013