```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 17, 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  :   356,151:   119,745    175,573     34,260    175,610    101,555    329,615    311,388:    26,536     44,763
Old  :   315,635:   106,865    167,301     23,679    163,215     86,825    293,759    277,805:    21,876     37,830
Other:    40,516:    20,598     15,990      2,863     12,395     14,730     35,856     33,583:     4,660      6,933
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,296:    -1,462        788       -413      3,055       -874      1,180       -499:       116      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       49.3        9.6       49.3       28.5       92.5       87.4:       7.5       12.6
Old  :     100.0:      33.9       53.0        7.5       51.7       27.5       93.1       88.0:       6.9       12.0
Other:     100.0:      50.8       39.5        7.1       30.6       36.4       88.5       82.9:      11.5       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:        94        145         97         72         95        227        286:
Old  :       357:        99        141         81         66         89        210        270:
Other:       147:        25         45         17         35         60         73        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       13.5       31.3       24.0       18.1       13.5       30.6       22.8
Old  :                 19.8       15.2       33.8       27.1       19.7       15.2       33.3       26.5
Other:                 45.2       28.1       56.7       41.6       44.0       27.4       54.8       39.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 17, 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  : 1,124,419:   344,736    419,542    110,041    540,362    382,302    995,139    911,885:   129,280    212,534
Old  : 1,022,743:   326,863    426,025     85,060    489,023    332,900    900,946    843,985:   121,797    178,758
Other:   101,676:    42,258     17,902        596     51,339     49,402     94,193     67,900:     7,483     33,776
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    39,574:    20,112     51,198      2,773     17,297    -15,052     40,182     38,919:      -608        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       37.3        9.8       48.1       34.0       88.5       81.1:      11.5       18.9
Old  :     100.0:      32.0       41.7        8.3       47.8       32.5       88.1       82.5:      11.9       17.5
Other:     100.0:      41.6       17.6        0.6       50.5       48.6       92.6       66.8:       7.4       33.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       145        211        156        259        280        504        565:
Old  :       721:       151        212        129        254        266        482        541:
Other:       306:        44         52         13         57        174        109        231:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       11.7       21.8       19.9       11.2       10.8       21.3       17.9
Old  :                 11.9       11.1       22.7       19.6       11.9       10.4       22.2       17.8
Other:                 33.9       27.2       53.4       34.5       33.9       27.0       53.4       34.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 17, 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  :     9,792:     2,539      1,534        111      5,112      6,486      7,762      8,131:     2,030      1,661
Old  :     9,788:     2,539      1,534        111      5,110      6,482      7,760      8,127:     2,028      1,661
Other:         4:         0          0          0          2          4          2          4:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :       -11:      -230        294         45        -92       -338       -277          1:       266        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       15.7        1.1       52.2       66.2       79.3       83.0:      20.7       17.0
Old  :     100.0:      25.9       15.7        1.1       52.2       66.2       79.3       83.0:      20.7       17.0
Other:     100.0:       0.0        0.0        0.0       50.0      100.0       50.0      100.0:      50.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12         12          5         14         11         29         25:
Old  :        42:        12         12          5         14         11         29         25:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       48.3       57.9       65.5       39.3       44.1       49.9       57.2
Old  :                 43.0       48.2       57.9       65.5       39.4       44.1       49.9       57.2
Other:                 50.0      100.0       50.0      100.0       50.0      100.0       50.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 17, 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  :   613,083:   233,664     73,754     78,992    248,071    388,519    560,727    541,265:    52,356     71,818
Old  :   590,983:   230,306     79,908     70,352    240,297    374,088    540,955    524,348:    50,028     66,635
Other:    22,100:    11,926      2,414         72      7,774     14,431     19,772     16,917:     2,328      5,183
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,806:       635     -6,460      3,453     -2,899      2,733      1,189       -274:       617      2,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1       12.0       12.9       40.5       63.4       91.5       88.3:       8.5       11.7
Old  :     100.0:      39.0       13.5       11.9       40.7       63.3       91.5       88.7:       8.5       11.3
Other:     100.0:      54.0       10.9        0.3       35.2       65.3       89.5       76.5:      10.5       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       549:       190        133        158        121        177        398        408:
Old  :       546:       188        138        152        120        173        391        401:
Other:       174:        32         38          6         26         83         61        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       19.5       20.5       28.2       10.0       16.5       18.3       22.2
Old  :                 11.7       19.9       21.2       28.0       10.6       16.8       19.1       22.6
Other:                 45.7       44.5       59.3       51.3       45.7       44.5       59.2       51.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 17, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    16,637:     9,705        794        352         31      3,636     10,088      4,782:     6,549     11,855
Old  :    15,692:     8,987        748        352         31      3,493      9,370      4,593:     6,322     11,099
Other:       945:       718         46          0          0        143        718        189:       227        756
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -164:       597         22         13          3        -28        613          7:      -777       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3        4.8        2.1        0.2       21.9       60.6       28.7:      39.4       71.3
Old  :     100.0:      57.3        4.8        2.2        0.2       22.3       59.7       29.3:      40.3       70.7
Other:     100.0:      76.0        4.9        0.0        0.0       15.1       76.0       20.0:      24.0       80.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          3          5          2         11          9         18:
Old  :        20:         6          3          5          2         11          9         18:
Other:        14:         3          2          0          0          9          3         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       13.8       60.6       21.1       56.5       12.5       58.3       19.8
Old  :                 56.0       14.0       59.7       21.3       55.6       12.6       57.3       19.9
Other:                 76.0       16.2       76.0       19.4       76.0       16.2       76.0       19.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 17, 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  :   291,377:    69,398     92,699     45,942    144,111    114,355    259,451    252,996:    31,926     38,381
Old  :   284,120:    70,396     92,503     43,095    140,351    111,801    253,842    247,399:    30,278     36,721
Other:     7,257:       479      1,673      1,370      3,760      2,554      5,609      5,597:     1,648      1,660
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     4,604:    -2,523      7,943      1,443      4,787     -5,765      3,707      3,621:       897        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       31.8       15.8       49.5       39.2       89.0       86.8:      11.0       13.2
Old  :     100.0:      24.8       32.6       15.2       49.4       39.3       89.3       87.1:      10.7       12.9
Other:     100.0:       6.6       23.1       18.9       51.8       35.2       77.3       77.1:      22.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        54         92         63         70         55        172        179:
Old  :       249:        58         93         59         70         54        172        174:
Other:        34:         4         10          5         14          8         20         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       19.9       22.6       29.2       12.0       18.2       20.8       26.1
Old  :                 13.5       20.2       23.1       29.5       12.2       18.7       21.0       26.9
Other:                 41.9       45.3       62.8       63.7       35.1       35.7       47.8       48.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 17, 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  :   632,691:    84,982     47,787     16,955    405,097    397,201    507,034    461,943:   125,657    170,748
Old  :   632,691:    84,982     47,787     16,955    405,097    397,201    507,034    461,943:   125,657    170,748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,404:     8,147    -11,985      9,760    -16,036     14,449      1,871     12,224:      -467    -10,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        7.6        2.7       64.0       62.8       80.1       73.0:      19.9       27.0
Old  :     100.0:      13.4        7.6        2.7       64.0       62.8       80.1       73.0:      19.9       27.0
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  :       152:        26         33         17         59         74         96        113:
Old  :       152:        26         33         17         59         74         96        113:
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  :                 25.1       18.2       35.8       26.8       22.3       15.7       31.3       23.2
Old  :                 25.1       18.2       35.8       26.8       22.3       15.7       31.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, September 17, 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  :   393,421:    34,328     40,443      3,785    276,796    273,935    314,909    318,163:    78,512     75,258
Old  :   393,421:    34,328     40,443      3,785    276,796    273,935    314,909    318,163:    78,512     75,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :   -11,358:     2,025        879     -1,244    -14,843     -6,562    -14,062     -6,927:     2,704     -4,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.3        1.0       70.4       69.6       80.0       80.9:      20.0       19.1
Old  :     100.0:       8.7       10.3        1.0       70.4       69.6       80.0       80.9:      20.0       19.1
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  :        75:         6         10          5         41         43         50         55:
Old  :        75:         6         10          5         41         43         50         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       30.8       45.1       45.3       25.5       29.8       37.6       43.9
Old  :                 29.7       30.8       45.1       45.3       25.5       29.8       37.6       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 17, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     6,465:     1,557         92        317      4,096      5,707      5,970      6,116:       495        349
Old  :     6,465:     1,557         92        317      4,096      5,707      5,970      6,116:       495        349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -177:        82        -79         80       -315       -251       -153       -250:       -24         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        1.4        4.9       63.4       88.3       92.3       94.6:       7.7        5.4
Old  :     100.0:      24.1        1.4        4.9       63.4       88.3       92.3       94.6:       7.7        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12          2          6         18         20         33         26:
Old  :        38:        12          2          6         18         20         33         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  :                 35.4       65.4       53.5       76.9       23.2       46.5       35.9       52.1
Old  :                 35.4       65.4       53.5       76.9       23.2       46.5       35.9       52.1
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, September 17, 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  :   269,238:    93,418     47,767     18,267    110,995    180,285    222,680    246,319:    46,558     22,919
Old  :   265,868:    93,414     48,003     17,536    108,982    177,590    219,932    243,129:    45,936     22,739
Other:     3,370:       568        328        167      2,013      2,695      2,748      3,190:       622        180
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :       834:    -4,032      4,239     -2,213      8,715     -1,626      2,470        400:    -1,636        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       17.7        6.8       41.2       67.0       82.7       91.5:      17.3        8.5
Old  :     100.0:      35.1       18.1        6.6       41.0       66.8       82.7       91.4:      17.3        8.6
Other:     100.0:      16.9        9.7        5.0       59.7       80.0       81.5       94.7:      18.5        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        79         55         53         70         74        181        153:
Old  :       232:        79         56         53         69         74        180        153:
Other:        30:         6          3          4         15          9         22         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       35.0       17.4       44.8        9.5       30.5       17.0       38.5
Old  :                  9.7       34.7       17.5       44.6        9.6       30.4       17.2       38.6
Other:                 39.1       76.3       61.8       87.0       36.6       64.5       52.4       74.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 17, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,352:     1,568      2,552        108      5,982      5,464      7,658      8,124:     1,694      1,228
Old  :     9,350:     1,568      2,553        107      5,982      5,464      7,657      8,124:     1,693      1,226
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -105:        -6       -144         26         -7          0         13       -118:      -118         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       27.3        1.2       64.0       58.4       81.9       86.9:      18.1       13.1
Old  :     100.0:      16.8       27.3        1.1       64.0       58.4       81.9       86.9:      18.1       13.1
Other:     100.0:      50.0        0.0        0.0        0.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13         10          5         19         13         35         26:
Old  :        49:        13         10          4         19         13         34         26:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       59.6       60.2       72.6       44.1       57.0       60.2       69.2
Old  :                 44.1       59.6       60.2       72.6       44.1       57.0       60.2       69.2
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 17, 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  :   865,602:   131,785    178,005     11,651    636,147    554,686    779,583    744,342:    86,019    121,260
Old  :   865,602:   131,785    178,005     11,651    636,147    554,686    779,583    744,342:    86,019    121,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     3,635:    -7,229     10,318     -6,536     23,415      5,048      9,650      8,830:    -6,015     -5,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       20.6        1.3       73.5       64.1       90.1       86.0:       9.9       14.0
Old  :     100.0:      15.2       20.6        1.3       73.5       64.1       90.1       86.0:       9.9       14.0
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  :       213:        39         45         19         83         90        127        149:
Old  :       213:        39         45         19         83         90        127        149:
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  :                 22.9       29.0       36.2       38.5       21.1       28.6       34.2       36.2
Old  :                 22.9       29.0       36.2       38.5       21.1       28.6       34.2       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, September 17, 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  : 1,968,911:   173,420    299,446     47,240  1,494,089  1,201,201  1,714,749  1,547,887:   254,162    421,024
Old  : 1,968,911:   173,420    299,446     47,240  1,494,089  1,201,201  1,714,749  1,547,887:   254,162    421,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :  -145,403:   -19,704     20,998     -9,607   -138,655   -122,394   -167,966   -111,003:    22,563    -34,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       15.2        2.4       75.9       61.0       87.1       78.6:      12.9       21.4
Old  :     100.0:       8.8       15.2        2.4       75.9       61.0       87.1       78.6:      12.9       21.4
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  :       300:        40         71         37        114        153        178        237:
Old  :       300:        40         71         37        114        153        178        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       16.4       45.9       23.4       32.9       11.3       41.3       16.6
Old  :                 35.3       16.4       45.9       23.4       32.9       11.3       41.3       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, September 17, 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  : 1,705,040:   165,368    304,845     22,577  1,347,392  1,051,773  1,535,337  1,379,195:   169,703    325,845
Old  : 1,705,040:   165,368    304,845     22,577  1,347,392  1,051,773  1,535,337  1,379,195:   169,703    325,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    67,720:    23,032     33,753     -4,068     50,864     54,471     69,828     84,156:    -2,108    -16,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       17.9        1.3       79.0       61.7       90.0       80.9:      10.0       19.1
Old  :     100.0:       9.7       17.9        1.3       79.0       61.7       90.0       80.9:      10.0       19.1
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  :       230:        30         53         14         94        112        134        169:
Old  :       230:        30         53         14         94        112        134        169:
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  :                 34.3       21.1       46.4       28.8       33.2       19.4       44.1       26.7
Old  :                 34.3       21.1       46.4       28.8       33.2       19.4       44.1       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 17, 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  :   297,019:    23,199     30,344     66,826    178,943    158,781    268,968    255,951:    28,051     41,068
Old  :   297,019:    23,199     30,344     66,826    178,943    158,781    268,968    255,951:    28,051     41,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    14,368:     2,489         52     -3,118     11,644     13,363     11,015     10,297:     3,353      4,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.2       22.5       60.2       53.5       90.6       86.2:       9.4       13.8
Old  :     100.0:       7.8       10.2       22.5       60.2       53.5       90.6       86.2:       9.4       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        13         12         14         26         29         47         48:
Old  :        58:        13         12         14         26         29         47         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       30.6       50.8       47.6       21.8       22.3       29.9       30.1
Old  :                 35.7       30.6       50.8       47.6       21.8       22.3       29.9       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 17, 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  :    84,348:    20,351      3,525      4,874     45,509     62,394     70,734     70,793:    13,614     13,555
Old  :    84,348:    20,351      3,525      4,874     45,509     62,394     70,734     70,793:    13,614     13,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    17,622:     6,057     -1,160      4,232      6,987     12,482     17,276     15,554:       346      2,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.2        5.8       54.0       74.0       83.9       83.9:      16.1       16.1
Old  :     100.0:      24.1        4.2        5.8       54.0       74.0       83.9       83.9:      16.1       16.1
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  :       106:        32         17         17         47         30         88         59:
Old  :       106:        32         17         17         47         30         88         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       35.7       29.9       56.7       17.8       33.8       29.0       50.3
Old  :                 18.1       35.7       29.9       56.7       17.8       33.8       29.0       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 17, 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  :    16,234:     2,794      1,025      1,030      7,092     12,541     10,916     14,596:     5,318      1,638
Old  :    16,234:     2,794      1,025      1,030      7,092     12,541     10,916     14,596:     5,318      1,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     2,570:       232        795      1,028        883        383      2,143      2,206:       427        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        6.3        6.3       43.7       77.3       67.2       89.9:      32.8       10.1
Old  :     100.0:      17.2        6.3        6.3       43.7       77.3       67.2       89.9:      32.8       10.1
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  :        24:         5          3          3          9          8         15         13:
Old  :        24:         5          3          3          9          8         15         13:
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  :                 33.5       63.6       52.3       81.6       33.5       63.6       50.6       81.1
Old  :                 33.5       63.6       52.3       81.6       33.5       63.6       50.6       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 17, 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  :   136,227:    37,990      7,877      4,811     76,834     99,705    119,635    112,393:    16,592     23,834
Old  :   136,227:    37,990      7,877      4,811     76,834     99,705    119,635    112,393:    16,592     23,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    30,103:    13,305     -2,254      4,752     12,208     24,197     30,265     26,695:      -162      3,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        5.8        3.5       56.4       73.2       87.8       82.5:      12.2       17.5
Old  :     100.0:      27.9        5.8        3.5       56.4       73.2       87.8       82.5:      12.2       17.5
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  :       103:        30         17         17         45         27         84         55:
Old  :       103:        30         17         17         45         27         84         55:
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  :                 22.0       37.3       35.6       56.7       22.0       36.9       34.4       54.9
Old  :                 22.0       37.3       35.6       56.7       22.0       36.9       34.4       54.9
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, September 17, 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  :     9,314:     5,332      5,969      3,023        716        314      9,071      9,306:       243          8
Old  :     9,314:     5,332      5,969      3,023        716        314      9,071      9,306:       243          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,185:      -240       -140      1,359         46        -28      1,165      1,191:        20         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2       64.1       32.5        7.7        3.4       97.4       99.9:       2.6        0.1
Old  :     100.0:      57.2       64.1       32.5        7.7        3.4       97.4       99.9:       2.6        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  :        22:        13          6          5          2          1         17         10:
Old  :        22:        13          6          5          2          1         17         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  :                 54.6       83.2       78.9       99.2       34.2       63.5       53.5       67.5
Old  :                 54.6       83.2       78.9       99.2       34.2       63.5       53.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, September 17, 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  :    39,880:     4,763     19,199         58     35,020     20,472     39,841     39,729:        39        151
Old  :    39,880:     4,763     19,199         58     35,020     20,472     39,841     39,729:        39        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    -4,157:      -203        149     -4,354        391        -55     -4,166     -4,260:         9        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       48.1        0.1       87.8       51.3       99.9       99.6:       0.1        0.4
Old  :     100.0:      11.9       48.1        0.1       87.8       51.3       99.9       99.6:       0.1        0.4
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         15          1          7         14         11         29:
Old  :        37:         3         15          1          7         14         11         29:
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  :                 87.4       60.7       99.6       82.6       83.5       48.5       84.7       67.6
Old  :                 87.4       60.7       99.6       82.6       83.5       48.5       84.7       67.6
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, September 17, 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  :    17,653:       347     10,390          0     17,304      7,187     17,651     17,577:         2         76
Old  :    17,653:       347     10,390          0     17,304      7,187     17,651     17,577:         2         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    -4,974:       299        337          0     -5,259     -5,277     -4,960     -4,940:       -14        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       58.9        0.0       98.0       40.7      100.0       99.6:       0.0        0.4
Old  :     100.0:       2.0       58.9        0.0       98.0       40.7      100.0       99.6:       0.0        0.4
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  :        27:         2         11          0          8          7         10         18:
Old  :        27:         2         11          0          8          7         10         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  :                 96.7       79.9       99.7       90.9       96.7       79.9       99.7       90.9
Old  :                 96.7       79.9       99.7       90.9       96.7       79.9       99.7       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 20, 2013