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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   450,570:   119,718    158,162     95,312    203,603    148,212    418,634    401,686:    31,936     48,884
Old  :   406,118:   107,037    152,186     82,110    190,479    130,737    379,626    365,033:    26,492     41,085
Other:    44,452:    20,900     14,195      4,984     13,124     17,475     39,008     36,654:     5,444      7,799
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :       846:     3,343    -11,011     -1,231     -3,668     11,583     -1,556       -659:     2,401      1,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       35.1       21.2       45.2       32.9       92.9       89.2:       7.1       10.8
Old  :     100.0:      26.4       37.5       20.2       46.9       32.2       93.5       89.9:       6.5       10.1
Other:     100.0:      47.0       31.9       11.2       29.5       39.3       87.8       82.5:      12.2       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       105        152        140         91        117        278        334:
Old  :       388:       105        152        124         90        114        267        320:
Other:       156:        34         40         35         37         68         91        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       12.4       27.4       20.9       14.4       12.2       24.0       18.6
Old  :                 18.0       13.6       29.4       22.6       16.1       13.4       27.1       21.3
Other:                 41.6       25.8       52.5       38.3       40.4       25.2       48.5       34.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  : 1,677,801:   298,837    381,139    509,497    700,882    494,716  1,509,217  1,385,352:   168,584    292,449
Old  : 1,546,571:   289,942    405,946    454,953    642,979    437,130  1,387,874  1,298,029:   158,697    248,541
Other:   131,230:    45,058     11,356     18,381     57,903     57,586    121,342     87,323:     9,888     43,907
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    13,222:       652     20,600    -12,242     21,234     -3,467      9,644      4,892:     3,578      8,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.7       30.4       41.8       29.5       90.0       82.6:      10.0       17.4
Old  :     100.0:      18.7       26.2       29.4       41.6       28.3       89.7       83.9:      10.3       16.1
Other:     100.0:      34.3        8.7       14.0       44.1       43.9       92.5       66.5:       7.5       33.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       780:       181        226        242        313        312        634        649:
Old  :       779:       184        226        225        311        306        620        637:
Other:       317:        56         45         38         74        181        145        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       10.7       18.0       17.7        7.5        7.2       14.2       12.3
Old  :                 10.1       10.1       17.8       17.5        7.8        7.5       14.7       12.4
Other:                 27.3       24.8       44.6       32.0       27.3       22.3       43.0       26.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :    12,514:     2,283      1,836      1,478      6,598      7,393     10,359     10,706:     2,156      1,808
Old  :    12,510:     2,283      1,836      1,478      6,596      7,389     10,357     10,702:     2,154      1,808
Other:         4:         0          0          0          2          4          2          4:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :       458:       156        204        124        117         97        396        425:        62         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       14.7       11.8       52.7       59.1       82.8       85.6:      17.2       14.4
Old  :     100.0:      18.2       14.7       11.8       52.7       59.1       82.8       85.5:      17.2       14.5
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  :        43:        10         14          7         17         13         32         29:
Old  :        43:        10         14          7         17         13         32         29:
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  :                 42.0       38.5       57.8       57.8       35.4       35.1       46.7       47.1
Old  :                 42.1       38.5       57.8       57.8       35.4       35.1       46.7       47.1
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :   870,333:   197,855     57,152    295,682    316,435    432,966    809,972    785,801:    60,360     84,532
Old  :   842,152:   194,744     64,249    281,554    308,149    418,118    784,447    763,921:    57,705     78,231
Other:    28,181:    13,412      3,204      3,828      8,286     14,848     25,525     21,880:     2,655      6,301
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :   -19,699:   -17,275       -767     -5,388      3,310    -14,102    -19,353    -20,257:      -346        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        6.6       34.0       36.4       49.7       93.1       90.3:       6.9        9.7
Old  :     100.0:      23.1        7.6       33.4       36.6       49.6       93.1       90.7:       6.9        9.3
Other:     100.0:      47.6       11.4       13.6       29.4       52.7       90.6       77.6:       9.4       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       594:       193        187        260        146        190        476        510:
Old  :       592:       190        190        254        145        188        468        507:
Other:       198:        49         45         35         32         83        101        144:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4       15.5       17.3       23.2        7.3       10.9       12.8       15.1
Old  :                  9.6       15.8       17.8       23.0        7.7       11.0       13.2       15.3
Other:                 37.6       34.9       50.3       43.4       37.6       34.8       50.1       42.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   332,467:    70,931     96,496     72,818    156,341    123,080    300,090    292,393:    32,377     40,074
Old  :   324,817:    72,072     96,630     69,380    152,446    120,031    293,898    286,040:    30,919     38,777
Other:     7,650:       626      1,633      1,671      3,895      3,049      6,192      6,353:     1,458      1,297
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :     4,610:     1,781      4,134      5,225     -1,880     -5,731      5,125      3,627:      -514        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       29.0       21.9       47.0       37.0       90.3       87.9:       9.7       12.1
Old  :     100.0:      22.2       29.7       21.4       46.9       37.0       90.5       88.1:       9.5       11.9
Other:     100.0:       8.2       21.3       21.8       50.9       39.9       80.9       83.0:      19.1       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        63         95         86         75         67        197        215:
Old  :       276:        69         97         84         74         67        196        213:
Other:        41:         5         14         10         15          8         26         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       20.2       23.3       28.6       11.2       16.4       19.2       23.3
Old  :                 13.8       20.1       23.6       28.6       11.4       16.7       19.3       23.8
Other:                 41.7       46.5       62.5       66.4       33.5       39.0       46.7       50.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   692,517:    86,504     76,482     33,337    425,971    395,836    545,812    505,655:   146,706    186,862
Old  :   692,517:    86,504     76,482     33,337    425,971    395,836    545,812    505,655:   146,706    186,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :   -18,857:    -1,505     25,963    -17,691     -9,394    -31,228    -28,591    -22,957:     9,734      4,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.0        4.8       61.5       57.2       78.8       73.0:      21.2       27.0
Old  :     100.0:      12.5       11.0        4.8       61.5       57.2       78.8       73.0:      21.2       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:        29         29         32         74         80        119        125:
Old  :       152:        29         29         32         74         80        119        125:
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  :                 22.7       15.6       32.9       25.4       20.1       14.0       28.4       22.8
Old  :                 22.7       15.6       32.9       25.4       20.1       14.0       28.4       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :   402,080:    36,987     38,656      4,000    280,810    287,073    321,797    329,729:    80,283     72,351
Old  :   402,080:    36,987     38,656      4,000    280,810    287,073    321,797    329,729:    80,283     72,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :     7,757:     2,659     -1,748        143      4,014     13,027      6,816     11,422:       941     -3,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        9.6        1.0       69.8       71.4       80.0       82.0:      20.0       18.0
Old  :     100.0:       9.2        9.6        1.0       69.8       71.4       80.0       82.0:      20.0       18.0
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  :        77:         7          9          5         41         46         51         57:
Old  :        77:         7          9          5         41         46         51         57:
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  :                 28.5       33.5       43.5       47.8       24.6       33.2       36.3       46.8
Old  :                 28.5       33.5       43.5       47.8       24.6       33.2       36.3       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 with Delta-adjusted Options and Futures Combined, September 24, 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  :     6,165:     1,545        178        355      3,733      5,304      5,633      5,837:       532        328
Old  :     6,165:     1,545        178        355      3,733      5,304      5,633      5,837:       532        328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :      -300:       -12         86         38       -363       -403       -337       -279:        37        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.9        5.8       60.6       86.0       91.4       94.7:       8.6        5.3
Old  :     100.0:      25.1        2.9        5.8       60.6       86.0       91.4       94.7:       8.6        5.3
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  :        36:        11          3          5         18         18         31         24:
Old  :        36:        11          3          5         18         18         31         24:
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  :                 32.7       63.0       52.3       76.1       22.7       46.8       37.6       55.8
Old  :                 32.7       63.0       52.3       76.1       22.7       46.8       37.6       55.8
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :   325,409:    90,642     40,246     55,983    128,770    201,893    275,396    298,122:    50,013     27,286
Old  :   320,948:    90,855     40,999     54,507    126,416    198,430    271,779    293,936:    49,169     27,012
Other:     4,461:     1,011        472        252      2,354      3,463      3,617      4,187:       844        274
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    -3,759:      -666      2,481     -4,608      2,245     -2,976     -3,029     -5,103:      -730      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.4       17.2       39.6       62.0       84.6       91.6:      15.4        8.4
Old  :     100.0:      28.3       12.8       17.0       39.4       61.8       84.7       91.6:      15.3        8.4
Other:     100.0:      22.7       10.6        5.6       52.8       77.6       81.1       93.9:      18.9        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        82         57         69         80         78        201        168:
Old  :       241:        82         58         67         80         78        201        166:
Other:        38:         6          8          8         17         11         26         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       32.6       16.2       40.7        7.7       26.0       14.0       31.6
Old  :                  9.4       32.3       16.3       40.5        7.8       26.0       14.2       31.6
Other:                 39.8       65.2       59.5       80.8       38.3       58.7       52.9       71.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  :     9,590:     1,550      2,468        296      5,887      5,519      7,733      8,283:     1,857      1,307
Old  :     9,588:     1,549      2,468        296      5,887      5,519      7,732      8,283:     1,856      1,305
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :      -388:       -37        -13        -77       -323       -310       -436       -400:        48         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       25.7        3.1       61.4       57.6       80.6       86.4:      19.4       13.6
Old  :     100.0:      16.2       25.7        3.1       61.4       57.6       80.6       86.4:      19.4       13.6
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  :        54:        15         11          7         22         15         40         31:
Old  :        54:        14         12          7         22         15         40         31:
Other:         1:         1          0          0          0          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       55.1       57.6       68.7       43.1       52.0       57.6       65.2
Old  :                 43.1       55.1       57.6       68.7       43.1       52.0       57.6       65.3
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :   885,247:   149,219    170,553     20,196    620,777    578,982    790,192    769,731:    95,054    115,516
Old  :   885,247:   149,219    170,553     20,196    620,777    578,982    790,192    769,731:    95,054    115,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    -3,063:    16,670     -7,933     -2,979    -23,988     16,094    -10,298      5,182:     7,234     -8,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.3        2.3       70.1       65.4       89.3       87.0:      10.7       13.0
Old  :     100.0:      16.9       19.3        2.3       70.1       65.4       89.3       87.0:      10.7       13.0
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  :       207:        39         40         23         80         95        129        148:
Old  :       207:        39         40         23         80         95        129        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       27.8       37.1       37.7       24.2       27.3       34.0       35.4
Old  :                 25.9       27.8       37.1       37.7       24.2       27.3       34.0       35.4
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 with Delta-adjusted Options and Futures Combined, September 24, 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  : 2,357,575:   205,379    263,281    219,166  1,638,735  1,438,497  2,063,280  1,920,944:   294,295    436,631
Old  : 2,357,575:   205,379    263,281    219,166  1,638,735  1,438,497  2,063,280  1,920,944:   294,295    436,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :  -182,280:    35,879    -26,326   -102,799   -127,068    -40,688   -193,988   -169,813:    11,708    -12,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       11.2        9.3       69.5       61.0       87.5       81.5:      12.5       18.5
Old  :     100.0:       8.7       11.2        9.3       69.5       61.0       87.5       81.5:      12.5       18.5
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  :       286:        41         62         63        145        159        224        246:
Old  :       286:        41         62         63        145        159        224        246:
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  :                 30.0       13.5       38.3       20.6       27.5        9.2       34.3       13.9
Old  :                 30.0       13.5       38.3       20.6       27.5        9.2       34.3       13.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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  : 1,909,041:   153,547    277,567    165,012  1,388,226  1,149,022  1,706,785  1,591,601:   202,256    317,440
Old  : 1,909,041:   153,547    277,567    165,012  1,388,226  1,149,022  1,706,785  1,591,601:   202,256    317,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :  -125,230:    -4,145    -15,736    -47,758    -96,283    -44,372   -148,186   -107,866:    22,957    -17,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       14.5        8.6       72.7       60.2       89.4       83.4:      10.6       16.6
Old  :     100.0:       8.0       14.5        8.6       72.7       60.2       89.4       83.4:      10.6       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        26         54         39         95        119        146        187:
Old  :       223:        26         54         39         95        119        146        187:
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       16.7       43.0       26.8       31.2       16.0       39.2       23.6
Old  :                 33.1       16.7       43.0       26.8       31.2       16.0       39.2       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   308,039:    28,862     34,913     61,614    188,205    167,706    278,682    264,233:    29,357     43,806
Old  :   308,039:    28,862     34,913     61,614    188,205    167,706    278,682    264,233:    29,357     43,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    10,224:     5,731      4,631     -5,800      9,055      8,925      8,986      7,756:     1,238      2,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       11.3       20.0       61.1       54.4       90.5       85.8:       9.5       14.2
Old  :     100.0:       9.4       11.3       20.0       61.1       54.4       90.5       85.8:       9.5       14.2
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  :        59:        16          9         15         28         31         49         50:
Old  :        59:        16          9         15         28         31         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  :                 36.1       29.8       50.8       45.2       23.7       20.7       30.1       29.4
Old  :                 36.1       29.8       50.8       45.2       23.7       20.7       30.1       29.4
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :    70,391:    29,121      3,774      1,452     30,825     59,867     61,398     65,094:     8,992      5,297
Old  :    70,391:    29,121      3,774      1,452     30,825     59,867     61,398     65,094:     8,992      5,297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :   -17,588:     8,683        283     -4,860    -16,543     -4,278    -12,719     -8,855:    -4,869     -8,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        5.4        2.1       43.8       85.0       87.2       92.5:      12.8        7.5
Old  :     100.0:      41.4        5.4        2.1       43.8       85.0       87.2       92.5:      12.8        7.5
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:        35         16         12         38         23         80         44:
Old  :       103:        35         16         12         38         23         80         44:
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  :                 23.1       49.3       37.3       70.3       23.1       49.2       37.1       70.1
Old  :                 23.1       49.3       37.3       70.3       23.1       49.2       37.1       70.1
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :   140,781:    58,242      7,549      2,905     61,650    119,734    122,797    130,188:    17,985     10,593
Old  :   140,781:    58,242      7,549      2,905     61,650    119,734    122,797    130,188:    17,985     10,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    -2,660:    19,671       -703     -4,329    -18,901     16,525     -3,559     11,493:       900    -14,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        5.4        2.1       43.8       85.0       87.2       92.5:      12.8        7.5
Old  :     100.0:      41.4        5.4        2.1       43.8       85.0       87.2       92.5:      12.8        7.5
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:        35         16         12         38         23         80         44:
Old  :       103:        35         16         12         38         23         80         44:
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  :                 23.1       49.3       37.3       70.3       23.1       49.2       37.1       70.1
Old  :                 23.1       49.3       37.3       70.3       23.1       49.2       37.1       70.1
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :     7,350:     5,063      5,919      1,341        720         84      7,124      7,344:       226          6
Old  :     7,350:     5,063      5,919      1,341        720         84      7,124      7,344:       226          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :    -1,964:      -269        -50     -1,682          4       -230     -1,947     -1,962:       -17         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9       80.5       18.2        9.8        1.1       96.9       99.9:       3.1        0.1
Old  :     100.0:      68.9       80.5       18.2        9.8        1.1       96.9       99.9:       3.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        13          4          3          2          1         16          7:
Old  :        20:        13          4          3          2          1         16          7:
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  :                 54.9       97.0       79.9       99.9       47.1       81.3       67.3       81.7
Old  :                 54.9       97.0       79.9       99.9       47.1       81.3       67.3       81.7
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :    41,815:     3,591     18,660         45     38,150     23,024     41,786     41,729:        29         86
Old  :    41,815:     3,591     18,660         45     38,150     23,024     41,786     41,729:        29         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :     1,935:    -1,172       -539        -13      3,130      2,552      1,945      2,000:       -10        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       44.6        0.1       91.2       55.1       99.9       99.8:       0.1        0.2
Old  :     100.0:       8.6       44.6        0.1       91.2       55.1       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  :        38:         2         16          1          7         15         10         31:
Old  :        38:         2         16          1          7         15         10         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.8       64.1       99.8       82.3       77.5       42.6       78.2       60.8
Old  :                 90.8       64.1       99.8       82.3       77.5       42.6       78.2       60.8
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 with Delta-adjusted Options and Futures Combined, September 24, 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  :    18,594:     1,541      9,991          0     17,053      8,537     18,594     18,528:         0         66
Old  :    18,594:     1,541      9,991          0     17,053      8,537     18,594     18,528:         0         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 17, 2013                   :
     :       941:     1,194       -399          0       -251      1,350        943        951:        -2        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       53.7        0.0       91.7       45.9      100.0       99.6:       0.0        0.4
Old  :     100.0:       8.3       53.7        0.0       91.7       45.9      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:         4          9          0          7          9         11         18:
Old  :        27:         4          9          0          7          9         11         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  :                 94.8       80.4       99.1       91.6       92.1       80.4       96.4       90.5
Old  :                 94.8       80.4       99.1       91.6       92.1       80.4       96.4       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 27, 2013