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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 30, 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  :   405,019:   126,595    171,146     67,245    178,994    115,057    372,834    353,448:    32,185     51,571
Old  :   372,826:   120,427    169,661     53,063    170,090    104,172    343,580    326,896:    29,246     45,930
Other:    32,193:    15,869     11,186      4,481      8,904     10,885     29,254     26,552:     2,939      5,641
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :       618:     6,539     -2,190     -2,505     -5,058      5,418     -1,024        723:     1,642       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       42.3       16.6       44.2       28.4       92.1       87.3:       7.9       12.7
Old  :     100.0:      32.3       45.5       14.2       45.6       27.9       92.2       87.7:       7.8       12.3
Other:     100.0:      49.3       34.7       13.9       27.7       33.8       90.9       82.5:       9.1       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:        99        136        105         80         99        244        293:
Old  :       366:       101        136         99         78         92        238        281:
Other:       126:        13         42         12         26         60         51        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       11.7       27.4       21.8       15.5       10.8       26.7       19.0
Old  :                 16.5       12.5       27.9       22.4       16.5       11.8       27.9       20.5
Other:                 61.2       32.1       72.7       43.7       51.7       20.6       60.3       30.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 30, 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  : 1,169,039:   328,465    386,890    138,741    562,166    420,527  1,029,372    946,158:   139,667    222,881
Old  :   344,423:   114,862    106,640     25,023    165,777    165,007    305,662    296,670:    38,761     47,753
Other:   824,616:   284,603    351,250     42,718    396,389    255,520    723,710    649,488:   100,906    175,128
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :       290:    -6,957     21,558       -949      7,430    -16,916       -476      3,693:       766     -3,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       33.1       11.9       48.1       36.0       88.1       80.9:      11.9       19.1
Old  :     100.0:      33.3       31.0        7.3       48.1       47.9       88.7       86.1:      11.3       13.9
Other:     100.0:      34.5       42.6        5.2       48.1       31.0       87.8       78.8:      12.2       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       743:       144        226        193        254        282        532        597:
Old  :       538:       128        122         25        128        180        268        315:
Other:       704:       154        201        120        219        262        447        520:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       10.7       21.6       18.1       11.0        9.1       20.1       14.9
Old  :                 24.0       23.3       37.4       32.3       20.7       22.6       34.1       30.7
Other:                 14.4       11.8       23.2       19.1       14.4       11.5       23.1       18.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 30, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,876:     2,535      1,017        296      4,387      5,812      7,218      7,125:     1,658      1,751
Old  :     8,874:     2,535      1,017        296      4,385      5,810      7,216      7,123:     1,658      1,751
Other:         2:         0          0          0          2          2          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :       -66:         6        502        -63        115       -743         58       -304:      -124        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       11.5        3.3       49.4       65.5       81.3       80.3:      18.7       19.7
Old  :     100.0:      28.6       11.5        3.3       49.4       65.5       81.3       80.3:      18.7       19.7
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12          7          5         14         11         28         21:
Old  :        38:        12          7          5         14         11         28         21:
Other:         2:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       49.9       60.0       64.8       44.7       45.5       55.2       60.3
Old  :                 44.7       49.9       60.1       64.8       44.7       45.5       55.2       60.4
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 30, 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  :   490,254:   193,527    113,331     45,109    212,531    259,339    451,167    417,779:    39,087     72,475
Old  :     7,015:       835        695          0      3,923      4,937      4,758      5,632:     2,257      1,383
Other:   483,239:   193,564    113,508     44,237    208,608    254,402    446,409    412,147:    36,830     71,092
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :   -36,722:   -30,350     -6,502     -3,562      6,060    -28,024    -27,852    -38,088:    -8,870      1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       23.1        9.2       43.4       52.9       92.0       85.2:       8.0       14.8
Old  :     100.0:      11.9        9.9        0.0       55.9       70.4       67.8       80.3:      32.2       19.7
Other:     100.0:      40.1       23.5        9.2       43.2       52.6       92.4       85.3:       7.6       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       477:       137        155        130        117        153        337        369:
Old  :        74:        17          5          0         24         28         41         33:
Other:       475:       136        158        127        109        150        325        365:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       17.6       24.6       25.3       13.3       15.5       23.8       21.6
Old  :                 39.7       53.9       50.5       64.7       39.7       53.9       50.5       64.7
Other:                 14.1       17.4       24.9       25.1       13.5       15.2       24.2       21.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 30, 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  :   334,130:    70,513    113,634     54,740    176,786    120,120    302,039    288,494:    32,091     45,636
Old  :    74,333:    15,945     16,461      4,144     47,779     43,398     67,868     64,003:     6,465     10,330
Other:   259,797:    68,716    111,321     36,448    129,007     76,722    234,171    224,491:    25,626     35,306
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :   -12,309:    -1,127     -3,796      4,263    -14,611    -14,664    -11,475    -14,197:      -834      1,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       34.0       16.4       52.9       36.0       90.4       86.3:       9.6       13.7
Old  :     100.0:      21.5       22.1        5.6       64.3       58.4       91.3       86.1:       8.7       13.9
Other:     100.0:      26.4       42.8       14.0       49.7       29.5       90.1       86.4:       9.9       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        54        105         82         73         54        189        205:
Old  :       147:        29         41         15         37         41         79         93:
Other:       249:        60        101         62         63         42        164        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       16.7       28.3       25.6       14.3       13.2       22.2       21.0
Old  :                 58.3       27.0       65.0       40.7       57.7       26.3       63.7       39.2
Other:                 14.1       16.4       24.1       27.6       13.2       14.7       23.0       23.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 30, 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  :   569,972:    69,304     81,086      6,678    363,097    309,069    439,079    396,833:   130,893    173,139
Old  :   569,972:    69,304     81,086      6,678    363,097    309,069    439,079    396,833:   130,893    173,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :    -4,007:    -6,619     -9,786        960     -3,910      2,457     -9,569     -6,369:     5,562      2,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       14.2        1.2       63.7       54.2       77.0       69.6:      23.0       30.4
Old  :     100.0:      12.2       14.2        1.2       63.7       54.2       77.0       69.6:      23.0       30.4
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  :       155:        24         36         17         60         73         94        116:
Old  :       155:        24         36         17         60         73         94        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       12.9       35.0       21.1       20.6       12.6       28.6       18.9
Old  :                 24.9       12.9       35.0       21.1       20.6       12.6       28.6       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 30, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   376,121:    28,804     42,355      3,856    275,171    257,338    307,831    303,549:    68,290     72,572
Old  :   376,121:    28,804     42,355      3,856    275,171    257,338    307,831    303,549:    68,290     72,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :      -281:       604     -1,252         30     -1,744      3,452     -1,110      2,230:       829     -2,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       11.3        1.0       73.2       68.4       81.8       80.7:      18.2       19.3
Old  :     100.0:       7.7       11.3        1.0       73.2       68.4       81.8       80.7:      18.2       19.3
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  :        68:         6          5          5         39         40         48         47:
Old  :        68:         6          5          5         39         40         48         47:
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  :                 32.0       33.1       47.0       48.9       28.6       33.1       41.8       48.9
Old  :                 32.0       33.1       47.0       48.9       28.6       33.1       41.8       48.9
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, July 30, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,413:     1,484        355        231      6,216      7,513      7,931      8,099:       482        314
Old  :     8,413:     1,484        355        231      6,216      7,513      7,931      8,099:       482        314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :      -705:      -186         13       -158       -336       -605       -680       -750:       -25         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        4.2        2.7       73.9       89.3       94.3       96.3:       5.7        3.7
Old  :     100.0:      17.6        4.2        2.7       73.9       89.3       94.3       96.3:       5.7        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        12          5          5         21         23         36         30:
Old  :        43:        12          5          5         21         23         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       54.7       68.3       71.6       32.0       37.2       40.5       46.0
Old  :                 52.5       54.7       68.3       71.6       32.0       37.2       40.5       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 30, 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  :   262,248:    84,529     49,886     22,534    115,675    162,714    222,738    235,134:    39,510     27,114
Old  :    56,284:    20,018      6,517      1,392     26,517     42,675     47,927     50,584:     8,357      5,700
Other:   205,964:    71,789     50,647     13,864     89,158    120,039    174,811    184,550:    31,153     21,414
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :   -21,377:    -7,592      5,888     -4,431        460    -20,782    -11,563    -19,325:    -9,814     -2,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       19.0        8.6       44.1       62.0       84.9       89.7:      15.1       10.3
Old  :     100.0:      35.6       11.6        2.5       47.1       75.8       85.2       89.9:      14.8       10.1
Other:     100.0:      34.9       24.6        6.7       43.3       58.3       84.9       89.6:      15.1       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        74         59         56         76         79        181        168:
Old  :       153:        46         21         10         54         49        106         74:
Other:       228:        63         65         45         64         71        159        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       30.8       18.1       41.2       10.1       28.5       18.0       37.3
Old  :                 19.7       44.9       33.0       53.8       19.7       44.9       32.3       53.0
Other:                 12.7       28.4       22.3       39.3       12.5       26.2       22.2       35.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 30, 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  :    10,909:     1,488      3,013        637      6,558      5,774      8,683      9,424:     2,226      1,485
Old  :    10,909:     1,488      3,013        637      6,558      5,774      8,683      9,424:     2,226      1,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :      -474:      -157     -1,005        129       -152        248       -180       -628:      -294        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       27.6        5.8       60.1       52.9       79.6       86.4:      20.4       13.6
Old  :     100.0:      13.6       27.6        5.8       60.1       52.9       79.6       86.4:      20.4       13.6
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  :        55:        11         14          9         21         16         38         36:
Old  :        55:        11         14          9         21         16         38         36:
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  :                 32.4       51.8       46.7       62.0       32.4       46.7       46.0       56.9
Old  :                 32.4       51.8       46.7       62.0       32.4       46.7       46.0       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 30, 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  :   824,928:   202,785    156,877      3,115    519,666    579,600    725,566    739,592:    99,362     85,336
Old  :   824,928:   202,785    156,877      3,115    519,666    579,600    725,566    739,592:    99,362     85,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :    14,579:    -1,414    -15,327        259     19,969     48,163     18,814     33,095:    -4,235    -18,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       19.0        0.4       63.0       70.3       88.0       89.7:      12.0       10.3
Old  :     100.0:      24.6       19.0        0.4       63.0       70.3       88.0       89.7:      12.0       10.3
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  :       204:        35         39         16         82         94        124        142:
Old  :       204:        35         39         16         82         94        124        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       30.8       35.2       40.5       20.7       30.3       33.3       38.7
Old  :                 21.8       30.8       35.2       40.5       20.7       30.3       33.3       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 30, 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  : 2,312,031:   324,539    312,636     54,292  1,703,323  1,509,797  2,082,154  1,876,725:   229,877    435,306
Old  : 2,312,031:   324,539    312,636     54,292  1,703,323  1,509,797  2,082,154  1,876,725:   229,877    435,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :   100,150:    19,526    -24,689     15,446     60,099    112,898     95,071    103,655:     5,079     -3,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       13.5        2.3       73.7       65.3       90.1       81.2:       9.9       18.8
Old  :     100.0:      14.0       13.5        2.3       73.7       65.3       90.1       81.2:       9.9       18.8
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  :       305:        53         63         45        119        150        194        236:
Old  :       305:        53         63         45        119        150        194        236:
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  :                 33.3       17.6       49.0       26.6       32.3       14.1       43.1       19.7
Old  :                 33.3       17.6       49.0       26.6       32.3       14.1       43.1       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 30, 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  : 1,617,332:   266,074    221,252     36,357  1,132,970  1,067,014  1,435,401  1,324,623:   181,931    292,709
Old  : 1,617,332:   266,074    221,252     36,357  1,132,970  1,067,014  1,435,401  1,324,623:   181,931    292,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     3,418:   -19,148     -4,624      4,407     27,363     17,197     12,622     16,980:    -9,204    -13,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       13.7        2.2       70.1       66.0       88.8       81.9:      11.2       18.1
Old  :     100.0:      16.5       13.7        2.2       70.1       66.0       88.8       81.9:      11.2       18.1
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  :       220:        35         44         28         89        108        138        166:
Old  :       220:        35         44         28         89        108        138        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       24.7       38.7       33.3       24.2       23.3       34.8       30.8
Old  :                 24.8       24.7       38.7       33.3       24.2       23.3       34.8       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 30, 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  :   310,357:    19,092     34,101     69,071    198,990    171,128    287,153    274,300:    23,204     36,057
Old  :   310,357:    19,092     34,101     69,071    198,990    171,128    287,153    274,300:    23,204     36,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     1,775:     2,482        707      2,768        221        922      5,471      4,397:    -3,696     -2,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       11.0       22.3       64.1       55.1       92.5       88.4:       7.5       11.6
Old  :     100.0:       6.2       11.0       22.3       64.1       55.1       92.5       88.4:       7.5       11.6
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  :        65:        11         16         17         29         33         51         56:
Old  :        65:        11         16         17         29         33         51         56:
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  :                 38.9       30.9       54.0       46.7       25.8       21.0       33.3       26.4
Old  :                 38.9       30.9       54.0       46.7       25.8       21.0       33.3       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 30, 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  :    61,227:    23,681      3,044        257     28,902     50,504     52,839     53,805:     8,388      7,422
Old  :    61,227:    23,681      3,044        257     28,902     50,504     52,839     53,805:     8,388      7,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     1,190:     1,038        -91         14        510        581      1,561        504:      -371        687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        5.0        0.4       47.2       82.5       86.3       87.9:      13.7       12.1
Old  :     100.0:      38.7        5.0        0.4       47.2       82.5       86.3       87.9:      13.7       12.1
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:        38         14          5         37         23         78         39:
Old  :       106:        38         14          5         37         23         78         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       47.3       38.0       66.3       23.2       46.9       38.0       65.9
Old  :                 23.2       47.3       38.0       66.3       23.2       46.9       38.0       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 30, 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  :   122,453:    47,361      6,088        514     57,803    101,007    105,678    107,609:    16,775     14,844
Old  :   122,453:    47,361      6,088        514     57,803    101,007    105,678    107,609:    16,775     14,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     2,380:     2,075       -181         27      1,020      1,161      3,122      1,007:      -742      1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        5.0        0.4       47.2       82.5       86.3       87.9:      13.7       12.1
Old  :     100.0:      38.7        5.0        0.4       47.2       82.5       86.3       87.9:      13.7       12.1
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:        38         14          5         37         23         78         39:
Old  :       106:        38         14          5         37         23         78         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       47.3       38.0       66.3       23.2       46.9       38.0       65.9
Old  :                 23.2       47.3       38.0       66.3       23.2       46.9       38.0       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 30, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,687:     3,979      5,050      1,602        881          0      6,462      6,652:       225         35
Old  :     6,687:     3,979      5,050      1,602        881          0      6,462      6,652:       225         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :       246:       257         91        142         -5          0        394        233:      -148         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       75.5       24.0       13.2        0.0       96.6       99.5:       3.4        0.5
Old  :     100.0:      59.5       75.5       24.0       13.2        0.0       96.6       99.5:       3.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          7          3          2          0         15          9:
Old  :        21:        12          7          3          2          0         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       87.2       83.3       98.8       49.1       71.3       64.6       75.5
Old  :                 56.4       87.2       83.3       98.8       49.1       71.3       64.6       75.5
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, July 30, 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  :    29,589:     2,533     14,828         49     26,974     14,680     29,556     29,557:        33         32
Old  :    29,589:     2,533     14,828         49     26,974     14,680     29,556     29,557:        33         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     2,521:       424      2,459        -55      2,133        117      2,502      2,521:        19          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       50.1        0.2       91.2       49.6       99.9       99.9:       0.1        0.1
Old  :     100.0:       8.6       50.1        0.2       91.2       49.6       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5         12          2          8         12         13         26:
Old  :        37:         5         12          2          8         12         13         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.3       61.4       98.5       85.4       92.3       61.4       98.5       85.4
Old  :                 92.3       61.4       98.5       85.4       92.3       61.4       98.5       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, July 30, 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  :    15,548:         0      6,042          4     15,528      9,480     15,532     15,526:        16         22
Old  :    15,548:         0      6,042          4     15,528      9,480     15,532     15,526:        16         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 23, 2013                        :
     :     1,957:       -38      1,052          0      1,985        920      1,947      1,972:        10        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       38.9        0.0       99.9       61.0       99.9       99.9:       0.1        0.1
Old  :     100.0:       0.0       38.9        0.0       99.9       61.0       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0         15          1          5          6          6         21:
Old  :        26:         0         15          1          5          6          6         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.8       70.2       99.9       89.2       98.8       70.2       99.9       89.2
Old  :                 98.8       70.2       99.9       89.2       98.8       70.2       99.9       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 2, 2013