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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   447,125:   118,397    167,551     96,604    202,849    137,219    417,850    401,374:    29,275     45,751
Old  :   406,157:   105,987    161,487     82,795    192,353    122,266    381,135    366,549:    25,022     39,608
Other:    40,968:    20,227     13,881      5,992     10,496     14,952     36,715     34,825:     4,253      6,143
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :      -299:      -789      7,042       -761      2,430     -5,070        881      1,212:    -1,180     -1,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       37.5       21.6       45.4       30.7       93.5       89.8:       6.5       10.2
Old  :     100.0:      26.1       39.8       20.4       47.4       30.1       93.8       90.2:       6.2        9.8
Other:     100.0:      49.4       33.9       14.6       25.6       36.5       89.6       85.0:      10.4       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:        98        157        135         91        109        268        328:
Old  :       381:        99        157        120         91        107        259        317:
Other:       142:        29         38         27         34         61         78        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       10.9       27.4       19.5       14.9       10.6       24.6       17.8
Old  :                 17.8       11.8       29.1       21.0       16.1       11.6       26.9       20.0
Other:                 45.7       34.0       60.2       46.5       43.0       26.1       52.2       36.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  : 1,600,221:   299,304    327,002    479,029    656,931    516,394  1,435,263  1,322,425:   164,958    277,796
Old  : 1,484,165:   288,029    347,043    435,037    605,270    465,360  1,328,337  1,247,440:   155,828    236,724
Other:   116,056:    40,691      9,376     14,575     51,661     51,034    106,927     74,985:     9,130     41,071
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    21,686:     1,447      5,901     22,990     -1,781    -13,193     22,656     15,698:      -970      5,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       20.4       29.9       41.1       32.3       89.7       82.6:      10.3       17.4
Old  :     100.0:      19.4       23.4       29.3       40.8       31.4       89.5       84.1:      10.5       15.9
Other:     100.0:      35.1        8.1       12.6       44.5       44.0       92.1       64.6:       7.9       35.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       787:       190        221        257        300        316        636        661:
Old  :       787:       194        222        240        296        313        622        651:
Other:       311:        52         46         34         73        180        138        247:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       11.4       18.4       18.3        8.2        7.9       15.4       12.0
Old  :                 10.4       10.7       18.7       18.0        8.4        7.6       16.0       12.1
Other:                 27.2       26.0       45.0       31.4       27.1       22.6       43.3       26.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    11,724:     2,432      1,239      1,134      6,286      7,549      9,852      9,921:     1,872      1,803
Old  :    11,719:     2,432      1,239      1,134      6,283      7,544      9,849      9,916:     1,870      1,803
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       968:       -62        559        288        415       -305        642        542:       326        425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.6        9.7       53.6       64.4       84.0       84.6:      16.0       15.4
Old  :     100.0:      20.8       10.6        9.7       53.6       64.4       84.0       84.6:      16.0       15.4
Other:     100.0:       0.0        0.0        0.0       60.0      100.0       60.0      100.0:      40.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         13          7         15         12         31         26:
Old  :        41:        10         13          7         15         12         31         26:
Other:         2:         0          0          0          2          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       44.3       62.4       61.1       40.5       41.7       52.8       51.3
Old  :                 46.9       44.3       62.5       61.1       40.5       41.7       52.8       51.3
Other:                 60.0      100.0       60.0      100.0       20.0       60.0       20.0       60.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   889,565:   209,122     56,789    303,119    317,420    447,218    829,660    807,127:    59,905     82,439
Old  :   866,132:   205,085     62,100    293,194    309,716    433,726    807,994    789,020:    58,138     77,112
Other:    23,434:    11,604      2,257      2,358      7,704     13,492     21,666     18,107:     1,767      5,327
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    11,926:    -9,099      5,187      4,640     14,571        308     10,111     10,134:     1,815      1,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        6.4       34.1       35.7       50.3       93.3       90.7:       6.7        9.3
Old  :     100.0:      23.7        7.2       33.9       35.8       50.1       93.3       91.1:       6.7        8.9
Other:     100.0:      49.5        9.6       10.1       32.9       57.6       92.5       77.3:       7.5       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       187        185        253        145        194        469        504:
Old  :       588:       187        185        251        145        193        467        501:
Other:       186:        35         41         27         33         87         85        140:
     :----------------------------------------------------------------------------------------------------
     :             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       15.4       16.4       23.4        6.8       11.7       12.2       15.1
Old  :                  9.5       15.6       16.7       23.4        6.9       11.8       12.5       15.2
Other:                 42.3       39.8       54.3       49.1       42.3       39.7       54.2       47.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    16,801:     9,108        772        339         28      3,664      9,475      4,775:     7,326     12,026
Old  :    15,836:     8,411        726        339         28      3,521      8,778      4,586:     7,058     11,250
Other:       965:       697         46          0          0        143        697        189:       268        776
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2        4.6        2.0        0.2       21.8       56.4       28.4:      43.6       71.6
Old  :     100.0:      53.1        4.6        2.1        0.2       22.2       55.4       29.0:      44.6       71.0
Other:     100.0:      72.2        4.8        0.0        0.0       14.8       72.2       19.6:      27.8       80.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          3          4          2         12          8         18:
Old  :        20:         5          3          4          2         12          8         18:
Other:        13:         2          2          0          0          9          2         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       13.0       56.4       20.0       53.7       11.8       54.2       18.7
Old  :                 52.9       13.0       55.4       20.1       52.5       11.7       53.1       18.8
Other:                 72.2       15.9       72.2       19.0       72.2       15.9       72.2       19.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   322,210:    71,353     83,579     66,258    152,627    133,966    290,239    283,804:    31,972     38,407
Old  :   316,097:    71,964     83,330     64,034    149,380    131,707    285,378    279,071:    30,720     37,027
Other:     6,113:       396      1,256      1,218      3,247      2,259      4,861      4,733:     1,252      1,380
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     2,329:     1,547      2,873     -2,454      2,277     -2,132      1,370     -1,713:       959      4,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       25.9       20.6       47.4       41.6       90.1       88.1:       9.9       11.9
Old  :     100.0:      22.8       26.4       20.3       47.3       41.7       90.3       88.3:       9.7       11.7
Other:     100.0:       6.5       20.5       19.9       53.1       37.0       79.5       77.4:      20.5       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        68         82         78         71         69        185        200:
Old  :       259:        73         82         75         71         68        185        196:
Other:        31:         4          9          6         12          7         19         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       20.2       22.6       28.3       11.0       15.1       18.5       22.4
Old  :                 13.9       20.0       22.9       28.2       11.2       15.5       18.7       22.7
Other:                 47.2       50.9       65.4       67.2       36.3       35.1       52.1       49.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   710,297:    76,939     59,723     41,860    450,064    413,947    568,863    515,530:   141,434    194,766
Old  :   710,297:    76,939     59,723     41,860    450,064    413,947    568,863    515,530:   141,434    194,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    10,604:    10,271    -13,425      2,632    -18,023      8,111     -5,120     -2,682:    15,724     13,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.4        5.9       63.4       58.3       80.1       72.6:      19.9       27.4
Old  :     100.0:      10.8        8.4        5.9       63.4       58.3       80.1       72.6:      19.9       27.4
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  :       153:        29         31         37         74         78        124        125:
Old  :       153:        29         31         37         74         78        124        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  :                 24.0       17.6       33.3       24.8       21.1       16.0       28.6       22.3
Old  :                 24.0       17.6       33.3       24.8       21.1       16.0       28.6       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :   405,161:    32,303     39,512      5,089    291,639    280,544    329,031    325,144:    76,130     80,017
Old  :   405,161:    32,303     39,512      5,089    291,639    280,544    329,031    325,144:    76,130     80,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :   -14,114:     2,741      7,769     -6,563    -12,300    -15,618    -16,122    -14,413:     2,008        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.8        1.3       72.0       69.2       81.2       80.3:      18.8       19.7
Old  :     100.0:       8.0        9.8        1.3       72.0       69.2       81.2       80.3:      18.8       19.7
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  :        72:         6         10          6         42         41         52         53:
Old  :        72:         6         10          6         42         41         52         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       32.6       44.6       46.5       24.9       30.5       37.7       43.7
Old  :                 29.2       32.6       44.6       46.5       24.9       30.5       37.7       43.7
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 10, 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  :     6,642:     1,475        171        237      4,411      5,958      6,123      6,366:       519        276
Old  :     6,642:     1,475        171        237      4,411      5,958      6,123      6,366:       519        276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       -30:       -32        -15         30        -48        -51        -50        -36:        20          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        2.6        3.6       66.4       89.7       92.2       95.8:       7.8        4.2
Old  :     100.0:      22.2        2.6        3.6       66.4       89.7       92.2       95.8:       7.8        4.2
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  :        39:        12          3          6         18         20         33         27:
Old  :        39:        12          3          6         18         20         33         27:
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  :                 42.0       68.4       59.5       79.8       22.9       47.5       36.6       52.6
Old  :                 42.0       68.4       59.5       79.8       22.9       47.5       36.6       52.6
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 10, 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  :   327,580:    95,469     34,751     62,349    117,219    204,782    275,038    301,882:    52,542     25,698
Old  :   324,930:    95,470     35,029     61,609    115,913    202,823    272,992    299,461:    51,939     25,470
Other:     2,650:       536        258        204      1,306      1,959      2,046      2,421:       604        228
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     6,842:    -3,019       -453      5,756        933      1,526      3,670      6,828:     3,172         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       10.6       19.0       35.8       62.5       84.0       92.2:      16.0        7.8
Old  :     100.0:      29.4       10.8       19.0       35.7       62.4       84.0       92.2:      16.0        7.8
Other:     100.0:      20.2        9.7        7.7       49.3       73.9       77.2       91.4:      22.8        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        89         56         65         71         80        193        169:
Old  :       242:        89         56         65         71         80        193        169:
Other:        28:         4          4          5         14          9         21         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       32.2       16.4       41.2        7.5       27.2       13.7       33.1
Old  :                  9.6       32.0       16.5       41.0        7.6       27.0       13.8       32.9
Other:                 42.3       72.7       61.6       88.6       38.1       66.8       53.9       75.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    10,079:     1,586      2,634        339      6,238      5,820      8,164      8,794:     1,915      1,285
Old  :    10,077:     1,586      2,635        338      6,238      5,820      8,163      8,794:     1,914      1,283
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       236:      -205        135         17        323        -45        134        106:       102        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       26.1        3.4       61.9       57.7       81.0       87.3:      19.0       12.7
Old  :     100.0:      15.7       26.2        3.4       61.9       57.8       81.0       87.3:      19.0       12.7
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  :        55:        14         14          6         21         17         39         33:
Old  :        55:        14         14          6         21         17         39         33:
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  :                 40.9       55.9       56.3       68.4       40.9       53.0       55.8       64.3
Old  :                 40.9       56.0       56.3       68.4       40.9       53.0       55.8       64.3
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 10, 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  :   882,221:   139,005    165,805     29,819    620,243    556,853    789,066    752,477:    93,154    129,743
Old  :   882,221:   139,005    165,805     29,819    620,243    556,853    789,066    752,477:    93,154    129,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    50,435:   -21,174     12,136     -5,803     76,500     34,691     49,524     41,024:       912      9,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       18.8        3.4       70.3       63.1       89.4       85.3:      10.6       14.7
Old  :     100.0:      15.8       18.8        3.4       70.3       63.1       89.4       85.3:      10.6       14.7
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  :       210:        39         41         27         86         95        133        155:
Old  :       210:        39         41         27         86         95        133        155:
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  :                 21.0       27.0       32.6       37.1       19.9       26.7       31.0       34.0
Old  :                 21.0       27.0       32.6       37.1       19.9       26.7       31.0       34.0
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 10, 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  : 2,706,107:   190,269    263,405    350,928  1,905,084  1,610,502  2,446,280  2,224,834:   259,827    481,272
Old  : 2,706,107:   190,269    263,405    350,928  1,905,084  1,610,502  2,446,280  2,224,834:   259,827    481,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    37,123:   -37,131    -43,085     29,386     51,875     37,417     44,130     23,717:    -7,007     13,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        9.7       13.0       70.4       59.5       90.4       82.2:       9.6       17.8
Old  :     100.0:       7.0        9.7       13.0       70.4       59.5       90.4       82.2:       9.6       17.8
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  :       311:        50         73         80        158        167        255        273:
Old  :       311:        50         73         80        158        167        255        273:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       15.2       38.6       22.0       26.5       11.5       33.1       16.2
Old  :                 29.1       15.2       38.6       22.0       26.5       11.5       33.1       16.2
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 10, 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  : 2,016,617:   137,685    262,342    232,272  1,465,414  1,171,012  1,835,371  1,665,626:   181,245    350,991
Old  : 2,016,617:   137,685    262,342    232,272  1,465,414  1,171,012  1,835,371  1,665,626:   181,245    350,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :   157,970:   -28,605     50,811     49,390    142,466     59,482    163,252    159,684:    -5,282     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.0       11.5       72.7       58.1       91.0       82.6:       9.0       17.4
Old  :     100.0:       6.8       13.0       11.5       72.7       58.1       91.0       82.6:       9.0       17.4
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  :       223:        29         52         46        104        117        162        186:
Old  :       223:        29         52         46        104        117        162        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       19.1       37.7       27.9       20.1       15.0       30.5       20.6
Old  :                 26.3       19.1       37.7       27.9       20.1       15.0       30.5       20.6
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 10, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   283,474:    20,645     30,216     70,551    167,509    145,418    258,705    246,185:    24,769     37,289
Old  :   283,474:    20,645     30,216     70,551    167,509    145,418    258,705    246,185:    24,769     37,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    11,120:    -1,320      1,360      2,409      8,958      5,969     10,047      9,738:     1,073      1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.7       24.9       59.1       51.3       91.3       86.8:       8.7       13.2
Old  :     100.0:       7.3       10.7       24.9       59.1       51.3       91.3       86.8:       8.7       13.2
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  :        57:        15         11         18         25         28         49         49:
Old  :        57:        15         11         18         25         28         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       29.6       52.1       47.9       22.2       20.9       29.2       28.0
Old  :                 36.9       29.6       52.1       47.9       22.2       20.9       29.2       28.0
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 10, 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  :    69,668:    14,447      4,656      1,862     39,929     51,248     56,238     57,766:    13,430     11,902
Old  :    69,668:    14,447      4,656      1,862     39,929     51,248     56,238     57,766:    13,430     11,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    17,828:       936      1,374        418     11,293     14,161     12,648     15,954:     5,180      1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        6.7        2.7       57.3       73.6       80.7       82.9:      19.3       17.1
Old  :     100.0:      20.7        6.7        2.7       57.3       73.6       80.7       82.9:      19.3       17.1
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  :        95:        28         16         10         44         27         78         48:
Old  :        95:        28         16         10         44         27         78         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       33.1       26.3       53.9       14.8       30.3       24.0       46.4
Old  :                 15.1       33.1       26.3       53.9       14.8       30.3       24.0       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :    13,681:     2,568        230          3      6,209     12,158      8,780     12,391:     4,901      1,290
Old  :    13,681:     2,568        230          3      6,209     12,158      8,780     12,391:     4,901      1,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        1.7        0.0       45.4       88.9       64.2       90.6:      35.8        9.4
Old  :     100.0:      18.8        1.7        0.0       45.4       88.9       64.2       90.6:      35.8        9.4
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  :        20:         4          1          1          8          7         12          9:
Old  :        20:         4          1          1          8          7         12          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  :                 36.1       73.9       56.4       90.5       36.1       73.9       56.4       90.5
Old  :                 36.1       73.9       56.4       90.5       36.1       73.9       56.4       90.5
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 10, 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  :   111,973:    24,993     10,088      2,482     67,439     78,180     94,915     90,750:    17,059     21,223
Old  :   111,973:    24,993     10,088      2,482     67,439     78,180     94,915     90,750:    17,059     21,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     8,293:    -2,027      3,525       -406     10,168      4,007      7,735      7,125:       558      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        9.0        2.2       60.2       69.8       84.8       81.0:      15.2       19.0
Old  :     100.0:      22.3        9.0        2.2       60.2       69.8       84.8       81.0:      15.2       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        26         16         10         40         26         72         46:
Old  :        92:        26         16         10         40         26         72         46:
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  :                 17.6       36.8       30.6       54.5       17.4       36.4       29.2       53.3
Old  :                 17.6       36.8       30.6       54.5       17.4       36.4       29.2       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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  :     8,129:     5,572      6,109      1,664        670        342      7,906      8,115:       223         14
Old  :     8,129:     5,572      6,109      1,664        670        342      7,906      8,115:       223         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :       126:       772        216       -387       -455        292        -70        121:       196          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.5       75.2       20.5        8.2        4.2       97.3       99.8:       2.7        0.2
Old  :     100.0:      68.5       75.2       20.5        8.2        4.2       97.3       99.8:       2.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          5          4          1          2         16          9:
Old  :        21:        13          5          4          1          2         16          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  :                 55.6       88.6       80.3       99.5       44.7       74.8       65.3       79.4
Old  :                 55.6       88.6       80.3       99.5       44.7       74.8       65.3       79.4
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 10, 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  :    44,037:     4,966     19,050      4,412     34,629     20,527     44,007     43,989:        30         48
Old  :    44,037:     4,966     19,050      4,412     34,629     20,527     44,007     43,989:        30         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :     5,501:     1,434      1,611      4,369       -310       -480      5,493      5,500:         8          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       43.3       10.0       78.6       46.6       99.9       99.9:       0.1        0.1
Old  :     100.0:      11.3       43.3       10.0       78.6       46.6       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  :        36:         3         14          3          6         14         10         30:
Old  :        36:         3         14          3          6         14         10         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  :                 98.2       55.3       99.8       81.2       88.3       55.3       89.8       74.2
Old  :                 98.2       55.3       99.8       81.2       88.3       55.3       89.8       74.2
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 10, 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  :    22,627:        48     10,053          0     22,563     12,464     22,611     22,517:        16        110
Old  :    22,627:        48     10,053          0     22,563     12,464     22,611     22,517:        16        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2013                    :
     :    -1,407:       -25     -1,377     -2,757      1,360      2,673     -1,422     -1,461:        15         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2       44.4        0.0       99.7       55.1       99.9       99.5:       0.1        0.5
Old  :     100.0:       0.2       44.4        0.0       99.7       55.1       99.9       99.5:       0.1        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  :        22:         1         10          0          6          6          7         16:
Old  :        22:         1         10          0          6          6          7         16:
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  :                 98.5       81.5       99.9       92.9       80.1       62.9       80.7       73.7
Old  :                 98.5       81.5       99.9       92.9       80.1       62.9       80.7       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 13, 2013