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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   458,172:   121,891    156,804    100,554    203,053    151,538    425,499    408,895:    32,673     49,277
Old  :   418,006:   110,212    150,862     85,636    193,363    138,682    389,212    375,180:    28,795     42,826
Other:    40,166:    19,852     14,115      6,745      9,690     12,856     36,287     33,716:     3,879      6,450
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -58,938:     2,630     -9,979    -39,220    -20,406     -6,280    -56,997    -55,480:    -1,941     -3,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       34.2       21.9       44.3       33.1       92.9       89.2:       7.1       10.8
Old  :     100.0:      26.4       36.1       20.5       46.3       33.2       93.1       89.8:       6.9       10.2
Other:     100.0:      49.4       35.1       16.8       24.1       32.0       90.3       83.9:       9.7       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:        95        156        130         95        106        275        318:
Old  :       377:        97        156        119         95        104        267        310:
Other:       132:        25         37         27         28         59         73        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       12.6       26.5       21.5       14.6       11.5       23.9       18.6
Old  :                 17.4       13.1       28.1       22.3       15.7       12.4       25.3       20.1
Other:                 48.5       33.0       62.6       43.6       43.3       22.8       51.5       31.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 1,585,788:   300,757    315,833    441,971    669,615    551,224  1,412,343  1,309,029:   173,445    276,760
Old  :    69,075:    14,878      3,621        721     30,930     46,851     46,529     51,193:    22,546     17,882
Other: 1,516,713:   299,276    325,609    427,853    638,685    504,373  1,365,814  1,257,836:   150,899    258,878
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :  -285,491:    -6,856    -37,607   -170,246    -96,571    -61,492   -273,672   -269,344:   -11,818    -16,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.9       27.9       42.2       34.8       89.1       82.5:      10.9       17.5
Old  :     100.0:      21.5        5.2        1.0       44.8       67.8       67.4       74.1:      32.6       25.9
Other:     100.0:      19.7       21.5       28.2       42.1       33.3       90.1       82.9:       9.9       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       748:       193        180        247        314        321        632        637:
Old  :       311:        44         27          4        129        127        176        156:
Other:       748:       188        191        232        289        314        597        625:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       10.7       18.4       17.7        8.4        7.7       15.7       11.8
Old  :                 15.6       34.1       25.4       41.5       15.6       31.6       24.5       39.1
Other:                 11.1       10.2       19.2       17.3        8.8        7.3       16.3       11.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :    10,279:     2,621        721        788      5,367      7,324      8,776      8,834:     1,503      1,445
Old  :    10,274:     2,621        721        788      5,364      7,319      8,773      8,829:     1,501      1,445
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :      -120:        71       -638       -260        116      1,215        -73        316:       -46       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        7.0        7.7       52.2       71.3       85.4       85.9:      14.6       14.1
Old  :     100.0:      25.5        7.0        7.7       52.2       71.2       85.4       85.9:      14.6       14.1
Other:     100.0:       0.0        0.0        0.0       60.0      100.0       60.0      100.0:      40.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        13          9          7         14         14         32         25:
Old  :        40:        13          9          7         14         14         32         25:
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  :                 46.0       48.4       61.0       63.8       40.4       43.8       48.3       52.9
Old  :                 46.1       48.5       61.0       63.8       40.4       43.9       48.4       53.0
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, August 27, 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  :   829,919:   205,060     57,840    274,330    294,121    418,516    773,511    750,686:    56,407     79,233
Old  :   808,825:   201,494     62,077    265,902    286,629    406,532    754,025    734,512:    54,800     74,314
Other:    21,093:     9,635      1,832      2,359      7,492     11,983     19,486     16,174:     1,607      4,919
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    29,223:    14,870    -23,484      5,746      2,404     48,097     23,021     30,359:     6,202     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        7.0       33.1       35.4       50.4       93.2       90.5:       6.8        9.5
Old  :     100.0:      24.9        7.7       32.9       35.4       50.3       93.2       90.8:       6.8        9.2
Other:     100.0:      45.7        8.7       11.2       35.5       56.8       92.4       76.7:       7.6       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       178        182        234        148        190        462        480:
Old  :       572:       179        184        229        147        190        458        477:
Other:       179:        38         34         25         31         87         79        136:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       15.6       17.1       23.6        7.5       12.3       13.5       15.9
Old  :                  9.9       15.8       17.3       24.0        7.7       12.5       13.9       16.1
Other:                 45.7       37.8       56.9       45.3       45.7       37.8       56.7       44.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   326,771:    69,267     82,660     70,878    149,288    134,526    289,434    288,065:    37,337     38,706
Old  :    15,377:     3,260      1,363          0      9,322     10,857     12,582     12,220:     2,795      3,157
Other:   311,394:    68,385     83,675     68,500    139,966    123,669    276,852    275,845:    34,542     35,549
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -14,208:       -89    -21,648     -5,983    -11,264     15,652    -17,337    -11,980:     3,129     -2,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       25.3       21.7       45.7       41.2       88.6       88.2:      11.4       11.8
Old  :     100.0:      21.2        8.9        0.0       60.6       70.6       81.8       79.5:      18.2       20.5
Other:     100.0:      22.0       26.9       22.0       44.9       39.7       88.9       88.6:      11.1       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        56         88         70         70         68        172        194:
Old  :        73:        14         10          0         21         32         35         42:
Other:       245:        56         93         67         69         65        169        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       17.8       21.5       26.2       11.0       12.5       18.2       19.9
Old  :                 48.9       37.3       61.6       51.3       48.9       37.2       61.6       51.3
Other:                 12.9       17.9       21.6       26.6       11.5       13.4       19.1       21.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   753,194:    72,056     69,298     46,905    485,878    432,768    604,839    548,972:   148,355    204,223
Old  :   753,194:    72,056     69,298     46,905    485,878    432,768    604,839    548,972:   148,355    204,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -16,462:    -3,003      5,397    -39,280     33,686     34,260     -8,597        378:    -7,866    -16,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        9.2        6.2       64.5       57.5       80.3       72.9:      19.7       27.1
Old  :     100.0:       9.6        9.2        6.2       64.5       57.5       80.3       72.9:      19.7       27.1
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  :       151:        28         27         34         74         77        117        123:
Old  :       151:        28         27         34         74         77        117        123:
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  :                 21.3       15.5       31.8       23.5       17.4       10.6       24.7       16.2
Old  :                 21.3       15.5       31.8       23.5       17.4       10.6       24.7       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   400,567:    31,513     32,699      4,830    287,392    285,463    323,735    322,992:    76,832     77,575
Old  :   400,567:    31,513     32,699      4,830    287,392    285,463    323,735    322,992:    76,832     77,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    10,821:    -3,399      4,626        713     13,337      5,055     10,651     10,394:       171        427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        8.2        1.2       71.7       71.3       80.8       80.6:      19.2       19.4
Old  :     100.0:       7.9        8.2        1.2       71.7       71.3       80.8       80.6:      19.2       19.4
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  :        66:         5          8          4         39         36         46         46:
Old  :        66:         5          8          4         39         36         46         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  :                 30.3       34.8       46.0       48.0       26.9       32.6       41.3       45.4
Old  :                 30.3       34.8       46.0       48.0       26.9       32.6       41.3       45.4
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, August 27, 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  :     7,118:     1,436        219        221      4,932      6,324      6,589      6,764:       529        354
Old  :     7,118:     1,436        219        221      4,932      6,324      6,589      6,764:       529        354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :      -860:      -151        -99        -75       -676       -736       -902       -910:        42         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.1        3.1       69.3       88.8       92.6       95.0:       7.4        5.0
Old  :     100.0:      20.2        3.1        3.1       69.3       88.8       92.6       95.0:       7.4        5.0
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  :        38:         9          5          5         18         20         31         27:
Old  :        38:         9          5          5         18         20         31         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  :                 42.8       65.6       61.9       77.6       28.2       51.9       43.0       57.1
Old  :                 42.8       65.6       61.9       77.6       28.2       51.9       43.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   322,437:    95,975     37,108     54,712    119,847    203,979    270,535    295,799:    51,903     26,638
Old  :    14,911:     3,943      1,031          0      7,569     10,892     11,512     11,923:     3,399      2,988
Other:   307,526:    93,730     37,775     53,015    112,278    193,087    259,023    283,876:    48,504     23,650
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :     2,855:     2,098     -9,357      3,014     -5,903      9,014       -791      2,671:     3,646        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       11.5       17.0       37.2       63.3       83.9       91.7:      16.1        8.3
Old  :     100.0:      26.4        6.9        0.0       50.8       73.0       77.2       80.0:      22.8       20.0
Other:     100.0:      30.5       12.3       17.2       36.5       62.8       84.2       92.3:      15.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        79         56         64         76         82        192        170:
Old  :        76:        12          8          0         26         34         38         42:
Other:       239:        77         60         63         70         81        185        169:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       29.3       15.7       40.7        7.9       25.8       14.8       33.2
Old  :                 32.8       35.4       49.7       48.4       32.8       33.3       49.7       46.3
Other:                  9.0       30.5       16.4       41.3        8.3       27.8       15.5       34.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :    10,218:     1,751      2,807        358      6,246      5,918      8,354      9,082:     1,864      1,136
Old  :    10,216:     1,751      2,808        357      6,246      5,918      8,353      9,082:     1,863      1,134
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -1,197:        60       -571       -192       -463        -89       -595       -852:      -602       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       27.5        3.5       61.1       57.9       81.8       88.9:      18.2       11.1
Old  :     100.0:      17.1       27.5        3.5       61.1       57.9       81.8       88.9:      18.2       11.1
Other:     100.0:      50.0        0.0        0.0        0.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        13         16          5         22         20         39         37:
Old  :        57:        13         16          5         22         20         39         37:
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  :                 37.5       54.6       52.7       67.2       37.3       52.1       52.1       62.4
Old  :                 37.5       54.6       52.7       67.2       37.3       52.1       52.1       62.5
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, August 27, 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  :   902,910:   178,564    152,592     44,219    572,036    581,779    794,819    778,590:   108,091    124,320
Old  :   902,910:   178,564    152,592     44,219    572,036    581,779    794,819    778,590:   108,091    124,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :   -76,400:   -25,374     -2,795    -63,845      8,094    -28,208    -81,125    -94,847:     4,725     18,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       16.9        4.9       63.4       64.4       88.0       86.2:      12.0       13.8
Old  :     100.0:      19.8       16.9        4.9       63.4       64.4       88.0       86.2:      12.0       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        35         31         25         89        102        134        149:
Old  :       199:        35         31         25         89        102        134        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       29.0       30.9       37.9       18.5       26.8       28.8       32.9
Old  :                 19.4       29.0       30.9       37.9       18.5       26.8       28.8       32.9
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, August 27, 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  : 2,652,496:   231,259    312,824    224,693  1,911,574  1,633,855  2,367,527  2,171,373:   284,969    481,123
Old  : 2,652,496:   231,259    312,824    224,693  1,911,574  1,633,855  2,367,527  2,171,373:   284,969    481,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :  -554,439:    -4,904      7,044   -211,341   -352,992   -347,432   -569,237   -551,729:    14,798     -2,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       11.8        8.5       72.1       61.6       89.3       81.9:      10.7       18.1
Old  :     100.0:       8.7       11.8        8.5       72.1       61.6       89.3       81.9:      10.7       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  :       301:        45         67         77        159        169        251        266:
Old  :       301:        45         67         77        159        169        251        266:
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  :                 31.2       16.4       41.9       22.6       30.1       11.9       37.9       16.4
Old  :                 31.2       16.4       41.9       22.6       30.1       11.9       37.9       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 1,877,305:   202,902    214,436    162,206  1,316,430  1,155,640  1,681,538  1,532,282:   195,767    345,023
Old  : 1,877,305:   202,902    214,436    162,206  1,316,430  1,155,640  1,681,538  1,532,282:   195,767    345,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :  -278,079:   -26,740    -28,482   -169,829    -94,624    -94,503   -291,194   -292,814:    13,115     14,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.4        8.6       70.1       61.6       89.6       81.6:      10.4       18.4
Old  :     100.0:      10.8       11.4        8.6       70.1       61.6       89.6       81.6:      10.4       18.4
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  :       212:        34         47         51         92        114        153        185:
Old  :       212:        34         47         51         92        114        153        185:
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  :                 23.5       18.6       36.4       28.1       19.5       17.2       30.3       23.4
Old  :                 23.5       18.6       36.4       28.1       19.5       17.2       30.3       23.4
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, August 27, 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  :   304,273:    26,784     35,194     70,276    182,275    163,394    279,335    268,864:    24,938     35,409
Old  :   304,273:    26,784     35,194     70,276    182,275    163,394    279,335    268,864:    24,938     35,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    12,744:     9,608      1,370      4,674      7,691     15,754     21,972     21,799:    -9,229     -9,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       11.6       23.1       59.9       53.7       91.8       88.4:       8.2       11.6
Old  :     100.0:       8.8       11.6       23.1       59.9       53.7       91.8       88.4:       8.2       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  :        68:        18         13         22         30         31         58         57:
Old  :        68:        18         13         22         30         31         58         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       30.1       50.9       46.8       22.8       21.1       30.0       28.4
Old  :                 36.0       30.1       50.9       46.8       22.8       21.1       30.0       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :    54,223:    15,145      4,144      1,471     29,272     41,686     45,887     47,301:     8,336      6,923
Old  :    54,223:    15,145      4,144      1,471     29,272     41,686     45,887     47,301:     8,336      6,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -2,685:    -4,137         38       -100      2,701     -3,462     -1,536     -3,524:    -1,149        838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        7.6        2.7       54.0       76.9       84.6       87.2:      15.4       12.8
Old  :     100.0:      27.9        7.6        2.7       54.0       76.9       84.6       87.2:      15.4       12.8
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  :        91:        28         13         10         38         21         71         39:
Old  :        91:        28         13         10         38         21         71         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  :                 22.8       41.9       35.4       62.9       22.8       41.6       34.7       62.6
Old  :                 22.8       41.9       35.4       62.9       22.8       41.6       34.7       62.6
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, August 27, 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  :   108,447:    30,289      8,289      2,941     58,544     83,371     91,774     94,602:    16,673     13,845
Old  :   108,447:    30,289      8,289      2,941     58,544     83,371     91,774     94,602:    16,673     13,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :    -5,370:    -8,275         75       -199      5,401     -6,923     -3,073     -7,047:    -2,298      1,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        7.6        2.7       54.0       76.9       84.6       87.2:      15.4       12.8
Old  :     100.0:      27.9        7.6        2.7       54.0       76.9       84.6       87.2:      15.4       12.8
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  :        91:        28         13         10         38         21         71         39:
Old  :        91:        28         13         10         38         21         71         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  :                 22.8       41.9       35.4       62.9       22.8       41.6       34.7       62.6
Old  :                 22.8       41.9       35.4       62.9       22.8       41.6       34.7       62.6
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, August 27, 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  :     6,752:     4,382      5,792        905      1,438          0      6,725      6,697:        27         55
Old  :     6,752:     4,382      5,792        905      1,438          0      6,725      6,697:        27         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       301:       253        758       -402        451        -75        302        281:        -1         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       85.8       13.4       21.3        0.0       99.6       99.2:       0.4        0.8
Old  :     100.0:      64.9       85.8       13.4       21.3        0.0       99.6       99.2:       0.4        0.8
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  :        20:        11          7          3          2          0         15          8:
Old  :        20:        11          7          3          2          0         15          8:
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  :                 55.9       84.2       84.4       99.2       54.5       75.3       77.4       85.8
Old  :                 55.9       84.2       84.4       99.2       54.5       75.3       77.4       85.8
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, August 27, 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  :    38,898:     3,506     17,572         43     35,319     21,269     38,868     38,884:        30         14
Old  :    38,898:     3,506     17,572         43     35,319     21,269     38,868     38,884:        30         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       373:     1,333        166          0       -960        267        373        433:         0        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       45.2        0.1       90.8       54.7       99.9      100.0:       0.1        0.0
Old  :     100.0:       9.0       45.2        0.1       90.8       54.7       99.9      100.0:       0.1        0.0
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  :        36:         4         13          2          6         14         11         28:
Old  :        36:         4         13          2          6         14         11         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.1       56.1       99.5       77.5       95.0       56.1       98.4       77.5
Old  :                 96.1       56.1       99.5       77.5       95.0       56.1       98.4       77.5
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, August 27, 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  :    20,303:         0     11,722          0     20,284      8,522     20,284     20,244:        19         59
Old  :    20,303:         0     11,722          0     20,284      8,522     20,284     20,244:        19         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2013                      :
     :       247:      -128        310        -88        485         11        269        233:       -22         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       57.7        0.0       99.9       42.0       99.9       99.7:       0.1        0.3
Old  :     100.0:       0.0       57.7        0.0       99.9       42.0       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0         13          0          5          8          5         21:
Old  :        25:         0         13          0          5          8          5         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  :                 99.1       75.4       99.9       89.4       98.2       75.4       98.2       87.9
Old  :                 99.1       75.4       99.9       89.4       98.2       75.4       98.2       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 30, 2013