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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   447,423:   119,186    160,509     97,364    200,419    142,288    416,969    400,162:    30,455     47,262
Old  :   406,372:   107,129    154,241     82,392    190,486    128,745    380,007    365,379:    26,364     40,993
Other:    41,052:    20,315     14,527      6,714      9,932     13,543     36,961     34,783:     4,091      6,269
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -10,748:    -2,706      3,706     -3,190     -2,635     -9,249     -8,530     -8,734:    -2,218     -2,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       35.9       21.8       44.8       31.8       93.2       89.4:       6.8       10.6
Old  :     100.0:      26.4       38.0       20.3       46.9       31.7       93.5       89.9:       6.5       10.1
Other:     100.0:      49.5       35.4       16.4       24.2       33.0       90.0       84.7:      10.0       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       379:        88        163        126         92        107        262        320:
Old  :       376:        94        158        116         92        105        255        312:
Other:       136:        27         35         26         33         61         77        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       11.3       26.9       19.9       14.8       10.6       24.5       17.9
Old  :                 17.8       12.0       28.6       21.0       16.1       11.5       26.1       19.4
Other:                 47.5       33.7       61.9       45.5       42.8       23.9       51.5       33.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  : 1,578,535:   297,856    321,101    456,039    658,712    529,588  1,412,607  1,306,727:   165,928    271,808
Old  : 1,467,577:   288,462    340,705    414,608    607,313    478,962  1,310,383  1,234,275:   157,194    233,302
Other:   110,958:    39,015     10,016     11,810     51,399     50,626    102,224     72,452:     8,734     38,506
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    -7,253:    -2,900      5,268     14,067    -10,903    -21,637        264     -2,301:    -7,517     -4,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       20.3       28.9       41.7       33.5       89.5       82.8:      10.5       17.2
Old  :     100.0:      19.7       23.2       28.3       41.4       32.6       89.3       84.1:      10.7       15.9
Other:     100.0:      35.2        9.0       10.6       46.3       45.6       92.1       65.3:       7.9       34.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       194        209        256        299        315        627        657:
Old  :       776:       198        209        239        296        312        614        647:
Other:       309:        51         47         32         69        179        135        243:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       18.5       18.0        8.4        7.9       15.6       11.9
Old  :                 10.6       10.3       19.0       17.7        8.7        7.7       16.3       12.1
Other:                 27.0       25.5       44.4       30.8       26.9       22.6       42.7       26.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :    10,757:     2,494        680        845      5,872      7,854      9,211      9,379:     1,546      1,378
Old  :    10,752:     2,494        680        845      5,869      7,849      9,208      9,374:     1,544      1,378
Other:         5:         0          0          0          3          5          3          5:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :       478:      -127        -41         57        504        529        434        545:        43        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        6.3        7.9       54.6       73.0       85.6       87.2:      14.4       12.8
Old  :     100.0:      23.2        6.3        7.9       54.6       73.0       85.6       87.2:      14.4       12.8
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  :        38:        10         10          7         15         13         32         23:
Old  :        38:        10         10          7         15         13         32         23:
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  :                 45.7       51.9       60.4       68.3       38.5       44.8       48.8       54.1
Old  :                 45.7       51.9       60.4       68.3       38.5       44.8       48.8       54.1
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 3, 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  :   877,640:   218,221     51,602    298,479    302,849    446,911    819,549    796,992:    58,091     80,648
Old  :   855,877:   214,075     55,822    290,100    295,305    434,332    799,480    780,254:    56,398     75,623
Other:    21,762:    10,154      1,789      2,371      7,544     12,578     20,069     16,738:     1,693      5,024
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    47,721:    13,161     -6,238     24,149      8,728     28,395     46,038     46,306:     1,683      1,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.9       34.0       34.5       50.9       93.4       90.8:       6.6        9.2
Old  :     100.0:      25.0        6.5       33.9       34.5       50.7       93.4       91.2:       6.6        8.8
Other:     100.0:      46.7        8.2       10.9       34.7       57.8       92.2       76.9:       7.8       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       194        167        239        150        199        467        493:
Old  :       581:       193        169        237        148        199        463        492:
Other:       185:        37         36         25         35         89         86        137:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       15.7       17.4       24.0        7.0       12.3       12.7       16.1
Old  :                 10.2       15.9       17.7       24.3        7.3       12.5       13.0       16.4
Other:                 44.3       37.7       55.2       46.7       44.3       37.6       55.1       44.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   319,881:    69,806     80,707     68,712    150,350    136,098    288,868    285,516:    31,013     34,365
Old  :   313,860:    70,343     80,638     66,342    147,292    133,935    283,977    280,915:    29,883     32,945
Other:     6,021:       532      1,137      1,301      3,058      2,163      4,891      4,601:     1,130      1,420
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    -6,890:       539     -1,954     -2,166      1,062      1,571       -565     -2,548:    -6,324     -4,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       25.2       21.5       47.0       42.5       90.3       89.3:       9.7       10.7
Old  :     100.0:      22.4       25.7       21.1       46.9       42.7       90.5       89.5:       9.5       10.5
Other:     100.0:       8.8       18.9       21.6       50.8       35.9       81.2       76.4:      18.8       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        62         83         73         70         68        178        195:
Old  :       252:        64         85         70         70         67        178        191:
Other:        32:         4          9          7         12          8         20         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       19.7       22.5       28.1       11.2       14.0       18.4       21.3
Old  :                 13.3       19.5       22.7       28.2       11.4       14.3       18.6       21.4
Other:                 48.7       47.4       67.6       62.8       36.9       31.3       50.4       45.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   699,693:    66,668     73,149     39,228    468,087    405,836    573,983    518,212:   125,710    181,481
Old  :   699,693:    66,668     73,149     39,228    468,087    405,836    573,983    518,212:   125,710    181,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -53,502:    -5,388      3,850     -7,677    -17,791    -26,932    -30,856    -30,759:   -22,646    -22,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       10.5        5.6       66.9       58.0       82.0       74.1:      18.0       25.9
Old  :     100.0:       9.5       10.5        5.6       66.9       58.0       82.0       74.1:      18.0       25.9
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  :       157:        28         33         37         76         80        122        132:
Old  :       157:        28         33         37         76         80        122        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       14.9       33.0       22.1       20.0       10.8       27.7       16.9
Old  :                 22.9       14.9       33.0       22.1       20.0       10.8       27.7       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   419,275:    29,562     31,743     11,652    303,939    296,162    345,153    339,557:    74,122     79,718
Old  :   419,275:    29,562     31,743     11,652    303,939    296,162    345,153    339,557:    74,122     79,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    18,708:    -1,951       -956      6,822     16,547     10,699     21,418     16,565:    -2,710      2,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        7.6        2.8       72.5       70.6       82.3       81.0:      17.7       19.0
Old  :     100.0:       7.1        7.6        2.8       72.5       70.6       82.3       81.0:      17.7       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  :        72:         5          7          6         45         41         54         52:
Old  :        72:         5          7          6         45         41         54         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       34.4       43.6       47.4       24.7       31.9       37.9       44.4
Old  :                 28.6       34.4       43.6       47.4       24.7       31.9       37.9       44.4
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, September 3, 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  :     6,672:     1,507        186        207      4,459      6,009      6,173      6,402:       499        270
Old  :     6,672:     1,507        186        207      4,459      6,009      6,173      6,402:       499        270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :      -446:        71        -33        -14       -473       -315       -416       -362:       -30        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        2.8        3.1       66.8       90.1       92.5       96.0:       7.5        4.0
Old  :     100.0:      22.6        2.8        3.1       66.8       90.1       92.5       96.0:       7.5        4.0
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  :        40:        11          4          6         19         20         34         27:
Old  :        40:        11          4          6         19         20         34         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  :                 40.6       66.9       59.8       78.9       26.0       50.4       40.6       56.0
Old  :                 40.6       66.9       59.8       78.9       26.0       50.4       40.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   320,739:    98,488     35,204     56,594    116,286    203,256    271,368    295,054:    49,371     25,685
Old  :   318,030:    98,492     35,759     55,667    115,079    201,187    269,239    292,614:    48,791     25,416
Other:     2,709:       756        205        166      1,207      2,069      2,129      2,440:       579        268
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    -1,699:     2,513     -1,904      1,881     -3,561       -723        834       -745:    -2,532       -954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       11.0       17.6       36.3       63.4       84.6       92.0:      15.4        8.0
Old  :     100.0:      31.0       11.2       17.5       36.2       63.3       84.7       92.0:      15.3        8.0
Other:     100.0:      27.9        7.6        6.1       44.6       76.4       78.6       90.1:      21.4        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        86         56         67         74         83        197        172:
Old  :       242:        86         56         67         74         83        197        172:
Other:        28:         4          4          3         12          9         17         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  :                  8.7       29.9       15.8       40.5        7.8       26.1       14.6       32.7
Old  :                  8.8       29.7       15.9       40.4        7.9       26.1       14.7       32.6
Other:                 52.5       68.6       72.8       87.4       51.7       64.6       64.4       79.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,843:     1,791      2,500        323      5,915      5,865      8,029      8,687:     1,813      1,155
Old  :     9,841:     1,791      2,501        322      5,915      5,865      8,028      8,687:     1,812      1,153
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :      -376:        41       -307        -35       -331        -53       -325       -395:       -51         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       25.4        3.3       60.1       59.6       81.6       88.3:      18.4       11.7
Old  :     100.0:      18.2       25.4        3.3       60.1       59.6       81.6       88.3:      18.4       11.7
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  :        56:        16         13          6         21         17         40         33:
Old  :        56:        16         13          6         21         17         40         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  :                 38.9       56.1       55.0       69.6       38.9       53.0       54.6       65.3
Old  :                 38.9       56.1       55.0       69.6       38.9       53.0       54.6       65.3
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  :   831,785:   160,179    153,670     35,621    543,742    522,162    739,543    711,454:    92,243    120,332
Old  :   831,785:   160,179    153,670     35,621    543,742    522,162    739,543    711,454:    92,243    120,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -71,125:   -18,385      1,078     -8,597    -28,294    -59,617    -55,276    -67,136:   -15,848     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       18.5        4.3       65.4       62.8       88.9       85.5:      11.1       14.5
Old  :     100.0:      19.3       18.5        4.3       65.4       62.8       88.9       85.5:      11.1       14.5
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  :       196:        39         31         25         82         93        127        144:
Old  :       196:        39         31         25         82         93        127        144:
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  :                 20.8       28.4       30.4       37.2       19.8       27.0       28.8       33.0
Old  :                 20.8       28.4       30.4       37.2       19.8       27.0       28.8       33.0
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 3, 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  : 2,668,984:   227,400    306,490    321,542  1,853,208  1,573,085  2,402,150  2,201,117:   266,834    467,866
Old  : 2,668,984:   227,400    306,490    321,542  1,853,208  1,573,085  2,402,150  2,201,117:   266,834    467,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    16,487:    -3,860     -6,335     96,849    -58,366    -60,770     34,623     29,744:   -18,135    -13,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       11.5       12.0       69.4       58.9       90.0       82.5:      10.0       17.5
Old  :     100.0:       8.5       11.5       12.0       69.4       58.9       90.0       82.5:      10.0       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        56         67         75        155        166        248        271:
Old  :       309:        56         67         75        155        166        248        271:
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  :                 30.6       15.5       41.0       22.7       28.8       12.5       35.7       17.6
Old  :                 30.6       15.5       41.0       22.7       28.8       12.5       35.7       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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  : 1,858,647:   166,290    211,531    182,881  1,322,948  1,111,530  1,672,120  1,505,942:   186,527    352,705
Old  : 1,858,647:   166,290    211,531    182,881  1,322,948  1,111,530  1,672,120  1,505,942:   186,527    352,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -18,659:   -36,612     -2,905     20,675      6,518    -44,110     -9,418    -26,340:    -9,240      7,682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       11.4        9.8       71.2       59.8       90.0       81.0:      10.0       19.0
Old  :     100.0:       8.9       11.4        9.8       71.2       59.8       90.0       81.0:      10.0       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  :       214:        27         51         47         99        114        153        185:
Old  :       214:        27         51         47         99        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  :                 25.3       20.1       37.2       29.1       20.4       17.5       30.3       23.3
Old  :                 25.3       20.1       37.2       29.1       20.4       17.5       30.3       23.3
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 3, 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  :   272,355:    21,965     28,856     68,143    158,551    139,449    248,659    236,448:    23,696     35,907
Old  :   272,355:    21,965     28,856     68,143    158,551    139,449    248,659    236,448:    23,696     35,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :   -31,919:    -4,819     -6,338     -2,134    -23,724    -23,945    -30,676    -32,416:    -1,242        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       10.6       25.0       58.2       51.2       91.3       86.8:       8.7       13.2
Old  :     100.0:       8.1       10.6       25.0       58.2       51.2       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  :        59:        14         13         19         26         28         51         50:
Old  :        59:        14         13         19         26         28         51         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       29.5       50.7       47.4       21.2       20.2       28.3       26.2
Old  :                 36.4       29.5       50.7       47.4       21.2       20.2       28.3       26.2
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 3, 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  :    51,840:    13,510      3,281      1,444     28,635     37,087     43,590     41,812:     8,250     10,028
Old  :    51,840:    13,510      3,281      1,444     28,635     37,087     43,590     41,812:     8,250     10,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    -2,383:    -1,634       -863        -27       -636     -4,599     -2,297     -5,488:       -86      3,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        6.3        2.8       55.2       71.5       84.1       80.7:      15.9       19.3
Old  :     100.0:      26.1        6.3        2.8       55.2       71.5       84.1       80.7:      15.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        30         11         10         37         20         71         37:
Old  :        88:        30         11         10         37         20         71         37:
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  :                 22.5       41.6       35.1       60.3       22.5       41.4       34.1       60.0
Old  :                 22.5       41.6       35.1       60.3       22.5       41.4       34.1       60.0
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 3, 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  :   103,680:    27,021      6,563      2,888     57,271     74,174     87,180     83,625:    16,500     20,055
Old  :   103,680:    27,021      6,563      2,888     57,271     74,174     87,180     83,625:    16,500     20,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :    -4,767:    -3,269     -1,726        -53     -1,273     -9,198     -4,595    -10,977:      -172      6,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        6.3        2.8       55.2       71.5       84.1       80.7:      15.9       19.3
Old  :     100.0:      26.1        6.3        2.8       55.2       71.5       84.1       80.7:      15.9       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        30         11         10         37         20         71         37:
Old  :        88:        30         11         10         37         20         71         37:
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  :                 22.5       41.6       35.1       60.3       22.5       41.4       34.1       60.0
Old  :                 22.5       41.6       35.1       60.3       22.5       41.4       34.1       60.0
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 3, 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  :     8,003:     4,800      5,893      2,051      1,125         50      7,976      7,994:        27          9
Old  :     8,003:     4,800      5,893      2,051      1,125         50      7,976      7,994:        27          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :     1,251:       418        101      1,146       -313         50      1,251      1,297:         0        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       73.6       25.6       14.1        0.6       99.7       99.9:       0.3        0.1
Old  :     100.0:      60.0       73.6       25.6       14.1        0.6       99.7       99.9:       0.3        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  :        21:        12          6          4          2          1         15         10:
Old  :        21:        12          6          4          2          1         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       91.7       83.3       99.5       44.3       72.9       63.3       74.3
Old  :                 58.1       91.7       83.3       99.5       44.3       72.9       63.3       74.3
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 3, 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  :    38,536:     3,532     17,439         43     34,939     21,007     38,514     38,489:        22         47
Old  :    38,536:     3,532     17,439         43     34,939     21,007     38,514     38,489:        22         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :      -362:        26       -133          0       -380       -262       -354       -395:        -8         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       45.3        0.1       90.7       54.5       99.9       99.9:       0.1        0.1
Old  :     100.0:       9.2       45.3        0.1       90.7       54.5       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:         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  :                 96.0       58.6       99.5       80.3       95.5       58.6       98.9       80.3
Old  :                 96.0       58.6       99.5       80.3       95.5       58.6       98.9       80.3
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 3, 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  :    24,034:        73     11,430      2,757     21,203      9,791     24,033     23,978:         1         56
Old  :    24,034:        73     11,430      2,757     21,203      9,791     24,033     23,978:         1         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2013                      :
     :     3,731:        73       -292      2,757        919      1,269      3,749      3,734:       -18         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       47.6       11.5       88.2       40.7      100.0       99.8:       0.0        0.2
Old  :     100.0:       0.3       47.6       11.5       88.2       40.7      100.0       99.8:       0.0        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  :        24:         1         12          2          6          6          9         18:
Old  :        24:         1         12          2          6          6          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.6       74.7      100.0       91.5       82.1       62.6       82.9       74.5
Old  :                 97.6       74.7      100.0       91.5       82.1       62.6       82.9       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 6, 2013