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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   476,917:   110,234    128,350    121,484    211,527    172,793    443,245    422,627:    33,672     54,290
Old  :   445,236:   101,475    123,399    112,318    200,456    161,206    414,250    396,924:    30,986     48,312
Other:    31,682:    13,584      9,776      4,340     11,071     11,587     28,995     25,703:     2,686      5,979
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -62,574:     2,130     -5,860    -33,190    -30,863    -20,962    -61,922    -60,012:      -652     -2,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       26.9       25.5       44.4       36.2       92.9       88.6:       7.1       11.4
Old  :     100.0:      22.8       27.7       25.2       45.0       36.2       93.0       89.1:       7.0       10.9
Other:     100.0:      42.9       30.9       13.7       34.9       36.6       91.5       81.1:       8.5       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        92        146        123         83        115        245        324:
Old  :       366:        96        145        121         83        113        242        320:
Other:       111:        14         32         18         22         58         49         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       10.5       26.8       18.9       14.2        8.7       23.3       15.0
Old  :                 15.8       10.4       27.5       19.0       14.4        9.1       23.6       15.9
Other:                 62.9       29.5       78.4       42.0       57.4       18.0       65.2       28.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  : 1,639,001:   354,224    241,292    454,982    652,538    657,487  1,461,744  1,353,761:   177,257    285,240
Old  :   584,718:   133,638     95,703    117,183    270,618    289,277    521,439    502,163:    63,279     82,555
Other: 1,054,283:   304,811    229,815    253,574    381,920    368,209    940,304    851,598:   113,979    202,685
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :  -179,653:    -2,583        642   -104,590    -66,678    -65,455   -173,850   -169,403:    -5,803    -10,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.7       27.8       39.8       40.1       89.2       82.6:      10.8       17.4
Old  :     100.0:      22.9       16.4       20.0       46.3       49.5       89.2       85.9:      10.8       14.1
Other:     100.0:      28.9       21.8       24.1       36.2       34.9       89.2       80.8:      10.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       724:       171        192        261        286        302        611        617:
Old  :       586:       134        137        147        194        251        411        456:
Other:       679:       163        170        193        247        282        515        548:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       11.3       18.2       17.5        8.0        8.0       14.7       11.9
Old  :                 15.0       15.0       24.9       21.4       13.7       13.8       22.3       18.3
Other:                 13.2       14.2       21.0       20.7       11.5       11.1       17.9       16.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,726:     5,064         80        573      3,468      9,504      9,106     10,157:     2,620      1,569
Old  :    11,725:     5,064         80        573      3,467      9,503      9,105     10,156:     2,620      1,569
Other:         1:         0          0          0          1          1          1          1:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :    -1,099:       -76        -22       -622       -290       -456       -988     -1,100:      -111          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2        0.7        4.9       29.6       81.1       77.7       86.6:      22.3       13.4
Old  :     100.0:      43.2        0.7        4.9       29.6       81.1       77.7       86.6:      22.3       13.4
Other:     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        22          4          5         14         16         40         21:
Old  :        47:        22          4          5         14         16         40         21:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       48.3       49.8       66.3       35.4       46.9       49.3       62.0
Old  :                 35.4       48.3       49.8       66.2       35.4       46.9       49.3       62.0
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   770,698:   209,975     81,107    235,324    266,812    366,132    712,110    682,563:    58,588     88,135
Old  :   125,154:    34,637     14,673     28,371     46,013     64,097    109,021    107,141:    16,133     18,013
Other:   645,544:   194,076     85,172    188,214    220,799    302,035    603,089    575,421:    42,456     70,123
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :  -149,476:   -16,211     -4,586    -92,909    -37,837    -46,369   -146,958   -143,864:    -2,518     -5,612
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       10.5       30.5       34.6       47.5       92.4       88.6:       7.6       11.4
Old  :     100.0:      27.7       11.7       22.7       36.8       51.2       87.1       85.6:      12.9       14.4
Other:     100.0:      30.1       13.2       29.2       34.2       46.8       93.4       89.1:       6.6       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       178        174        216        145        168        454        437:
Old  :       341:       109         78         98        103        114        256        249:
Other:       520:       162        179        182        116        161        395        409:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       13.7       17.5       22.5        8.1       10.9       14.3       17.2
Old  :                 19.4       16.7       28.0       24.4       14.5       12.2       21.2       17.5
Other:                 10.6       14.1       19.6       23.5        9.4       11.9       16.2       18.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   363,708:    72,923    104,420     60,364    197,887    158,528    331,175    323,313:    32,533     40,395
Old  :   135,524:    24,747     26,662     16,483     84,267     75,901    125,496    119,046:    10,028     16,478
Other:   228,184:    64,724     94,306     27,334    113,621     82,627    205,679    204,267:    22,505     23,916
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -29,331:    -2,808     -1,361    -15,444    -10,072    -13,199    -28,324    -30,003:    -1,006        673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       28.7       16.6       54.4       43.6       91.1       88.9:       8.9       11.1
Old  :     100.0:      18.3       19.7       12.2       62.2       56.0       92.6       87.8:       7.4       12.2
Other:     100.0:      28.4       41.3       12.0       49.8       36.2       90.1       89.5:       9.9       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        64         91         85         76         79        188        224:
Old  :       182:        38         49         47         57         70        118        150:
Other:       237:        64         87         57         64         50        156        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       16.5       30.1       25.3       12.4       10.6       19.8       17.4
Old  :                 42.5       21.6       50.9       32.3       42.1       21.4       50.2       31.0
Other:                 16.9       23.1       28.1       33.9       16.1       22.2       27.0       31.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   672,835:    46,295     72,583     77,400    392,385    336,462    516,081    486,445:   156,754    186,390
Old  :   672,835:    46,295     72,583     77,400    392,385    336,462    516,081    486,445:   156,754    186,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -45,105:    -4,329     13,299    -16,671    -43,783    -36,448    -64,782    -39,820:    19,678     -5,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       10.8       11.5       58.3       50.0       76.7       72.3:      23.3       27.7
Old  :     100.0:       6.9       10.8       11.5       58.3       50.0       76.7       72.3:      23.3       27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        26         40         41         71         82        123        137:
Old  :       161:        26         40         41         71         82        123        137:
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  :                 19.7       11.9       28.8       19.4       14.5       11.4       21.1       16.3
Old  :                 19.7       11.9       28.8       19.4       14.5       11.4       21.1       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   383,097:    28,145     41,096      5,250    280,311    271,235    313,706    317,581:    69,391     65,516
Old  :   383,097:    28,145     41,096      5,250    280,311    271,235    313,706    317,581:    69,391     65,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :    -2,736:     1,884    -13,617       -450     -2,602      5,951     -1,168     -8,116:    -1,568      5,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.7        1.4       73.2       70.8       81.9       82.9:      18.1       17.1
Old  :     100.0:       7.3       10.7        1.4       73.2       70.8       81.9       82.9:      18.1       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         7          5          5         40         43         50         50:
Old  :        70:         7          5          5         40         43         50         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  :                 33.7       30.2       48.7       46.4       29.2       29.2       42.4       44.8
Old  :                 33.7       30.2       48.7       46.4       29.2       29.2       42.4       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :     9,672:     1,354        556        323      7,338      8,585      9,015      9,464:       657        208
Old  :     9,672:     1,354        556        323      7,338      8,585      9,015      9,464:       657        208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :      -285:       -24        -35        -37       -123       -137       -184       -209:      -101        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        5.7        3.3       75.9       88.8       93.2       97.8:       6.8        2.2
Old  :     100.0:      14.0        5.7        3.3       75.9       88.8       93.2       97.8:       6.8        2.2
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  :        42:         9          4          5         22         22         34         29:
Old  :        42:         9          4          5         22         22         34         29:
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  :                 51.7       49.5       66.4       71.8       31.6       31.1       38.5       43.3
Old  :                 51.7       49.5       66.4       71.8       31.6       31.1       38.5       43.3
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, June 25, 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  :   348,744:   101,091     42,566     56,762    138,604    217,141    296,457    316,470:    52,287     32,274
Old  :   126,321:    33,202      8,744     15,616     57,233     89,156    106,052    113,517:    20,269     12,804
Other:   222,423:    85,734     51,667     23,301     81,371    127,985    190,405    202,953:    32,018     19,470
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -13,563:    -1,733        502     -8,741      1,040     -6,830     -9,434    -15,069:    -4,130      1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       12.2       16.3       39.7       62.3       85.0       90.7:      15.0        9.3
Old  :     100.0:      26.3        6.9       12.4       45.3       70.6       84.0       89.9:      16.0       10.1
Other:     100.0:      38.5       23.2       10.5       36.6       57.5       85.6       91.2:      14.4        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        74         56         66         85         88        206        174:
Old  :       189:        58         29         37         73         78        150        130:
Other:       216:        67         56         37         66         69        156        140:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       30.5       17.0       40.3        7.5       24.0       13.5       29.5
Old  :                 18.8       32.4       29.3       42.1       14.7       25.2       22.3       32.4
Other:                 12.1       33.8       21.5       44.1       11.4       29.2       20.4       38.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :    10,448:     1,795      1,811        715      5,670      6,669      8,179      9,195:     2,269      1,253
Old  :     1,840:         0        709          0      1,455      1,003      1,455      1,712:       385        128
Other:     8,608:     1,852      1,159        658      4,215      5,666      6,724      7,483:     1,884      1,125
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :      -614:      -511       -256         82        124       -154       -305       -328:      -309       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       17.3        6.8       54.3       63.8       78.3       88.0:      21.7       12.0
Old  :     100.0:       0.0       38.5        0.0       79.1       54.5       79.1       93.0:      20.9        7.0
Other:     100.0:      21.5       13.5        7.6       49.0       65.8       78.1       86.9:      21.9       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        13          8          8         22         19         39         34:
Old  :        17:         0          3          0         10          4         10          7:
Other:        52:        14          8          8         18         19         35         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       47.3       47.9       61.9       31.5       46.1       45.2       60.7
Old  :                 56.5       86.3       75.9       93.0       56.5       86.3       75.9       93.0
Other:                 38.1       45.0       52.2       59.3       38.1       44.6       51.9       58.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   891,813:   193,684    205,064     95,586    513,638    486,122    802,908    786,772:    88,905    105,041
Old  :   891,813:   193,684    205,064     95,586    513,638    486,122    802,908    786,772:    88,905    105,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -24,461:   -18,429     21,882      7,653     -6,926    -64,797    -17,702    -35,261:    -6,759     10,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       23.0       10.7       57.6       54.5       90.0       88.2:      10.0       11.8
Old  :     100.0:      21.7       23.0       10.7       57.6       54.5       90.0       88.2:      10.0       11.8
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  :       196:        32         42         24         88         91        130        147:
Old  :       196:        32         42         24         88         91        130        147:
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       23.5       36.6       34.1       17.5       20.7       27.9       27.8
Old  :                 25.3       23.5       36.6       34.1       17.5       20.7       27.9       27.8
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, June 25, 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  : 2,919,671:   315,579    319,735    451,244  1,853,289  1,702,162  2,620,113  2,473,142:   299,558    446,529
Old  : 2,919,671:   315,579    319,735    451,244  1,853,289  1,702,162  2,620,113  2,473,142:   299,558    446,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :    71,925:   -36,816    -23,604     15,704     54,405     68,643     33,293     60,742:    38,631     11,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.0       15.5       63.5       58.3       89.7       84.7:      10.3       15.3
Old  :     100.0:      10.8       11.0       15.5       63.5       58.3       89.7       84.7:      10.3       15.3
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  :       304:        59         72         76        134        159        232        268:
Old  :       304:        59         72         76        134        159        232        268:
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       14.9       34.6       21.1       21.0       11.6       28.5       15.6
Old  :                 22.8       14.9       34.6       21.1       21.0       11.6       28.5       15.6
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, June 25, 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  : 2,001,412:   280,994    169,717    350,536  1,182,118  1,161,349  1,813,648  1,681,602:   187,764    319,809
Old  : 2,001,412:   280,994    169,717    350,536  1,182,118  1,161,349  1,813,648  1,681,602:   187,764    319,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :    98,902:    18,718    -26,209     35,530     52,820     77,822    107,068     87,143:    -8,166     11,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        8.5       17.5       59.1       58.0       90.6       84.0:       9.4       16.0
Old  :     100.0:      14.0        8.5       17.5       59.1       58.0       90.6       84.0:       9.4       16.0
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  :       219:        34         40         44        105        120        161        182:
Old  :       219:        34         40         44        105        120        161        182:
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  :                 21.9       16.6       35.4       26.9       17.9       14.1       26.5       19.8
Old  :                 21.9       16.6       35.4       26.9       17.9       14.1       26.5       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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  :   342,105:    17,959     29,887     77,479    226,346    202,606    321,785    309,973:    20,320     32,132
Old  :   342,105:    17,959     29,887     77,479    226,346    202,606    321,785    309,973:    20,320     32,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :     3,973:     2,355     -1,179        619      5,079     11,510      8,052     10,950:    -4,079     -6,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.7       22.6       66.2       59.2       94.1       90.6:       5.9        9.4
Old  :     100.0:       5.2        8.7       22.6       66.2       59.2       94.1       90.6:       5.9        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        14         13         19         32         35         56         58:
Old  :        68:        14         13         19         32         35         56         58:
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  :                 41.4       29.1       54.4       45.4       26.7       23.6       34.3       29.5
Old  :                 41.4       29.1       54.4       45.4       26.7       23.6       34.3       29.5
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, June 25, 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  :    48,117:    18,373      3,411      1,596     20,977     36,810     40,946     41,818:     7,171      6,299
Old  :    48,117:    18,373      3,411      1,596     20,977     36,810     40,946     41,818:     7,171      6,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -32,614:    -7,434        564     -1,682    -21,453    -27,800    -30,569    -28,918:    -2,045     -3,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        7.1        3.3       43.6       76.5       85.1       86.9:      14.9       13.1
Old  :     100.0:      38.2        7.1        3.3       43.6       76.5       85.1       86.9:      14.9       13.1
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  :        97:        37         12         11         34         23         76         41:
Old  :        97:        37         12         11         34         23         76         41:
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  :                 22.3       43.1       35.6       61.9       22.2       43.0       34.3       61.8
Old  :                 22.3       43.1       35.6       61.9       22.2       43.0       34.3       61.8
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, June 25, 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  :    96,235:    36,746      6,823      3,192     41,955     73,621     81,893     83,636:    14,342     12,599
Old  :    96,235:    36,746      6,823      3,192     41,955     73,621     81,893     83,636:    14,342     12,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :   -65,229:   -14,868      1,128     -3,363    -42,906    -55,600    -61,138    -57,835:    -4,091     -7,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2        7.1        3.3       43.6       76.5       85.1       86.9:      14.9       13.1
Old  :     100.0:      38.2        7.1        3.3       43.6       76.5       85.1       86.9:      14.9       13.1
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  :        97:        37         12         11         34         23         76         41:
Old  :        97:        37         12         11         34         23         76         41:
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  :                 22.3       43.1       35.6       61.9       22.2       43.0       34.3       61.8
Old  :                 22.3       43.1       35.6       61.9       22.2       43.0       34.3       61.8
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, June 25, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,075:     4,835     11,288         84     24,109     17,662     29,028     29,034:        47         41
Old  :    29,075:     4,835     11,288         84     24,109     17,662     29,028     29,034:        47         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2013                        :
     :      -723:       303        221         -3     -1,047       -923       -747       -705:        24        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       38.8        0.3       82.9       60.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      16.6       38.8        0.3       82.9       60.7       99.8       99.9:       0.2        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  :        31:         4          8          2          8         11         13         20:
Old  :        31:         4          8          2          8         11         13         20:
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  :                 88.6       65.6       97.4       87.3       88.6       65.6       97.3       87.3
Old  :                 88.6       65.6       97.4       87.3       88.6       65.6       97.3       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 28, 2013