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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   449,725:   116,375    169,173     96,543    207,271    136,629    420,190    402,345:    29,535     47,380
Old  :   406,131:   103,349    162,296     83,630    194,535    119,969    381,514    365,896:    24,617     40,235
Other:    43,594:    20,764     14,615      5,175     12,736     16,659     38,676     36,450:     4,918      7,144
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     2,600:    -2,022      1,622        -60      4,422       -590      2,340        972:       260      1,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       37.6       21.5       46.1       30.4       93.4       89.5:       6.6       10.5
Old  :     100.0:      25.4       40.0       20.6       47.9       29.5       93.9       90.1:       6.1        9.9
Other:     100.0:      47.6       33.5       11.9       29.2       38.2       88.7       83.6:      11.3       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       102        160        142         92        111        279        336:
Old  :       387:       105        154        128         92        109        267        325:
Other:       153:        33         42         34         36         63         88        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       10.8       27.7       19.6       14.7       10.5       24.6       17.9
Old  :                 17.9       11.9       29.4       21.3       16.2       11.6       27.2       20.4
Other:                 42.1       26.1       53.9       39.6       40.8       25.4       50.2       34.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  : 1,664,579:   298,185    360,539    521,739    679,648    498,183  1,499,572  1,380,460:   165,006    284,118
Old  : 1,542,547:   287,773    382,855    473,256    625,955    444,639  1,386,984  1,300,749:   155,563    241,797
Other:   122,032:    43,102     10,374     15,793     53,693     53,544    112,588     79,711:     9,444     42,321
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    64,358:    -1,118     33,536     42,710     22,718    -18,211     64,309     58,035:        49      6,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       21.7       31.3       40.8       29.9       90.1       82.9:       9.9       17.1
Old  :     100.0:      18.7       24.8       30.7       40.6       28.8       89.9       84.3:      10.1       15.7
Other:     100.0:      35.3        8.5       12.9       44.0       43.9       92.3       65.3:       7.7       34.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       797:       189        230        258        311        317        643        673:
Old  :       797:       193        230        239        308        311        628        660:
Other:       316:        55         49         39         71        179        143        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       11.0       18.1       18.2        7.9        7.2       14.8       11.8
Old  :                 10.2       10.6       18.2       18.0        8.1        7.0       15.2       11.8
Other:                 28.4       25.0       45.7       31.9       28.3       22.5       44.5       26.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :    12,056:     2,127      1,632      1,354      6,482      7,296      9,962     10,282:     2,094      1,775
Old  :    12,052:     2,127      1,632      1,354      6,480      7,292      9,960     10,278:     2,092      1,775
Other:         4:         0          0          0          2          4          2          4:         2         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :       332:      -305        393        220        195       -253        110        360:       222        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.5       11.2       53.8       60.5       82.6       85.3:      17.4       14.7
Old  :     100.0:      17.6       13.5       11.2       53.8       60.5       82.6       85.3:      17.4       14.7
Other:     100.0:       0.0        0.0        0.0       50.0      100.0       50.0      100.0:      50.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10         14          7         17         13         32         29:
Old  :        43:        10         14          7         17         13         32         29:
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  :                 42.4       40.6       58.5       58.7       35.8       37.1       47.4       47.8
Old  :                 42.4       40.5       58.5       58.7       35.8       37.0       47.4       47.8
Other:                 50.0      100.0       50.0      100.0       50.0      100.0       50.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   890,031:   215,130     57,919    301,070    313,125    447,068    829,325    806,057:    60,707     83,974
Old  :   864,147:   211,504     64,188    289,478    304,911    432,185    805,893    785,851:    58,254     78,295
Other:    25,885:    11,925      2,030      3,293      8,213     14,883     23,432     20,206:     2,453      5,679
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :       466:     6,008      1,130     -2,049     -4,295       -150       -335     -1,069:       801      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        6.5       33.8       35.2       50.2       93.2       90.6:       6.8        9.4
Old  :     100.0:      24.5        7.4       33.5       35.3       50.0       93.3       90.9:       6.7        9.1
Other:     100.0:      46.1        7.8       12.7       31.7       57.5       90.5       78.1:       9.5       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       603:       193        191        266        148        194        484        521:
Old  :       602:       191        196        262        148        192        480        518:
Other:       186:        37         41         30         33         86         89        139:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       15.1       16.7       22.9        7.0       11.2       12.5       15.1
Old  :                  9.4       15.2       17.0       22.5        7.3       11.3       13.0       15.3
Other:                 39.0       38.7       50.7       45.1       39.0       38.6       50.5       45.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    16,637:     9,705        794        352         31      3,636     10,088      4,782:     6,549     11,855
Old  :    15,692:     8,987        748        352         31      3,493      9,370      4,593:     6,322     11,099
Other:       945:       718         46          0          0        143        718        189:       227        756
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -164:       597         22         13          3        -28        613          7:      -777       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3        4.8        2.1        0.2       21.9       60.6       28.7:      39.4       71.3
Old  :     100.0:      57.3        4.8        2.2        0.2       22.3       59.7       29.3:      40.3       70.7
Other:     100.0:      76.0        4.9        0.0        0.0       15.1       76.0       20.0:      24.0       80.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          3          5          2         11          9         18:
Old  :        20:         6          3          5          2         11          9         18:
Other:        14:         3          2          0          0          9          3         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       13.8       60.6       21.1       56.5       12.5       58.3       19.8
Old  :                 56.0       14.0       59.7       21.3       55.6       12.6       57.3       19.9
Other:                 76.0       16.2       76.0       19.4       76.0       16.2       76.0       19.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   327,856:    69,150     92,362     67,593    158,222    128,811    294,965    288,766:    32,892     39,091
Old  :   320,599:    70,186     92,204     64,708    154,462    126,257    289,356    283,169:    31,244     37,431
Other:     7,257:       479      1,673      1,370      3,760      2,554      5,609      5,597:     1,648      1,660
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     5,646:    -2,203      8,783      1,335      5,594     -5,155      4,726      4,962:       920        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       28.2       20.6       48.3       39.3       90.0       88.1:      10.0       11.9
Old  :     100.0:      21.9       28.8       20.2       48.2       39.4       90.3       88.3:       9.7       11.7
Other:     100.0:       6.6       23.1       18.9       51.8       35.2       77.3       77.1:      22.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        62         90         71         72         67        179        200:
Old  :       260:        66         91         67         72         67        179        196:
Other:        34:         4         10          5         14          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  :                 12.8       19.9       22.2       28.4       10.5       16.2       18.0       23.2
Old  :                 13.0       19.9       22.5       28.5       10.7       16.6       18.1       23.8
Other:                 41.9       45.3       62.8       63.7       35.1       35.7       47.8       48.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   711,374:    88,009     50,520     51,028    435,366    427,064    574,402    528,612:   136,972    182,762
Old  :   711,374:    88,009     50,520     51,028    435,366    427,064    574,402    528,612:   136,972    182,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,077:    11,070     -9,204      9,167    -14,699     13,118      5,539     13,081:    -4,462    -12,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        7.1        7.2       61.2       60.0       80.7       74.3:      19.3       25.7
Old  :     100.0:      12.4        7.1        7.2       61.2       60.0       80.7       74.3:      19.3       25.7
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  :       156:        35         27         39         70         81        122        130:
Old  :       156:        35         27         39         70         81        122        130:
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       16.2       32.5       24.0       20.0       14.0       27.8       20.6
Old  :                 22.9       16.2       32.5       24.0       20.0       14.0       27.8       20.6
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 17, 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  :   394,323:    34,328     40,404      3,857    276,796    274,046    314,981    318,307:    79,342     76,016
Old  :   394,323:    34,328     40,404      3,857    276,796    274,046    314,981    318,307:    79,342     76,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :   -10,837:     2,025        892     -1,231    -14,843     -6,497    -14,049     -6,837:     3,212     -4,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.2        1.0       70.2       69.5       79.9       80.7:      20.1       19.3
Old  :     100.0:       8.7       10.2        1.0       70.2       69.5       79.9       80.7:      20.1       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  :        75:         6         10          6         41         43         51         55:
Old  :        75:         6         10          6         41         43         51         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       30.7       45.0       45.2       25.4       29.8       37.6       43.8
Old  :                 29.7       30.7       45.0       45.2       25.4       29.8       37.6       43.8
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, September 17, 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  :     6,465:     1,557         92        317      4,096      5,707      5,970      6,116:       495        349
Old  :     6,465:     1,557         92        317      4,096      5,707      5,970      6,116:       495        349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -177:        82        -79         80       -315       -251       -153       -250:       -24         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        1.4        4.9       63.4       88.3       92.3       94.6:       7.7        5.4
Old  :     100.0:      24.1        1.4        4.9       63.4       88.3       92.3       94.6:       7.7        5.4
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  :        38:        12          2          6         18         20         33         26:
Old  :        38:        12          2          6         18         20         33         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       65.4       53.5       76.9       23.2       46.5       35.9       52.1
Old  :                 35.4       65.4       53.5       76.9       23.2       46.5       35.9       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :   329,168:    91,308     37,765     60,591    126,525    204,869    278,425    303,225:    50,743     25,943
Old  :   325,789:    91,310     38,001     59,854    124,512    202,174    275,676    300,029:    50,114     25,761
Other:     3,379:       564        329        172      2,013      2,695      2,749      3,197:       630        182
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,588:    -4,161      3,014     -1,758      9,306         87      3,387      1,343:    -1,799        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       11.5       18.4       38.4       62.2       84.6       92.1:      15.4        7.9
Old  :     100.0:      28.0       11.7       18.4       38.2       62.1       84.6       92.1:      15.4        7.9
Other:     100.0:      16.7        9.8        5.1       59.6       79.8       81.4       94.6:      18.6        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        86         55         67         76         82        197        171:
Old  :       241:        86         55         67         76         82        197        171:
Other:        30:         4          5          6         15          9         22         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       32.3       16.6       41.2        7.7       26.0       13.9       31.8
Old  :                  9.7       32.0       16.6       41.0        7.8       26.0       14.1       31.8
Other:                 39.0       76.1       61.6       86.8       36.5       64.3       52.2       74.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :     9,977:     1,586      2,481        373      6,210      5,829      8,169      8,682:     1,808      1,295
Old  :     9,975:     1,586      2,482        372      6,210      5,829      8,168      8,682:     1,807      1,293
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :      -101:         0       -153         33        -28          9          5       -111:      -107         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       24.9        3.7       62.2       58.4       81.9       87.0:      18.1       13.0
Old  :     100.0:      15.9       24.9        3.7       62.3       58.4       81.9       87.0:      18.1       13.0
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  :        54:        16         10          7         21         16         40         31:
Old  :        54:        15         11          7         21         16         40         31:
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  :                 41.6       56.5       56.7       69.4       41.6       53.4       56.7       65.4
Old  :                 41.6       56.5       56.7       69.4       41.6       53.4       56.7       65.4
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 17, 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  :   888,310:   132,549    178,486     23,175    644,765    562,888    800,490    764,549:    87,820    123,761
Old  :   888,310:   132,549    178,486     23,175    644,765    562,888    800,490    764,549:    87,820    123,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     6,089:    -6,456     12,681     -6,643     24,523      6,034     11,424     12,072:    -5,334     -5,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       20.1        2.6       72.6       63.4       90.1       86.1:       9.9       13.9
Old  :     100.0:      14.9       20.1        2.6       72.6       63.4       90.1       86.1:       9.9       13.9
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  :       216:        39         45         26         85         96        133        158:
Old  :       216:        39         45         26         85         96        133        158:
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       28.2       35.5       37.7       20.6       27.9       33.3       35.3
Old  :                 22.3       28.2       35.5       37.7       20.6       27.9       33.3       35.3
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 17, 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  : 2,539,855:   169,500    289,607    321,965  1,765,803  1,479,184  2,257,268  2,090,757:   282,587    449,098
Old  : 2,539,855:   169,500    289,607    321,965  1,765,803  1,479,184  2,257,268  2,090,757:   282,587    449,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :  -166,252:   -20,769     26,202    -28,962   -139,281   -131,318   -189,012   -134,077:    22,761    -32,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       11.4       12.7       69.5       58.2       88.9       82.3:      11.1       17.7
Old  :     100.0:       6.7       11.4       12.7       69.5       58.2       88.9       82.3:      11.1       17.7
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  :       315:        49         72         79        158        175        251        282:
Old  :       315:        49         72         79        158        175        251        282:
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  :                 27.6       13.3       36.1       19.4       25.5        8.7       32.1       12.8
Old  :                 27.6       13.3       36.1       19.4       25.5        8.7       32.1       12.8
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 17, 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  : 2,034,271:   157,692    293,302    212,770  1,484,509  1,193,395  1,854,971  1,699,467:   179,300    334,804
Old  : 2,034,271:   157,692    293,302    212,770  1,484,509  1,193,395  1,854,971  1,699,467:   179,300    334,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    17,654:    20,007     30,960    -19,502     19,095     22,383     19,600     33,841:    -1,946    -16,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       14.4       10.5       73.0       58.7       91.2       83.5:       8.8       16.5
Old  :     100.0:       7.8       14.4       10.5       73.0       58.7       91.2       83.5:       8.8       16.5
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  :       238:        30         57         42        114        126        170        199:
Old  :       238:        30         57         42        114        126        170        199:
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  :                 30.9       18.1       41.4       27.1       27.0       16.2       36.2       21.9
Old  :                 30.9       18.1       41.4       27.1       27.0       16.2       36.2       21.9
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 17, 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  :   297,815:    23,131     30,282     67,414    179,150    158,781    269,695    256,477:    28,119     41,338
Old  :   297,815:    23,131     30,282     67,414    179,150    158,781    269,695    256,477:    28,119     41,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    14,340:     2,486         66     -3,137     11,641     13,363     10,990     10,291:     3,351      4,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       10.2       22.6       60.2       53.3       90.6       86.1:       9.4       13.9
Old  :     100.0:       7.8       10.2       22.6       60.2       53.3       90.6       86.1:       9.4       13.9
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  :        58:        14         11         16         26         29         48         49:
Old  :        58:        14         11         16         26         29         48         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       30.5       50.8       47.5       21.7       22.2       29.8       30.0
Old  :                 35.6       30.5       50.8       47.5       21.7       22.2       29.8       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :    87,979:    20,438      3,491      6,312     47,367     64,145     74,117     73,948:    13,861     14,030
Old  :    87,979:    20,438      3,491      6,312     47,367     64,145     74,117     73,948:    13,861     14,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    18,311:     5,991     -1,165      4,450      7,439     12,897     17,880     16,182:       431      2,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        4.0        7.2       53.8       72.9       84.2       84.1:      15.8       15.9
Old  :     100.0:      23.2        4.0        7.2       53.8       72.9       84.2       84.1:      15.8       15.9
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  :       106:        31         19         21         48         30         92         60:
Old  :       106:        31         19         21         48         30         92         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       34.2       28.7       54.4       17.1       32.4       27.8       48.3
Old  :                 17.4       34.2       28.7       54.4       17.1       32.4       27.8       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :    16,258:     2,811      1,024      1,036      7,092     12,541     10,939     14,601:     5,319      1,657
Old  :    16,258:     2,811      1,024      1,036      7,092     12,541     10,939     14,601:     5,319      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     2,577:       243        794      1,033        883        383      2,159      2,210:       418        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        6.3        6.4       43.6       77.1       67.3       89.8:      32.7       10.2
Old  :     100.0:      17.3        6.3        6.4       43.6       77.1       67.3       89.8:      32.7       10.2
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:         6          2          3          9          8         15         13:
Old  :        24:         6          2          3          9          8         15         13:
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  :                 33.5       63.5       52.3       81.5       33.5       63.5       50.5       81.0
Old  :                 33.5       63.5       52.3       81.5       33.5       63.5       50.5       81.0
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 17, 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  :   143,441:    38,571      8,252      7,234     80,551    103,209    126,356    118,694:    17,085     24,746
Old  :   143,441:    38,571      8,252      7,234     80,551    103,209    126,356    118,694:    17,085     24,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    31,468:    13,578     -1,836      4,752     13,112     25,028     31,441     27,945:        26      3,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        5.8        5.0       56.2       72.0       88.1       82.7:      11.9       17.3
Old  :     100.0:      26.9        5.8        5.0       56.2       72.0       88.1       82.7:      11.9       17.3
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  :       103:        29         18         21         46         29         88         58:
Old  :       103:        29         18         21         46         29         88         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  :                 20.9       35.4       33.8       53.8       20.9       35.1       32.9       52.2
Old  :                 20.9       35.4       33.8       53.8       20.9       35.1       32.9       52.2
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 17, 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  :     9,314:     5,332      5,969      3,023        716        314      9,071      9,306:       243          8
Old  :     9,314:     5,332      5,969      3,023        716        314      9,071      9,306:       243          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :     1,185:      -240       -140      1,359         46        -28      1,165      1,191:        20         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.2       64.1       32.5        7.7        3.4       97.4       99.9:       2.6        0.1
Old  :     100.0:      57.2       64.1       32.5        7.7        3.4       97.4       99.9:       2.6        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  :        22:        13          6          5          2          1         17         10:
Old  :        22:        13          6          5          2          1         17         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  :                 54.6       83.2       78.9       99.2       34.2       63.5       53.5       67.5
Old  :                 54.6       83.2       78.9       99.2       34.2       63.5       53.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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  :    39,880:     4,763     19,199         58     35,020     20,472     39,841     39,729:        39        151
Old  :    39,880:     4,763     19,199         58     35,020     20,472     39,841     39,729:        39        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    -4,157:      -203        149     -4,354        391        -55     -4,166     -4,260:         9        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       48.1        0.1       87.8       51.3       99.9       99.6:       0.1        0.4
Old  :     100.0:      11.9       48.1        0.1       87.8       51.3       99.9       99.6:       0.1        0.4
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  :        37:         3         15          1          7         14         11         29:
Old  :        37:         3         15          1          7         14         11         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  :                 87.4       60.7       99.6       82.6       83.5       48.5       84.7       67.6
Old  :                 87.4       60.7       99.6       82.6       83.5       48.5       84.7       67.6
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 17, 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  :    17,653:       347     10,390          0     17,304      7,187     17,651     17,577:         2         76
Old  :    17,653:       347     10,390          0     17,304      7,187     17,651     17,577:         2         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 10, 2013                   :
     :    -4,974:       299        337          0     -5,259     -5,277     -4,960     -4,940:       -14        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       58.9        0.0       98.0       40.7      100.0       99.6:       0.0        0.4
Old  :     100.0:       2.0       58.9        0.0       98.0       40.7      100.0       99.6:       0.0        0.4
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  :        27:         2         11          0          8          7         10         18:
Old  :        27:         2         11          0          8          7         10         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  :                 96.7       79.9       99.7       90.9       96.7       79.9       99.7       90.9
Old  :                 96.7       79.9       99.7       90.9       96.7       79.9       99.7       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 20, 2013