When you load the backing and the quilt top to the quilt frame the batting does not have to be "attached" to a rail. It is normally stitched along the top edge to the backing and then the quilt top is stitched to the backing and batting. This holds that edge securely. The other end of the backing and the quilt top are securely attached to the take up rails. It is not necessary to have the batting attached to a take up rail, but most quilt frames do have a 4th rail for the batting if you choose to attach it and roll it. My frame does not have a leader cloth on the batting rail or the mechanism to tighten up the batting rail. Only the backing, top and then the part that is quilted can be rolled tightly. So I usually just leave the batting hanging loose. If you are interested in more info on this do a search for "quilt loading" and you will probably find many sites that show how to do it and perhaps even say why.