```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   409,734:    79,135     93,575     60,434    235,074    197,493    374,643    351,502:    35,091     58,232
Old  :   326,383:    72,457     82,255     33,309    191,402    168,590    297,168    284,154:    29,215     42,229
Other:    83,351:    19,478     24,120     14,325     43,672     28,903     77,475     67,348:     5,876     16,003
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   -21,864:    -3,046    -18,039     -3,011    -13,503         75    -19,560    -20,975:    -2,304       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       22.8       14.7       57.4       48.2       91.4       85.8:       8.6       14.2
Old  :     100.0:      22.2       25.2       10.2       58.6       51.7       91.0       87.1:       9.0       12.9
Other:     100.0:      23.4       28.9       17.2       52.4       34.7       93.0       80.8:       7.0       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       100        140        125         75        110        268        308:
Old  :       372:       106        133         93         67        101        236        279:
Other:       206:        38         66         29         38         88        100        166:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       17.6       41.1       24.5       24.6       15.7       39.2       20.7
Old  :                 29.0       21.9       44.5       28.4       28.3       21.1       43.8       27.0
Other:                 31.7       17.5       47.7       28.3       26.1       10.9       38.2       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,237,201:   491,717    107,548    102,399    497,222    787,716  1,091,338    997,663:   145,863    239,538
Old  :    33,529:    18,133      1,154          0      4,493     25,725     22,626     26,879:    10,903      6,650
Other: 1,203,672:   489,440    122,250     86,543    492,729    761,991  1,068,712    970,784:   134,960    232,888
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   -28,023:    20,096      4,957    -15,581    -25,937    -16,237    -21,422    -26,861:    -6,601     -1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        8.7        8.3       40.2       63.7       88.2       80.6:      11.8       19.4
Old  :     100.0:      54.1        3.4        0.0       13.4       76.7       67.5       80.2:      32.5       19.8
Other:     100.0:      40.7       10.2        7.2       40.9       63.3       88.8       80.7:      11.2       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       892:       262        162        176        186        380        547        658:
Old  :       239:        70         16          0         35        122        105        138:
Other:       887:       253        195        139        169        373        493        648:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       11.2       24.2       17.3       13.9       10.7       21.6       15.3
Old  :                  7.7       24.3       14.6       35.6        7.3       24.0       14.3       35.3
Other:                 16.2       11.3       24.9       17.2       14.2       10.7       22.3       15.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,929:     3,298        463        541      7,304     11,890     11,143     12,894:     2,786      1,035
Old  :    13,895:     3,300        463        538      7,275     11,862     11,113     12,863:     2,782      1,032
Other:        34:         0          2          1         29         28         30         31:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :         1:       -76       -534       -232        136      1,283       -172        517:       173       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        3.3        3.9       52.4       85.4       80.0       92.6:      20.0        7.4
Old  :     100.0:      23.7        3.3        3.9       52.4       85.4       80.0       92.6:      20.0        7.4
Other:     100.0:       0.0        5.9        2.9       85.3       82.4       88.2       91.2:      11.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          5         14         10         35         18:
Old  :        43:        20          4          5         14         10         35         18:
Other:         5:         0          2          1          2          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       70.1       54.9       85.8       38.5       65.2       50.1       79.3
Old  :                 38.4       70.2       54.8       86.0       38.4       65.4       50.1       79.3
Other:                 88.2       91.2       88.2       91.2       85.3       88.2       85.3       88.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   579,933:   246,507     48,823     66,950    202,032    393,756    515,489    509,529:    64,444     70,404
Old  :   548,072:   240,518     50,978     58,432    186,735    373,518    485,685    482,928:    62,387     65,144
Other:    31,861:    14,185      6,041        322     15,297     20,238     29,804     26,601:     2,057      5,260
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    49,115:    48,751     -2,165     15,926    -21,839     35,689     42,838     49,450:     6,277       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        8.4       11.5       34.8       67.9       88.9       87.9:      11.1       12.1
Old  :     100.0:      43.9        9.3       10.7       34.1       68.2       88.6       88.1:      11.4       11.9
Other:     100.0:      44.5       19.0        1.0       48.0       63.5       93.5       83.5:       6.5       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       600:       243        110        164        102        193        426        422:
Old  :       600:       241        118        151        100        192        417        415:
Other:       242:        46         52          8         29        126         80        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       23.0       19.2       32.2       11.2       19.5       18.0       26.8
Old  :                 12.0       23.2       19.9       32.5       12.0       20.8       19.5       27.9
Other:                 39.1       41.4       54.1       53.6       33.5       40.0       48.5       47.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,820:    22,140      3,005         60          8      6,414     22,208      9,479:     3,612     16,341
Old  :    23,427:    20,063      2,885         35          8      5,520     20,106      8,440:     3,321     14,987
Other:     2,393:     2,102        145          0          0        894      2,102      1,039:       291      1,354
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,008:     1,639        406        -63          0        515      1,576        858:       432      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.7       11.6        0.2        0.0       24.8       86.0       36.7:      14.0       63.3
Old  :     100.0:      85.6       12.3        0.1        0.0       23.6       85.8       36.0:      14.2       64.0
Other:     100.0:      87.8        6.1        0.0        0.0       37.4       87.8       43.4:      12.2       56.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        21         12          5          1         16         22         33:
Old  :        49:        21         12          5          1         16         22         33:
Other:        31:         8          7          0          0         16          8         23:
     :----------------------------------------------------------------------------------------------------
     :             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       13.3       68.2       20.6       51.6       13.3       68.1       20.6
Old  :                 49.3       12.4       66.5       19.6       49.1       12.4       66.4       19.6
Other:                 79.0       27.5       87.8       35.1       79.0       27.5       87.8       35.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   281,529:    73,434     35,286     38,486    136,267    183,659    248,187    257,431:    33,342     24,098
Old  :     8,925:     5,698      1,501          3      1,360      5,749      7,061      7,253:     1,864      1,672
Other:   272,604:    73,710     39,759     32,509    134,907    177,910    241,126    250,178:    31,478     22,426
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     4,665:    11,072    -15,795      4,852    -17,443     18,789     -1,519      7,846:     6,184     -3,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       12.5       13.7       48.4       65.2       88.2       91.4:      11.8        8.6
Old  :     100.0:      63.8       16.8        0.0       15.2       64.4       79.1       81.3:      20.9       18.7
Other:     100.0:      27.0       14.6       11.9       49.5       65.3       88.5       91.8:      11.5        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        84         56         69         62         64        195        162:
Old  :        50:        23          5          1          7         17         30         23:
Other:       244:        82         70         61         60         62        185        158:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       24.3       21.8       37.9       12.2       19.5       20.1       30.9
Old  :                 21.9       49.3       39.8       66.1       21.9       48.7       39.8       62.5
Other:                 13.9       24.7       22.6       38.3       12.6       20.2       20.7       31.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   689,017:    61,361     92,401      9,996    459,211    445,053    530,568    547,450:   158,449    141,567
Old  :   689,017:    61,361     92,401      9,996    459,211    445,053    530,568    547,450:   158,449    141,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    32,967:    -4,934    -19,693     -3,968     29,739     43,202     20,837     19,541:    12,130     13,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       13.4        1.5       66.6       64.6       77.0       79.5:      23.0       20.5
Old  :     100.0:       8.9       13.4        1.5       66.6       64.6       77.0       79.5:      23.0       20.5
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  :       140:        27         22         14         69         63        102         93:
Old  :       140:        27         22         14         69         63        102         93:
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  :                 22.2       21.7       31.1       33.5       19.5       16.9       26.7       27.6
Old  :                 22.2       21.7       31.1       33.5       19.5       16.9       26.7       27.6
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   427,295:    50,302     46,133     16,771    287,419    324,866    354,492    387,770:    72,803     39,525
Old  :   427,295:    50,302     46,133     16,771    287,419    324,866    354,492    387,770:    72,803     39,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    19,805:    -1,864    -11,549     14,041      6,617     17,272     18,794     19,764:     1,011         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       10.8        3.9       67.3       76.0       83.0       90.7:      17.0        9.3
Old  :     100.0:      11.8       10.8        3.9       67.3       76.0       83.0       90.7:      17.0        9.3
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:         7          8          3         43         39         51         49:
Old  :        75:         7          8          3         43         39         51         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  :                 24.6       48.6       41.0       62.2       21.9       48.1       37.5       59.7
Old  :                 24.6       48.6       41.0       62.2       21.9       48.1       37.5       59.7
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,324:       943        844        801      7,954      8,283      9,698      9,928:       626        396
Old  :    10,324:       943        844        801      7,954      8,283      9,698      9,928:       626        396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       231:       -93       -154        191        150        195        248        232:       -17         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.2        7.8       77.0       80.2       93.9       96.2:       6.1        3.8
Old  :     100.0:       9.1        8.2        7.8       77.0       80.2       93.9       96.2:       6.1        3.8
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  :        37:         7          3          4         23         25         32         30:
Old  :        37:         7          3          4         23         25         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       46.6       70.4       65.9       30.3       24.0       36.0       36.6
Old  :                 55.2       46.6       70.4       65.9       30.3       24.0       36.0       36.6
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   200,624:    69,878     21,865     25,105     65,792    132,873    160,775    179,843:    39,849     20,781
Old  :     8,988:     5,595      1,101          0      1,070      5,694      6,665      6,795:     2,323      2,193
Other:   191,636:    69,738     26,219     19,650     64,722    127,179    154,110    173,048:    37,526     18,588
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    16,988:    11,924       -939      6,872     -1,948     14,123     16,848     20,056:       140     -3,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       10.9       12.5       32.8       66.2       80.1       89.6:      19.9       10.4
Old  :     100.0:      62.2       12.2        0.0       11.9       63.4       74.2       75.6:      25.8       24.4
Other:     100.0:      36.4       13.7       10.3       33.8       66.4       80.4       90.3:      19.6        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        74         34         57         58         65        169        144:
Old  :        63:        19          6          0          5         34         24         40:
Other:       211:        73         50         49         57         60        160        138:
     :----------------------------------------------------------------------------------------------------
     :             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       33.0       21.2       43.8        8.7       24.4       15.6       33.5
Old  :                 27.8       25.8       48.3       39.9       26.1       25.8       45.3       39.5
Other:                 13.4       34.3       22.2       45.2        9.1       25.2       16.3       34.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,164:     4,708      2,163      2,855      6,936     13,189     14,499     18,207:     4,665        957
Old  :    19,164:     4,708      2,163      2,855      6,936     13,189     14,499     18,207:     4,665        957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       514:       635       -167        199       -255        641        579        673:       -65       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       11.3       14.9       36.2       68.8       75.7       95.0:      24.3        5.0
Old  :     100.0:      24.6       11.3       14.9       36.2       68.8       75.7       95.0:      24.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        37         17         25         22         16         77         49:
Old  :        95:        37         17         25         22         16         77         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  :                 21.9       51.5       34.6       64.8       21.9       50.2       34.2       61.1
Old  :                 21.9       51.5       34.6       64.8       21.9       50.2       34.2       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   887,138:   183,434    167,416     39,404    537,364    545,356    760,202    752,176:   126,936    134,962
Old  :   887,138:   183,434    167,416     39,404    537,364    545,356    760,202    752,176:   126,936    134,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   -69,658:   -26,131    -16,152     20,857    -78,775    -83,560    -84,049    -78,855:    14,391      9,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       18.9        4.4       60.6       61.5       85.7       84.8:      14.3       15.2
Old  :     100.0:      20.7       18.9        4.4       60.6       61.5       85.7       84.8:      14.3       15.2
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  :       232:        37         51         20         92        118        143        176:
Old  :       232:        37         51         20         92        118        143        176:
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  :                 20.5       17.6       32.9       26.0       20.1       15.5       30.4       22.3
Old  :                 20.5       17.6       32.9       26.0       20.1       15.5       30.4       22.3
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,011,822:   231,773    231,636     61,378  1,428,479  1,401,190  1,721,630  1,694,204:   290,192    317,618
Old  : 2,011,822:   231,773    231,636     61,378  1,428,479  1,401,190  1,721,630  1,694,204:   290,192    317,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    66,350:   -20,795    -34,530     16,059     62,810     95,881     58,074     77,410:     8,276    -11,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       11.5        3.1       71.0       69.6       85.6       84.2:      14.4       15.8
Old  :     100.0:      11.5       11.5        3.1       71.0       69.6       85.6       84.2:      14.4       15.8
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  :       239:        44         41         28        111        126        169        181:
Old  :       239:        44         41         28        111        126        169        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       22.3       40.4       32.8       30.5       19.2       38.0       26.3
Old  :                 31.7       22.3       40.4       32.8       30.5       19.2       38.0       26.3
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,431,167:   370,595     90,719     43,947    780,801  1,017,137  1,195,343  1,151,803:   235,824    279,364
Old  : 1,431,167:   370,595     90,719     43,947    780,801  1,017,137  1,195,343  1,151,803:   235,824    279,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    15,730:   -37,635    -53,750     17,932     32,559     33,424     12,856     -2,394:     2,874     18,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        6.3        3.1       54.6       71.1       83.5       80.5:      16.5       19.5
Old  :     100.0:      25.9        6.3        3.1       54.6       71.1       83.5       80.5:      16.5       19.5
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  :       178:        39         19         19         76        103        122        134:
Old  :       178:        39         19         19         76        103        122        134:
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  :                 27.0       19.9       40.2       30.6       26.7       16.1       38.0       23.4
Old  :                 27.0       19.9       40.2       30.6       26.7       16.1       38.0       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   799,502:    89,618     69,916    104,849    567,349    579,713    761,816    754,478:    37,686     45,024
Old  :   799,502:    89,618     69,916    104,849    567,349    579,713    761,816    754,478:    37,686     45,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -9,693:     2,559      2,292     -4,067     -6,751     -7,523     -8,259     -9,298:    -1,434       -395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        8.7       13.1       71.0       72.5       95.3       94.4:       4.7        5.6
Old  :     100.0:      11.2        8.7       13.1       71.0       72.5       95.3       94.4:       4.7        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        19         30         33         63         72        103        120:
Old  :       132:        19         30         33         63         72        103        120:
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  :                 43.2       30.3       54.0       43.0       35.9       22.4       40.8       31.1
Old  :                 43.2       30.3       54.0       43.0       35.9       22.4       40.8       31.1
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    52,814:     7,037      3,844      3,177     36,657     38,333     46,871     45,353:     5,943      7,461
Old  :    52,814:     7,037      3,844      3,177     36,657     38,333     46,871     45,353:     5,943      7,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       598:      -375      2,561        -59      1,504     -2,751      1,070       -249:      -472        847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        7.3        6.0       69.4       72.6       88.7       85.9:      11.3       14.1
Old  :     100.0:      13.3        7.3        6.0       69.4       72.6       88.7       85.9:      11.3       14.1
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  :        86:        15         10          8         38         35         58         50:
Old  :        86:        15         10          8         38         35         58         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  :                 26.0       31.9       42.0       49.4       23.3       27.7       35.3       42.7
Old  :                 26.0       31.9       42.0       49.4       23.3       27.7       35.3       42.7
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,834:     2,529      2,450         43      9,002      9,711     11,574     12,204:     2,260      1,630
Old  :    13,834:     2,529      2,450         43      9,002      9,711     11,574     12,204:     2,260      1,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :        60:        55        -10          9          0          0         64         -1:        -4         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       17.7        0.3       65.1       70.2       83.7       88.2:      16.3       11.8
Old  :     100.0:      18.3       17.7        0.3       65.1       70.2       83.7       88.2:      16.3       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  :        22:         5          3          2          8          7         15         10:
Old  :        22:         5          3          2          8          7         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       73.5       66.6       86.4       44.0       73.5       66.2       86.2
Old  :                 44.1       73.5       66.6       86.4       44.0       73.5       66.2       86.2
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 - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    77,959:    15,156      8,927        127     55,310     57,244     70,593     66,298:     7,366     11,661
Old  :    77,959:    15,156      8,927        127     55,310     57,244     70,593     66,298:     7,366     11,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     1,076:      -750      5,251       -245      3,007     -5,501      2,012       -495:      -936      1,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       11.5        0.2       70.9       73.4       90.6       85.0:       9.4       15.0
Old  :     100.0:      19.4       11.5        0.2       70.9       73.4       90.6       85.0:       9.4       15.0
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  :        81:        14         10          4         36         33         51         46:
Old  :        81:        14         10          4         36         33         51         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       34.7       47.5       51.1       31.0       34.6       47.4       51.0
Old  :                 31.1       34.7       47.5       51.1       31.0       34.6       47.4       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,337:     5,364      7,012      1,512      4,907      3,813     11,783     12,337:       554          0
Old  :    12,337:     5,364      7,012      1,512      4,907      3,813     11,783     12,337:       554          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :        82:       118         41         56        -69          0        105         97:       -23        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       56.8       12.3       39.8       30.9       95.5      100.0:       4.5        0.0
Old  :     100.0:      43.5       56.8       12.3       39.8       30.9       95.5      100.0:       4.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11         11          2          3          1         16         12:
Old  :        26:        11         11          2          3          1         16         12:
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  :                 69.5       79.8       89.4       94.5       69.5       69.7       80.2       83.0
Old  :                 69.5       79.8       89.4       94.5       69.5       69.7       80.2       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,444:     2,349        414          4      8,761     10,947     11,114     11,365:       330         79
Old  :    11,444:     2,349        414          4      8,761     10,947     11,114     11,365:       330         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -1,103:       237          2          4     -1,337     -1,125     -1,096     -1,119:        -7         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.6        0.0       76.6       95.7       97.1       99.3:       2.9        0.7
Old  :     100.0:      20.5        3.6        0.0       76.6       95.7       97.1       99.3:       2.9        0.7
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  :        31:         9          3          1          7         14         16         18:
Old  :        31:         9          3          1          7         14         16         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  :                 72.6       82.9       89.6       94.5       72.5       82.9       89.5       94.4
Old  :                 72.6       82.9       89.6       94.5       72.5       82.9       89.5       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    21,226:     3,313      1,253          4     17,633     19,892     20,950     21,149:       276         77
Old  :    21,226:     3,313      1,253          4     17,633     19,892     20,950     21,149:       276         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       510:       455        -63          0        104        561        559        498:       -49         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.9        0.0       83.1       93.7       98.7       99.6:       1.3        0.4
Old  :     100.0:      15.6        5.9        0.0       83.1       93.7       98.7       99.6:       1.3        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  :        34:        12          3          1          6         13         18         17:
Old  :        34:        12          3          1          6         13         18         17:
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  :                 90.1       76.2       95.8       91.3       90.1       76.2       95.8       91.3
Old  :                 90.1       76.2       95.8       91.3       90.1       76.2       95.8       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 2, 2011