```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 4, 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  :   420,266:    74,525    118,042     65,545    247,216    179,368    387,286    362,955:    32,980     57,311
Old  :   330,168:    70,570    111,719     30,436    203,193    146,125    304,199    288,280:    25,969     41,888
Other:    90,098:    24,711     27,079     14,353     44,023     33,243     83,087     74,675:     7,011     15,423
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       160:      -506     -7,066      1,830       -683      4,090        641     -1,146:      -481      1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       28.1       15.6       58.8       42.7       92.2       86.4:       7.8       13.6
Old  :     100.0:      21.4       33.8        9.2       61.5       44.3       92.1       87.3:       7.9       12.7
Other:     100.0:      27.4       30.1       15.9       48.9       36.9       92.2       82.9:       7.8       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       113        157        132         88        110        285        328:
Old  :       399:       115        156         93         79         96        248        296:
Other:       216:        54         56         39         45         88        118        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       14.2       38.8       20.9       23.2       12.8       37.0       18.3
Old  :                 26.8       17.8       42.4       25.2       26.0       16.7       41.7       24.0
Other:                 31.2       17.9       46.0       27.9       25.8       10.0       37.9       18.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 4, 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  : 1,202,658:   379,544    107,874    100,579    582,314    758,392  1,062,437    966,845:   140,221    235,813
Old  : 1,049,421:   357,082    105,180     71,738    493,720    663,309    922,540    840,227:   126,881    209,194
Other:   153,237:    46,665     26,897      4,638     88,594     95,083    139,897    126,618:    13,340     26,619
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     8,507:   -29,891      7,231      4,534     31,727        300      6,370     12,065:     2,137     -3,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.0        8.4       48.4       63.1       88.3       80.4:      11.7       19.6
Old  :     100.0:      34.0       10.0        6.8       47.0       63.2       87.9       80.1:      12.1       19.9
Other:     100.0:      30.5       17.6        3.0       57.8       62.0       91.3       82.6:       8.7       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       783:       201        163        166        215        339        504        597:
Old  :       778:       201        168        149        209        333        486        582:
Other:       425:        69         63         18         70        248        144        325:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       12.8       24.8       18.0       13.0       10.4       19.8       14.7
Old  :                 14.7       12.5       24.6       17.7       13.7       11.3       20.5       15.4
Other:                 37.0       25.9       48.5       35.3       27.1       19.0       38.6       26.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 4, 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  :    15,420:     3,271      2,233        196      9,207     11,127     12,674     13,556:     2,746      1,864
Old  :    15,371:     3,270      2,233        193      9,166     11,127     12,629     13,553:     2,742      1,818
Other:        49:         3          2          1         41          0         45          3:         4         46
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       664:       -78        176        -44        698        281        576        413:        88        251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       14.5        1.3       59.7       72.2       82.2       87.9:      17.8       12.1
Old  :     100.0:      21.3       14.5        1.3       59.6       72.4       82.2       88.2:      17.8       11.8
Other:     100.0:       6.1        4.1        2.0       83.7        0.0       91.8        6.1:       8.2       93.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16         11          5         15          5         32         21:
Old  :        44:        16         11          5         14          5         31         21:
Other:         5:         1          1          1          3          0          5          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  :                 39.2       72.2       55.6       81.1       39.2       67.6       54.9       74.6
Old  :                 39.2       72.5       55.6       81.4       39.2       67.9       54.9       75.0
Other:                 89.8        6.1       91.8        6.1       89.8        4.1       89.8        4.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 4, 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  :   573,569:   162,308     51,737     85,606    279,658    352,492    527,572    489,835:    45,997     83,734
Old  :   526,076:   153,844     55,027     73,818    255,418    320,819    483,080    449,664:    42,996     76,412
Other:    47,493:    19,913      8,159        339     24,240     31,673     44,492     40,171:     3,001      7,322
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    -1,187:    -4,729      4,857      5,849      1,310    -13,880      2,430     -3,174:    -3,617      1,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.0       14.9       48.8       61.5       92.0       85.4:       8.0       14.6
Old  :     100.0:      29.2       10.5       14.0       48.6       61.0       91.8       85.5:       8.2       14.5
Other:     100.0:      41.9       17.2        0.7       51.0       66.7       93.7       84.6:       6.3       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       525:       159        132        175        115        170        376        413:
Old  :       524:       163        144        160        114        167        364        405:
Other:       237:        54         52         12         33        114         95        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       21.5       21.7       28.7       12.6       16.6       19.3       21.4
Old  :                 13.7       22.8       22.9       29.1       13.7       19.0       21.3       23.9
Other:                 38.6       38.9       53.2       54.6       38.3       35.2       52.3       50.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 4, 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  :    19,968:    16,352      3,071        186          9      4,198     16,547      7,455:     3,421     12,513
Old  :    17,201:    14,079      3,005        180          9      3,458     14,268      6,643:     2,933     10,558
Other:     2,767:     2,273         66          6          0        740      2,279        812:       488      1,955
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -215:      -645         80         86          1        177       -558        343:       343       -558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.9       15.4        0.9        0.0       21.0       82.9       37.3:      17.1       62.7
Old  :     100.0:      81.8       17.5        1.0        0.1       20.1       82.9       38.6:      17.1       61.4
Other:     100.0:      82.1        2.4        0.2        0.0       26.7       82.4       29.3:      17.6       70.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        16         11          5          2         11         19         26:
Old  :        38:        16         11          4          2         11         19         25:
Other:        20:         6          4          2          0         10          6         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.6       16.5       67.0       23.7       48.5       16.5       66.9       23.7
Old  :                 44.9       15.6       64.5       23.4       44.8       15.6       64.4       23.4
Other:                 77.0       23.6       82.4       26.8       76.8       23.6       82.1       26.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 4, 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  :   287,854:    64,321     67,446     27,839    168,300    158,924    260,460    254,209:    27,394     33,645
Old  :   276,277:    63,938     67,953     26,430    160,115    148,965    250,483    243,348:    25,794     32,929
Other:    11,577:     1,231        341        561      8,185      9,959      9,977     10,861:     1,600        716
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     6,826:     1,573      8,311      2,180      2,873     -4,370      6,626      6,121:       200        705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       23.4        9.7       58.5       55.2       90.5       88.3:       9.5       11.7
Old  :     100.0:      23.1       24.6        9.6       58.0       53.9       90.7       88.1:       9.3       11.9
Other:     100.0:      10.6        2.9        4.8       70.7       86.0       86.2       93.8:      13.8        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        65         78         68         67         64        179        179:
Old  :       246:        66         83         66         66         64        177        178:
Other:        44:        10          6          5         19         16         31         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       20.2       29.1       32.2       14.4       17.2       22.3       25.1
Old  :                 18.9       19.7       29.2       30.7       15.4       16.9       23.6       25.1
Other:                 49.0       53.7       64.7       77.7       29.4       38.6       41.1       54.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 4, 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  :   626,846:    65,916     91,883      5,933    421,612    393,991    493,461    491,807:   133,385    135,039
Old  :   626,846:    65,916     91,883      5,933    421,612    393,991    493,461    491,807:   133,385    135,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -11,444:    -3,708     -1,098     -2,485     -1,913    -11,982     -8,106    -15,565:    -3,338      4,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       14.7        0.9       67.3       62.9       78.7       78.5:      21.3       21.5
Old  :     100.0:      10.5       14.7        0.9       67.3       62.9       78.7       78.5:      21.3       21.5
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  :       163:        28         36         12         67         69        104        108:
Old  :       163:        28         36         12         67         69        104        108:
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  :                 26.2       19.4       39.0       31.1       25.2       18.6       34.8       29.5
Old  :                 26.2       19.4       39.0       31.1       25.2       18.6       34.8       29.5
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, October 4, 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  :   376,982:    55,693     36,976      1,520    253,613    290,990    310,826    329,486:    66,156     47,496
Old  :   376,982:    55,693     36,976      1,520    253,613    290,990    310,826    329,486:    66,156     47,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -266:     1,753     -5,827        416     -2,457      1,913       -288     -3,498:        22      3,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        9.8        0.4       67.3       77.2       82.5       87.4:      17.5       12.6
Old  :     100.0:      14.8        9.8        0.4       67.3       77.2       82.5       87.4:      17.5       12.6
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  :        76:         7          6          3         42         40         51         47:
Old  :        76:         7          6          3         42         40         51         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       44.2       42.5       57.3       21.6       44.1       37.3       56.8
Old  :                 25.0       44.2       42.5       57.3       21.6       44.1       37.3       56.8
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 - Futures Only, October 4, 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  :     8,872:     1,114        275        586      6,690      7,538      8,390      8,399:       482        473
Old  :     8,872:     1,114        275        586      6,690      7,538      8,390      8,399:       482        473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -293:       308       -136       -334       -292        214       -318       -256:        25        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        3.1        6.6       75.4       85.0       94.6       94.7:       5.4        5.3
Old  :     100.0:      12.6        3.1        6.6       75.4       85.0       94.6       94.7:       5.4        5.3
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  :        31:         5          3          4         18         22         26         26:
Old  :        31:         5          3          4         18         22         26         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  :                 45.2       45.0       68.2       70.8       25.3       31.3       38.5       41.7
Old  :                 45.2       45.0       68.2       70.8       25.3       31.3       38.5       41.7
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, October 4, 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  :   184,653:    39,564     40,239     22,618     90,619     91,823    152,801    154,680:    31,852     29,973
Old  :   174,457:    39,651     40,239     19,323     84,957     86,035    143,931    145,597:    30,526     28,860
Other:    10,196:     1,219      1,306      1,989      5,662      5,788      8,870      9,083:     1,326      1,113
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     7,075:    -2,934      5,761      6,896      1,980     -7,490      5,942      5,167:     1,133      1,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       21.8       12.2       49.1       49.7       82.8       83.8:      17.2       16.2
Old  :     100.0:      22.7       23.1       11.1       48.7       49.3       82.5       83.5:      17.5       16.5
Other:     100.0:      12.0       12.8       19.5       55.5       56.8       87.0       89.1:      13.0       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        46         50         41         74         60        145        139:
Old  :       196:        49         53         40         74         59        145        137:
Other:        45:         8          6          5         24         14         35         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  :                 17.4       23.3       26.6       33.7       14.6       18.9       22.1       27.5
Old  :                 17.9       23.5       27.3       33.3       15.2       19.4       22.4       27.9
Other:                 37.5       44.5       60.9       65.3       35.7       37.8       51.5       54.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 4, 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  :    17,388:     4,522      3,655        867      8,662     11,664     14,051     16,186:     3,337      1,202
Old  :    17,358:     4,522      3,655        866      8,636     11,636     14,024     16,157:     3,334      1,201
Other:        30:         1          1          0         26         28         27         29:         3          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       393:      -176         89        423        537       -360        784        152:      -391        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.0        5.0       49.8       67.1       80.8       93.1:      19.2        6.9
Old  :     100.0:      26.1       21.1        5.0       49.8       67.0       80.8       93.1:      19.2        6.9
Other:     100.0:       3.3        3.3        0.0       86.7       93.3       90.0       96.7:      10.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        27         18         15         23         14         58         41:
Old  :        76:        27         18         15         23         14         58         41:
Other:         5:         1          1          0          1          2          2          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  :                 28.6       50.9       41.6       63.5       28.6       47.2       40.2       58.7
Old  :                 28.7       51.0       41.6       63.6       28.7       47.5       40.3       59.0
Other:                 90.0       96.7       90.0       96.7       90.0       96.7       90.0       96.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 4, 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  :   735,257:   203,527    178,081     16,780    410,477    410,456    630,784    605,317:   104,473    129,940
Old  :   735,257:   203,527    178,081     16,780    410,477    410,456    630,784    605,317:   104,473    129,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -24,075:   -14,240       -960     -2,632     -2,250    -31,642    -19,122    -35,234:    -4,953     11,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       24.2        2.3       55.8       55.8       85.8       82.3:      14.2       17.7
Old  :     100.0:      27.7       24.2        2.3       55.8       55.8       85.8       82.3:      14.2       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  :       219:        37         50         16         81        102        127        161:
Old  :       219:        37         50         16         81        102        127        161:
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  :                 27.5       16.2       39.8       25.8       27.3       12.5       36.4       21.1
Old  :                 27.5       16.2       39.8       25.8       27.3       12.5       36.4       21.1
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, October 4, 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  : 1,496,381:   154,499    268,513     15,972  1,036,473    915,360  1,206,944  1,199,845:   289,437    296,536
Old  : 1,496,381:   154,499    268,513     15,972  1,036,473    915,360  1,206,944  1,199,845:   289,437    296,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -58,952:   -10,987      8,082     -1,505    -37,887    -46,296    -50,379    -39,719:    -8,573    -19,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       17.9        1.1       69.3       61.2       80.7       80.2:      19.3       19.8
Old  :     100.0:      10.3       17.9        1.1       69.3       61.2       80.7       80.2:      19.3       19.8
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  :       226:        25         50         17         98        119        133        176:
Old  :       226:        25         50         17         98        119        133        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  :                 31.1       15.4       40.7       23.2       29.9       10.7       38.5       17.9
Old  :                 31.1       15.4       40.7       23.2       29.9       10.7       38.5       17.9
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, October 4, 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  : 1,228,941:   373,793    118,550      8,590    656,964    870,673  1,039,347    997,813:   189,594    231,128
Old  : 1,228,941:   373,793    118,550      8,590    656,964    870,673  1,039,347    997,813:   189,594    231,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -65,232:   -26,477     16,236      1,044    -38,657    -60,231    -64,090    -42,951:    -1,142    -22,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        9.6        0.7       53.5       70.8       84.6       81.2:      15.4       18.8
Old  :     100.0:      30.4        9.6        0.7       53.5       70.8       84.6       81.2:      15.4       18.8
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  :       188:        32         33         12         68        101        105        141:
Old  :       188:        32         33         12         68        101        105        141:
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  :                 32.4       18.9       46.3       29.1       32.2       16.9       44.9       25.7
Old  :                 32.4       18.9       46.3       29.1       32.2       16.9       44.9       25.7
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, October 4, 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  :   623,049:    61,555     48,100     86,254    444,415    446,914    592,224    581,268:    30,825     41,781
Old  :   623,049:    61,555     48,100     86,254    444,415    446,914    592,224    581,268:    30,825     41,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -65,716:   -10,350    -23,668     -7,059    -46,375    -39,987    -63,784    -70,714:    -1,932      4,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.7       13.8       71.3       71.7       95.1       93.3:       4.9        6.7
Old  :     100.0:       9.9        7.7       13.8       71.3       71.7       95.1       93.3:       4.9        6.7
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  :       119:        24         20         28         58         67         93        108:
Old  :       119:        24         20         28         58         67         93        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       35.0       53.3       48.6       35.7       26.0       40.2       36.4
Old  :                 41.1       35.0       53.3       48.6       35.7       26.0       40.2       36.4
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, October 4, 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  :    50,342:     8,763      1,882      4,036     31,919     38,754     44,718     44,672:     5,624      5,670
Old  :    50,342:     8,763      1,882      4,036     31,919     38,754     44,718     44,672:     5,624      5,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     2,514:     2,937     -1,425       -175     -1,333      4,234      1,429      2,634:     1,085       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        3.7        8.0       63.4       77.0       88.8       88.7:      11.2       11.3
Old  :     100.0:      17.4        3.7        8.0       63.4       77.0       88.8       88.7:      11.2       11.3
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  :        86:        21          7          9         35         31         59         46:
Old  :        86:        21          7          9         35         31         59         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  :                 27.2       42.3       40.8       55.3       24.9       42.3       35.5       54.3
Old  :                 27.2       42.3       40.8       55.3       24.9       42.3       35.5       54.3
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 - Futures Only, October 4, 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  :    12,362:     2,969      1,359          0      7,733     10,174     10,702     11,533:     1,660        829
Old  :    12,362:     2,969      1,359          0      7,733     10,174     10,702     11,533:     1,660        829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    -1,280:         7         10          0     -1,543     -1,399     -1,536     -1,389:       256        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       11.0        0.0       62.6       82.3       86.6       93.3:      13.4        6.7
Old  :     100.0:      24.0       11.0        0.0       62.6       82.3       86.6       93.3:      13.4        6.7
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  :        20:         4          2          0          7          7         11          9:
Old  :        20:         4          2          0          7          7         11          9:
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  :                 57.7       68.3       78.2       90.9       57.7       68.3       78.2       90.9
Old  :                 57.7       68.3       78.2       90.9       57.7       68.3       78.2       90.9
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, October 4, 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  :    75,959:    17,736      7,194      1,924     48,371     57,159     68,031     66,277:     7,928      9,682
Old  :    75,959:    17,736      7,194      1,924     48,371     57,159     68,031     66,277:     7,928      9,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     7,587:     6,602     -2,127     -1,092        420     11,265      5,930      8,046:     1,657       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        9.5        2.5       63.7       75.2       89.6       87.3:      10.4       12.7
Old  :     100.0:      23.3        9.5        2.5       63.7       75.2       89.6       87.3:      10.4       12.7
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  :        82:        19          9          6         33         27         54         40:
Old  :        82:        19          9          6         33         27         54         40:
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  :                 27.8       41.0       43.7       54.8       26.8       41.0       41.3       54.1
Old  :                 27.8       41.0       43.7       54.8       26.8       41.0       41.3       54.1
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, October 4, 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  :    11,432:     5,454     10,803        546      5,008          0     11,008     11,349:       424         83
Old  :    11,432:     5,454     10,803        546      5,008          0     11,008     11,349:       424         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     2,119:     1,230      2,186       -148      1,026          0      2,108      2,038:        11         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       94.5        4.8       43.8        0.0       96.3       99.3:       3.7        0.7
Old  :     100.0:      47.7       94.5        4.8       43.8        0.0       96.3       99.3:       3.7        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  :        24:        10         11          2          3          0         15         11:
Old  :        24:        10         11          2          3          0         15         11:
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       80.9       87.9       95.6       69.5       76.1       87.2       90.9
Old  :                 69.5       80.9       87.9       95.6       69.5       76.1       87.2       90.9
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, October 4, 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  :    10,970:     1,802      1,765         40      8,815      9,105     10,657     10,910:       313         60
Old  :    10,970:     1,802      1,765         40      8,815      9,105     10,657     10,910:       313         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -414:       -48       -453         31       -379          7       -396       -415:       -18          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       16.1        0.4       80.4       83.0       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.4       16.1        0.4       80.4       83.0       97.1       99.5:       2.9        0.5
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  :        31:         8          6          2          5         13         14         20:
Old  :        31:         8          6          2          5         13         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.5       75.5       95.5       88.9       87.1       75.5       95.1       88.8
Old  :                 87.5       75.5       95.5       88.9       87.1       75.5       95.1       88.8
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, October 4, 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  :    14,434:       859        770          0     13,244     13,539     14,103     14,309:       331        125
Old  :    14,434:       859        770          0     13,244     13,539     14,103     14,309:       331        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -389:       345       -355          0       -802       -101       -457       -456:        68         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        5.3        0.0       91.8       93.8       97.7       99.1:       2.3        0.9
Old  :     100.0:       6.0        5.3        0.0       91.8       93.8       97.7       99.1:       2.3        0.9
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  :        27:         6          3          0          7         12         13         15:
Old  :        27:         6          3          0          7         12         13         15:
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       75.1       96.5       89.8       90.1       75.1       96.1       89.8
Old  :                 90.1       75.1       96.5       89.8       90.1       75.1       96.1       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 7, 2011