```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 9, 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  :   424,160:    77,457    116,982     63,348    245,069    181,592    385,874    361,922:    38,286     62,238
Old  :   347,631:    70,364    106,427     40,137    204,188    154,310    314,689    300,874:    32,942     46,757
Other:    76,529:    17,158     20,620     13,146     40,881     27,282     71,185     61,048:     5,344     15,481
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,444:     1,445       -402       -116     -6,577     -4,828     -5,248     -5,346:    -2,196     -2,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       27.6       14.9       57.8       42.8       91.0       85.3:       9.0       14.7
Old  :     100.0:      20.2       30.6       11.5       58.7       44.4       90.5       86.5:       9.5       13.5
Other:     100.0:      22.4       26.9       17.2       53.4       35.6       93.0       79.8:       7.0       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       111        138        135         84        118        286        318:
Old  :       387:       112        138        114         79        107        267        295:
Other:       194:        38         54         26         36         89         91        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  :                 23.0       14.9       38.5       21.6       22.2       12.2       36.7       17.6
Old  :                 25.7       17.6       40.5       24.3       24.9       16.2       39.5       22.6
Other:                 34.2       17.7       50.8       27.9       28.5       10.4       41.5       17.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 9, 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  : 1,224,921:   452,171     90,796     99,897    533,871    803,769  1,085,939    994,462:   138,982    230,459
Old  :   223,919:    93,921     28,632      3,367     96,328    160,597    193,616    192,596:    30,303     31,323
Other: 1,001,002:   388,674     92,588     66,106    437,543    643,172    892,323    801,866:   108,679    199,136
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -9,710:     3,474     -4,690      4,626    -15,884     -7,463     -7,784     -7,527:    -1,926     -2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        7.4        8.2       43.6       65.6       88.7       81.2:      11.3       18.8
Old  :     100.0:      41.9       12.8        1.5       43.0       71.7       86.5       86.0:      13.5       14.0
Other:     100.0:      38.8        9.2        6.6       43.7       64.3       89.1       80.1:      10.9       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       222        148        170        203        372        519        618:
Old  :       580:       145         79         11        106        266        257        350:
Other:       794:       208        158        123        160        357        435        584:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       11.8       23.4       18.8       13.7       10.2       20.3       15.2
Old  :                 22.9       23.6       33.7       32.1       22.9       23.6       33.6       31.2
Other:                 15.0       11.1       23.9       17.6       12.9       10.6       21.4       15.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 9, 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  :    12,839:     3,355      1,063        573      6,391      9,706     10,319     11,342:     2,520      1,497
Old  :    12,809:     3,354      1,063        572      6,363      9,678     10,289     11,313:     2,520      1,496
Other:        30:         1          0          1         28         28         30         29:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       678:       128        191        105        644        197        877        493:      -199        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        8.3        4.5       49.8       75.6       80.4       88.3:      19.6       11.7
Old  :     100.0:      26.2        8.3        4.5       49.7       75.6       80.3       88.3:      19.7       11.7
Other:     100.0:       3.3        0.0        3.3       93.3       93.3      100.0       96.7:       0.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          6          2         15         10         32         18:
Old  :        43:        17          6          2         15         10         32         18:
Other:         4:         1          0          1          1          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       62.4       53.7       79.2       31.7       56.4       46.5       71.7
Old  :                 33.0       62.5       53.6       79.1       31.6       56.6       46.4       71.6
Other:                100.0       96.7      100.0       96.7       96.7       93.3       96.7       93.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 9, 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  :   499,834:   156,609     61,414     46,758    249,407    319,004    452,774    427,176:    47,060     72,658
Old  :   474,619:   150,030     61,514     42,540    236,641    301,906    429,211    405,960:    45,408     68,659
Other:    25,215:    10,659      3,980        138     12,766     17,098     23,563     21,216:     1,652      3,999
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -12,548:   -20,393      3,190     -1,118     13,872    -19,637     -7,639    -17,565:    -4,909      5,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       12.3        9.4       49.9       63.8       90.6       85.5:       9.4       14.5
Old  :     100.0:      31.6       13.0        9.0       49.9       63.6       90.4       85.5:       9.6       14.5
Other:     100.0:      42.3       15.8        0.5       50.6       67.8       93.4       84.1:       6.6       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       526:       175        121        138        104        191        344        404:
Old  :       524:       173        127        126        103        188        335        396:
Other:       223:        33         52          6         23        126         61        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       21.9       23.6       28.6       13.6       18.7       21.2       24.5
Old  :                 14.9       22.2       24.5       28.9       14.7       19.9       23.1       25.9
Other:                 49.4       41.6       62.9       52.2       41.1       34.9       54.5       43.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 9, 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  :    22,965:    20,027      2,044        121          8      5,771     20,156      7,936:     2,809     15,029
Old  :    20,844:    18,162      2,000         66          8      5,007     18,236      7,073:     2,608     13,771
Other:     2,121:     1,920         99          0          0        764      1,920        863:       201      1,258
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -603:      -354       -126         10          8         45       -336        -71:      -267       -532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.2        8.9        0.5        0.0       25.1       87.8       34.6:      12.2       65.4
Old  :     100.0:      87.1        9.6        0.3        0.0       24.0       87.5       33.9:      12.5       66.1
Other:     100.0:      90.5        4.7        0.0        0.0       36.0       90.5       40.7:       9.5       59.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          7          6          1         15         20         28:
Old  :        41:        19          7          6          1         15         20         28:
Other:        25:         8          3          0          0         14          8         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       14.1       72.0       21.1       55.4       14.1       71.9       21.1
Old  :                 53.3       13.0       70.5       20.1       53.1       13.0       70.4       20.1
Other:                 81.1       28.4       90.5       35.8       81.1       28.4       90.5       35.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 9, 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  :   275,689:    62,051     62,881     27,157    161,085    156,723    250,293    246,761:    25,396     28,928
Old  :    46,572:     6,961     11,755          0     35,677     29,471     42,638     41,226:     3,934      5,346
Other:   229,117:    61,549     57,585     20,698    125,408    127,252    207,655    205,535:    21,462     23,582
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -8,675:   -12,158     13,541     -2,819     12,915    -23,592     -2,062    -12,870:    -6,613      4,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       22.8        9.9       58.4       56.8       90.8       89.5:       9.2       10.5
Old  :     100.0:      14.9       25.2        0.0       76.6       63.3       91.6       88.5:       8.4       11.5
Other:     100.0:      26.9       25.1        9.0       54.7       55.5       90.6       89.7:       9.4       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        61         80         65         70         64        178        178:
Old  :       136:        35         33          0         39         39         74         72:
Other:       232:        67         79         50         65         59        164        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       24.5       27.7       33.8       12.8       17.0       21.0       24.7
Old  :                 47.5       34.4       56.0       47.0       46.8       34.2       54.1       46.8
Other:                 15.6       27.4       26.0       36.7       15.1       22.8       24.7       31.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 9, 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  :   647,821:    67,374    124,957     10,029    431,488    382,028    508,891    517,014:   138,930    130,807
Old  :   647,821:    67,374    124,957     10,029    431,488    382,028    508,891    517,014:   138,930    130,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -3,119:    -8,306    -11,125     -3,119     26,587     14,556     15,162        312:   -18,281     -3,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       19.3        1.5       66.6       59.0       78.6       79.8:      21.4       20.2
Old  :     100.0:      10.4       19.3        1.5       66.6       59.0       78.6       79.8:      21.4       20.2
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  :       164:        25         36         17         66         77        103        118:
Old  :       164:        25         36         17         66         77        103        118:
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  :                 25.7       19.0       36.6       28.9       23.3       18.5       32.4       27.3
Old  :                 25.7       19.0       36.6       28.9       23.3       18.5       32.4       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 9, 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  :   401,012:    58,339     65,919        658    275,912    290,814    334,909    357,391:    66,103     43,621
Old  :   401,012:    58,339     65,919        658    275,912    290,814    334,909    357,391:    66,103     43,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    10,171:    -1,712        898         91      3,630      7,597      2,009      8,586:     8,162      1,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       16.4        0.2       68.8       72.5       83.5       89.1:      16.5       10.9
Old  :     100.0:      14.5       16.4        0.2       68.8       72.5       83.5       89.1:      16.5       10.9
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  :        73:         6         11          2         37         36         44         48:
Old  :        73:         6         11          2         37         36         44         48:
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  :                 26.3       48.7       45.4       62.3       23.0       48.6       40.9       61.8
Old  :                 26.3       48.7       45.4       62.3       23.0       48.6       40.9       61.8
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, August 9, 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  :     9,438:     1,090        967        245      7,496      7,811      8,831      9,023:       607        415
Old  :     9,438:     1,090        967        245      7,496      7,811      8,831      9,023:       607        415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       -90:       107       -134         59       -325        -59       -159       -134:        69         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.2        2.6       79.4       82.8       93.6       95.6:       6.4        4.4
Old  :     100.0:      11.5       10.2        2.6       79.4       82.8       93.6       95.6:       6.4        4.4
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  :        40:        10          3          4         20         26         32         31:
Old  :        40:        10          3          4         20         26         32         31:
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  :                 56.5       43.1       69.4       66.4       30.4       26.6       39.2       39.2
Old  :                 56.5       43.1       69.4       66.4       30.4       26.6       39.2       39.2
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 9, 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  :   166,429:    49,559     21,998     11,454     74,952    108,865    135,965    142,317:    30,464     24,112
Old  :    36,446:     8,429      3,072         18     21,682     28,055     30,129     31,145:     6,317      5,301
Other:   129,983:    43,720     21,516      8,846     53,270     80,810    105,836    111,172:    24,147     18,811
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,656:    -2,798      1,437     -3,207      6,210     -4,402        205     -6,172:    -7,861     -1,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       13.2        6.9       45.0       65.4       81.7       85.5:      18.3       14.5
Old  :     100.0:      23.1        8.4        0.0       59.5       77.0       82.7       85.5:      17.3       14.5
Other:     100.0:      33.6       16.6        6.8       41.0       62.2       81.4       85.5:      18.6       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        59         34         39         58         51        136        113:
Old  :       109:        26         19          3         39         29         67         49:
Other:       168:        58         37         32         55         44        126        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       33.7       23.4       45.0       11.4       26.7       18.4       36.3
Old  :                 31.6       41.1       45.9       58.5       30.8       38.5       42.0       52.5
Other:                 14.3       32.2       24.7       45.3       12.2       25.8       18.9       35.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 9, 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  :    17,572:     4,175      2,336      2,015      7,081     12,128     13,271     16,479:     4,301      1,093
Old  :    17,572:     4,175      2,336      2,015      7,081     12,128     13,271     16,479:     4,301      1,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -297:      -141         61        455       -249       -379         65        137:      -362       -434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       13.3       11.5       40.3       69.0       75.5       93.8:      24.5        6.2
Old  :     100.0:      23.8       13.3       11.5       40.3       69.0       75.5       93.8:      24.5        6.2
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  :        85:        34         16         18         20         17         65         44:
Old  :        85:        34         16         18         20         17         65         44:
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  :                 23.5       50.3       36.6       62.8       23.5       49.2       36.6       60.9
Old  :                 23.5       50.3       36.6       62.8       23.5       49.2       36.6       60.9
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 9, 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  : 1,022,415:   246,750    186,848     14,001    651,467    688,212    912,218    889,061:   110,197    133,354
Old  : 1,022,415:   246,750    186,848     14,001    651,467    688,212    912,218    889,061:   110,197    133,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -18,466:   -12,127     -8,155      1,139    -10,290    -12,342    -21,278    -19,358:     2,812        892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.3        1.4       63.7       67.3       89.2       87.0:      10.8       13.0
Old  :     100.0:      24.1       18.3        1.4       63.7       67.3       89.2       87.0:      10.8       13.0
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  :       261:        45         58         24         84        130        145        196:
Old  :       261:        45         58         24         84        130        145        196:
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  :                 25.9       15.3       41.1       24.8       24.8       13.6       38.7       22.2
Old  :                 25.9       15.3       41.1       24.8       24.8       13.6       38.7       22.2
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 9, 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  : 1,888,324:   277,345    267,531     52,298  1,267,697  1,230,376  1,597,340  1,550,205:   290,984    338,119
Old  : 1,888,324:   277,345    267,531     52,298  1,267,697  1,230,376  1,597,340  1,550,205:   290,984    338,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    24,696:    14,421    -68,339      9,827      5,751     57,631     29,999       -881:    -5,303     25,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       14.2        2.8       67.1       65.2       84.6       82.1:      15.4       17.9
Old  :     100.0:      14.7       14.2        2.8       67.1       65.2       84.6       82.1:      15.4       17.9
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  :       265:        31         56         41        116        142        177        209:
Old  :       265:        31         56         41        116        142        177        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       21.0       40.5       29.7       28.4       19.0       38.1       25.1
Old  :                 30.3       21.0       40.5       29.7       28.4       19.0       38.1       25.1
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 9, 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  : 1,450,881:   333,544    170,178     18,477    876,428    987,743  1,228,449  1,176,398:   222,432    274,483
Old  : 1,450,881:   333,544    170,178     18,477    876,428    987,743  1,228,449  1,176,398:   222,432    274,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -11,615:   -43,194    -26,851    -10,208     55,916     34,623      2,514     -2,436:   -14,129     -9,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       11.7        1.3       60.4       68.1       84.7       81.1:      15.3       18.9
Old  :     100.0:      23.0       11.7        1.3       60.4       68.1       84.7       81.1:      15.3       18.9
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  :       202:        26         44         22         73        108        115        158:
Old  :       202:        26         44         22         73        108        115        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       19.6       46.8       27.4       34.6       16.5       44.2       23.4
Old  :                 36.6       19.6       46.8       27.4       34.6       16.5       44.2       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 9, 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  :   826,278:    95,361     68,331    128,930    561,123    589,592    785,414    786,853:    40,864     39,425
Old  :   826,278:    95,361     68,331    128,930    561,123    589,592    785,414    786,853:    40,864     39,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -32,666:     5,337        228       -778    -33,663    -20,511    -29,104    -21,061:    -3,562    -11,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        8.3       15.6       67.9       71.4       95.1       95.2:       4.9        4.8
Old  :     100.0:      11.5        8.3       15.6       67.9       71.4       95.1       95.2:       4.9        4.8
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  :       136:        24         29         37         59         70        104        122:
Old  :       136:        24         29         37         59         70        104        122:
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  :                 40.1       29.1       50.4       41.8       33.4       20.9       37.2       28.5
Old  :                 40.1       29.1       50.4       41.8       33.4       20.9       37.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 9, 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  :    66,231:    15,779      1,176      1,401     40,598     56,783     57,778     59,360:     8,453      6,872
Old  :    66,231:    15,779      1,176      1,401     40,598     56,783     57,778     59,360:     8,453      6,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,665:      -482     -1,771     -2,766     -2,745     -2,434     -5,992     -6,970:      -673        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        1.8        2.1       61.3       85.7       87.2       89.6:      12.8       10.4
Old  :     100.0:      23.8        1.8        2.1       61.3       85.7       87.2       89.6:      12.8       10.4
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  :        92:        26          6         13         40         32         70         49:
Old  :        92:        26          6         13         40         32         70         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  :                 26.0       50.2       39.8       64.6       22.8       43.4       35.0       57.7
Old  :                 26.0       50.2       39.8       64.6       22.8       43.4       35.0       57.7
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 9, 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  :    17,019:     2,843        756         33     11,752     14,242     14,628     15,031:     2,391      1,988
Old  :    17,019:     2,843        756         33     11,752     14,242     14,628     15,031:     2,391      1,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -731:    -1,835          0          0        997     -1,206       -838     -1,206:       107        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        4.4        0.2       69.1       83.7       86.0       88.3:      14.0       11.7
Old  :     100.0:      16.7        4.4        0.2       69.1       83.7       86.0       88.3:      14.0       11.7
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  :        23:         6          2          1          8          7         15          9:
Old  :        23:         6          2          1          8          7         15          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  :                 52.0       77.3       70.3       86.8       52.0       77.3       70.3       86.6
Old  :                 52.0       77.3       70.3       86.8       52.0       77.3       70.3       86.6
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 9, 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  :    98,424:    28,058      3,026        550     57,692     85,081     86,300     88,657:    12,124      9,767
Old  :    98,424:    28,058      3,026        550     57,692     85,081     86,300     88,657:    12,124      9,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -11,867:    -3,267     -9,516        443     -7,483     -2,455    -10,307    -11,528:    -1,560       -339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        3.1        0.6       58.6       86.4       87.7       90.1:      12.3        9.9
Old  :     100.0:      28.5        3.1        0.6       58.6       86.4       87.7       90.1:      12.3        9.9
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  :        88:        23          8         10         37         31         62         47:
Old  :        88:        23          8         10         37         31         62         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  :                 29.3       48.9       45.0       63.8       29.2       48.7       44.9       63.6
Old  :                 29.3       48.9       45.0       63.8       29.2       48.7       44.9       63.6
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 9, 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  :    10,443:     5,713      5,737        493      3,619      3,813      9,825     10,043:       618        400
Old  :    10,443:     5,713      5,737        493      3,619      3,813      9,825     10,043:       618        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     4,156:     2,190      3,886          7      1,920          0      4,117      3,893:        39        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       54.9        4.7       34.7       36.5       94.1       96.2:       5.9        3.8
Old  :     100.0:      54.7       54.9        4.7       34.7       36.5       94.1       96.2:       5.9        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  :        24:        10         10          2          3          1         14         12:
Old  :        24:        10         10          2          3          1         14         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  :                 66.6       83.0       87.1       94.3       66.6       78.3       85.5       89.6
Old  :                 66.6       83.0       87.1       94.3       66.6       78.3       85.5       89.6
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 9, 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  :    13,848:     1,991        412         59     11,445     13,367     13,495     13,838:       353         10
Old  :    13,848:     1,991        412         59     11,445     13,367     13,495     13,838:       353         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       588:       378       -265         47        104        852        529        634:        59        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.0        0.4       82.6       96.5       97.5       99.9:       2.5        0.1
Old  :     100.0:      14.4        3.0        0.4       82.6       96.5       97.5       99.9:       2.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          3          1          7         12         15         16:
Old  :        29:         8          3          1          7         12         15         16:
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  :                 73.7       86.5       91.7       95.8       73.7       86.5       91.7       95.6
Old  :                 73.7       86.5       91.7       95.8       73.7       86.5       91.7       95.6
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 9, 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  :    21,570:     4,079      1,657          0     17,216     19,866     21,295     21,523:       275         47
Old  :    21,570:     4,079      1,657          0     17,216     19,866     21,295     21,523:       275         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -1,953:    -1,116       -294          0       -810     -1,638     -1,926     -1,932:       -27        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        7.7        0.0       79.8       92.1       98.7       99.8:       1.3        0.2
Old  :     100.0:      18.9        7.7        0.0       79.8       92.1       98.7       99.8:       1.3        0.2
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  :        33:         8          5          0          8         13         16         18:
Old  :        33:         8          5          0          8         13         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  :                 88.6       67.8       96.4       86.8       88.6       67.8       96.4       86.8
Old  :                 88.6       67.8       96.4       86.8       88.6       67.8       96.4       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 12, 2011