```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 13, 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  :   406,585:    74,796    105,002     63,105    236,003    182,243    373,904    350,350:    32,681     56,235
Old  :   317,553:    70,148     96,020     28,964    191,970    151,563    291,082    276,547:    26,471     41,006
Other:    89,032:    22,797     27,131     15,992     44,033     30,680     82,822     73,803:     6,210     15,229
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     5,498:    -2,511     15,804      1,594      5,013    -12,498      4,096      4,900:     1,402        598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       25.8       15.5       58.0       44.8       92.0       86.2:       8.0       13.8
Old  :     100.0:      22.1       30.2        9.1       60.5       47.7       91.7       87.1:       8.3       12.9
Other:     100.0:      25.6       30.5       18.0       49.5       34.5       93.0       82.9:       7.0       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       104        144        120         79        112        268        311:
Old  :       378:       112        139         81         69         99        228        278:
Other:       210:        41         66         34         39         90        105        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       14.4       41.1       21.7       24.1       13.3       39.2       18.9
Old  :                 28.7       18.1       44.7       25.4       27.9       17.2       43.8       24.4
Other:                 31.5       17.6       47.2       28.8       26.2       11.2       37.6       17.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 13, 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  : 1,213,565:   481,904    112,679     83,176    507,491    781,525  1,072,571    977,380:   140,994    236,185
Old  : 1,080,444:   466,050    123,902     45,753    441,081    696,779    952,884    866,434:   127,560    214,010
Other:   133,121:    50,237     23,160      3,040     66,410     84,746    119,687    110,946:    13,434     22,175
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -26,002:   -21,054      2,044     -7,369      4,362    -17,289    -24,061    -22,614:    -1,941     -3,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        9.3        6.9       41.8       64.4       88.4       80.5:      11.6       19.5
Old  :     100.0:      43.1       11.5        4.2       40.8       64.5       88.2       80.2:      11.8       19.8
Other:     100.0:      37.7       17.4        2.3       49.9       63.7       89.9       83.3:      10.1       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       842:       244        171        141        176        363        483        623:
Old  :       836:       237        178        114        170        359        463        602:
Other:       430:        64         66         15         51        268        120        346:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       12.0       23.9       17.9       13.7       10.5       20.4       14.8
Old  :                 15.1       11.5       24.4       17.1       14.4       11.2       22.5       15.7
Other:                 33.1       27.4       48.0       36.5       25.1       15.6       38.6       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,822:     3,219      1,048        499      7,276     11,094     10,994     12,641:     2,828      1,181
Old  :    13,787:     3,220      1,048        496      7,247     11,066     10,963     12,610:     2,824      1,177
Other:        35:         1          2          1         29         28         31         31:         4          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       111:      -446        454        -41        434       -629        -53       -216:       164        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        7.6        3.6       52.6       80.3       79.5       91.5:      20.5        8.5
Old  :     100.0:      23.4        7.6        3.6       52.6       80.3       79.5       91.5:      20.5        8.5
Other:     100.0:       2.9        5.7        2.9       82.9       80.0       88.6       88.6:      11.4       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          5          3         12          8         30         16:
Old  :        42:        18          5          3         12          8         30         16:
Other:         5:         1          1          1          2          1          4          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  :                 41.7       72.8       58.9       85.3       41.1       72.8       55.4       83.4
Old  :                 41.5       73.0       58.8       85.5       41.0       73.0       55.3       83.7
Other:                 88.6       88.6       88.6       88.6       85.7       85.7       85.7       85.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 13, 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  :   605,003:   237,456     54,896     63,290    242,826    417,088    543,572    535,274:    61,431     69,729
Old  :   567,659:   229,380     56,861     53,219    226,604    393,447    509,203    503,527:    58,456     64,132
Other:    37,344:    17,916      7,875        231     16,222     23,641     34,369     31,747:     2,975      5,597
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     6,107:   -13,486      3,195     -4,773     27,922      9,136      9,663      7,558:    -3,556     -1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        9.1       10.5       40.1       68.9       89.8       88.5:      10.2       11.5
Old  :     100.0:      40.4       10.0        9.4       39.9       69.3       89.7       88.7:      10.3       11.3
Other:     100.0:      48.0       21.1        0.6       43.4       63.3       92.0       85.0:       8.0       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       585:       231        111        144        102        204        405        410:
Old  :       583:       231        113        132        101        201        395        402:
Other:       243:        39         55          6         29        129         74        187:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       23.6       20.3       33.8       11.6       19.0       18.2       26.4
Old  :                 12.5       24.4       21.2       34.1       12.1       20.4       19.8       27.7
Other:                 34.2       37.6       49.5       51.7       29.6       36.5       44.9       47.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 13, 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  :    22,713:    19,253      2,051         46          8      4,319     19,307      6,416:     3,406     16,297
Old  :    20,020:    16,977      2,013         21          8      3,582     17,006      5,616:     3,014     14,404
Other:     2,693:     2,301         63          0          0        737      2,301        800:       392      1,893
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -3,094:    -3,007       -750       -108          0     -1,928     -3,115     -2,786:        21       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.8        9.0        0.2        0.0       19.0       85.0       28.2:      15.0       71.8
Old  :     100.0:      84.8       10.1        0.1        0.0       17.9       84.9       28.1:      15.1       71.9
Other:     100.0:      85.4        2.3        0.0        0.0       27.4       85.4       29.7:      14.6       70.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        22          7          6          1         10         23         23:
Old  :        39:        22          7          6          1         10         23         23:
Other:        22:         8          4          0          0         10          8         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.1       15.7       66.0       21.0       48.1       15.7       66.0       21.0
Old  :                 44.8       14.9       63.8       20.3       44.7       14.9       63.8       20.3
Other:                 76.8       23.4       85.4       27.0       76.8       23.4       85.4       27.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 13, 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  :   294,794:    77,090     38,501     35,282    149,171    197,908    261,543    271,691:    33,251     23,103
Old  :   287,383:    77,084     39,274     34,092    143,958    191,235    255,134    264,601:    32,249     22,782
Other:     7,411:       923        144        273      5,213      6,673      6,409      7,090:     1,002        321
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    12,401:      -937      2,325      1,472     12,975      9,660     13,510     13,457:    -1,109     -1,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       13.1       12.0       50.6       67.1       88.7       92.2:      11.3        7.8
Old  :     100.0:      26.8       13.7       11.9       50.1       66.5       88.8       92.1:      11.2        7.9
Other:     100.0:      12.5        1.9        3.7       70.3       90.0       86.5       95.7:      13.5        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        93         58         62         60         67        192        162:
Old  :       252:        91         64         61         60         67        191        162:
Other:        35:        11          2          3         12         14         23         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       24.0       24.2       37.9       12.2       19.2       19.4       29.8
Old  :                 14.5       24.1       23.7       37.1       12.6       19.7       20.1       30.2
Other:                 63.2       68.6       76.5       87.5       29.3       38.9       38.8       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 13, 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  :   643,314:    59,603     97,020      9,615    422,090    406,673    491,308    513,308:   152,006    130,006
Old  :   643,314:    59,603     97,020      9,615    422,090    406,673    491,308    513,308:   152,006    130,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       734:     4,884        879        920      1,575      7,628      7,379      9,427:    -6,645     -8,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       15.1        1.5       65.6       63.2       76.4       79.8:      23.6       20.2
Old  :     100.0:       9.3       15.1        1.5       65.6       63.2       76.4       79.8:      23.6       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  :       161:        31         29         10         70         72        106        106:
Old  :       161:        31         29         10         70         72        106        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       19.4       32.2       31.7       21.0       17.6       28.2       28.7
Old  :                 24.5       19.4       32.2       31.7       21.0       17.6       28.2       28.7
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, September 13, 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  :   396,468:    54,580     45,168      6,247    269,572    300,979    330,399    352,394:    66,069     44,074
Old  :   396,468:    54,580     45,168      6,247    269,572    300,979    330,399    352,394:    66,069     44,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -15,843:     4,012      4,983     -9,535    -11,759    -17,146    -17,282    -21,698:     1,439      5,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       11.4        1.6       68.0       75.9       83.3       88.9:      16.7       11.1
Old  :     100.0:      13.8       11.4        1.6       68.0       75.9       83.3       88.9:      16.7       11.1
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  :        74:         6          8          2         40         41         47         50:
Old  :        74:         6          8          2         40         41         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       49.8       43.7       62.8       22.9       49.5       39.9       61.1
Old  :                 25.9       49.8       43.7       62.8       22.9       49.5       39.9       61.1
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, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,469:     1,067        908        795      8,114      8,435      9,976     10,138:       493        331
Old  :    10,469:     1,067        908        795      8,114      8,435      9,976     10,138:       493        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       -45:        15         43         -2        -39       -114        -26        -73:       -19         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        8.7        7.6       77.5       80.6       95.3       96.8:       4.7        3.2
Old  :     100.0:      10.2        8.7        7.6       77.5       80.6       95.3       96.8:       4.7        3.2
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  :        37:         6          4          4         23         25         32         30:
Old  :        37:         6          4          4         23         25         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
Old  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
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, September 13, 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  :   189,553:    73,927     22,507     14,317     64,360    132,979    152,604    169,803:    36,949     19,750
Old  :   184,913:    73,050     22,574     13,143     62,437    129,957    148,630    165,674:    36,283     19,239
Other:     4,640:     1,172        228        879      1,923      3,022      3,974      4,129:       666        511
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -17,140:    -5,627      1,667     -6,474     -3,959    -11,445    -16,060    -16,252:    -1,080       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       11.9        7.6       34.0       70.2       80.5       89.6:      19.5       10.4
Old  :     100.0:      39.5       12.2        7.1       33.8       70.3       80.4       89.6:      19.6       10.4
Other:     100.0:      25.3        4.9       18.9       41.4       65.1       85.6       89.0:      14.4       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        76         32         43         61         60        163        119:
Old  :       197:        79         32         43         60         60        162        119:
Other:        32:         7          5          5         13          9         23         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  :                 13.7       33.4       22.1       45.2        9.1       24.9       16.1       34.2
Old  :                 13.5       33.5       22.0       45.2        9.3       25.5       16.4       34.8
Other:                 47.2       54.8       70.0       75.8       40.2       47.2       51.3       56.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 13, 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  :    17,833:     5,873      3,419        371      6,997     13,012     13,241     16,802:     4,592      1,031
Old  :    17,832:     5,873      3,419        371      6,997     13,011     13,241     16,801:     4,591      1,031
Other:         1:         0          0          0          0          1          0          1:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       186:       113        314       -211        414        144        316        247:      -130        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       19.2        2.1       39.2       73.0       74.2       94.2:      25.8        5.8
Old  :     100.0:      32.9       19.2        2.1       39.2       73.0       74.3       94.2:      25.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        40         18         10         20         15         64         39:
Old  :        88:        40         18         10         20         15         64         39:
Other:         1:         0          0          0          0          1          0          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  :                 24.7       57.8       37.9       69.8       24.7       55.9       37.9       67.9
Old  :                 24.7       57.8       37.9       69.8       24.7       55.9       37.9       67.9
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 13, 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  :   751,824:   167,457    171,663     20,000    456,346    441,887    643,803    633,550:   108,021    118,274
Old  :   751,824:   167,457    171,663     20,000    456,346    441,887    643,803    633,550:   108,021    118,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -18,462:    16,901    -12,936      3,126    -26,612     -7,800     -6,585    -17,610:   -11,877       -852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       22.8        2.7       60.7       58.8       85.6       84.3:      14.4       15.7
Old  :     100.0:      22.3       22.8        2.7       60.7       58.8       85.6       84.3:      14.4       15.7
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  :       222:        35         52         14         80        111        125        168:
Old  :       222:        35         52         14         80        111        125        168:
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  :                 23.8       15.8       36.0       24.1       23.1       10.8       31.8       18.1
Old  :                 23.8       15.8       36.0       24.1       23.1       10.8       31.8       18.1
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, September 13, 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  : 1,649,923:   161,297    244,198     20,322  1,163,778  1,074,070  1,345,397  1,338,590:   304,526    311,333
Old  : 1,649,923:   161,297    244,198     20,322  1,163,778  1,074,070  1,345,397  1,338,590:   304,526    311,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :  -116,293:   -43,960      2,989     -3,484    -75,570   -106,039   -123,014   -106,534:     6,721     -9,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       14.8        1.2       70.5       65.1       81.5       81.1:      18.5       18.9
Old  :     100.0:       9.8       14.8        1.2       70.5       65.1       81.5       81.1:      18.5       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  :       223:        34         42         17        101        120        144        170:
Old  :       223:        34         42         17        101        120        144        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       17.6       43.8       28.8       34.1       15.0       41.5       23.9
Old  :                 35.4       17.6       43.8       28.8       34.1       15.0       41.5       23.9
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, September 13, 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  : 1,336,571:   383,303    116,359     16,326    728,462    952,771  1,128,091  1,085,456:   208,480    251,115
Old  : 1,336,571:   383,303    116,359     16,326    728,462    952,771  1,128,091  1,085,456:   208,480    251,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -14,805:    -9,761      2,788     -5,937     10,134    -10,423     -5,564    -13,572:    -9,241     -1,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        8.7        1.2       54.5       71.3       84.4       81.2:      15.6       18.8
Old  :     100.0:      28.7        8.7        1.2       54.5       71.3       84.4       81.2:      15.6       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  :       186:        36         25         15         70        109        113        142:
Old  :       186:        36         25         15         70        109        113        142:
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       20.0       43.1       28.9       29.0       17.0       42.5       24.6
Old  :                 29.3       20.0       43.1       28.9       29.0       17.0       42.5       24.6
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, September 13, 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  :   708,104:    89,407     64,817     98,337    483,544    502,332    671,288    665,486:    36,816     42,618
Old  :   708,104:    89,407     64,817     98,337    483,544    502,332    671,288    665,486:    36,816     42,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -3,318:     2,258        277        -87     -6,984     -3,276     -4,813     -3,086:     1,495       -232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        9.2       13.9       68.3       70.9       94.8       94.0:       5.2        6.0
Old  :     100.0:      12.6        9.2       13.9       68.3       70.9       94.8       94.0:       5.2        6.0
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  :       130:        25         25         32         62         69        104        114:
Old  :       130:        25         25         32         62         69        104        114:
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  :                 41.4       31.1       52.9       44.8       36.4       24.3       41.4       34.5
Old  :                 41.4       31.1       52.9       44.8       36.4       24.3       41.4       34.5
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, September 13, 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  :    62,157:     8,306      2,987      4,666     40,408     45,923     53,380     53,576:     8,777      8,581
Old  :    62,157:     8,306      2,987      4,666     40,408     45,923     53,380     53,576:     8,777      8,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    10,555:        94        657      1,346      7,080      7,571      8,520      9,574:     2,035        981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        4.8        7.5       65.0       73.9       85.9       86.2:      14.1       13.8
Old  :     100.0:      13.4        4.8        7.5       65.0       73.9       85.9       86.2:      14.1       13.8
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  :        88:        18         10         12         42         37         65         58:
Old  :        88:        18         10         12         42         37         65         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       34.1       38.2       51.1       18.2       25.7       28.1       39.0
Old  :                 24.5       34.1       38.2       51.1       18.2       25.7       28.1       39.0
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, September 13, 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  :    15,829:     2,172      2,482        933      9,819     10,541     12,924     13,956:     2,905      1,873
Old  :    15,829:     2,172      2,482        933      9,819     10,541     12,924     13,956:     2,905      1,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     1,627:      -296         22        899        817        820      1,420      1,741:       207       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       15.7        5.9       62.0       66.6       81.6       88.2:      18.4       11.8
Old  :     100.0:      13.7       15.7        5.9       62.0       66.6       81.6       88.2:      18.4       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          3          2          9          8         13         13:
Old  :        21:         4          3          2          9          8         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       64.3       65.2       80.9       38.5       64.3       57.9       75.4
Old  :                 40.5       64.3       65.2       80.9       38.5       64.3       57.9       75.4
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, September 13, 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  :    92,656:    18,731      7,473      1,003     61,178     70,764     80,912     79,240:    11,744     13,416
Old  :    92,656:    18,731      7,473      1,003     61,178     70,764     80,912     79,240:    11,744     13,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    17,855:     1,299      1,790        374     12,526     13,501     14,199     15,665:     3,656      2,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        8.1        1.1       66.0       76.4       87.3       85.5:      12.7       14.5
Old  :     100.0:      20.2        8.1        1.1       66.0       76.4       87.3       85.5:      12.7       14.5
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  :        85:        18         12          8         41         35         62         53:
Old  :        85:        18         12          8         41         35         62         53:
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       40.1       42.0       52.5       25.6       34.3       39.8       46.1
Old  :                 26.0       40.1       42.0       52.5       25.6       34.3       39.8       46.1
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, September 13, 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  :    11,874:     5,230      6,325      1,736      4,501      3,813     11,467     11,874:       407          0
Old  :    11,874:     5,230      6,325      1,736      4,501      3,813     11,467     11,874:       407          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :      -107:         0        -55         70        -30          0         40         15:      -147       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       53.3       14.6       37.9       32.1       96.6      100.0:       3.4        0.0
Old  :     100.0:      44.0       53.3       14.6       37.9       32.1       96.6      100.0:       3.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         11          2          3          1         14         12:
Old  :        24:         9         11          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  :                 71.8       78.5       92.6       94.5       70.1       66.7       79.9       80.4
Old  :                 71.8       78.5       92.6       94.5       70.1       66.7       79.9       80.4
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, September 13, 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  :    10,719:     3,009        622          0      7,438     10,032     10,447     10,654:       272         65
Old  :    10,719:     3,009        622          0      7,438     10,032     10,447     10,654:       272         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -1,024:       650        218       -490     -1,132       -737       -972     -1,009:       -52        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        5.8        0.0       69.4       93.6       97.5       99.4:       2.5        0.6
Old  :     100.0:      28.1        5.8        0.0       69.4       93.6       97.5       99.4:       2.5        0.6
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  :        32:         8          5          0          7         14         15         19:
Old  :        32:         8          5          0          7         14         15         19:
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  :                 78.3       78.9       94.1       92.0       78.3       78.9       94.1       91.8
Old  :                 78.3       78.9       94.1       92.0       78.3       78.9       94.1       91.8
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, September 13, 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  :    21,103:     1,706        695          0     19,154     20,340     20,860     21,035:       243         68
Old  :    21,103:     1,706        695          0     19,154     20,340     20,860     21,035:       243         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -1,366:    -1,910       -588       -207        771       -588     -1,346     -1,383:       -20         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.3        0.0       90.8       96.4       98.8       99.7:       1.2        0.3
Old  :     100.0:       8.1        3.3        0.0       90.8       96.4       98.8       99.7:       1.2        0.3
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  :        30:         6          3          0          8         15         14         18:
Old  :        30:         6          3          0          8         15         14         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  :                 93.5       79.8       97.6       90.7       93.5       79.8       97.6       90.7
Old  :                 93.5       79.8       97.6       90.7       93.5       79.8       97.6       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 16, 2011