```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 2, 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  :   431,604:    76,012    117,384     63,464    251,646    186,420    391,122    367,268:    40,482     64,336
Old  :   359,698:    69,270    108,589     41,550    213,636    161,376    324,456    311,515:    35,242     48,183
Other:    71,906:    16,804     18,857     11,852     38,010     25,044     66,666     55,753:     5,240     16,153
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    11,047:       798      6,006       -876     10,017      3,669      9,939      8,799:     1,108      2,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       27.2       14.7       58.3       43.2       90.6       85.1:       9.4       14.9
Old  :     100.0:      19.3       30.2       11.6       59.4       44.9       90.2       86.6:       9.8       13.4
Other:     100.0:      23.4       26.2       16.5       52.9       34.8       92.7       77.5:       7.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:        98        149        129         82        111        271        316:
Old  :       380:       101        147        111         77        100        254        294:
Other:       183:        35         51         26         36         83         90        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       15.4       39.8       21.7       22.9       12.7       37.5       18.1
Old  :                 26.4       17.9       41.8       24.4       25.5       16.6       39.9       22.8
Other:                 37.5       17.9       52.7       28.2       31.0       10.7       43.0       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 2, 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  : 1,234,631:   448,697     95,486     95,271    549,755    811,232  1,093,723  1,001,989:   140,908    232,642
Old  :   301,417:   113,650     45,723      4,827    153,369    211,694    271,846    262,244:    29,571     39,173
Other:   933,214:   374,195     88,911     51,296    396,386    599,538    821,877    739,745:   111,337    193,469
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    31,258:    18,926     -4,279      6,373      5,393     25,382     30,692     27,476:       566      3,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        7.7        7.7       44.5       65.7       88.6       81.2:      11.4       18.8
Old  :     100.0:      37.7       15.2        1.6       50.9       70.2       90.2       87.0:       9.8       13.0
Other:     100.0:      40.1        9.5        5.5       42.5       64.2       88.1       79.3:      11.9       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       822:       229        146        172        201        377        522        624:
Old  :       611:       135        110         13        107        279        251        393:
Other:       797:       218        146        111        161        361        437        572:
     :----------------------------------------------------------------------------------------------------
     :             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       11.7       23.9       18.7       13.8       10.1       20.4       14.8
Old  :                 26.0       24.2       39.8       33.8       26.0       24.2       39.8       33.8
Other:                 14.0        9.5       23.1       16.4       11.8        9.1       20.1       13.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 2, 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  :    12,161:     3,227        872        468      5,747      9,509      9,442     10,849:     2,719      1,312
Old  :    12,132:     3,226        872        468      5,719      9,481      9,413     10,821:     2,719      1,311
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -106:        83         86       -566        296        323       -187       -157:        81         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        7.2        3.8       47.3       78.2       77.6       89.2:      22.4       10.8
Old  :     100.0:      26.6        7.2        3.9       47.1       78.1       77.6       89.2:      22.4       10.8
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          5          2         11          9         30         16:
Old  :        41:        19          5          2         11          9         30         16:
Other:         3:         1          0          0          1          1          2          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  :                 31.4       62.0       51.6       80.7       30.9       55.9       46.0       74.0
Old  :                 31.3       62.1       51.5       80.7       30.8       56.1       45.8       73.9
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 2, 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  :   512,382:   177,002     58,224     47,876    235,535    338,641    460,413    444,741:    51,969     67,641
Old  :   487,296:   171,318     58,345     42,915    222,749    322,268    436,982    423,528:    50,314     63,768
Other:    25,086:    10,488      4,683        157     12,786     16,373     23,431     21,213:     1,655      3,873
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -25,186:   -14,557      2,340     -5,694      1,360    -15,838    -18,891    -19,192:    -6,295     -5,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       11.4        9.3       46.0       66.1       89.9       86.8:      10.1       13.2
Old  :     100.0:      35.2       12.0        8.8       45.7       66.1       89.7       86.9:      10.3       13.1
Other:     100.0:      41.8       18.7        0.6       51.0       65.3       93.4       84.6:       6.6       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       189        120        141         97        188        360        399:
Old  :       538:       185        126        129         96        184        352        388:
Other:       220:        30         55          8         24        121         59        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  :                 14.7       21.9       23.7       28.7       13.9       18.5       21.4       25.2
Old  :                 15.1       22.2       24.6       29.2       14.8       19.6       23.2       26.6
Other:                 49.3       41.7       62.5       52.9       40.8       35.0       54.1       43.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 2, 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  :    23,568:    20,381      2,170        111          0      5,726     20,492      8,007:     3,076     15,561
Old  :    21,462:    18,520      2,126         61          0      4,973     18,581      7,160:     2,881     14,302
Other:     2,106:     1,911         94          0          0        753      1,911        847:       195      1,259
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -303:      -454       -165         15          0        216       -439         66:       136       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5        9.2        0.5        0.0       24.3       86.9       34.0:      13.1       66.0
Old  :     100.0:      86.3        9.9        0.3        0.0       23.2       86.6       33.4:      13.4       66.6
Other:     100.0:      90.7        4.5        0.0        0.0       35.8       90.7       40.2:       9.3       59.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          7          6          0         15         17         28:
Old  :        39:        17          7          6          0         15         17         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  :                 56.0       13.5       73.0       20.5       55.9       13.5       72.9       20.5
Old  :                 53.9       12.6       71.6       19.8       53.8       12.6       71.5       19.8
Other:                 81.5       28.3       90.7       35.5       81.5       28.3       90.7       35.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 2, 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  :   284,364:    74,209     49,340     29,976    148,170    180,315    252,355    259,631:    32,009     24,733
Old  :    49,878:    10,857     12,763        980     31,746     29,564     43,583     43,307:     6,295      6,571
Other:   234,486:    72,136     45,361     20,212    116,424    150,751    208,772    216,324:    25,714     18,162
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     5,474:     3,973      3,484         32        729      2,617      4,734      6,133:       740       -659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       17.4       10.5       52.1       63.4       88.7       91.3:      11.3        8.7
Old  :     100.0:      21.8       25.6        2.0       63.6       59.3       87.4       86.8:      12.6       13.2
Other:     100.0:      30.8       19.3        8.6       49.7       64.3       89.0       92.3:      11.0        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        69         74         67         62         64        181        168:
Old  :       141:        38         34          6         33         46         76         81:
Other:       226:        72         71         50         59         56        165        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       30.8       25.3       41.8       13.1       23.4       21.0       33.8
Old  :                 38.7       23.0       48.9       35.1       38.6       23.0       48.2       35.1
Other:                 15.6       36.1       25.2       47.6       15.4       32.3       25.0       43.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 2, 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  :   650,940:    75,680    136,082     13,148    404,901    367,472    493,729    516,702:   157,211    134,238
Old  :   650,940:    75,680    136,082     13,148    404,901    367,472    493,729    516,702:   157,211    134,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    14,104:     9,497     -2,449      2,059        338      3,342     11,894      2,952:     2,210     11,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       20.9        2.0       62.2       56.5       75.8       79.4:      24.2       20.6
Old  :     100.0:      11.6       20.9        2.0       62.2       56.5       75.8       79.4:      24.2       20.6
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  :       164:        28         38         19         64         73        107        115:
Old  :       164:        28         38         19         64         73        107        115:
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  :                 23.0       17.9       32.3       27.0       21.5       17.2       28.8       25.8
Old  :                 23.0       17.9       32.3       27.0       21.5       17.2       28.8       25.8
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 2, 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  :   390,841:    60,051     65,021        567    272,282    283,217    332,900    348,805:    57,941     42,036
Old  :   390,841:    60,051     65,021        567    272,282    283,217    332,900    348,805:    57,941     42,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    12,737:     1,555     -1,555         -2     10,056     13,527     11,609     11,970:     1,128        767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       16.6        0.1       69.7       72.5       85.2       89.2:      14.8       10.8
Old  :     100.0:      15.4       16.6        0.1       69.7       72.5       85.2       89.2:      14.8       10.8
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  :        76:         7         11          2         38         36         46         48:
Old  :        76:         7         11          2         38         36         46         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  :                 27.9       48.5       46.9       62.0       24.9       48.5       43.3       61.3
Old  :                 27.9       48.5       46.9       62.0       24.9       48.5       43.3       61.3
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 2, 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  :     9,528:       983      1,101        186      7,821      7,870      8,990      9,157:       538        371
Old  :     9,528:       983      1,101        186      7,821      7,870      8,990      9,157:       538        371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       -86:       132       -134       -177       -106        179       -151       -132:        65         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.6        2.0       82.1       82.6       94.4       96.1:       5.6        3.9
Old  :     100.0:      10.3       11.6        2.0       82.1       82.6       94.4       96.1:       5.6        3.9
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  :        40:         9          4          5         21         25         33         31:
Old  :        40:         9          4          5         21         25         33         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  :                 52.1       40.7       66.9       65.2       29.6       25.4       37.4       35.5
Old  :                 52.1       40.7       66.9       65.2       29.6       25.4       37.4       35.5
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 2, 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  :   174,085:    52,357     20,561     14,661     68,742    113,267    135,760    148,489:    38,325     25,596
Old  :    41,900:    10,207      3,216      2,275     19,408     28,025     31,890     33,516:    10,010      8,384
Other:   132,185:    45,654     20,849      8,882     49,334     85,242    103,870    114,973:    28,315     17,212
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -10,645:      -864      1,520     -6,869        626     -5,054     -7,107    -10,403:    -3,538       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       11.8        8.4       39.5       65.1       78.0       85.3:      22.0       14.7
Old  :     100.0:      24.4        7.7        5.4       46.3       66.9       76.1       80.0:      23.9       20.0
Other:     100.0:      34.5       15.8        6.7       37.3       64.5       78.6       87.0:      21.4       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        59         30         43         54         51        139        112:
Old  :       110:        27         16          9         37         36         71         60:
Other:       159:        56         37         29         50         43        123         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       34.3       21.5       44.9        9.9       27.7       16.9       36.2
Old  :                 24.9       30.6       38.0       46.8       24.9       28.1       36.2       42.6
Other:                 12.9       37.1       23.5       49.6       12.0       28.6       19.2       38.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 2, 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  :    17,869:     4,316      2,275      1,560      7,330     12,507     13,206     16,342:     4,663      1,527
Old  :    17,869:     4,316      2,275      1,560      7,330     12,507     13,206     16,342:     4,663      1,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       479:      -269        -95        609        -65       -361        275        153:       204        326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       12.7        8.7       41.0       70.0       73.9       91.5:      26.1        8.5
Old  :     100.0:      24.2       12.7        8.7       41.0       70.0       73.9       91.5:      26.1        8.5
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  :        82:        33         15         14         20         17         62         40:
Old  :        82:        33         15         14         20         17         62         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       50.0       37.5       62.9       24.9       49.4       37.5       61.1
Old  :                 25.0       50.0       37.5       62.9       24.9       49.4       37.5       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 2, 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  : 1,040,881:   258,877    195,003     12,862    661,757    700,554    933,496    908,419:   107,385    132,462
Old  : 1,040,881:   258,877    195,003     12,862    661,757    700,554    933,496    908,419:   107,385    132,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     8,423:    37,696    -12,811       -353    -34,748     32,130      2,595     18,966:     5,828    -10,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       18.7        1.2       63.6       67.3       89.7       87.3:      10.3       12.7
Old  :     100.0:      24.9       18.7        1.2       63.6       67.3       89.7       87.3:      10.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        49         62         22         86        133        151        201:
Old  :       275:        49         62         22         86        133        151        201:
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  :                 29.0       17.4       43.3       27.9       27.7       16.5       40.8       25.3
Old  :                 29.0       17.4       43.3       27.9       27.7       16.5       40.8       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 2, 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  : 1,863,628:   262,924    335,870     42,471  1,261,946  1,172,745  1,567,341  1,551,086:   296,287    312,542
Old  : 1,863,628:   262,924    335,870     42,471  1,261,946  1,172,745  1,567,341  1,551,086:   296,287    312,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -36,987:   -20,543     28,056      2,051    -15,082    -45,308    -33,574    -15,201:    -3,413    -21,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.0        2.3       67.7       62.9       84.1       83.2:      15.9       16.8
Old  :     100.0:      14.1       18.0        2.3       67.7       62.9       84.1       83.2:      15.9       16.8
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  :       278:        37         59         39        123        139        185        212:
Old  :       278:        37         59         39        123        139        185        212:
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  :                 24.8       21.5       34.4       31.5       24.4       19.3       32.9       25.2
Old  :                 24.8       21.5       34.4       31.5       24.4       19.3       32.9       25.2
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 2, 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  : 1,462,496:   376,738    197,029     28,685    820,512    953,120  1,225,935  1,178,834:   236,561    283,662
Old  : 1,462,496:   376,738    197,029     28,685    820,512    953,120  1,225,935  1,178,834:   236,561    283,662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -57,935:     9,684        430     13,618   -100,409    -79,446    -77,107    -65,398:    19,172      7,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.5        2.0       56.1       65.2       83.8       80.6:      16.2       19.4
Old  :     100.0:      25.8       13.5        2.0       56.1       65.2       83.8       80.6:      16.2       19.4
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  :       210:        34         47         19         72        102        119        155:
Old  :       210:        34         47         19         72        102        119        155:
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  :                 37.0       19.3       47.3       27.9       34.6       17.1       44.1       25.0
Old  :                 37.0       19.3       47.3       27.9       34.6       17.1       44.1       25.0
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 2, 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  :   858,944:    90,024     68,103    129,708    594,786    610,103    814,518    807,914:    44,426     51,030
Old  :   858,944:    90,024     68,103    129,708    594,786    610,103    814,518    807,914:    44,426     51,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -5,980:    11,919    -11,829     -2,783    -11,185      8,652     -2,049     -5,960:    -3,931        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.9       15.1       69.2       71.0       94.8       94.1:       5.2        5.9
Old  :     100.0:      10.5        7.9       15.1       69.2       71.0       94.8       94.1:       5.2        5.9
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  :       144:        22         33         38         63         77        106        134:
Old  :       144:        22         33         38         63         77        106        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       26.2       49.9       37.4       33.2       18.1       37.2       25.7
Old  :                 39.4       26.2       49.9       37.4       33.2       18.1       37.2       25.7
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 2, 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  :    72,896:    16,261      2,947      4,167     43,343     59,216     63,770     66,330:     9,126      6,566
Old  :    72,896:    16,261      2,947      4,167     43,343     59,216     63,770     66,330:     9,126      6,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -1,495:    -3,005        597       -197        878     -3,590     -2,324     -3,190:       829      1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        4.0        5.7       59.5       81.2       87.5       91.0:      12.5        9.0
Old  :     100.0:      22.3        4.0        5.7       59.5       81.2       87.5       91.0:      12.5        9.0
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  :        99:        26         11          9         43         28         74         47:
Old  :        99:        26         11          9         43         28         74         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  :                 21.9       46.0       37.4       62.0       21.2       41.2       33.9       56.8
Old  :                 21.9       46.0       37.4       62.0       21.2       41.2       33.9       56.8
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 2, 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  :    17,750:     4,678        756         33     10,755     15,448     15,466     16,237:     2,284      1,513
Old  :    17,750:     4,678        756         33     10,755     15,448     15,466     16,237:     2,284      1,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       -21:        -3          0          2       -500          0       -501          2:       480        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.3        0.2       60.6       87.0       87.1       91.5:      12.9        8.5
Old  :     100.0:      26.4        4.3        0.2       60.6       87.0       87.1       91.5:      12.9        8.5
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  :        22:         5          2          1          8          7         14          9:
Old  :        22:         5          2          1          8          7         14          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  :                 50.4       79.7       72.0       90.0       50.4       79.7       72.0       89.8
Old  :                 50.4       79.7       72.0       90.0       50.4       79.7       72.0       89.8
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 2, 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  :   110,291:    31,325     12,542        107     65,175     87,536     96,607    100,185:    13,684     10,106
Old  :   110,291:    31,325     12,542        107     65,175     87,536     96,607    100,185:    13,684     10,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -2,947:    -6,076      1,120       -324      2,755     -7,180     -3,645     -6,384:       698      3,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       11.4        0.1       59.1       79.4       87.6       90.8:      12.4        9.2
Old  :     100.0:      28.4       11.4        0.1       59.1       79.4       87.6       90.8:      12.4        9.2
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  :        95:        25         13          5         39         26         65         44:
Old  :        95:        25         13          5         39         26         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  :                 27.1       45.3       43.9       63.7       27.1       45.1       43.9       63.5
Old  :                 27.1       45.3       43.9       63.7       27.1       45.1       43.9       63.5
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 2, 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  :     6,287:     3,523      1,851        486      1,699      3,813      5,708      6,150:       579        137
Old  :     6,287:     3,523      1,851        486      1,699      3,813      5,708      6,150:       579        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :         1:       453          0          0       -286          0        167          0:      -166          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       29.4        7.7       27.0       60.6       90.8       97.8:       9.2        2.2
Old  :     100.0:      56.0       29.4        7.7       27.0       60.6       90.8       97.8:       9.2        2.2
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  :        20:        12          5          1          2          1         15          6:
Old  :        20:        12          5          1          2          1         15          6:
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       88.0       80.6       97.8       56.5       80.3       75.2       90.1
Old  :                 56.5       88.0       80.6       97.8       56.5       80.3       75.2       90.1
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 2, 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  :    13,260:     1,613        677         12     11,341     12,515     12,966     13,204:       294         56
Old  :    13,260:     1,613        677         12     11,341     12,515     12,966     13,204:       294         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -395:       153        -67         -5       -493       -323       -345       -395:       -50          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        5.1        0.1       85.5       94.4       97.8       99.6:       2.2        0.4
Old  :     100.0:      12.2        5.1        0.1       85.5       94.4       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          6          1          8         13         16         20:
Old  :        33:         8          6          1          8         13         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       82.7       92.2       93.4       74.9       82.7       92.1       93.3
Old  :                 74.9       82.7       92.2       93.4       74.9       82.7       92.1       93.3
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 2, 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  :    23,523:     5,195      1,951          0     18,026     21,504     23,221     23,455:       302         68
Old  :    23,523:     5,195      1,951          0     18,026     21,504     23,221     23,455:       302         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -1,138:       -16        442        -21     -1,124     -1,562     -1,161     -1,141:        23          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        8.3        0.0       76.6       91.4       98.7       99.7:       1.3        0.3
Old  :     100.0:      22.1        8.3        0.0       76.6       91.4       98.7       99.7:       1.3        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  :        34:         8          5          0          8         14         16         19:
Old  :        34:         8          5          0          8         14         16         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  :                 85.8       67.8       95.1       85.8       85.8       67.8       95.1       85.8
Old  :                 85.8       67.8       95.1       85.8       85.8       67.8       95.1       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 5, 2011