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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 19, 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  :   426,110:    78,825    105,496     69,114    237,581    189,105    385,520    363,715:    40,590     62,395
Old  :   359,660:    74,337    100,993     46,339    203,168    165,289    323,844    312,621:    35,816     47,039
Other:    66,450:    15,418     15,433     11,845     34,413     23,816     61,676     51,094:     4,774     15,356
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -7,998:    -1,878     -7,927      6,058    -10,974     -6,720     -6,794     -8,589:    -1,204        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       24.8       16.2       55.8       44.4       90.5       85.4:       9.5       14.6
Old  :     100.0:      20.7       28.1       12.9       56.5       46.0       90.0       86.9:      10.0       13.1
Other:     100.0:      23.2       23.2       17.8       51.8       35.8       92.8       76.9:       7.2       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       110        145        127         75        113        268        316:
Old  :       384:       111        144        109         72        101        254        293:
Other:       180:        36         47         22         35         83         86        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       16.4       38.9       22.9       22.7       14.3       37.4       19.8
Old  :                 26.3       19.0       40.4       25.7       25.8       18.1       40.0       24.7
Other:                 40.9       19.3       56.6       30.2       34.1       11.4       45.4       18.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 19, 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  : 1,196,995:   425,864     96,428     86,207    546,661    791,581  1,058,732    974,216:   138,263    222,779
Old  :   365,177:   135,590     52,909      5,636    186,724    262,176    327,950    320,721:    37,227     44,456
Other:   831,818:   332,797     86,042     38,048    359,937    529,405    730,782    653,495:   101,036    178,323
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     8,806:    22,577         91     -9,201       -365     23,076     13,011     13,966:    -4,205     -5,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        8.1        7.2       45.7       66.1       88.4       81.4:      11.6       18.6
Old  :     100.0:      37.1       14.5        1.5       51.1       71.8       89.8       87.8:      10.2       12.2
Other:     100.0:      40.0       10.3        4.6       43.3       63.6       87.9       78.6:      12.1       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       797:       229        137        162        205        364        506        606:
Old  :       624:       147        105         18        110        282        266        397:
Other:       754:       194        147         98        170        343        420        543:
     :----------------------------------------------------------------------------------------------------
     :             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       13.2       24.3       19.8       14.0       10.9       20.6       15.5
Old  :                 30.4       29.2       41.5       37.0       30.4       29.2       41.5       36.9
Other:                 13.7        9.6       23.6       15.7       10.9        8.6       19.5       12.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 19, 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  :    12,418:     3,059        752        839      5,957      9,650      9,855     11,241:     2,563      1,177
Old  :    12,389:     3,058        752        839      5,929      9,622      9,826     11,213:     2,563      1,176
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :        42:      -134       -188        279       -298         81       -153        172:       195       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.1        6.8       48.0       77.7       79.4       90.5:      20.6        9.5
Old  :     100.0:      24.7        6.1        6.8       47.9       77.7       79.3       90.5:      20.7        9.5
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  :        39:        18          4          2         12          9         30         15:
Old  :        39:        18          4          2         12          9         30         15:
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  :                 33.2       60.5       51.1       81.8       31.1       56.4       46.4       73.8
Old  :                 33.0       60.7       51.0       81.8       30.9       56.6       46.3       73.8
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, July 19, 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  :   543,107:   187,409     54,097     59,029    240,790    358,281    487,228    471,407:    55,879     71,700
Old  :    55,723:    24,885      6,018         35     23,745     42,623     48,665     48,676:     7,058      7,047
Other:   487,384:   178,347     63,902     43,171    217,045    315,658    438,563    422,731:    48,821     64,653
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    28,850:    33,386     -6,028      7,946    -17,431     30,444     23,901     32,362:     4,949     -3,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       10.0       10.9       44.3       66.0       89.7       86.8:      10.3       13.2
Old  :     100.0:      44.7       10.8        0.1       42.6       76.5       87.3       87.4:      12.7       12.6
Other:     100.0:      36.6       13.1        8.9       44.5       64.8       90.0       86.7:      10.0       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       531:       198        102        143        118        195        390        387:
Old  :       304:        80         58          3         66        110        147        170:
Other:       525:       188        119        121         95        192        349        375:
     :----------------------------------------------------------------------------------------------------
     :             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       20.8       22.9       29.2       12.7       18.0       19.8       24.9
Old  :                 33.7       30.3       45.2       45.3       33.7       30.3       45.2       45.0
Other:                 14.7       20.1       23.8       28.7       14.0       17.0       21.9       24.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 19, 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  :    23,603:    20,540      1,855        118          3      5,504     20,661      7,477:     2,942     16,126
Old  :       769:       506         31          0          3        200        509        231:       260        538
Other:    22,834:    20,055      1,845         97          0      5,304     20,152      7,246:     2,682     15,588
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,323:       987        290          6          0        493        993        789:       330        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0        7.9        0.5        0.0       23.3       87.5       31.7:      12.5       68.3
Old  :     100.0:      65.8        4.0        0.0        0.4       26.0       66.2       30.0:      33.8       70.0
Other:     100.0:      87.8        8.1        0.4        0.0       23.2       88.3       31.7:      11.7       68.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        18          6          7          1         14         19         27:
Old  :        21:         9          4          0          1          7         10         11:
Other:        38:        18          6          6          0         14         18         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.9       13.5       71.8       20.4       54.9       13.5       71.8       20.4
Old  :                 51.6       26.3       65.3       29.3       51.6       26.3       65.3       29.3
Other:                 55.5       13.4       72.5       20.2       55.4       13.4       72.4       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 19, 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  :   296,690:    75,298     43,632     33,347    153,201    195,106    261,846    272,085:    34,844     24,605
Old  :    75,332:    13,274     17,671      4,608     47,558     44,716     65,440     66,995:     9,892      8,337
Other:   221,358:    70,341     34,278     20,422    105,643    150,390    196,406    205,090:    24,952     16,268
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    13,922:     4,203       -912      2,123      3,110     15,036      9,436     16,247:     4,486     -2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       14.7       11.2       51.6       65.8       88.3       91.7:      11.7        8.3
Old  :     100.0:      17.6       23.5        6.1       63.1       59.4       86.9       88.9:      13.1       11.1
Other:     100.0:      31.8       15.5        9.2       47.7       67.9       88.7       92.7:      11.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        71         67         66         62         64        184        162:
Old  :       155:        36         45         21         48         50         98        104:
Other:       212:        79         58         45         51         53        157        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       33.3       25.3       43.6       13.2       25.4       21.1       34.8
Old  :                 28.0       23.7       42.0       34.9       27.8       19.7       38.9       29.9
Other:                 15.8       39.4       26.3       50.9       15.6       36.8       26.0       47.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 19, 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  :   645,396:    76,001    143,151      7,695    414,699    364,670    498,395    515,516:   147,001    129,880
Old  :   645,396:    76,001    143,151      7,695    414,699    364,670    498,395    515,516:   147,001    129,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    10,452:     4,807    -13,494        895     -1,428     34,749      4,274     22,150:     6,178    -11,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       22.2        1.2       64.3       56.5       77.2       79.9:      22.8       20.1
Old  :     100.0:      11.8       22.2        1.2       64.3       56.5       77.2       79.9:      22.8       20.1
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  :       170:        30         37         16         68         73        106        119:
Old  :       170:        30         37         16         68         73        106        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       16.7       33.9       26.5       22.5       16.4       30.6       25.6
Old  :                 23.5       16.7       33.9       26.5       22.5       16.4       30.6       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 19, 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  :   371,783:    57,365     65,600        510    253,193    267,032    311,068    333,142:    60,715     38,641
Old  :   371,783:    57,365     65,600        510    253,193    267,032    311,068    333,142:    60,715     38,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     3,023:       489      1,724        122        352      8,093        963      9,939:     2,060     -6,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.6        0.1       68.1       71.8       83.7       89.6:      16.3       10.4
Old  :     100.0:      15.4       17.6        0.1       68.1       71.8       83.7       89.6:      16.3       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:         7         11          2         36         34         44         46:
Old  :        74:         7         11          2         36         34         44         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       48.0       46.6       62.8       24.7       48.0       41.6       61.3
Old  :                 27.7       48.0       46.6       62.8       24.7       48.0       41.6       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, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,855:       816      1,235        373      7,142      6,908      8,331      8,516:       524        339
Old  :     8,855:       816      1,235        373      7,142      6,908      8,331      8,516:       524        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -162:       151        762          8       -266       -957       -107       -187:       -55         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       13.9        4.2       80.7       78.0       94.1       96.2:       5.9        3.8
Old  :     100.0:       9.2       13.9        4.2       80.7       78.0       94.1       96.2:       5.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          5          5         20         26         31         33:
Old  :        41:         8          5          5         20         26         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       38.4       61.9       64.2       28.3       23.8       37.8       34.8
Old  :                 45.0       38.4       61.9       64.2       28.3       23.8       37.8       34.8
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, July 19, 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  :   175,578:    49,724     22,740     19,556     68,707    108,592    137,987    150,888:    37,591     24,690
Old  :    57,948:    16,479      5,251      2,452     26,918     40,066     45,849     47,769:    12,099     10,179
Other:   117,630:    38,748     22,992     11,601     41,789     68,526     92,138    103,119:    25,492     14,511
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,444:     7,347     -5,448       -127    -11,081      9,473     -3,861      3,898:     5,305     -2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       13.0       11.1       39.1       61.8       78.6       85.9:      21.4       14.1
Old  :     100.0:      28.4        9.1        4.2       46.5       69.1       79.1       82.4:      20.9       17.6
Other:     100.0:      32.9       19.5        9.9       35.5       58.3       78.3       87.7:      21.7       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        57         32         42         59         55        140        116:
Old  :       118:        30         18         17         45         43         83         72:
Other:       159:        51         36         27         52         44        119         96:
     :----------------------------------------------------------------------------------------------------
     :             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       31.0       21.4       43.1        9.5       25.8       16.0       34.9
Old  :                 19.9       39.7       31.2       52.4       19.5       38.1       29.7       48.4
Other:                 13.4       31.0       23.3       45.0       12.3       24.3       20.6       35.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 19, 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  :    17,223:     4,379      2,187      1,183      7,340     12,446     12,902     15,816:     4,321      1,407
Old  :    17,223:     4,379      2,187      1,183      7,340     12,446     12,902     15,816:     4,321      1,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :       666:       404       -119       -213        -88        909        103        577:       563         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       12.7        6.9       42.6       72.3       74.9       91.8:      25.1        8.2
Old  :     100.0:      25.4       12.7        6.9       42.6       72.3       74.9       91.8:      25.1        8.2
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  :        82:        33         14         13         20         17         62         38:
Old  :        82:        33         14         13         20         17         62         38:
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  :                 27.4       50.8       40.4       65.2       27.4       50.7       40.4       65.1
Old  :                 27.4       50.8       40.4       65.2       27.4       50.7       40.4       65.1
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, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,022,805:   210,640    203,446     11,454    694,466    658,147    916,560    873,047:   106,245    149,758
Old  : 1,022,805:   210,640    203,446     11,454    694,466    658,147    916,560    873,047:   106,245    149,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    26,485:   -21,590     -3,761       -380     42,176     21,738     20,206     17,597:     6,279      8,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       19.9        1.1       67.9       64.3       89.6       85.4:      10.4       14.6
Old  :     100.0:      20.6       19.9        1.1       67.9       64.3       89.6       85.4:      10.4       14.6
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  :       270:        40         68         19         86        128        140        201:
Old  :       270:        40         68         19         86        128        140        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  :                 26.6       13.7       42.3       24.0       25.0       11.3       39.2       19.7
Old  :                 26.6       13.7       42.3       24.0       25.0       11.3       39.2       19.7
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, July 19, 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  : 1,915,663:   304,794    343,317     25,768  1,289,809  1,221,693  1,620,371  1,590,778:   295,292    324,885
Old  : 1,915,663:   304,794    343,317     25,768  1,289,809  1,221,693  1,620,371  1,590,778:   295,292    324,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :   100,918:    34,355      8,422      1,034     60,987     79,224     96,376     88,680:     4,542     12,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       17.9        1.3       67.3       63.8       84.6       83.0:      15.4       17.0
Old  :     100.0:      15.9       17.9        1.3       67.3       63.8       84.6       83.0:      15.4       17.0
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  :       281:        44         57         24        113        140        170        208:
Old  :       281:        44         57         24        113        140        170        208:
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  :                 26.8       20.2       36.2       31.1       26.2       17.7       35.5       25.8
Old  :                 26.8       20.2       36.2       31.1       26.2       17.7       35.5       25.8
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, July 19, 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  : 1,564,850:   407,404    240,975     26,425    906,236  1,033,917  1,340,065  1,301,317:   224,785    263,533
Old  : 1,564,850:   407,404    240,975     26,425    906,236  1,033,917  1,340,065  1,301,317:   224,785    263,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    32,075:    21,050     11,968     -2,055      8,625     39,527     27,620     49,440:     4,455    -17,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       15.4        1.7       57.9       66.1       85.6       83.2:      14.4       16.8
Old  :     100.0:      26.0       15.4        1.7       57.9       66.1       85.6       83.2:      14.4       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  :       214:        27         51         17         76        111        113        169:
Old  :       214:        27         51         17         76        111        113        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       20.9       50.9       30.3       41.1       19.6       50.4       27.3
Old  :                 41.1       20.9       50.9       30.3       41.1       19.6       50.4       27.3
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, July 19, 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  :   823,635:    84,456     77,421    130,716    562,662    563,612    777,834    771,749:    45,801     51,886
Old  :   823,635:    84,456     77,421    130,716    562,662    563,612    777,834    771,749:    45,801     51,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    55,566:    15,621     10,664     14,465     20,409     31,129     50,495     56,258:     5,071       -692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        9.4       15.9       68.3       68.4       94.4       93.7:       5.6        6.3
Old  :     100.0:      10.3        9.4       15.9       68.3       68.4       94.4       93.7:       5.6        6.3
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  :       141:        24         34         38         64         72        111        126:
Old  :       141:        24         34         38         64         72        111        126:
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  :                 37.7       25.0       49.1       35.2       28.8       14.3       31.7       20.2
Old  :                 37.7       25.0       49.1       35.2       28.8       14.3       31.7       20.2
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, July 19, 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  :    76,111:    24,951      2,167      3,917     38,759     64,698     67,626     70,781:     8,485      5,330
Old  :    76,111:    24,951      2,167      3,917     38,759     64,698     67,626     70,781:     8,485      5,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     2,664:      -524       -971        233      4,524      3,402      4,233      2,664:    -1,569          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        2.8        5.1       50.9       85.0       88.9       93.0:      11.1        7.0
Old  :     100.0:      32.8        2.8        5.1       50.9       85.0       88.9       93.0:      11.1        7.0
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  :       102:        32         10          7         38         29         75         44:
Old  :       102:        32         10          7         38         29         75         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  :                 28.5       48.0       41.3       64.0       28.5       43.3       40.1       59.3
Old  :                 28.5       48.0       41.3       64.0       28.5       43.3       40.1       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, July 19, 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  :    15,719:     4,629        758         31      9,256     13,434     13,916     14,223:     1,803      1,496
Old  :    15,719:     4,629        758         31      9,256     13,434     13,916     14,223:     1,803      1,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,089:       348          0          0      1,498      1,022      1,846      1,022:      -757         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        4.8        0.2       58.9       85.5       88.5       90.5:      11.5        9.5
Old  :     100.0:      29.4        4.8        0.2       58.9       85.5       88.5       90.5:      11.5        9.5
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  :        21:         5          2          1          8          6         14          8:
Old  :        21:         5          2          1          8          6         14          8:
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  :                 47.4       80.5       71.7       90.5       47.4       80.5       71.7       90.3
Old  :                 47.4       80.5       71.7       90.5       47.4       80.5       71.7       90.3
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, July 19, 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  :   120,784:    48,338     10,512         76     59,006    102,528    107,420    113,116:    13,364      7,668
Old  :   120,784:    48,338     10,512         76     59,006    102,528    107,420    113,116:    13,364      7,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     3,150:    -1,266     -1,465        -11      6,051      4,760      4,774      3,284:    -1,624       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        8.7        0.1       48.9       84.9       88.9       93.7:      11.1        6.3
Old  :     100.0:      40.0        8.7        0.1       48.9       84.9       88.9       93.7:      11.1        6.3
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  :        98:        31         12          3         34         27         66         41:
Old  :        98:        31         12          3         34         27         66         41:
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  :                 34.3       49.4       48.6       65.5       34.3       49.3       48.6       65.4
Old  :                 34.3       49.4       48.6       65.5       34.3       49.3       48.6       65.4
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, July 19, 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  :     6,767:     3,646      2,321        486      1,911      3,813      6,043      6,620:       724        147
Old  :     6,767:     3,646      2,321        486      1,911      3,813      6,043      6,620:       724        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :        10:       106       -114          0         69          0        175       -114:      -165        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       34.3        7.2       28.2       56.3       89.3       97.8:      10.7        2.2
Old  :     100.0:      53.9       34.3        7.2       28.2       56.3       89.3       97.8:      10.7        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  :        23:        12          6          1          4          1         17          7:
Old  :        23:        12          6          1          4          1         17          7:
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  :                 52.3       83.4       77.0       97.8       52.3       76.2       72.3       90.6
Old  :                 52.3       83.4       77.0       97.8       52.3       76.2       72.3       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,180:     2,180        729         17     11,643     13,378     13,840     14,124:       340         56
Old  :    14,180:     2,180        729         17     11,643     13,378     13,840     14,124:       340         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -189:       525         11          0       -740       -199       -215       -188:        26         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.1        0.1       82.1       94.3       97.6       99.6:       2.4        0.4
Old  :     100.0:      15.4        5.1        0.1       82.1       94.3       97.6       99.6:       2.4        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  :        32:         8          5          1          8         13         16         19:
Old  :        32:         8          5          1          8         13         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  :                 71.4       83.5       90.6       94.3       71.4       83.5       90.6       94.2
Old  :                 71.4       83.5       90.6       94.3       71.4       83.5       90.6       94.2
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, July 19, 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  :    24,445:     5,036      1,560          3     19,135     22,810     24,174     24,373:       271         72
Old  :    24,445:     5,036      1,560          3     19,135     22,810     24,174     24,373:       271         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,786:      -572        603          0      2,354      1,178      1,782      1,781:         4          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        6.4        0.0       78.3       93.3       98.9       99.7:       1.1        0.3
Old  :     100.0:      20.6        6.4        0.0       78.3       93.3       98.9       99.7:       1.1        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  :        33:         7          5          1          8         14         15         20:
Old  :        33:         7          5          1          8         14         15         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  :                 88.6       69.4       96.6       88.6       88.6       69.4       96.6       88.6
Old  :                 88.6       69.4       96.6       88.6       88.6       69.4       96.6       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 22, 2011