```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   420,106:    75,031    125,108     63,715    247,899    175,278    386,645    364,101:    33,461     56,005
Old  :   331,468:    71,328    117,143     28,377    205,509    145,085    305,214    290,605:    26,254     40,863
Other:    88,638:    24,054     28,316     14,987     42,390     30,193     81,431     73,496:     7,207     15,142
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     2,725:    -1,779      8,117     -1,266      6,720     -2,003      3,675      4,848:      -950     -2,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       29.8       15.2       59.0       41.7       92.0       86.7:       8.0       13.3
Old  :     100.0:      21.5       35.3        8.6       62.0       43.8       92.1       87.7:       7.9       12.3
Other:     100.0:      27.1       31.9       16.9       47.8       34.1       91.9       82.9:       8.1       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       107        153        122         87        107        277        311:
Old  :       387:       119        139         91         78         93        249        277:
Other:       211:        40         66         32         40         88        101        171:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       39.6       20.8       24.0       12.6       38.1       18.1
Old  :                 27.5       17.4       42.6       25.2       27.1       16.3       42.1       24.0
Other:                 31.0       18.1       45.9       29.1       25.5       10.5       37.1       18.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 27, 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  : 1,194,151:   409,435    100,643     96,045    550,587    758,092  1,056,067    954,780:   138,084    239,371
Old  : 1,044,635:   387,672    106,258     62,968    469,044    661,028    919,684    830,254:   124,951    214,381
Other:   149,516:    51,073     23,695      3,767     81,543     97,064    136,383    124,526:    13,133     24,990
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -17,467:   -39,993      2,493      5,813     16,991    -29,798    -17,189    -21,492:      -278      4,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.4        8.0       46.1       63.5       88.4       80.0:      11.6       20.0
Old  :     100.0:      37.1       10.2        6.0       44.9       63.3       88.0       79.5:      12.0       20.5
Other:     100.0:      34.2       15.8        2.5       54.5       64.9       91.2       83.3:       8.8       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       787:       226        149        151        187        337        483        583:
Old  :       780:       222        152        129        183        333        464        566:
Other:       411:        64         57         17         56        255        126        325:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       12.6       25.2       18.0       13.5       10.2       20.9       14.8
Old  :                 15.5       11.9       25.1       17.6       14.3       11.2       22.3       15.6
Other:                 37.1       28.4       49.3       38.2       25.1       19.7       37.3       26.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 27, 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  :    14,756:     3,349      2,057        240      8,509     10,846     12,098     13,143:     2,658      1,613
Old  :    14,713:     3,349      2,057        237      8,473     10,846     12,059     13,140:     2,654      1,573
Other:        43:         2          2          1         36          0         39          3:         4         40
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       818:       310        714       -348      1,040        147      1,002        513:      -184        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       13.9        1.6       57.7       73.5       82.0       89.1:      18.0       10.9
Old  :     100.0:      22.8       14.0        1.6       57.6       73.7       82.0       89.3:      18.0       10.7
Other:     100.0:       4.7        4.7        2.3       83.7        0.0       90.7        7.0:       9.3       93.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          8          5         14          5         33         18:
Old  :        43:        18          8          5         13          5         32         18:
Other:         5:         1          1          1          3          0          5          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       72.8       59.1       83.4       42.1       71.3       58.1       81.1
Old  :                 42.0       73.0       59.0       83.6       42.0       71.6       58.1       81.4
Other:                 88.4        7.0       90.7        7.0       88.4        4.7       88.4        4.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 27, 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  :   574,756:   167,037     46,880     79,757    278,348    366,372    525,142    493,009:    49,614     81,747
Old  :   530,807:   164,522     52,577     63,200    256,459    339,853    484,181    455,630:    46,626     75,177
Other:    43,949:    18,805     10,593        267     21,889     26,519     40,961     37,379:     2,988      6,570
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -9,935:   -27,766      3,992      9,171     14,531    -31,104     -4,064    -17,941:    -5,871      8,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        8.2       13.9       48.4       63.7       91.4       85.8:       8.6       14.2
Old  :     100.0:      31.0        9.9       11.9       48.3       64.0       91.2       85.8:       8.8       14.2
Other:     100.0:      42.8       24.1        0.6       49.8       60.3       93.2       85.1:       6.8       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       535:       178        119        161        108        184        372        411:
Old  :       533:       182        127        143        108        181        359        401:
Other:       243:        46         58          8         31        121         84        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       21.4       21.4       31.1       12.1       16.4       19.1       22.4
Old  :                 13.1       22.7       22.6       31.9       12.9       18.8       21.3       24.4
Other:                 41.6       38.9       56.4       51.7       40.9       38.0       55.7       50.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 27, 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  :    20,183:    16,997      2,991        100          8      4,021     17,105      7,112:     3,078     13,071
Old  :    17,432:    14,679      2,950         69          8      3,262     14,756      6,281:     2,676     11,151
Other:     2,751:     2,343         66          6          0        759      2,349        831:       402      1,920
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -923:      -815        546         87          0        -36       -728        597:      -195     -1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.2       14.8        0.5        0.0       19.9       84.7       35.2:      15.3       64.8
Old  :     100.0:      84.2       16.9        0.4        0.0       18.7       84.6       36.0:      15.4       64.0
Other:     100.0:      85.2        2.4        0.2        0.0       27.6       85.4       30.2:      14.6       69.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19         11          6          1         10         20         27:
Old  :        40:        19         11          5          1         10         20         26:
Other:        22:         8          4          2          0         10          8         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       16.1       66.9       22.3       48.0       16.1       66.8       22.3
Old  :                 44.3       15.2       64.5       21.9       44.2       15.2       64.4       21.9
Other:                 76.8       23.6       85.4       27.3       76.6       23.6       85.2       27.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 27, 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  :   281,028:    62,748     59,135     25,659    165,427    163,294    253,834    248,088:    27,194     32,940
Old  :   271,127:    62,628     60,084     24,279    158,449    154,523    245,356    238,886:    25,771     32,241
Other:     9,901:     1,112         43        388      6,978      8,771      8,478      9,202:     1,423        699
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -2,753:    -8,198     15,795     -5,927     13,824    -20,252       -301    -10,384:    -2,452      7,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       21.0        9.1       58.9       58.1       90.3       88.3:       9.7       11.7
Old  :     100.0:      23.1       22.2        9.0       58.4       57.0       90.5       88.1:       9.5       11.9
Other:     100.0:      11.2        0.4        3.9       70.5       88.6       85.6       92.9:      14.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        66         77         53         68         63        170        165:
Old  :       238:        66         80         51         68         63        168        165:
Other:        40:        11          2          4         16         17         27         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       20.6       28.4       34.6       13.7       16.2       21.4       25.8
Old  :                 18.4       20.6       28.2       33.9       14.7       16.3       22.7       26.1
Other:                 56.8       59.0       70.2       81.2       32.2       39.2       42.8       55.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 27, 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  :   638,290:    69,624     92,981      8,418    423,525    405,973    501,567    507,372:   136,723    130,918
Old  :   638,290:    69,624     92,981      8,418    423,525    405,973    501,567    507,372:   136,723    130,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -13,273:    -2,773     -4,251     -1,464     -2,285    -18,617     -6,522    -24,332:    -6,751     11,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       14.6        1.3       66.4       63.6       78.6       79.5:      21.4       20.5
Old  :     100.0:      10.9       14.6        1.3       66.4       63.6       78.6       79.5:      21.4       20.5
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  :       157:        31         28         13         66         69        103        104:
Old  :       157:        31         28         13         66         69        103        104:
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  :                 25.4       19.2       35.8       31.6       23.9       17.8       31.9       29.2
Old  :                 25.4       19.2       35.8       31.6       23.9       17.8       31.9       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, September 27, 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  :   377,248:    53,940     42,803      1,104    256,070    289,077    311,114    332,984:    66,134     44,264
Old  :   377,248:    53,940     42,803      1,104    256,070    289,077    311,114    332,984:    66,134     44,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       676:     1,270     -3,611       -371       -874      2,533         25     -1,449:       651      2,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       11.3        0.3       67.9       76.6       82.5       88.3:      17.5       11.7
Old  :     100.0:      14.3       11.3        0.3       67.9       76.6       82.5       88.3:      17.5       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:         6          8          3         41         38         49         47:
Old  :        74:         6          8          3         41         38         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       47.8       42.7       60.0       22.7       47.7       38.2       59.4
Old  :                 25.4       47.8       42.7       60.0       22.7       47.7       38.2       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 27, 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  :     9,165:       806        411        920      6,982      7,324      8,708      8,655:       457        510
Old  :     9,165:       806        411        920      6,982      7,324      8,708      8,655:       457        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -703:        -4       -524         55       -625       -339       -574       -808:      -129        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        4.5       10.0       76.2       79.9       95.0       94.4:       5.0        5.6
Old  :     100.0:       8.8        4.5       10.0       76.2       79.9       95.0       94.4:       5.0        5.6
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  :        33:         4          4          4         22         24         30         28:
Old  :        33:         4          4          4         22         24         30         28:
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  :                 47.8       41.7       70.9       67.1       24.7       29.9       38.5       38.3
Old  :                 47.8       41.7       70.9       67.1       24.7       29.9       38.5       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 27, 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  :   177,578:    42,498     34,478     15,722     88,639     99,313    146,859    149,513:    30,719     28,065
Old  :   170,751:    41,826     34,876     13,707     85,502     95,145    141,035    143,728:    29,716     27,023
Other:     6,827:     1,297        227      1,390      3,137      4,168      5,824      5,785:     1,003      1,042
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     3,921:   -15,278      7,414      4,510     16,933    -12,614      6,165       -690:    -2,244      4,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       19.4        8.9       49.9       55.9       82.7       84.2:      17.3       15.8
Old  :     100.0:      24.5       20.4        8.0       50.1       55.7       82.6       84.2:      17.4       15.8
Other:     100.0:      19.0        3.3       20.4       45.9       61.1       85.3       84.7:      14.7       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        47         48         35         72         65        141        134:
Old  :       189:        49         50         35         71         65        140        134:
Other:        39:         9          3          5         21         11         33         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       24.7       26.1       35.4       13.9       18.2       21.5       26.8
Old  :                 17.1       24.7       26.4       34.8       14.4       18.6       21.7       27.0
Other:                 35.7       46.7       58.5       72.2       34.5       45.1       46.8       54.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 27, 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  :    16,995:     4,698      3,566        444      8,125     12,024     13,267     16,034:     3,728        961
Old  :    16,967:     4,699      3,566        443      8,099     11,997     13,241     16,006:     3,726        961
Other:        28:         0          1          0         26         27         26         28:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -372:      -798        205        211        961       -688        374       -272:      -746       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       21.0        2.6       47.8       70.8       78.1       94.3:      21.9        5.7
Old  :     100.0:      27.7       21.0        2.6       47.7       70.7       78.0       94.3:      22.0        5.7
Other:     100.0:       0.0        3.6        0.0       92.9       96.4       92.9      100.0:       7.1        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        27         16         12         23         15         55         40:
Old  :        74:        27         16         12         23         15         55         40:
Other:         4:         0          1          0          1          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       55.2       41.2       67.3       27.1       52.7       41.1       64.7
Old  :                 27.1       55.3       41.3       67.4       27.1       52.9       41.2       64.9
Other:                 92.9      100.0       92.9      100.0       92.9      100.0       92.9      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 27, 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  :   759,332:   217,767    179,041     19,412    412,727    442,098    649,906    640,551:   109,426    118,781
Old  :   759,332:   217,767    179,041     19,412    412,727    442,098    649,906    640,551:   109,426    118,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -21,260:   -17,440      6,388        -42     -9,256    -29,065    -26,738    -22,719:     5,478      1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       23.6        2.6       54.4       58.2       85.6       84.4:      14.4       15.6
Old  :     100.0:      28.7       23.6        2.6       54.4       58.2       85.6       84.4:      14.4       15.6
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  :       227:        40         53         17         79        106        128        169:
Old  :       227:        40         53         17         79        106        128        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  :                 27.7       15.8       40.4       25.2       27.5       11.3       36.2       19.8
Old  :                 27.7       15.8       40.4       25.2       27.5       11.3       36.2       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 27, 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  : 1,555,333:   165,486    260,431     17,477  1,074,360    961,656  1,257,323  1,239,564:   298,010    315,769
Old  : 1,555,333:   165,486    260,431     17,477  1,074,360    961,656  1,257,323  1,239,564:   298,010    315,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -11,602:    12,422     -5,814     -1,978    -37,905     -8,407    -27,461    -16,199:    15,859      4,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.7        1.1       69.1       61.8       80.8       79.7:      19.2       20.3
Old  :     100.0:      10.6       16.7        1.1       69.1       61.8       80.8       79.7:      19.2       20.3
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  :       216:        24         43         17        104        116        137        167:
Old  :       216:        24         43         17        104        116        137        167:
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  :                 33.0       17.4       42.6       25.5       31.5       13.3       40.4       20.8
Old  :                 33.0       17.4       42.6       25.5       31.5       13.3       40.4       20.8
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, September 27, 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  : 1,294,173:   400,270    102,314      7,546    695,621    930,904  1,103,437  1,040,764:   190,736    253,409
Old  : 1,294,173:   400,270    102,314      7,546    695,621    930,904  1,103,437  1,040,764:   190,736    253,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -29,798:       719     -2,895     -7,132     -8,647    -25,484    -15,060    -35,511:   -14,738      5,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        7.9        0.6       53.8       71.9       85.3       80.4:      14.7       19.6
Old  :     100.0:      30.9        7.9        0.6       53.8       71.9       85.3       80.4:      14.7       19.6
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  :       182:        33         27         11         70        102        106        137:
Old  :       182:        33         27         11         70        102        106        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       20.9       45.7       29.8       30.5       18.0       45.4       26.1
Old  :                 30.8       20.9       45.7       29.8       30.5       18.0       45.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 27, 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  :   688,765:    71,905     71,768     93,313    490,790    486,901    656,008    651,982:    32,757     36,783
Old  :   688,765:    71,905     71,768     93,313    490,790    486,901    656,008    651,982:    32,757     36,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -19,182:    -5,959       -523     -6,690     -4,493     -7,959    -17,142    -15,172:    -2,040     -4,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       10.4       13.5       71.3       70.7       95.2       94.7:       4.8        5.3
Old  :     100.0:      10.4       10.4       13.5       71.3       70.7       95.2       94.7:       4.8        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        18         28         33         63         69        100        115:
Old  :       125:        18         28         33         63         69        100        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  :                 40.7       32.5       52.9       45.8       36.0       25.1       41.2       34.9
Old  :                 40.7       32.5       52.9       45.8       36.0       25.1       41.2       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 27, 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  :    47,828:     5,827      3,307      4,211     33,252     34,520     43,289     42,038:     4,540      5,791
Old  :    47,828:     5,827      3,307      4,211     33,252     34,520     43,289     42,038:     4,540      5,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    15,076:    -1,601        599      4,190     11,567      9,474     14,156     14,263:       921        814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.9        8.8       69.5       72.2       90.5       87.9:       9.5       12.1
Old  :     100.0:      12.2        6.9        8.8       69.5       72.2       90.5       87.9:       9.5       12.1
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  :        83:        14         14          9         30         34         48         55:
Old  :        83:        14         14          9         30         34         48         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       36.5       46.5       50.9       31.5       36.5       42.8       48.2
Old  :                 32.6       36.5       46.5       50.9       31.5       36.5       42.8       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 27, 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  :    13,642:     2,962      1,349          0      9,276     11,573     12,238     12,922:     1,404        720
Old  :    13,642:     2,962      1,349          0      9,276     11,573     12,238     12,922:     1,404        720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -2,187:       790     -1,133       -933       -543      1,032       -686     -1,034:    -1,501     -1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.9        0.0       68.0       84.8       89.7       94.7:      10.3        5.3
Old  :     100.0:      21.7        9.9        0.0       68.0       84.8       89.7       94.7:      10.3        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          0          7          7         11          9:
Old  :        20:         4          2          0          7          7         11          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       71.8       82.3       92.6       63.6       71.8       82.3       92.6
Old  :                 63.6       71.8       82.3       92.6       63.6       71.8       82.3       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 27, 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  :    68,372:    11,134      9,321      3,016     47,951     45,894     62,101     58,231:     6,271     10,141
Old  :    68,372:    11,134      9,321      3,016     47,951     45,894     62,101     58,231:     6,271     10,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     2,868:    -3,721      3,905      2,975      4,581     -4,199      3,835      2,681:      -967        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       13.6        4.4       70.1       67.1       90.8       85.2:       9.2       14.8
Old  :     100.0:      16.3       13.6        4.4       70.1       67.1       90.8       85.2:       9.2       14.8
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  :        80:        12         16          6         28         30         43         49:
Old  :        80:        12         16          6         28         30         43         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       32.7       49.4       46.4       32.0       32.2       48.0       44.7
Old  :                 32.0       32.7       49.4       46.4       32.0       32.2       48.0       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 27, 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  :     9,313:     4,224      8,617        694      3,982          0      8,900      9,311:       413          2
Old  :     9,313:     4,224      8,617        694      3,982          0      8,900      9,311:       413          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -5,068:      -918      2,403     -3,643       -516     -3,813     -5,077     -5,053:         9        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       92.5        7.5       42.8        0.0       95.6      100.0:       4.4        0.0
Old  :     100.0:      45.4       92.5        7.5       42.8        0.0       95.6      100.0:       4.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11         10          2          3          0         16         10:
Old  :        24:        11         10          2          3          0         16         10:
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  :                 65.8       77.9       84.3       95.5       65.8       72.5       81.4       88.1
Old  :                 65.8       77.9       84.3       95.5       65.8       72.5       81.4       88.1
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, September 27, 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  :    11,384:     1,850      2,218          9      9,194      9,098     11,053     11,325:       331         59
Old  :    11,384:     1,850      2,218          9      9,194      9,098     11,053     11,325:       331         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       577:      -587      1,636          5      1,148     -1,042        566        599:        11        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.5        0.1       80.8       79.9       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.3       19.5        0.1       80.8       79.9       97.1       99.5:       2.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8          5          1          6         12         14         18:
Old  :        30:         8          5          1          6         12         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.8       79.8       94.9       93.0       84.7       79.8       94.8       92.9
Old  :                 84.8       79.8       94.9       93.0       84.7       79.8       94.8       92.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, September 27, 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  :    14,823:       514      1,125          0     14,046     13,640     14,560     14,765:       263         58
Old  :    14,823:       514      1,125          0     14,046     13,640     14,560     14,765:       263         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -734:      -966        690          0        297     -1,434       -669       -744:       -65         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        7.6        0.0       94.8       92.0       98.2       99.6:       1.8        0.4
Old  :     100.0:       3.5        7.6        0.0       94.8       92.0       98.2       99.6:       1.8        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  :        27:         6          3          0          6         13         12         16:
Old  :        27:         6          3          0          6         13         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.8       73.7       97.3       90.2       94.8       73.7       97.1       90.2
Old  :                 94.8       73.7       97.3       90.2       94.8       73.7       97.1       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 30, 2011