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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   491,397:    80,294     84,255    115,660    257,152    229,688    453,105    429,603:    38,292     61,794
Old  :   406,904:    73,793     73,403     87,570    213,176    200,323    374,539    361,296:    32,365     45,608
Other:    84,493:    19,635     23,986     14,955     43,976     29,365     78,566     68,306:     5,927     16,187
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   -59,393:    -1,239    -14,576    -34,925    -20,023     -7,741    -56,187    -57,242:    -3,206     -2,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.1       23.5       52.3       46.7       92.2       87.4:       7.8       12.6
Old  :     100.0:      18.1       18.0       21.5       52.4       49.2       92.0       88.8:       8.0       11.2
Other:     100.0:      23.2       28.4       17.7       52.0       34.8       93.0       80.8:       7.0       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       114        136        168         93        117        312        341:
Old  :       387:       120        130        145         86        113        288        320:
Other:       208:        43         63         42         41         88        114        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       15.1       35.5       21.0       20.7       13.3       33.0       17.5
Old  :                 24.1       18.1       37.3       23.6       23.0       17.1       35.5       22.0
Other:                 31.3       17.4       47.3       28.1       25.8       10.8       37.7       17.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,965,600:   443,574     90,251    628,779    698,201    950,795  1,770,554  1,669,825:   195,046    295,775
Old  :    33,529:    18,133      1,154          0      4,493     25,725     22,626     26,879:    10,903      6,650
Other: 1,932,071:   441,721    105,377    612,499    693,708    925,070  1,747,928  1,642,946:   184,143    289,125
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :   -61,676:    42,479      6,572    -45,653    -47,681    -24,033    -50,854    -63,114:   -10,822      1,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        4.6       32.0       35.5       48.4       90.1       85.0:       9.9       15.0
Old  :     100.0:      54.1        3.4        0.0       13.4       76.7       67.5       80.2:      32.5       19.8
Other:     100.0:      22.9        5.5       31.7       35.9       47.9       90.5       85.0:       9.5       15.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       948:       281        189        319        267        418        704        801:
Old  :       239:        70         16          0         35        122        105        138:
Other:       945:       264        228        288        259        412        665        794:
     :----------------------------------------------------------------------------------------------------
     :             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       10.0       19.8       15.4        9.5        6.8       13.9        9.9
Old  :                  7.7       24.3       14.6       35.6        7.3       24.0       14.3       35.3
Other:                 12.6       10.0       20.2       15.4        9.6        6.8       14.2        9.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    15,541:     3,150        506      1,427      8,075     12,465     12,652     14,398:     2,888      1,142
Old  :    15,407:     3,149        518      1,370      8,003     12,380     12,522     14,267:     2,884      1,139
Other:       134:        12          0         46         72         85        130        131:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :      -281:       -93       -491       -362        104      1,108       -351        256:        69       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.3        9.2       52.0       80.2       81.4       92.6:      18.6        7.4
Old  :     100.0:      20.4        3.4        8.9       51.9       80.4       81.3       92.6:      18.7        7.4
Other:     100.0:       9.1        0.0       34.3       53.7       63.5       97.0       97.8:       3.0        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          6          6         16         12         37         21:
Old  :        43:        18          6          6         16         12         37         21:
Other:         6:         2          0          2          3          2          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       64.3       51.9       81.1       34.2       57.2       44.6       69.9
Old  :                 35.8       64.5       51.8       81.1       34.3       57.6       44.8       70.2
Other:                 96.3       97.8       97.0       97.8       30.7       31.5       30.7       31.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   819,218:   223,748     39,779    254,072    267,918    444,658    745,739    738,510:    73,479     80,708
Old  :   782,620:   216,920     42,671    242,690    251,681    421,973    711,291    707,334:    71,329     75,287
Other:    36,597:    14,355      4,636      3,855     16,237     22,685     34,447     31,176:     2,150      5,421
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    67,480:    50,642     -3,537     30,427    -20,408     38,995     60,660     65,885:     6,819      1,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        4.9       31.0       32.7       54.3       91.0       90.1:       9.0        9.9
Old  :     100.0:      27.7        5.5       31.0       32.2       53.9       90.9       90.4:       9.1        9.6
Other:     100.0:      39.2       12.7       10.5       44.4       62.0       94.1       85.2:       5.9       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       238        150        252        122        205        492        509:
Old  :       638:       236        157        242        122        205        487        504:
Other:       246:        48         53         22         32        133         92        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       18.3       19.3       26.4       10.5       13.7       15.2       19.3
Old  :                 12.1       18.2       19.7       26.4       11.1       14.2       16.2       19.8
Other:                 34.4       38.9       48.9       50.6       28.4       36.1       40.7       41.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    25,820:    22,140      3,005         60          8      6,414     22,208      9,479:     3,612     16,341
Old  :    23,427:    20,063      2,885         35          8      5,520     20,106      8,440:     3,321     14,987
Other:     2,393:     2,102        145          0          0        894      2,102      1,039:       291      1,354
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     2,008:     1,639        406        -63          0        515      1,576        858:       432      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.7       11.6        0.2        0.0       24.8       86.0       36.7:      14.0       63.3
Old  :     100.0:      85.6       12.3        0.1        0.0       23.6       85.8       36.0:      14.2       64.0
Other:     100.0:      87.8        6.1        0.0        0.0       37.4       87.8       43.4:      12.2       56.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        21         12          5          1         16         22         33:
Old  :        49:        21         12          5          1         16         22         33:
Other:        31:         8          7          0          0         16          8         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  :                 51.7       13.3       68.2       20.6       51.6       13.3       68.1       20.6
Old  :                 49.3       12.4       66.5       19.6       49.1       12.4       66.4       19.6
Other:                 79.0       27.5       87.8       35.1       79.0       27.5       87.8       35.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   323,377:    73,084     30,147     65,314    150,984    203,307    289,382    298,768:    33,995     24,609
Old  :     8,925:     5,698      1,501          3      1,360      5,749      7,061      7,253:     1,864      1,672
Other:   314,452:    73,217     34,477     59,480    149,624    197,558    282,321    291,515:    32,131     22,937
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -3,751:    14,305    -18,840      2,035    -26,440     16,335    -10,100       -470:     6,349     -3,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        9.3       20.2       46.7       62.9       89.5       92.4:      10.5        7.6
Old  :     100.0:      63.8       16.8        0.0       15.2       64.4       79.1       81.3:      20.9       18.7
Other:     100.0:      23.3       11.0       18.9       47.6       62.8       89.8       92.7:      10.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        91         55         86         71         72        213        184:
Old  :        50:        23          5          1          7         17         30         23:
Other:       254:        88         70         78         69         71        203        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       25.0       21.1       37.0       10.8       18.4       17.6       29.0
Old  :                 21.9       49.3       39.8       66.1       21.9       48.7       39.8       62.5
Other:                 13.3       25.1       21.7       37.4       11.1       18.9       18.0       29.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   797,280:    58,162     91,837     60,820    507,970    492,181    626,952    644,838:   170,328    152,442
Old  :   797,280:    58,162     91,837     60,820    507,970    492,181    626,952    644,838:   170,328    152,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :  -103,248:    -4,726     -4,979    -78,628    -27,939    -20,008   -111,294   -103,616:     8,046        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       11.5        7.6       63.7       61.7       78.6       80.9:      21.4       19.1
Old  :     100.0:       7.3       11.5        7.6       63.7       61.7       78.6       80.9:      21.4       19.1
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  :       142:        27         24         31         74         70        114        112:
Old  :       142:        27         24         31         74         70        114        112:
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  :                 19.5       18.7       27.8       29.4       16.8       14.6       23.2       23.9
Old  :                 19.5       18.7       27.8       29.4       16.8       14.6       23.2       23.9
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 with Delta-adjusted Options and Futures Combined, August 30, 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  :   431,091:    50,302     45,452     17,813    287,419    325,851    355,534    389,116:    75,557     41,974
Old  :   431,091:    50,302     45,452     17,813    287,419    325,851    355,534    389,116:    75,557     41,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :     7,969:    -1,864     -9,387      9,865       -979      8,805      7,022      9,282:       948     -1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       10.5        4.1       66.7       75.6       82.5       90.3:      17.5        9.7
Old  :     100.0:      11.7       10.5        4.1       66.7       75.6       82.5       90.3:      17.5        9.7
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  :        75:         7          8          4         43         39         52         49:
Old  :        75:         7          8          4         43         39         52         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  :                 24.4       48.5       40.6       62.0       21.7       47.7       37.1       59.3
Old  :                 24.4       48.5       40.6       62.0       21.7       47.7       37.1       59.3
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 with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,324:       943        844        801      7,954      8,283      9,698      9,928:       626        396
Old  :    10,324:       943        844        801      7,954      8,283      9,698      9,928:       626        396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       231:       -93       -154        191        150        195        248        232:       -17         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.2        7.8       77.0       80.2       93.9       96.2:       6.1        3.8
Old  :     100.0:       9.1        8.2        7.8       77.0       80.2       93.9       96.2:       6.1        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  :        37:         7          3          4         23         25         32         30:
Old  :        37:         7          3          4         23         25         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       46.6       70.4       65.9       30.3       24.0       36.0       36.6
Old  :                 55.2       46.6       70.4       65.9       30.3       24.0       36.0       36.6
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 with Delta-adjusted Options and Futures Combined, August 30, 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  :   230,772:    67,432     19,692     44,978     76,071    143,650    188,482    208,320:    42,290     22,452
Old  :     8,988:     5,595      1,101          0      1,070      5,694      6,665      6,795:     2,323      2,193
Other:   221,784:    67,417     24,171     39,398     75,001    137,956    181,817    201,525:    39,967     20,259
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    18,896:    13,251     -2,047      8,152     -2,500     15,578     18,903     21,684:        -7     -2,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        8.5       19.5       33.0       62.2       81.7       90.3:      18.3        9.7
Old  :     100.0:      62.2       12.2        0.0       11.9       63.4       74.2       75.6:      25.8       24.4
Other:     100.0:      30.4       10.9       17.8       33.8       62.2       82.0       90.9:      18.0        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        78         30         62         63         69        179        148:
Old  :        63:        19          6          0          5         34         24         40:
Other:       213:        77         46         55         63         67        172        145:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       31.8       22.1       44.0        7.6       22.5       13.4       30.8
Old  :                 27.8       25.8       48.3       39.9       26.1       25.8       45.3       39.5
Other:                 15.2       32.8       23.0       45.3        7.9       23.1       14.0       31.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    20,486:     4,774      2,247      3,548      7,268     13,676     15,590     19,471:     4,896      1,014
Old  :    20,486:     4,774      2,247      3,548      7,268     13,676     15,590     19,471:     4,896      1,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       -60:       630         -8       -308       -295        419         26        103:       -86       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.0       17.3       35.5       66.8       76.1       95.0:      23.9        5.0
Old  :     100.0:      23.3       11.0       17.3       35.5       66.8       76.1       95.0:      23.9        5.0
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:        41         19         29         27         18         89         54:
Old  :       102:        41         19         29         27         18         89         54:
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  :                 20.6       49.0       32.6       61.5       20.6       47.8       32.1       57.9
Old  :                 20.6       49.0       32.6       61.5       20.6       47.8       32.1       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   912,358:   184,965    164,311     58,408    540,687    553,753    784,059    776,471:   128,299    135,887
Old  :   912,358:   184,965    164,311     58,408    540,687    553,753    784,059    776,471:   128,299    135,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :  -104,646:   -25,088    -13,038     -3,456    -88,935    -95,093   -117,479   -111,586:    12,833      6,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       18.0        6.4       59.3       60.7       85.9       85.1:      14.1       14.9
Old  :     100.0:      20.3       18.0        6.4       59.3       60.7       85.9       85.1:      14.1       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        41         49         28         94        121        154        180:
Old  :       235:        41         49         28         94        121        154        180:
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  :                 20.0       17.1       32.1       25.3       19.5       15.1       29.4       21.7
Old  :                 20.0       17.1       32.1       25.3       19.5       15.1       29.4       21.7
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 with Delta-adjusted Options and Futures Combined, August 30, 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  : 2,258,364:   218,494    228,788    188,889  1,542,733  1,506,024  1,950,115  1,923,701:   308,249    334,663
Old  : 2,258,364:   218,494    228,788    188,889  1,542,733  1,506,024  1,950,115  1,923,701:   308,249    334,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :  -391,916:    -2,165     20,694   -202,922   -185,123   -191,949   -390,210   -374,177:    -1,706    -17,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       10.1        8.4       68.3       66.7       86.4       85.2:      13.6       14.8
Old  :     100.0:       9.7       10.1        8.4       68.3       66.7       86.4       85.2:      13.6       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  :       245:        44         44         55        127        136        196        210:
Old  :       245:        44         44         55        127        136        196        210:
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  :                 28.3       20.0       36.2       29.5       26.9       17.1       33.7       23.5
Old  :                 28.3       20.0       36.2       29.5       26.9       17.1       33.7       23.5
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 with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,527,680:   374,463     90,790     94,034    816,461  1,050,816  1,284,959  1,235,640:   242,721    292,039
Old  : 1,527,680:   374,463     90,790     94,034    816,461  1,050,816  1,284,959  1,235,640:   242,721    292,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :  -142,691:   -19,833     -5,785    -91,472    -28,331    -60,871   -139,637   -158,129:    -3,055     15,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        5.9        6.2       53.4       68.8       84.1       80.9:      15.9       19.1
Old  :     100.0:      24.5        5.9        6.2       53.4       68.8       84.1       80.9:      15.9       19.1
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  :       178:        35         23         33         79        106        127        149:
Old  :       178:        35         23         33         79        106        127        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       18.8       38.5       29.0       25.7       15.0       36.3       21.8
Old  :                 26.0       18.8       38.5       29.0       25.7       15.0       36.3       21.8
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 with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,074,116:    70,845     60,283    356,616    604,612    608,988  1,032,073  1,025,887:    42,043     48,229
Old  : 1,074,116:    70,845     60,283    356,616    604,612    608,988  1,032,073  1,025,887:    42,043     48,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -2,148:     3,160      3,353      2,541     -5,823     -7,612       -122     -1,719:    -2,026       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        5.6       33.2       56.3       56.7       96.1       95.5:       3.9        4.5
Old  :     100.0:       6.6        5.6       33.2       56.3       56.7       96.1       95.5:       3.9        4.5
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  :       146:        29         30         44         69         77        120        133:
Old  :       146:        29         30         44         69         77        120        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       26.4       51.5       42.2       23.6       16.6       27.9       23.0
Old  :                 36.6       26.4       51.5       42.2       23.6       16.6       27.9       23.0
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 with Delta-adjusted Options and Futures Combined, August 30, 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  :    54,890:     7,061      3,897      3,833     37,816     39,481     48,710     47,211:     6,180      7,678
Old  :    54,890:     7,061      3,897      3,833     37,816     39,481     48,710     47,211:     6,180      7,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       472:      -308      2,590       -135      1,411     -2,862        968       -407:      -496        878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        7.1        7.0       68.9       71.9       88.7       86.0:      11.3       14.0
Old  :     100.0:      12.9        7.1        7.0       68.9       71.9       88.7       86.0:      11.3       14.0
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  :        87:        15         11         11         39         36         59         55:
Old  :        87:        15         11         11         39         36         59         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  :                 25.1       30.7       40.4       47.5       22.4       26.7       33.9       41.1
Old  :                 25.1       30.7       40.4       47.5       22.4       26.7       33.9       41.1
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 with Delta-adjusted Options and Futures Combined, August 30, 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  :    13,888:     2,526      2,450         46      9,002      9,711     11,574     12,207:     2,314      1,681
Old  :    13,888:     2,526      2,450         46      9,002      9,711     11,574     12,207:     2,314      1,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :        54:        56        -10          8          0          0         64         -2:       -10         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       17.6        0.3       64.8       69.9       83.3       87.9:      16.7       12.1
Old  :     100.0:      18.2       17.6        0.3       64.8       69.9       83.3       87.9:      16.7       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  :        22:         5          3          3          8          7         15         11:
Old  :        22:         5          3          3          8          7         15         11:
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  :                 43.9       73.3       66.4       86.1       43.8       73.3       66.0       85.8
Old  :                 43.9       73.3       66.4       86.1       43.8       73.3       66.0       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    82,003:    15,204      9,029      1,440     57,628     59,540     74,272     70,009:     7,731     11,994
Old  :    82,003:    15,204      9,029      1,440     57,628     59,540     74,272     70,009:     7,731     11,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       836:      -617      5,311       -398      2,823     -5,723      1,808       -810:      -973      1,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.0        1.8       70.3       72.6       90.6       85.4:       9.4       14.6
Old  :     100.0:      18.5       11.0        1.8       70.3       72.6       90.6       85.4:       9.4       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  :        82:        14         11          8         37         34         53         51:
Old  :        82:        14         11          8         37         34         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       33.0       45.2       48.6       29.4       32.9       44.9       48.5
Old  :                 29.5       33.0       45.2       48.6       29.4       32.9       44.9       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    12,337:     5,364      7,012      1,512      4,907      3,813     11,783     12,337:       554          0
Old  :    12,337:     5,364      7,012      1,512      4,907      3,813     11,783     12,337:       554          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :        82:       118         41         56        -69          0        105         97:       -23        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       56.8       12.3       39.8       30.9       95.5      100.0:       4.5        0.0
Old  :     100.0:      43.5       56.8       12.3       39.8       30.9       95.5      100.0:       4.5        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  :        26:        11         11          2          3          1         16         12:
Old  :        26:        11         11          2          3          1         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.5       79.8       89.4       94.5       69.5       69.7       80.2       83.0
Old  :                 69.5       79.8       89.4       94.5       69.5       69.7       80.2       83.0
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 with Delta-adjusted Options and Futures Combined, August 30, 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  :    11,444:     2,349        414          4      8,761     10,947     11,114     11,365:       330         79
Old  :    11,444:     2,349        414          4      8,761     10,947     11,114     11,365:       330         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :    -1,103:       237          2          4     -1,337     -1,125     -1,096     -1,119:        -7         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.6        0.0       76.6       95.7       97.1       99.3:       2.9        0.7
Old  :     100.0:      20.5        3.6        0.0       76.6       95.7       97.1       99.3:       2.9        0.7
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  :        31:         9          3          1          7         14         16         18:
Old  :        31:         9          3          1          7         14         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       82.9       89.6       94.5       72.5       82.9       89.5       94.4
Old  :                 72.6       82.9       89.6       94.5       72.5       82.9       89.5       94.4
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 with Delta-adjusted Options and Futures Combined, August 30, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    21,226:     3,313      1,253          4     17,633     19,892     20,950     21,149:       276         77
Old  :    21,226:     3,313      1,253          4     17,633     19,892     20,950     21,149:       276         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2011                      :
     :       510:       455        -63          0        104        561        559        498:       -49         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        5.9        0.0       83.1       93.7       98.7       99.6:       1.3        0.4
Old  :     100.0:      15.6        5.9        0.0       83.1       93.7       98.7       99.6:       1.3        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  :        34:        12          3          1          6         13         18         17:
Old  :        34:        12          3          1          6         13         18         17:
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  :                 90.1       76.2       95.8       91.3       90.1       76.2       95.8       91.3
Old  :                 90.1       76.2       95.8       91.3       90.1       76.2       95.8       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 2, 2011