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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   547,399:    78,089    101,413    146,316    280,046    234,841    504,450    482,569:    42,948     64,829
Old  :   464,821:    72,337     92,689    118,299    236,805    204,946    427,442    415,935:    37,379     48,886
Other:    82,578:    19,018     21,989     14,751     43,241     29,895     77,009     66,635:     5,569     15,943
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    12,951:     3,833     -3,120      2,721      5,912     14,635     12,467     14,236:       484     -1,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       18.5       26.7       51.2       42.9       92.2       88.2:       7.8       11.8
Old  :     100.0:      15.6       19.9       25.5       50.9       44.1       92.0       89.5:       8.0       10.5
Other:     100.0:      23.0       26.6       17.9       52.4       36.2       93.3       80.7:       6.7       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       117        145        179         98        125        326        353:
Old  :       398:       117        143        159         93        121        307        334:
Other:       203:        41         57         40         39         91        107        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       13.9       32.2       19.5       18.2       11.1       29.1       15.2
Old  :                 21.2       16.2       33.2       22.1       19.6       14.3       30.6       18.9
Other:                 32.0       17.1       48.6       26.8       25.9        9.9       39.4       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  : 1,971,299:   391,641     80,387    652,200    730,171    954,216  1,774,011  1,686,802:   197,287    284,496
Old  :   287,677:    62,172     11,973    104,848     84,271    143,343    251,291    260,164:    36,386     27,513
Other: 1,683,622:   365,080    104,025    511,740    645,900    810,873  1,522,721  1,426,639:   160,901    256,983
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    76,679:    22,897      6,310     57,291    -14,140     11,328     66,047     74,929:    10,631      1,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.1       33.1       37.0       48.4       90.0       85.6:      10.0       14.4
Old  :     100.0:      21.6        4.2       36.4       29.3       49.8       87.4       90.4:      12.6        9.6
Other:     100.0:      21.7        6.2       30.4       38.4       48.2       90.4       84.7:       9.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       898:       265        168        303        298        410        703        763:
Old  :       611:       159         88        125        172        283        375        452:
Other:       881:       240        197        275        258        396        635        739:
     :----------------------------------------------------------------------------------------------------
     :             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       10.8       20.3       16.2        9.3        6.2       13.4        9.1
Old  :                 15.6       17.3       26.4       24.0       12.1        9.4       17.0       14.3
Other:                 13.7       10.3       21.4       15.6       10.1        6.6       15.3        9.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    14,869:     2,708      1,105      1,741      7,403     10,345     11,852     13,191:     3,017      1,678
Old  :    14,739:     2,703      1,105      1,693      7,327     10,265     11,723     13,062:     3,016      1,677
Other:       130:         5          0         49         76         80        129        129:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       101:       -58          3        -96       -149        212       -303        119:       404        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        7.4       11.7       49.8       69.6       79.7       88.7:      20.3       11.3
Old  :     100.0:      18.3        7.5       11.5       49.7       69.6       79.5       88.6:      20.5       11.4
Other:     100.0:       3.7        0.0       37.4       58.2       61.8       99.2       99.2:       0.8        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16          6          5         17         12         33         23:
Old  :        42:        15          7          5         17         12         33         23:
Other:         5:         2          0          2          2          2          4          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  :                 31.6       55.4       49.2       74.5       27.9       46.8       40.9       60.4
Old  :                 31.3       55.3       49.1       74.3       27.9       47.1       41.1       60.7
Other:                 99.2       99.2       99.2       99.2       25.2       25.2       25.2       25.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   708,542:   134,227     54,972    206,293    311,639    368,315    652,159    629,580:    56,382     78,961
Old  :   677,821:   127,978     56,858    197,880    297,548    348,442    623,406    603,180:    54,414     74,640
Other:    30,721:    11,462      3,327      3,200     14,091     19,873     28,753     26,400:     1,968      4,321
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     1,508:    12,243     -7,242     -2,215    -10,521     13,783       -493      4,326:     2,001     -2,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        7.8       29.1       44.0       52.0       92.0       88.9:       8.0       11.1
Old  :     100.0:      18.9        8.4       29.2       43.9       51.4       92.0       89.0:       8.0       11.0
Other:     100.0:      37.3       10.8       10.4       45.9       64.7       93.6       85.9:       6.4       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       571:       195        144        228        128        204        421        493:
Old  :       571:       197        148        218        127        203        414        488:
Other:       229:        33         55         20         28        130         74        194:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       16.8       21.4       24.6       11.6       11.6       17.0       15.8
Old  :                 13.5       17.0       22.1       24.7       12.4       12.2       18.5       16.4
Other:                 41.0       37.3       56.4       47.7       31.5       28.9       43.4       34.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,262:    20,247      2,202        129          8      5,726     20,384      8,057:     2,878     15,205
Old  :    21,108:    18,352      2,157         74          8      4,948     18,434      7,179:     2,674     13,929
Other:     2,154:     1,950        100          0          0        778      1,950        878:       204      1,276
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       297:       220        158          8          0        -45        228        121:        69        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0        9.5        0.6        0.0       24.6       87.6       34.6:      12.4       65.4
Old  :     100.0:      86.9       10.2        0.4        0.0       23.4       87.3       34.0:      12.7       66.0
Other:     100.0:      90.5        4.6        0.0        0.0       36.1       90.5       40.8:       9.5       59.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          8          5          1         15         21         28:
Old  :        43:        20          8          5          1         15         21         28:
Other:        25:         8          3          0          0         14          8         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       13.8       70.8       21.0       54.5       13.8       70.8       21.0
Old  :                 52.2       12.7       69.2       19.9       52.2       12.7       69.2       19.9
Other:                 81.2       28.3       90.5       35.7       81.2       28.3       90.5       35.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   330,263:    56,605     58,410     58,781    187,716    184,255    303,103    301,446:    27,161     28,817
Old  :    52,357:     4,860      8,261      6,421     37,289     33,367     48,570     48,050:     3,787      4,308
Other:   277,906:    56,556     54,958     47,550    150,427    150,888    254,533    253,396:    23,373     24,510
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -4,494:    -1,529     -3,197        -13     -4,192       -144     -5,734     -3,354:     1,240     -1,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       17.7       17.8       56.8       55.8       91.8       91.3:       8.2        8.7
Old  :     100.0:       9.3       15.8       12.3       71.2       63.7       92.8       91.8:       7.2        8.2
Other:     100.0:      20.4       19.8       17.1       54.1       54.3       91.6       91.2:       8.4        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        58         82         73         74         75        184        193:
Old  :       136:        33         34         28         44         51         93         97:
Other:       236:        64         80         64         73         70        174        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  :                 17.0       23.7       25.9       33.6       10.5       12.2       17.4       19.0
Old  :                 39.2       29.3       54.6       44.0       31.0       24.7       37.6       33.0
Other:                 15.3       24.1       25.2       34.2       12.3       17.4       20.0       24.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   860,150:    63,013     92,675    125,037    510,386    502,406    698,435    720,119:   161,715    140,032
Old  :   860,150:    63,013     92,675    125,037    510,386    502,406    698,435    720,119:   161,715    140,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    10,377:    -3,805    -17,753     15,187     -8,866     28,225      2,515     25,658:     7,862    -15,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.8       14.5       59.3       58.4       81.2       83.7:      18.8       16.3
Old  :     100.0:       7.3       10.8       14.5       59.3       58.4       81.2       83.7:      18.8       16.3
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  :       168:        34         27         41         85         88        135        140:
Old  :       168:        34         27         41         85         88        135        140:
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  :                 17.8       16.1       25.8       24.5       15.5       14.7       22.1       22.5
Old  :                 17.8       16.1       25.8       24.5       15.5       14.7       22.1       22.5
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 16, 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  :   421,927:    55,532     58,534      5,145    291,005    318,893    351,682    382,572:    70,245     39,354
Old  :   421,927:    55,532     58,534      5,145    291,005    318,893    351,682    382,572:    70,245     39,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     8,646:    -2,813     -5,083        341      8,956     20,213      6,484     15,471:     2,163     -6,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       13.9        1.2       69.0       75.6       83.4       90.7:      16.6        9.3
Old  :     100.0:      13.2       13.9        1.2       69.0       75.6       83.4       90.7:      16.6        9.3
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  :        74:         7          9          5         39         38         49         49:
Old  :        74:         7          9          5         39         38         49         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  :                 25.7       49.9       43.5       61.6       22.2       49.1       38.7       59.8
Old  :                 25.7       49.9       43.5       61.6       22.2       49.1       38.7       59.8
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 16, 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  :     9,636:     1,017        838        446      7,540      8,011      9,003      9,295:       633        341
Old  :     9,636:     1,017        838        446      7,540      8,011      9,003      9,295:       633        341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       198:       -73       -129        201         44        200        172        272:        26        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.7        4.6       78.2       83.1       93.4       96.5:       6.6        3.5
Old  :     100.0:      10.6        8.7        4.6       78.2       83.1       93.4       96.5:       6.6        3.5
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  :        41:        10          3          4         21         27         33         32:
Old  :        41:        10          3          4         21         27         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       43.1       68.4       65.6       29.1       23.0       35.4       35.1
Old  :                 56.4       43.1       68.4       65.6       29.1       23.0       35.4       35.1
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 16, 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  :   190,169:    40,063     22,708     33,428     84,204    110,967    157,695    167,103:    32,475     23,067
Old  :    31,741:     6,935      3,029      2,917     15,610     21,855     25,462     27,800:     6,278      3,940
Other:   158,429:    38,760     25,311     24,879     68,593     89,113    132,232    139,303:    26,197     19,126
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       592:    -4,519      1,735      5,132       -140     -3,933        473      2,935:       118     -2,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       11.9       17.6       44.3       58.4       82.9       87.9:      17.1       12.1
Old  :     100.0:      21.8        9.5        9.2       49.2       68.9       80.2       87.6:      19.8       12.4
Other:     100.0:      24.5       16.0       15.7       43.3       56.2       83.5       87.9:      16.5       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        62         34         51         63         63        148        136:
Old  :       114:        26         23         19         48         38         84         70:
Other:       178:        57         42         43         63         59        139        128:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       29.4       26.4       40.6       11.3       20.5       17.6       28.9
Old  :                 31.3       37.0       39.8       50.2       24.3       32.2       31.7       43.2
Other:                 14.6       28.9       25.6       41.4       10.8       21.3       17.8       29.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    20,289:     4,426      2,199      3,476      7,331     13,278     15,233     18,953:     5,056      1,335
Old  :    20,289:     4,426      2,199      3,476      7,331     13,278     15,233     18,953:     5,056      1,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       911:       162          1        284         -7        480        440        766:       472        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.8       17.1       36.1       65.4       75.1       93.4:      24.9        6.6
Old  :     100.0:      21.8       10.8       17.1       36.1       65.4       75.1       93.4:      24.9        6.6
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  :        91:        33         21         25         25         19         78         50:
Old  :        91:        33         21         25         25         19         78         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       47.4       31.3       59.1       19.9       46.1       31.2       56.5
Old  :                 19.9       47.4       31.3       59.1       19.9       46.1       31.2       56.5
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 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,027,552:   207,179    177,779     52,979    654,885    674,954    915,044    905,712:   112,509    121,840
Old  : 1,027,552:   207,179    177,779     52,979    654,885    674,954    915,044    905,712:   112,509    121,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -48,701:   -40,776      2,443       -434     -7,335    -36,142    -48,545    -34,132:      -157    -14,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       17.3        5.2       63.7       65.7       89.1       88.1:      10.9       11.9
Old  :     100.0:      20.2       17.3        5.2       63.7       65.7       89.1       88.1:      10.9       11.9
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  :       265:        48         54         29         96        139        159        207:
Old  :       265:        48         54         29         96        139        159        207:
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  :                 24.6       16.7       39.3       25.6       24.2       15.1       37.5       21.8
Old  :                 24.6       16.7       39.3       25.6       24.2       15.1       37.5       21.8
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 with Delta-adjusted Options and Futures Combined, August 16, 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  : 2,666,497:   226,994    201,847    378,247  1,737,568  1,733,139  2,342,809  2,313,233:   323,689    353,264
Old  : 2,666,497:   226,994    201,847    378,247  1,737,568  1,733,139  2,342,809  2,313,233:   323,689    353,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   117,218:   -32,181        684     -1,093    153,398    133,996    120,124    133,587:    -2,907    -16,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        7.6       14.2       65.2       65.0       87.9       86.8:      12.1       13.2
Old  :     100.0:       8.5        7.6       14.2       65.2       65.0       87.9       86.8:      12.1       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        45         46         63        149        165        223        245:
Old  :       275:        45         46         63        149        165        223        245:
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  :                 28.7       18.0       36.1       26.2       25.1       15.8       30.2       20.7
Old  :                 28.7       18.0       36.1       26.2       25.1       15.8       30.2       20.7
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 16, 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  : 1,667,443:   311,608    103,045    173,514    950,191  1,117,688  1,435,314  1,394,247:   232,130    273,196
Old  : 1,667,443:   311,608    103,045    173,514    950,191  1,117,688  1,435,314  1,394,247:   232,130    273,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -11,435:    -1,967    -16,425      9,788    -18,639     10,394    -10,819      3,757:      -617    -15,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        6.2       10.4       57.0       67.0       86.1       83.6:      13.9       16.4
Old  :     100.0:      18.7        6.2       10.4       57.0       67.0       86.1       83.6:      13.9       16.4
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  :       206:        30         36         41         90        119        143        173:
Old  :       206:        30         36         41         90        119        143        173:
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       17.7       41.7       25.9       32.4       14.5       38.9       21.0
Old  :                 33.0       17.7       41.7       25.9       32.4       14.5       38.9       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  : 1,092,195:    68,444     53,493    363,798    612,378    621,743  1,044,620  1,039,034:    47,575     53,162
Old  : 1,092,195:    68,444     53,493    363,798    612,378    621,743  1,044,620  1,039,034:    47,575     53,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     7,705:    -8,392    -11,735      6,579      7,801      4,069      5,987     -1,087:     1,718      8,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        4.9       33.3       56.1       56.9       95.6       95.1:       4.4        4.9
Old  :     100.0:       6.3        4.9       33.3       56.1       56.9       95.6       95.1:       4.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        26         31         44         68         78        118        133:
Old  :       144:        26         31         44         68         78        118        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  :                 35.2       25.4       50.4       41.1       22.8       15.3       26.0       20.7
Old  :                 35.2       25.4       50.4       41.1       22.8       15.3       26.0       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    56,271:     8,779      6,079      3,849     37,300     39,134     49,928     49,063:     6,343      7,209
Old  :    56,271:     8,779      6,079      3,849     37,300     39,134     49,928     49,063:     6,343      7,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -12,481:    -6,982      4,909      1,595     -4,613    -19,145    -10,000    -12,641:    -2,481        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       10.8        6.8       66.3       69.5       88.7       87.2:      11.3       12.8
Old  :     100.0:      15.6       10.8        6.8       66.3       69.5       88.7       87.2:      11.3       12.8
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  :        84:        20         10         12         35         32         59         52:
Old  :        84:        20         10         12         35         32         59         52:
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  :                 25.6       30.0       39.7       47.9       21.7       26.8       33.9       43.7
Old  :                 25.6       30.0       39.7       47.9       21.7       26.8       33.9       43.7
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 16, 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  :    13,679:     2,407      2,258         36      8,749      9,458     11,192     11,752:     2,487      1,926
Old  :    13,679:     2,407      2,258         36      8,749      9,458     11,192     11,752:     2,487      1,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -3,413:      -433      1,502         -0     -3,003     -4,784     -3,436     -3,282:        23       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       16.5        0.3       64.0       69.1       81.8       85.9:      18.2       14.1
Old  :     100.0:      17.6       16.5        0.3       64.0       69.1       81.8       85.9:      18.2       14.1
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  :        21:         5          2          2          8          6         14          9:
Old  :        21:         5          2          2          8          6         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       70.7       65.4       85.9       42.8       70.7       65.4       85.7
Old  :                 42.8       70.7       65.4       85.9       42.8       70.7       65.4       85.7
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 16, 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  :    85,186:    18,658     13,556      1,712     57,103     59,353     77,472     74,621:     7,713     10,565
Old  :    85,186:    18,658     13,556      1,712     57,103     59,353     77,472     74,621:     7,713     10,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -18,137:    -9,366     10,548       -544     -3,219    -28,722    -13,129    -18,718:    -5,008        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.9        2.0       67.0       69.7       90.9       87.6:       9.1       12.4
Old  :     100.0:      21.9       15.9        2.0       67.0       69.7       90.9       87.6:       9.1       12.4
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  :        80:        19         11         10         33         30         54         49:
Old  :        80:        19         11         10         33         30         54         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  :                 30.3       34.8       45.6       53.9       30.2       34.6       45.5       53.7
Old  :                 30.3       34.8       45.6       53.9       30.2       34.6       45.5       53.7
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 with Delta-adjusted Options and Futures Combined, August 16, 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  :    10,839:     5,788      6,175        850      3,647      3,813     10,285     10,838:       554          1
Old  :    10,839:     5,788      6,175        850      3,647      3,813     10,285     10,838:       554          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       396:        75        438        357         28          0        460        795:       -64       -399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4       57.0        7.8       33.6       35.2       94.9      100.0:       5.1        0.0
Old  :     100.0:      53.4       57.0        7.8       33.6       35.2       94.9      100.0:       5.1        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  :        27:        10         13          2          3          1         14         15:
Old  :        27:        10         13          2          3          1         14         15:
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  :                 69.1       75.8       90.8       91.1       69.1       72.0       84.3       85.3
Old  :                 69.1       75.8       90.8       91.1       69.1       72.0       84.3       85.3
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 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,343:     3,180        411          6      9,805     12,865     12,991     13,282:       352         61
Old  :    13,343:     3,180        411          6      9,805     12,865     12,991     13,282:       352         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :      -505:     1,189         -1        -53     -1,640       -502       -504       -556:        -1         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        3.1        0.0       73.5       96.4       97.4       99.5:       2.6        0.5
Old  :     100.0:      23.8        3.1        0.0       73.5       96.4       97.4       99.5:       2.6        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  :        29:         9          3          1          6         12         15         16:
Old  :        29:         9          3          1          6         12         15         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  :                 71.9       85.4       92.6       95.6       71.9       85.4       92.6       95.5
Old  :                 71.9       85.4       92.6       95.6       71.9       85.4       92.6       95.5
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 16, 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  :    21,228:     3,021      1,569          0     17,966     19,614     20,987     21,183:       241         45
Old  :    21,228:     3,021      1,569          0     17,966     19,614     20,987     21,183:       241         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :      -342:    -1,058        -88          0        750       -252       -308       -340:       -34         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.4        0.0       84.6       92.4       98.9       99.8:       1.1        0.2
Old  :     100.0:      14.2        7.4        0.0       84.6       92.4       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          5          0          8         13         17         18:
Old  :        34:         9          5          0          8         13         17         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  :                 88.6       71.2       96.4       89.2       88.6       71.2       96.3       89.2
Old  :                 88.6       71.2       96.4       89.2       88.6       71.2       96.3       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 19, 2011