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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   513,744:    69,900    119,957    127,080    279,086    207,952    476,066    454,989:    37,678     58,755
Old  :   421,209:    65,977    112,038     89,328    235,583    176,436    390,889    377,802:    30,320     43,407
Other:    92,535:    24,242     28,238     17,432     43,503     31,516     85,177     77,187:     7,358     15,348
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     5,157:    -1,809      9,861       -580      8,731     -1,563      6,342      7,718:    -1,185     -2,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       23.3       24.7       54.3       40.5       92.7       88.6:       7.3       11.4
Old  :     100.0:      15.7       26.6       21.2       55.9       41.9       92.8       89.7:       7.2       10.3
Other:     100.0:      26.2       30.5       18.8       47.0       34.1       92.0       83.4:       8.0       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       418:       117        162        164        104        116        319        354:
Old  :       409:       122        155        146         99        111        303        334:
Other:       217:        45         66         50         43         89        116        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       11.8       33.6       17.5       19.5       10.1       31.0       14.6
Old  :                 22.6       14.2       34.8       20.4       21.4       12.6       32.8       18.7
Other:                 30.0       17.5       44.4       28.0       24.4       10.1       35.6       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,844,339:   330,011     87,095    576,386    757,263    897,244  1,663,660  1,560,726:   180,679    283,613
Old  : 1,666,960:   308,079     95,635    525,114    668,574    791,676  1,501,767  1,412,425:   165,192    254,535
Other:   177,379:    53,715     23,243     19,490     88,688    105,568    161,893    148,301:    15,486     29,078
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -47,791:   -36,229      7,480    -26,404     18,787    -31,869    -43,846    -50,794:    -3,945      3,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        4.7       31.3       41.1       48.6       90.2       84.6:       9.8       15.4
Old  :     100.0:      18.5        5.7       31.5       40.1       47.5       90.1       84.7:       9.9       15.3
Other:     100.0:      30.3       13.1       11.0       50.0       59.5       91.3       83.6:       8.7       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       833:       236        173        286        270        374        637        716:
Old  :       829:       236        174        275        268        372        625        709:
Other:       432:        65         67         52         73        269        165        363:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       10.7       20.4       15.7        9.5        6.5       14.1        9.5
Old  :                 11.8       10.1       20.1       15.4        9.8        6.8       14.7        9.6
Other:                 31.9       24.3       43.0       33.2       21.0       16.4       31.1       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,722:     2,503      2,078      1,624      9,851     11,176     13,978     14,878:     2,744      1,844
Old  :    16,579:     2,524      2,078      1,561      9,754     11,136     13,839     14,775:     2,740      1,804
Other:       143:         0         21         43         96         40        139        103:         4         40
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     1,055:       -17        714        -71      1,339         43      1,251        687:      -197        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       12.4        9.7       58.9       66.8       83.6       89.0:      16.4       11.0
Old  :     100.0:      15.2       12.5        9.4       58.8       67.2       83.5       89.1:      16.5       10.9
Other:     100.0:       0.0       14.5       29.8       67.4       27.7       97.2       72.0:       2.8       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         10          7         15          9         34         24:
Old  :        43:        16         10          7         14          9         33         24:
Other:         6:         0          2          2          4          1          6          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       65.0       57.7       77.8       40.2       60.0       54.1       68.7
Old  :                 41.1       65.3       57.4       77.8       40.4       60.7       54.4       69.4
Other:                 92.3       72.0       97.2       72.0       39.7       14.5       39.7       14.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   823,913:   122,835     47,745    269,079    374,693    415,600    766,607    732,424:    57,306     91,489
Old  :   770,903:   120,232     54,871    245,806    350,774    385,569    716,812    686,245:    54,092     84,658
Other:    53,009:    19,104      9,375      6,772     23,919     30,032     49,796     46,179:     3,214      6,830
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    11,399:   -32,646      9,001     22,556     27,221    -29,914     17,130      1,642:    -5,731      9,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        5.8       32.7       45.5       50.4       93.0       88.9:       7.0       11.1
Old  :     100.0:      15.6        7.1       31.9       45.5       50.0       93.0       89.0:       7.0       11.0
Other:     100.0:      36.0       17.7       12.8       45.1       56.7       93.9       87.1:       6.1       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       178        160        252        128        197        439        499:
Old  :       570:       177        167        244        128        197        432        496:
Other:       248:        46         61         28         37        127        102        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       16.3       21.8       24.8        9.6        9.2       14.5       12.9
Old  :                 14.3       16.4       22.8       25.2       10.1       10.4       15.9       13.9
Other:                 34.7       34.4       47.5       46.2       33.7       33.5       45.9       43.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    20,183:    16,997      2,991        100          8      4,021     17,105      7,112:     3,078     13,071
Old  :    17,432:    14,679      2,950         69          8      3,262     14,756      6,281:     2,676     11,151
Other:     2,751:     2,343         66          6          0        759      2,349        831:       402      1,920
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -923:      -815        546         87          0        -36       -728        597:      -195     -1,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.2       14.8        0.5        0.0       19.9       84.7       35.2:      15.3       64.8
Old  :     100.0:      84.2       16.9        0.4        0.0       18.7       84.6       36.0:      15.4       64.0
Other:     100.0:      85.2        2.4        0.2        0.0       27.6       85.4       30.2:      14.6       69.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19         11          6          1         10         20         27:
Old  :        40:        19         11          5          1         10         20         26:
Other:        22:         8          4          2          0         10          8         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       16.1       66.9       22.3       48.0       16.1       66.8       22.3
Old  :                 44.3       15.2       64.5       21.9       44.2       15.2       64.4       21.9
Other:                 76.8       23.6       85.4       27.3       76.6       23.6       85.2       27.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   343,155:    60,126     58,592     61,246    193,815    189,264    315,188    309,102:    27,967     34,052
Old  :   332,840:    60,201     59,450     59,607    186,487    180,490    306,296    299,548:    26,544     33,293
Other:    10,314:       978        196        585      7,328      8,774      8,891      9,555:     1,423        760
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     8,814:   -10,115     18,051        957     20,468    -18,101     11,310        906:    -2,496      7,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       17.1       17.8       56.5       55.2       91.8       90.1:       8.2        9.9
Old  :     100.0:      18.1       17.9       17.9       56.0       54.2       92.0       90.0:       8.0       10.0
Other:     100.0:       9.5        1.9        5.7       71.0       85.1       86.2       92.6:      13.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        65         83         69         74         73        183        189:
Old  :       245:        65         86         67         74         73        181        189:
Other:        41:        10          3          6         16         18         28         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       19.1       26.6       32.7       10.5       12.8       16.6       20.6
Old  :                 16.5       19.0       26.4       32.1       11.0       13.1       17.3       20.7
Other:                 57.9       56.7       71.2       78.5       34.3       37.7       44.5       53.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   777,245:    65,551     90,334     78,065    482,536    466,590    626,151    634,989:   151,094    142,256
Old  :   777,245:    65,551     90,334     78,065    482,536    466,590    626,151    634,989:   151,094    142,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -54,650:    -1,254     -4,093    -28,868    -19,061    -28,542    -49,183    -61,503:    -5,468      6,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       11.6       10.0       62.1       60.0       80.6       81.7:      19.4       18.3
Old  :     100.0:       8.4       11.6       10.0       62.1       60.0       80.6       81.7:      19.4       18.3
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  :       159:        29         32         38         77         78        127        127:
Old  :       159:        29         32         38         77         78        127        127:
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  :                 20.9       16.7       29.9       27.5       19.6       14.6       26.1       23.9
Old  :                 20.9       16.7       29.9       27.5       19.6       14.6       26.1       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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   381,169:    53,940     41,567      2,589    256,338    290,806    312,867    334,961:    68,302     46,208
Old  :   381,169:    53,940     41,567      2,589    256,338    290,806    312,867    334,961:    68,302     46,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -1,580:     1,270     -3,910       -566     -3,230        644     -2,525     -3,832:       946      2,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       10.9        0.7       67.3       76.3       82.1       87.9:      17.9       12.1
Old  :     100.0:      14.2       10.9        0.7       67.3       76.3       82.1       87.9:      17.9       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  :        74:         6          8          3         41         38         49         47:
Old  :        74:         6          8          3         41         38         49         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       47.7       42.3       59.9       22.5       47.7       37.9       58.9
Old  :                 25.2       47.7       42.3       59.9       22.5       47.7       37.9       58.9
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,165:       806        411        920      6,982      7,324      8,708      8,655:       457        510
Old  :     9,165:       806        411        920      6,982      7,324      8,708      8,655:       457        510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -703:        -4       -524         55       -625       -339       -574       -808:      -129        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        4.5       10.0       76.2       79.9       95.0       94.4:       5.0        5.6
Old  :     100.0:       8.8        4.5       10.0       76.2       79.9       95.0       94.4:       5.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          4          4         22         24         30         28:
Old  :        33:         4          4          4         22         24         30         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       41.7       70.9       67.1       24.7       29.9       38.5       38.3
Old  :                 47.8       41.7       70.9       67.1       24.7       29.9       38.5       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   204,395:    38,327     34,575     33,338     99,936    107,040    171,601    174,952:    32,794     29,443
Old  :   197,448:    37,534     34,768     31,414     96,729    102,872    165,676    169,053:    31,771     28,395
Other:     6,947:     1,253        267      1,464      3,207      4,168      5,924      5,899:     1,022      1,048
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     4,457:   -13,572      8,212      3,133     16,948    -11,606      6,509       -260:    -2,052      4,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       16.9       16.3       48.9       52.4       84.0       85.6:      16.0       14.4
Old  :     100.0:      19.0       17.6       15.9       49.0       52.1       83.9       85.6:      16.1       14.4
Other:     100.0:      18.0        3.8       21.1       46.2       60.0       85.3       84.9:      14.7       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        45         52         47         75         68        149        146:
Old  :       192:        48         53         47         75         68        149        146:
Other:        40:         7          5          8         22         11         34         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       24.2       26.9       35.5       12.4       16.3       19.2       23.2
Old  :                 17.7       24.1       26.9       35.0       12.7       16.7       19.4       23.3
Other:                 35.1       46.1       57.5       71.5       33.9       44.4       46.0       54.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,494:     4,156      3,661      1,496      8,984     12,312     14,636     17,468:     3,859      1,026
Old  :    18,466:     4,156      3,660      1,496      8,958     12,285     14,610     17,440:     3,857      1,026
Other:        28:         0          1          0         26         27         26         28:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -217:    -1,142        242        427      1,310       -784        595       -115:      -811       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       19.8        8.1       48.6       66.6       79.1       94.5:      20.9        5.5
Old  :     100.0:      22.5       19.8        8.1       48.5       66.5       79.1       94.4:      20.9        5.6
Other:     100.0:       0.0        3.6        0.0       92.9       96.4       92.9      100.0:       7.1        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        25         25         16         28         19         66         48:
Old  :        83:        25         25         16         28         19         66         48:
Other:         4:         0          1          0          1          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       51.4       39.0       62.6       26.0       48.2       38.9       59.2
Old  :                 26.1       51.5       39.1       62.6       26.1       48.4       39.0       59.5
Other:                 92.9      100.0       92.9      100.0       92.9      100.0       92.9      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   812,105:   213,559    182,347     48,367    439,433    460,816    701,359    691,530:   110,746    120,575
Old  :   812,105:   213,559    182,347     48,367    439,433    460,816    701,359    691,530:   110,746    120,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -18,048:   -26,516     16,261      1,861      1,828    -36,996    -22,827    -18,873:     4,779        825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       22.5        6.0       54.1       56.7       86.4       85.2:      13.6       14.8
Old  :     100.0:      26.3       22.5        6.0       54.1       56.7       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  :       228:        40         55         27         83        109        142        173:
Old  :       228:        40         55         27         83        109        142        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  :                 26.0       15.4       38.4       24.2       25.7       10.3       33.8       17.6
Old  :                 26.0       15.4       38.4       24.2       25.7       10.3       33.8       17.6
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,816,329:   154,287    252,637    148,016  1,191,202  1,076,733  1,493,505  1,477,386:   322,823    338,942
Old  : 1,816,329:   154,287    252,637    148,016  1,191,202  1,076,733  1,493,505  1,477,386:   322,823    338,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -91,037:    10,065      7,601    -53,834    -62,337    -50,806   -106,106    -97,039:    15,069      6,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       13.9        8.1       65.6       59.3       82.2       81.3:      17.8       18.7
Old  :     100.0:       8.5       13.9        8.1       65.6       59.3       82.2       81.3:      17.8       18.7
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  :       222:        30         40         46        120        135        171        200:
Old  :       222:        30         40         46        120        135        171        200:
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       15.1       36.8       22.4       27.0       11.4       34.6       17.9
Old  :                 28.3       15.1       36.8       22.4       27.0       11.4       34.6       17.9
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,406,721:   402,081    101,907     65,844    742,605    979,127  1,210,530  1,146,878:   196,191    259,844
Old  : 1,406,721:   402,081    101,907     65,844    742,605    979,127  1,210,530  1,146,878:   196,191    259,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -50,465:     5,260     -3,145    -24,629    -13,254    -24,585    -32,624    -52,360:   -17,841      1,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        7.2        4.7       52.8       69.6       86.1       81.5:      13.9       18.5
Old  :     100.0:      28.6        7.2        4.7       52.8       69.6       86.1       81.5:      13.9       18.5
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  :       184:        33         29         32         76        110        123        157:
Old  :       184:        33         29         32         76        110        123        157:
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  :                 28.6       19.2       42.5       27.7       28.3       16.4       41.8       24.0
Old  :                 28.6       19.2       42.5       27.7       28.3       16.4       41.8       24.0
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   928,889:    58,557     61,128    308,679    524,713    518,471    891,949    888,279:    36,941     40,610
Old  :   928,889:    58,557     61,128    308,679    524,713    518,471    891,949    888,279:    36,941     40,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :   -23,397:    -3,172     -2,747     -9,808     -7,806     -7,474    -20,786    -20,028:    -2,611     -3,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        6.6       33.2       56.5       55.8       96.0       95.6:       4.0        4.4
Old  :     100.0:       6.3        6.6       33.2       56.5       55.8       96.0       95.6:       4.0        4.4
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  :       141:        25         32         44         70         74        119        129:
Old  :       141:        25         32         44         70         74        119        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       26.8       50.6       44.1       24.7       18.6       29.1       26.2
Old  :                 34.8       26.8       50.6       44.1       24.7       18.6       29.1       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    49,836:     5,777      3,367      4,945     34,347     35,562     45,069     43,874:     4,766      5,962
Old  :    49,836:     5,777      3,367      4,945     34,347     35,562     45,069     43,874:     4,766      5,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    15,517:    -1,777        456      4,531     11,743      9,650     14,497     14,636:     1,021        881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        6.8        9.9       68.9       71.4       90.4       88.0:       9.6       12.0
Old  :     100.0:      11.6        6.8        9.9       68.9       71.4       90.4       88.0:       9.6       12.0
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  :        85:        14         17         11         33         35         52         59:
Old  :        85:        14         17         11         33         35         52         59:
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  :                 31.3       35.0       45.0       48.9       30.2       35.0       40.9       46.2
Old  :                 31.3       35.0       45.0       48.9       30.2       35.0       40.9       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,696:     2,958      1,349          4      9,276     11,573     12,238     12,926:     1,458        770
Old  :    13,696:     2,958      1,349          4      9,276     11,573     12,238     12,926:     1,458        770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -2,207:       790     -1,133       -933       -543      1,032       -686     -1,034:    -1,521     -1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        9.8        0.0       67.7       84.5       89.4       94.4:      10.6        5.6
Old  :     100.0:      21.6        9.8        0.0       67.7       84.5       89.4       94.4:      10.6        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          2          7          7         11         11:
Old  :        20:         4          2          2          7          7         11         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  :                 63.3       71.5       82.0       92.2       63.3       71.5       81.9       92.2
Old  :                 63.3       71.5       82.0       92.2       63.3       71.5       81.9       92.2
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    72,279:    11,377      9,774      4,143     50,143     47,978     65,663     61,895:     6,616     10,383
Old  :    72,279:    11,377      9,774      4,143     50,143     47,978     65,663     61,895:     6,616     10,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :     3,642:    -3,731      3,951      3,315      4,934     -3,846      4,518      3,421:      -875        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       13.5        5.7       69.4       66.4       90.8       85.6:       9.2       14.4
Old  :     100.0:      15.7       13.5        5.7       69.4       66.4       90.8       85.6:       9.2       14.4
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  :        82:        12         18         10         31         31         49         53:
Old  :        82:        12         18         10         31         31         49         53:
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  :                 30.2       30.9       46.8       44.6       30.2       30.5       45.2       42.3
Old  :                 30.2       30.9       46.8       44.6       30.2       30.5       45.2       42.3
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, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,313:     4,224      8,617        694      3,982          0      8,900      9,311:       413          2
Old  :     9,313:     4,224      8,617        694      3,982          0      8,900      9,311:       413          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :    -5,068:      -918      2,403     -3,643       -516     -3,813     -5,077     -5,053:         9        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       92.5        7.5       42.8        0.0       95.6      100.0:       4.4        0.0
Old  :     100.0:      45.4       92.5        7.5       42.8        0.0       95.6      100.0:       4.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        11         10          2          3          0         16         10:
Old  :        24:        11         10          2          3          0         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       77.9       84.3       95.5       65.8       72.5       81.4       88.1
Old  :                 65.8       77.9       84.3       95.5       65.8       72.5       81.4       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,384:     1,850      2,218          9      9,194      9,098     11,053     11,325:       331         59
Old  :    11,384:     1,850      2,218          9      9,194      9,098     11,053     11,325:       331         59
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :       577:      -587      1,636          5      1,148     -1,042        566        599:        11        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.5        0.1       80.8       79.9       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.3       19.5        0.1       80.8       79.9       97.1       99.5:       2.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8          5          1          6         12         14         18:
Old  :        30:         8          5          1          6         12         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.8       79.8       94.9       93.0       84.7       79.8       94.8       92.9
Old  :                 84.8       79.8       94.9       93.0       84.7       79.8       94.8       92.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,823:       514      1,125          0     14,046     13,640     14,560     14,765:       263         58
Old  :    14,823:       514      1,125          0     14,046     13,640     14,560     14,765:       263         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 20, 2011                   :
     :      -734:      -966        690          0        297     -1,434       -669       -744:       -65         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        7.6        0.0       94.8       92.0       98.2       99.6:       1.8        0.4
Old  :     100.0:       3.5        7.6        0.0       94.8       92.0       98.2       99.6:       1.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         6          3          0          6         13         12         16:
Old  :        27:         6          3          0          6         13         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.8       73.7       97.3       90.2       94.8       73.7       97.1       90.2
Old  :                 94.8       73.7       97.3       90.2       94.8       73.7       97.1       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 30, 2011