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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   538,933:    73,791    104,201    142,944    277,716    223,249    494,451    470,395:    44,481     68,538
Old  :   465,706:    68,153     96,735    119,001    239,396    197,789    426,550    413,525:    39,156     52,181
Other:    73,227:    16,901     18,728     12,681     38,320     25,461     67,902     56,870:     5,325     16,357
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    12,645:      -537      5,791      2,147      9,871      2,251     11,481     10,189:     1,164      2,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.3       26.5       51.5       41.4       91.7       87.3:       8.3       12.7
Old  :     100.0:      14.6       20.8       25.6       51.4       42.5       91.6       88.8:       8.4       11.2
Other:     100.0:      23.1       25.6       17.3       52.3       34.8       92.7       77.7:       7.3       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       121        147        176        100        117        324        351:
Old  :       402:       124        143        164         95        113        311        338:
Other:       186:        40         49         39         39         83        103        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       13.3       33.1       18.9       18.3       10.2       29.9       14.6
Old  :                 21.3       14.9       33.7       20.8       19.8       12.8       30.8       17.8
Other:                 36.9       17.7       51.9       27.7       30.5       10.5       42.3       17.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  : 1,891,929:   383,397     84,689    567,151    752,127    954,090  1,702,675  1,605,929:   189,255    286,000
Old  :   433,637:    92,866     40,704    110,582    190,897    235,446    394,345    386,731:    39,292     46,906
Other: 1,458,292:   329,715     83,170    417,384    561,230    718,644  1,308,330  1,219,198:   149,963    239,095
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    97,625:    22,373      1,708     47,643     24,788     40,780     94,804     90,130:     2,821      7,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        4.5       30.0       39.8       50.4       90.0       84.9:      10.0       15.1
Old  :     100.0:      21.4        9.4       25.5       44.0       54.3       90.9       89.2:       9.1       10.8
Other:     100.0:      22.6        5.7       28.6       38.5       49.3       89.7       83.6:      10.3       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       882:       254        168        285        288        415        673        750:
Old  :       656:       134        139        129        164        314        364        516:
Other:       857:       241        168        243        255        398        613        699:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       11.3       21.5       16.8       10.0        6.6       14.3        9.6
Old  :                 18.6       18.9       29.6       27.4       18.4       16.2       28.1       22.3
Other:                 14.1        9.6       21.2       15.2        8.7        6.0       14.1        9.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    14,067:     2,932        872      1,600      6,689     10,133     11,222     12,605:     2,845      1,462
Old  :    13,938:     2,924        872      1,554      6,615     10,051     11,093     12,477:     2,845      1,461
Other:       129:         9          0         46         74         82        129        128:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -137:        59         86       -572        301        293       -212       -193:        75         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.2       11.4       47.6       72.0       79.8       89.6:      20.2       10.4
Old  :     100.0:      21.0        6.3       11.2       47.5       72.1       79.6       89.5:      20.4       10.5
Other:     100.0:       6.8        0.0       35.7       57.4       63.5      100.0       99.2:       0.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          5          6         13         13         32         24:
Old  :        41:        19          5          6         13         13         32         24:
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  :                 29.9       55.3       48.4       74.9       26.9       46.4       39.6       61.9
Old  :                 29.6       55.4       48.3       74.7       26.9       46.7       39.8       62.3
Other:                100.0       99.2      100.0       99.2       28.5       27.7       28.5       27.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   709,119:   157,654     54,011    199,716    292,372    377,841    649,742    631,567:    59,377     77,552
Old  :   680,221:   152,372     55,416    191,470    278,739    359,800    622,582    606,686:    57,640     73,535
Other:    28,898:    10,360      3,673      3,167     13,633     18,041     27,160     24,881:     1,737      4,017
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -17,178:    -8,841      5,294     -3,795      1,171    -14,241    -11,465    -12,742:    -5,713     -4,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        7.6       28.2       41.2       53.3       91.6       89.1:       8.4       10.9
Old  :     100.0:      22.4        8.1       28.1       41.0       52.9       91.5       89.2:       8.5       10.8
Other:     100.0:      35.9       12.7       11.0       47.2       62.4       94.0       86.1:       6.0       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:       186        158        221        121        203        421        488:
Old  :       578:       182        166        212        120        203        415        484:
Other:       224:        29         59         22         27        126         71        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       17.0       22.3       24.9       12.6       12.6       18.3       17.5
Old  :                 14.2       16.9       22.9       24.9       13.3       13.2       19.8       18.3
Other:                 43.1       37.9       58.4       49.3       34.4       30.4       45.4       35.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    23,568:    20,381      2,170        111          0      5,726     20,492      8,007:     3,076     15,561
Old  :    21,462:    18,520      2,126         61          0      4,973     18,581      7,160:     2,881     14,302
Other:     2,106:     1,911         94          0          0        753      1,911        847:       195      1,259
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -303:      -454       -165         15          0        216       -439         66:       136       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.5        9.2        0.5        0.0       24.3       86.9       34.0:      13.1       66.0
Old  :     100.0:      86.3        9.9        0.3        0.0       23.2       86.6       33.4:      13.4       66.6
Other:     100.0:      90.7        4.5        0.0        0.0       35.8       90.7       40.2:       9.3       59.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          7          6          0         15         17         28:
Old  :        39:        17          7          6          0         15         17         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  :                 56.0       13.5       73.0       20.5       55.9       13.5       72.9       20.5
Old  :                 53.9       12.6       71.6       19.8       53.8       12.6       71.5       19.8
Other:                 81.5       28.3       90.7       35.5       81.5       28.3       90.7       35.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   328,367:    72,727     45,195     56,876    166,247    201,101    295,850    303,172:    32,517     25,196
Old  :    59,594:    10,445     11,837      6,277     36,391     34,806     53,112     52,920:     6,483      6,674
Other:   268,773:    70,614     41,689     42,267    129,857    166,295    242,738    250,251:    26,035     18,521
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     7,392:     4,561      2,372      1,163        980      4,482      6,704      8,017:       689       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       13.8       17.3       50.6       61.2       90.1       92.3:       9.9        7.7
Old  :     100.0:      17.5       19.9       10.5       61.1       58.4       89.1       88.8:      10.9       11.2
Other:     100.0:      26.3       15.5       15.7       48.3       61.9       90.3       93.1:       9.7        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        81         69         79         69         71        198        184:
Old  :       149:        45         34         34         44         54        106        105:
Other:       234:        75         72         64         66         67        182        166:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       30.5       24.4       41.4       11.4       22.7       18.3       31.8
Old  :                 33.5       21.0       43.1       33.3       28.1       17.1       36.3       27.0
Other:                 14.7       34.9       23.9       46.2       13.5       30.1       21.9       39.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   789,441:    75,139    124,912     81,488    461,708    427,317    618,336    633,718:   171,105    155,724
Old  :   789,441:    75,139    124,912     81,488    461,708    427,317    618,336    633,718:   171,105    155,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    59,695:     3,748     -5,164     26,767     23,189     17,978     53,704     39,581:     5,990     20,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       15.8       10.3       58.5       54.1       78.3       80.3:      21.7       19.7
Old  :     100.0:       9.5       15.8       10.3       58.5       54.1       78.3       80.3:      21.7       19.7
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  :       171:        33         36         40         82         85        137        139:
Old  :       171:        33         36         40         82         85        137        139:
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  :                 19.0       16.1       27.1       24.1       17.8       13.7       24.1       21.1
Old  :                 19.0       16.1       27.1       24.1       17.8       13.7       24.1       21.1
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 2, 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  :   401,828:    60,051     63,273      4,159    277,810    290,344    342,020    357,777:    59,808     44,051
Old  :   401,828:    60,051     63,273      4,159    277,810    290,344    342,020    357,777:    59,808     44,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    14,659:     1,555     -1,313        465     11,520     14,161     13,540     13,313:     1,118      1,346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       15.7        1.0       69.1       72.3       85.1       89.0:      14.9       11.0
Old  :     100.0:      14.9       15.7        1.0       69.1       72.3       85.1       89.0:      14.9       11.0
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  :        76:         7         11          5         42         36         53         48:
Old  :        76:         7         11          5         42         36         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       48.3       45.6       61.6       24.2       48.3       42.1       60.6
Old  :                 27.2       48.3       45.6       61.6       24.2       48.3       42.1       60.6
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 2, 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  :     9,528:       983      1,101        186      7,821      7,870      8,990      9,157:       538        371
Old  :     9,528:       983      1,101        186      7,821      7,870      8,990      9,157:       538        371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       -86:       132       -134       -177       -106        179       -151       -132:        65         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.6        2.0       82.1       82.6       94.4       96.1:       5.6        3.9
Old  :     100.0:      10.3       11.6        2.0       82.1       82.6       94.4       96.1:       5.6        3.9
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  :        40:         9          4          5         21         25         33         31:
Old  :        40:         9          4          5         21         25         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       40.7       66.9       65.2       29.6       25.4       37.4       35.5
Old  :                 52.1       40.7       66.9       65.2       29.6       25.4       37.4       35.5
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 2, 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  :   197,453:    49,338     19,116     31,247     76,768    120,187    157,353    170,550:    40,100     26,903
Old  :    45,803:     9,124      2,848      5,264     20,904     28,998     35,291     37,109:    10,512      8,693
Other:   151,650:    43,805     19,859     22,392     55,864     91,189    122,062    133,441:    29,588     18,209
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -11,234:      -412      1,831     -7,395        386     -5,352     -7,421    -10,915:    -3,813       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        9.7       15.8       38.9       60.9       79.7       86.4:      20.3       13.6
Old  :     100.0:      19.9        6.2       11.5       45.6       63.3       77.1       81.0:      22.9       19.0
Other:     100.0:      28.9       13.1       14.8       36.8       60.1       80.5       88.0:      19.5       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        66         27         51         60         59        151        122:
Old  :       114:        27         17         31         46         44         90         80:
Other:       163:        58         35         36         56         53        134        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       32.9       22.4       43.7        8.8       24.6       14.8       32.2
Old  :                 23.9       28.4       36.5       43.3       22.9       25.8       33.2       38.5
Other:                 14.5       35.5       24.5       48.4       10.3       25.5       16.6       34.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    19,589:     4,483      2,110      2,625      7,555     13,215     14,663     17,950:     4,926      1,639
Old  :    19,589:     4,483      2,110      2,625      7,555     13,215     14,663     17,950:     4,926      1,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :       312:      -374         34        535         -7       -558        154         10:       159        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       10.8       13.4       38.6       67.5       74.9       91.6:      25.1        8.4
Old  :     100.0:      22.9       10.8       13.4       38.6       67.5       74.9       91.6:      25.1        8.4
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  :        87:        35         17         19         25         19         74         44:
Old  :        87:        35         17         19         25         19         74         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       46.3       34.4       59.7       22.8       45.7       34.3       57.8
Old  :                 22.8       46.3       34.4       59.7       22.8       45.7       34.3       57.8
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 2, 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  : 1,085,224:   260,538    184,368     47,026    668,220    719,073    975,784    950,467:   109,440    134,757
Old  : 1,085,224:   260,538    184,368     47,026    668,220    719,073    975,784    950,467:   109,440    134,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :     9,498:    37,749    -15,669      1,181    -34,785     34,596      4,145     20,108:     5,353    -10,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       17.0        4.3       61.6       66.3       89.9       87.6:      10.1       12.4
Old  :     100.0:      24.0       17.0        4.3       61.6       66.3       89.9       87.6:      10.1       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  :       283:        57         60         37         95        137        175        211:
Old  :       283:        57         60         37         95        137        175        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       16.7       41.6       26.8       26.6       15.8       39.1       24.3
Old  :                 27.9       16.7       41.6       26.8       26.6       15.8       39.1       24.3
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 2, 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  : 2,324,233:   245,605    287,370    247,908  1,507,197  1,451,617  2,000,710  1,986,895:   323,522    337,338
Old  : 2,324,233:   245,605    287,370    247,908  1,507,197  1,451,617  2,000,710  1,986,895:   323,522    337,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    46,769:   -32,271     23,081     46,188     31,099     -1,138     45,016     68,131:     1,752    -21,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.4       10.7       64.8       62.5       86.1       85.5:      13.9       14.5
Old  :     100.0:      10.6       12.4       10.7       64.8       62.5       86.1       85.5:      13.9       14.5
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  :       286:        50         51         61        150        169        228        253:
Old  :       286:        50         51         61        150        169        228        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       18.3       27.9       27.3       19.5       15.9       25.6       20.7
Old  :                 20.0       18.3       27.9       27.3       19.5       15.9       25.6       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 2, 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  : 1,632,142:   370,521    155,478    121,227    892,206  1,058,953  1,383,953  1,335,658:   248,189    296,484
Old  : 1,632,142:   370,521    155,478    121,227    892,206  1,058,953  1,383,953  1,335,658:   248,189    296,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -38,133:    10,301     -7,490     29,062    -99,087    -68,483    -59,723    -46,910:    21,590      8,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        9.5        7.4       54.7       64.9       84.8       81.8:      15.2       18.2
Old  :     100.0:      22.7        9.5        7.4       54.7       64.9       84.8       81.8:      15.2       18.2
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  :       212:        40         42         36         83        108        145        164:
Old  :       212:        40         42         36         83        108        145        164:
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  :                 33.9       18.2       43.1       27.2       29.8       15.5       38.4       22.9
Old  :                 33.9       18.2       43.1       27.2       29.8       15.5       38.4       22.9
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 2, 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  : 1,109,178:    90,692     77,381    326,852    642,490    649,709  1,060,034  1,053,942:    49,143     55,235
Old  : 1,109,178:    90,692     77,381    326,852    642,490    649,709  1,060,034  1,053,942:    49,143     55,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :   -26,896:    19,751     -2,817    -27,318    -15,426      4,238    -22,993    -25,897:    -3,903       -998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        7.0       29.5       57.9       58.6       95.6       95.0:       4.4        5.0
Old  :     100.0:       8.2        7.0       29.5       57.9       58.6       95.6       95.0:       4.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        26         37         45         69         80        120        142:
Old  :       152:        26         37         45         69         80        120        142:
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  :                 35.3       22.9       49.2       37.3       25.0       13.9       28.7       19.9
Old  :                 35.3       22.9       49.2       37.3       25.0       13.9       28.7       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    74,773:    16,219      2,947      4,779     44,355     60,304     65,353     68,031:     9,420      6,742
Old  :    74,773:    16,219      2,947      4,779     44,355     60,304     65,353     68,031:     9,420      6,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -1,313:    -2,999        511       -126        830     -3,423     -2,295     -3,037:       981      1,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        3.9        6.4       59.3       80.6       87.4       91.0:      12.6        9.0
Old  :     100.0:      21.7        3.9        6.4       59.3       80.6       87.4       91.0:      12.6        9.0
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  :       100:        28         12         10         43         30         75         50:
Old  :       100:        28         12         10         43         30         75         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  :                 21.4       44.9       36.5       60.5       20.7       40.1       33.0       55.3
Old  :                 21.4       44.9       36.5       60.5       20.7       40.1       33.0       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :    17,805:     4,676        756         35     10,755     15,448     15,466     16,239:     2,339      1,565
Old  :    17,805:     4,676        756         35     10,755     15,448     15,466     16,239:     2,339      1,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :        -0:        -4          0          3       -500          0       -501          3:       501         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.2        0.2       60.4       86.8       86.9       91.2:      13.1        8.8
Old  :     100.0:      26.3        4.2        0.2       60.4       86.8       86.9       91.2:      13.1        8.8
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  :        22:         5          2          2          8          7         14         10:
Old  :        22:         5          2          2          8          7         14         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  :                 50.3       79.5       71.8       89.7       50.3       79.5       71.8       89.6
Old  :                 50.3       79.5       71.8       89.7       50.3       79.5       71.8       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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  :   113,937:    31,468     12,764      1,106     67,200     89,713     99,774    103,583:    14,163     10,354
Old  :   113,937:    31,468     12,764      1,106     67,200     89,713     99,774    103,583:    14,163     10,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -2,626:    -5,839      1,174       -409      2,661     -6,845     -3,587     -6,081:       961      3,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       11.2        1.0       59.0       78.7       87.6       90.9:      12.4        9.1
Old  :     100.0:      27.6       11.2        1.0       59.0       78.7       87.6       90.9:      12.4        9.1
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  :        96:        27         13          8         39         28         68         47:
Old  :        96:        27         13          8         39         28         68         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  :                 26.3       43.8       42.5       61.6       26.2       43.7       42.4       61.5
Old  :                 26.3       43.8       42.5       61.6       26.2       43.7       42.4       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,287:     3,523      1,851        486      1,699      3,813      5,708      6,150:       579        137
Old  :     6,287:     3,523      1,851        486      1,699      3,813      5,708      6,150:       579        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :         1:       453          0          0       -286          0        167          0:      -166          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       29.4        7.7       27.0       60.6       90.8       97.8:       9.2        2.2
Old  :     100.0:      56.0       29.4        7.7       27.0       60.6       90.8       97.8:       9.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          5          1          2          1         15          6:
Old  :        20:        12          5          1          2          1         15          6:
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  :                 56.5       88.0       80.6       97.8       56.5       80.3       75.2       90.1
Old  :                 56.5       88.0       80.6       97.8       56.5       80.3       75.2       90.1
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, August 2, 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  :    13,260:     1,613        677         12     11,341     12,515     12,966     13,204:       294         56
Old  :    13,260:     1,613        677         12     11,341     12,515     12,966     13,204:       294         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :      -395:       153        -67         -5       -493       -323       -345       -395:       -50          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        5.1        0.1       85.5       94.4       97.8       99.6:       2.2        0.4
Old  :     100.0:      12.2        5.1        0.1       85.5       94.4       97.8       99.6:       2.2        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  :        33:         8          6          1          8         13         16         20:
Old  :        33:         8          6          1          8         13         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       82.7       92.2       93.4       74.9       82.7       92.1       93.3
Old  :                 74.9       82.7       92.2       93.4       74.9       82.7       92.1       93.3
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 2, 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  :    23,523:     5,195      1,951          0     18,026     21,504     23,221     23,455:       302         68
Old  :    23,523:     5,195      1,951          0     18,026     21,504     23,221     23,455:       302         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2011                        :
     :    -1,138:       -16        442        -21     -1,124     -1,562     -1,161     -1,141:        23          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        8.3        0.0       76.6       91.4       98.7       99.7:       1.3        0.3
Old  :     100.0:      22.1        8.3        0.0       76.6       91.4       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          5          0          8         14         16         19:
Old  :        34:         8          5          0          8         14         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       67.8       95.1       85.8       85.8       67.8       95.1       85.8
Old  :                 85.8       67.8       95.1       85.8       85.8       67.8       95.1       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 5, 2011