```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 6, 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  :   401,087:    77,307     89,198     61,511    230,990    194,741    369,808    345,450:    31,279     55,637
Old  :   315,210:    70,882     78,166     31,839    187,542    165,052    290,263    275,057:    24,947     40,153
Other:    85,877:    20,848     25,455     15,249     43,448     29,689     79,545     70,393:     6,332     15,484
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -8,647:    -1,828     -4,377      1,077     -4,084     -2,752     -4,835     -6,052:    -3,812     -2,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       22.2       15.3       57.6       48.6       92.2       86.1:       7.8       13.9
Old  :     100.0:      22.5       24.8       10.1       59.5       52.4       92.1       87.3:       7.9       12.7
Other:     100.0:      24.3       29.6       17.8       50.6       34.6       92.6       82.0:       7.4       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       102        138        122         77        113        266        304:
Old  :       370:       107        133         88         68        102        231        275:
Other:       214:        39         70         34         40         91        105        176:
     :----------------------------------------------------------------------------------------------------
     :             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       17.0       41.4       24.2       24.3       15.7       39.4       20.9
Old  :                 29.3       21.5       45.3       28.3       28.5       20.6       44.5       27.0
Other:                 31.0       17.6       47.1       28.7       25.3       11.0       37.4       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 6, 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  : 1,239,567:   502,958    110,635     90,545    503,129    798,814  1,096,632    999,994:   142,935    239,573
Old  : 1,108,339:   485,749    123,402     54,495    438,242    712,827    978,486    890,724:   129,853    217,615
Other:   131,228:    50,266     20,290      2,993     64,887     85,987    118,146    109,270:    13,082     21,958
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     2,366:    11,241      3,087    -11,854      5,907     11,098      5,294      2,331:    -2,928         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        8.9        7.3       40.6       64.4       88.5       80.7:      11.5       19.3
Old  :     100.0:      43.8       11.1        4.9       39.5       64.3       88.3       80.4:      11.7       19.6
Other:     100.0:      38.3       15.5        2.3       49.4       65.5       90.0       83.3:      10.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       854:       243        169        150        182        369        506        629:
Old  :       849:       242        172        123        175        364        484        609:
Other:       433:        64         65         21         60        263        132        345:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       12.3       24.0       18.4       13.5       10.4       20.2       15.2
Old  :                 15.1       11.4       24.5       17.3       14.2       11.2       22.4       16.2
Other:                 34.2       29.5       48.4       38.3       25.9       17.8       38.8       25.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 6, 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  :    13,711:     3,665        594        540      6,842     11,723     11,047     12,857:     2,664        854
Old  :    13,677:     3,667        594        537      6,813     11,695     11,017     12,826:     2,660        851
Other:        34:         0          2          1         29         28         30         31:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -218:       367        131         -1       -462       -167        -96        -37:      -122       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        4.3        3.9       49.9       85.5       80.6       93.8:      19.4        6.2
Old  :     100.0:      26.8        4.3        3.9       49.8       85.5       80.6       93.8:      19.4        6.2
Other:     100.0:       0.0        5.9        2.9       85.3       82.4       88.2       91.2:      11.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          4         13          9         33         17:
Old  :        43:        20          4          4         13          9         33         17:
Other:         5:         0          2          1          2          1          3          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  :                 38.3       75.7       54.4       88.0       38.3       73.6       53.0       84.1
Old  :                 38.2       75.9       54.3       88.0       38.2       73.7       52.9       84.1
Other:                 88.2       91.2       88.2       91.2       85.3       88.2       85.3       88.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 6, 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  :   598,896:   250,942     51,701     68,063    214,904    407,952    533,909    527,716:    64,987     71,180
Old  :   565,660:   244,508     53,586     59,494    198,903    386,666    502,905    499,746:    62,755     65,914
Other:    33,236:    14,682      6,363        321     16,001     21,286     31,004     27,970:     2,232      5,266
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    18,963:     4,435      2,878      1,113     12,872     14,196     18,420     18,187:       543        776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        8.6       11.4       35.9       68.1       89.1       88.1:      10.9       11.9
Old  :     100.0:      43.2        9.5       10.5       35.2       68.4       88.9       88.3:      11.1       11.7
Other:     100.0:      44.2       19.1        1.0       48.1       64.0       93.3       84.2:       6.7       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       596:       231        117        163        100        200        415        430:
Old  :       596:       232        123        151         99        198        407        423:
Other:       250:        38         61         13         34        128         82        196:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4       23.5       19.2       33.0       11.2       19.5       17.9       26.9
Old  :                 11.7       23.6       19.8       33.2       11.6       20.8       19.4       27.9
Other:                 37.7       41.7       52.5       53.9       32.2       40.0       46.9       47.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    25,807:    22,260      2,801        154          8      6,247     22,422      9,202:     3,385     16,605
Old  :    23,281:    20,099      2,669        134          8      5,388     20,241      8,191:     3,040     15,090
Other:     2,526:     2,181        152          0          0        859      2,181      1,011:       345      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       -13:       120       -204         94          0       -167        214       -277:      -227        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       10.9        0.6        0.0       24.2       86.9       35.7:      13.1       64.3
Old  :     100.0:      86.3       11.5        0.6        0.0       23.1       86.9       35.2:      13.1       64.8
Other:     100.0:      86.3        6.0        0.0        0.0       34.0       86.3       40.0:      13.7       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22         11          7          1         15         23         33:
Old  :        48:        22         11          7          1         15         23         33:
Other:        31:         8          8          0          0         15          8         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       13.5       69.3       20.9       51.8       13.5       69.1       20.9
Old  :                 49.6       12.6       67.8       19.9       49.4       12.6       67.6       19.9
Other:                 77.7       26.4       86.3       32.9       77.7       26.4       86.3       32.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 6, 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  :   282,393:    78,027     36,176     33,810    136,196    188,248    248,033    258,234:    34,360     24,159
Old  :   278,196:    78,325     36,922     32,297    134,011    185,091    244,633    254,310:    33,563     23,886
Other:     4,197:       859        411        356      2,185      3,157      3,400      3,924:       797        273
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       864:     4,593        890     -4,676        -71      4,589       -154        803:     1,018         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       12.8       12.0       48.2       66.7       87.8       91.4:      12.2        8.6
Old  :     100.0:      28.2       13.3       11.6       48.2       66.5       87.9       91.4:      12.1        8.6
Other:     100.0:      20.5        9.8        8.5       52.1       75.2       81.0       93.5:      19.0        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        92         53         65         62         66        195        155:
Old  :       244:        92         57         64         62         66        194        155:
Other:        34:        11          2          3         13         12         25         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  :                 12.8       24.0       21.2       38.2       11.7       19.9       19.6       31.2
Old  :                 12.9       24.3       21.3       38.1       12.1       20.0       20.0       31.5
Other:                 47.0       60.8       64.8       84.3       47.0       60.3       62.0       79.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 6, 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  :   642,580:    54,719     96,141      8,695    420,515    399,045    483,929    503,881:   158,651    138,699
Old  :   642,580:    54,719     96,141      8,695    420,515    399,045    483,929    503,881:   158,651    138,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -46,437:    -6,642      3,740     -1,301    -38,696    -46,008    -46,639    -43,569:       202     -2,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       15.0        1.4       65.4       62.1       75.3       78.4:      24.7       21.6
Old  :     100.0:       8.5       15.0        1.4       65.4       62.1       75.3       78.4:      24.7       21.6
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  :       153:        33         24         11         71         68        108         99:
Old  :       153:        33         24         11         71         68        108         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       21.9       32.2       33.4       21.0       19.8       28.7       30.2
Old  :                 24.4       21.9       32.2       33.4       21.0       19.8       28.7       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, September 6, 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  :   412,311:    50,568     40,185     15,782    281,331    318,125    347,681    374,092:    64,630     38,219
Old  :   412,311:    50,568     40,185     15,782    281,331    318,125    347,681    374,092:    64,630     38,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -14,984:       266     -5,948       -989     -6,088     -6,741     -6,811    -13,678:    -8,173     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        9.7        3.8       68.2       77.2       84.3       90.7:      15.7        9.3
Old  :     100.0:      12.3        9.7        3.8       68.2       77.2       84.3       90.7:      15.7        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         7          7          4         43         41         52         50:
Old  :        76:         7          7          4         43         41         52         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  :                 25.6       48.8       43.1       62.7       22.8       48.3       39.5       60.1
Old  :                 25.6       48.8       43.1       62.7       22.8       48.3       39.5       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,514:     1,052        865        797      8,153      8,549     10,002     10,211:       512        303
Old  :    10,514:     1,052        865        797      8,153      8,549     10,002     10,211:       512        303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       190:       109         21         -4        199        266        304        283:      -114        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.2        7.6       77.5       81.3       95.1       97.1:       4.9        2.9
Old  :     100.0:      10.0        8.2        7.6       77.5       81.3       95.1       97.1:       4.9        2.9
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  :        36:         6          3          4         23         24         32         29:
Old  :        36:         6          3          4         23         24         32         29:
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  :                 54.8       49.1       70.8       68.4       30.3       25.0       36.8       38.8
Old  :                 54.8       49.1       70.8       68.4       30.3       25.0       36.8       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 6, 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  :   206,693:    79,554     20,840     20,791     68,319    144,424    168,664    186,055:    38,029     20,638
Old  :   202,355:    79,104     20,907     19,579     66,396    141,686    165,079    182,172:    37,276     20,183
Other:     4,338:       969        452        693      1,923      2,738      3,585      3,883:       753        455
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     6,069:     9,676     -1,025     -4,314      2,527     11,551      7,889      6,212:    -1,820       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       10.1       10.1       33.1       69.9       81.6       90.0:      18.4       10.0
Old  :     100.0:      39.1       10.3        9.7       32.8       70.0       81.6       90.0:      18.4       10.0
Other:     100.0:      22.3       10.4       16.0       44.3       63.1       82.6       89.5:      17.4       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        84         31         49         62         61        174        128:
Old  :       210:        87         31         49         61         61        173        128:
Other:        31:         5          5          5         14         10         23         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  :                 13.8       34.0       22.0       46.8        8.8       25.1       15.5       34.8
Old  :                 13.7       34.1       21.9       46.6        9.0       25.7       15.8       35.5
Other:                 45.1       54.4       69.0       75.2       42.7       47.4       53.2       58.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 6, 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  :    17,647:     5,760      3,105        582      6,583     12,868     12,925     16,555:     4,722      1,092
Old  :    17,647:     5,760      3,105        582      6,583     12,868     12,925     16,555:     4,722      1,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -1,517:     1,052        942     -2,273       -353       -321     -1,574     -1,652:        57        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       17.6        3.3       37.3       72.9       73.2       93.8:      26.8        6.2
Old  :     100.0:      32.6       17.6        3.3       37.3       72.9       73.2       93.8:      26.8        6.2
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  :        89:        41         17         12         20         14         68         38:
Old  :        89:        41         17         12         20         14         68         38:
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  :                 22.3       58.4       35.9       70.3       22.3       56.8       35.9       68.4
Old  :                 22.3       58.4       35.9       70.3       22.3       56.8       35.9       68.4
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 - Futures Only, September 6, 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  :   770,286:   150,556    184,599     16,874    482,958    449,687    650,388    651,160:   119,898    119,126
Old  :   770,286:   150,556    184,599     16,874    482,958    449,687    650,388    651,160:   119,898    119,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :  -116,852:   -32,878     17,183    -22,530    -54,406    -95,669   -109,814   -101,016:    -7,038    -15,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       24.0        2.2       62.7       58.4       84.4       84.5:      15.6       15.5
Old  :     100.0:      19.5       24.0        2.2       62.7       58.4       84.4       84.5:      15.6       15.5
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  :       224:        34         54         15         83        112        125        173:
Old  :       224:        34         54         15         83        112        125        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  :                 24.3       15.4       36.5       23.7       23.4       10.5       31.2       17.9
Old  :                 24.3       15.4       36.5       23.7       23.4       10.5       31.2       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 6, 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  : 1,766,216:   205,257    241,209     23,806  1,239,348  1,180,109  1,468,411  1,445,124:   297,805    321,092
Old  : 1,766,216:   205,257    241,209     23,806  1,239,348  1,180,109  1,468,411  1,445,124:   297,805    321,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :  -245,606:   -26,516      9,573    -37,572   -189,131   -221,081   -253,219   -249,080:     7,613      3,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.7        1.3       70.2       66.8       83.1       81.8:      16.9       18.2
Old  :     100.0:      11.6       13.7        1.3       70.2       66.8       83.1       81.8:      16.9       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  :       227:        41         39         19        101        122        150        172:
Old  :       227:        41         39         19        101        122        150        172:
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  :                 35.7       19.3       44.1       31.0       34.5       17.4       42.0       26.7
Old  :                 35.7       19.3       44.1       31.0       34.5       17.4       42.0       26.7
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 - Futures Only, September 6, 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  : 1,351,376:   393,064    113,571     22,263    718,328    963,194  1,133,655  1,099,028:   217,721    252,348
Old  : 1,351,376:   393,064    113,571     22,263    718,328    963,194  1,133,655  1,099,028:   217,721    252,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -79,791:    22,469     22,852    -21,684    -62,473    -53,943    -61,688    -52,775:   -18,103    -27,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        8.4        1.6       53.2       71.3       83.9       81.3:      16.1       18.7
Old  :     100.0:      29.1        8.4        1.6       53.2       71.3       83.9       81.3:      16.1       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  :       184:        33         25         17         73        110        114        144:
Old  :       184:        33         25         17         73        110        114        144:
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  :                 30.7       20.0       43.6       29.0       30.4       15.6       42.9       23.1
Old  :                 30.7       20.0       43.6       29.0       30.4       15.6       42.9       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 6, 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  :   711,422:    87,149     64,540     98,424    490,528    505,608    676,101    668,572:    35,321     42,850
Old  :   711,422:    87,149     64,540     98,424    490,528    505,608    676,101    668,572:    35,321     42,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -88,080:    -2,469     -5,376     -6,425    -76,821    -74,105    -85,715    -85,906:    -2,365     -2,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        9.1       13.8       69.0       71.1       95.0       94.0:       5.0        6.0
Old  :     100.0:      12.2        9.1       13.8       69.0       71.1       95.0       94.0:       5.0        6.0
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  :       131:        27         22         31         63         70        104        115:
Old  :       131:        27         22         31         63         70        104        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       30.9       52.9       44.2       36.9       23.9       41.4       34.0
Old  :                 42.9       30.9       52.9       44.2       36.9       23.9       41.4       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 6, 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  :    51,603:     8,213      2,330      3,320     33,328     38,353     44,861     44,003:     6,742      7,600
Old  :    51,603:     8,213      2,330      3,320     33,328     38,353     44,861     44,003:     6,742      7,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -1,211:     1,176     -1,514        144     -3,329         20     -2,010     -1,351:       799        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        4.5        6.4       64.6       74.3       86.9       85.3:      13.1       14.7
Old  :     100.0:      15.9        4.5        6.4       64.6       74.3       86.9       85.3:      13.1       14.7
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  :        91:        20         12          8         38         31         64         48:
Old  :        91:        20         12          8         38         31         64         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  :                 25.0       33.5       39.8       53.2       21.5       29.2       34.0       45.5
Old  :                 25.0       33.5       39.8       53.2       21.5       29.2       34.0       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, September 6, 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  :    14,202:     2,468      2,460         34      9,002      9,721     11,504     12,215:     2,698      1,987
Old  :    14,202:     2,468      2,460         34      9,002      9,721     11,504     12,215:     2,698      1,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       368:       -61         10         -9          0         10        -70         11:       438        357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       17.3        0.2       63.4       68.4       81.0       86.0:      19.0       14.0
Old  :     100.0:      17.4       17.3        0.2       63.4       68.4       81.0       86.0:      19.0       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          3          1          8          7         14         10:
Old  :        22:         5          3          1          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  :                 43.0       71.6       64.9       84.2       42.9       71.6       64.5       84.0
Old  :                 43.0       71.6       64.9       84.2       42.9       71.6       64.5       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 6, 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  :    74,801:    17,432      5,683        629     48,652     57,263     66,713     63,575:     8,088     11,226
Old  :    74,801:    17,432      5,683        629     48,652     57,263     66,713     63,575:     8,088     11,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -3,158:     2,276     -3,244        502     -6,658         19     -3,880     -2,723:       722       -435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        7.6        0.8       65.0       76.6       89.2       85.0:      10.8       15.0
Old  :     100.0:      23.3        7.6        0.8       65.0       76.6       89.2       85.0:      10.8       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        20         12          7         36         30         59         46:
Old  :        87:        20         12          7         36         30         59         46:
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  :                 31.1       39.9       48.2       55.1       31.0       39.8       48.1       55.1
Old  :                 31.1       39.9       48.2       55.1       31.0       39.8       48.1       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 6, 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  :    11,981:     5,230      6,380      1,666      4,531      3,813     11,427     11,859:       554        122
Old  :    11,981:     5,230      6,380      1,666      4,531      3,813     11,427     11,859:       554        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -356:      -134       -632        154       -376          0       -356       -478:         0        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       53.3       13.9       37.8       31.8       95.4       99.0:       4.6        1.0
Old  :     100.0:      43.7       53.3       13.9       37.8       31.8       95.4       99.0:       4.6        1.0
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:         9         11          2          3          1         14         12:
Old  :        24:         9         11          2          3          1         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       76.2       91.8       91.5       70.0       64.8       79.7       78.1
Old  :                 71.2       76.2       91.8       91.5       70.0       64.8       79.7       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, September 6, 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  :    11,743:     2,359        404        490      8,570     10,769     11,419     11,663:       324         80
Old  :    11,743:     2,359        404        490      8,570     10,769     11,419     11,663:       324         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       299:        10        -10        486       -191       -178        305        298:        -6          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        3.4        4.2       73.0       91.7       97.2       99.3:       2.8        0.7
Old  :     100.0:      20.1        3.4        4.2       73.0       91.7       97.2       99.3:       2.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          3          2          7         14         17         19:
Old  :        33:        10          3          2          7         14         17         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  :                 71.3       78.4       89.7       92.9       69.5       78.4       85.5       89.6
Old  :                 71.3       78.4       89.7       92.9       69.5       78.4       85.5       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, September 6, 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  :    22,469:     3,616      1,283        207     18,383     20,928     22,206     22,418:       263         51
Old  :    22,469:     3,616      1,283        207     18,383     20,928     22,206     22,418:       263         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     1,243:       303         30        203        750      1,036      1,256      1,269:       -13        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        5.7        0.9       81.8       93.1       98.8       99.8:       1.2        0.2
Old  :     100.0:      16.1        5.7        0.9       81.8       93.1       98.8       99.8:       1.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12          4          2          7         15         19         21:
Old  :        37:        12          4          2          7         15         19         21:
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  :                 92.2       77.0       96.2       89.4       91.3       77.0       95.3       89.4
Old  :                 92.2       77.0       96.2       89.4       91.3       77.0       95.3       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 9, 2011