```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 23, 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  :   431,598:    82,181    111,614     63,445    248,577    197,418    394,203    372,477:    37,395     59,121
Old  :   349,353:    74,473     99,789     37,812    205,180    168,096    317,465    305,697:    31,888     43,656
Other:    82,245:    19,688     23,805     13,653     43,397     29,322     76,738     66,780:     5,507     15,465
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -3,112:     1,063     -1,997        -85     -2,542        705     -1,564     -1,377:    -1,548     -1,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       25.9       14.7       57.6       45.7       91.3       86.3:       8.7       13.7
Old  :     100.0:      21.3       28.6       10.8       58.7       48.1       90.9       87.5:       9.1       12.5
Other:     100.0:      23.9       28.9       16.6       52.8       35.7       93.3       81.2:       6.7       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       100        147        134         87        122        282        327:
Old  :       382:       105        140        106         82        113        259        297:
Other:       208:        38         65         27         37         91         97        168:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       17.3       39.7       23.7       23.3       15.1       37.9       19.7
Old  :                 27.1       21.2       42.6       27.1       26.3       20.3       41.9       25.6
Other:                 32.1       17.4       48.9       27.5       26.1       10.3       39.8       17.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 23, 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  : 1,265,224:   471,621    102,591    117,980    523,159    803,953  1,112,760  1,024,524:   152,464    240,700
Old  :   139,481:    66,197     21,573      2,048     44,322     95,190    112,567    118,811:    26,914     20,670
Other: 1,125,743:   439,476    115,070     81,880    478,837    708,763  1,000,193    905,713:   125,550    220,030
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    20,036:      -365      3,972      3,477     10,645      4,472     13,757     11,921:     6,279      8,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        8.1        9.3       41.3       63.5       87.9       81.0:      12.1       19.0
Old  :     100.0:      47.5       15.5        1.5       31.8       68.2       80.7       85.2:      19.3       14.8
Other:     100.0:      39.0       10.2        7.3       42.5       63.0       88.8       80.5:      11.2       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       857:       242        156        199        227        381        575        660:
Old  :       534:       131         68          7        122        234        256        307:
Other:       847:       231        177        137        176        367        474        628:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       10.9       23.7       17.5       13.5        9.8       20.8       14.8
Old  :                 18.8       26.4       27.7       34.4       18.8       25.3       27.7       32.9
Other:                 16.5       11.1       25.7       17.0       14.8       10.7       23.5       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 23, 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  :    13,928:     3,374        997        773      7,168     10,607     11,315     12,377:     2,613      1,551
Old  :    13,896:     3,376        997        770      7,140     10,579     11,286     12,346:     2,610      1,550
Other:        32:         0          2          1         28         28         29         31:         3          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       850:       286       -108        122        684        815      1,092        829:      -242         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.2        5.5       51.5       76.2       81.2       88.9:      18.8       11.1
Old  :     100.0:      24.3        7.2        5.5       51.4       76.1       81.2       88.8:      18.8       11.2
Other:     100.0:       0.0        6.3        3.1       87.5       87.5       90.6       96.9:       9.4        3.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          5          3         16         10         34         18:
Old  :        43:        18          5          3         16         10         34         18:
Other:         3:         0          1          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.4       60.8       51.7       80.3       32.4       53.9       46.7       70.0
Old  :                 33.3       61.0       51.6       80.3       32.3       54.0       46.6       70.0
Other:                 90.6       96.9       90.6       96.9       87.5       93.8       87.5       93.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 23, 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  :   530,818:   197,756     50,988     51,024    223,871    358,067    472,651    460,079:    58,167     70,739
Old  :   502,350:   192,185     52,352     44,193    209,948    340,034    446,326    436,579:    56,024     65,771
Other:    28,468:    12,211      5,276        191     13,923     18,033     26,325     23,500:     2,143      4,968
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    23,933:    32,355     -6,240      2,159    -19,702     28,489     14,812     24,408:     9,121       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        9.6        9.6       42.2       67.5       89.0       86.7:      11.0       13.3
Old  :     100.0:      38.3       10.4        8.8       41.8       67.7       88.8       86.9:      11.2       13.1
Other:     100.0:      42.9       18.5        0.7       48.9       63.3       92.5       82.5:       7.5       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       211        109        146        101        188        382        394:
Old  :       549:       208        113        133         99        185        371        386:
Other:       229:        37         53          7         26        125         67        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       22.7       21.2       31.3       12.3       19.5       19.6       25.9
Old  :                 13.5       23.2       22.0       31.7       13.3       20.7       21.4       27.1
Other:                 43.8       39.2       59.4       51.5       35.9       35.8       51.4       42.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 23, 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  :    23,812:    20,501      2,599        123          8      5,899     20,632      8,621:     3,180     15,191
Old  :    21,611:    18,583      2,502         68          8      5,102     18,659      7,672:     2,952     13,939
Other:     2,201:     1,973        152          0          0        797      1,973        949:       228      1,252
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       550:       254        397         -6          0        173        248        564:       302        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.1       10.9        0.5        0.0       24.8       86.6       36.2:      13.4       63.8
Old  :     100.0:      86.0       11.6        0.3        0.0       23.6       86.3       35.5:      13.7       64.5
Other:     100.0:      89.6        6.9        0.0        0.0       36.2       89.6       43.1:      10.4       56.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        20         10          6          1         15         21         31:
Old  :        45:        20         10          6          1         15         21         31:
Other:        27:         8          5          0          0         14          8         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       13.7       70.1       21.1       53.9       13.7       70.0       21.1
Old  :                 51.7       12.8       68.5       20.1       51.5       12.8       68.3       20.1
Other:                 80.5       28.4       89.6       36.4       80.5       28.4       89.6       36.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 23, 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  :   276,864:    62,362     51,081     33,634    153,710    164,870    249,706    249,585:    27,158     27,279
Old  :    31,914:     8,622      4,977         55     19,539     22,911     28,216     27,943:     3,698      3,971
Other:   244,950:    59,754     52,118     27,565    134,171    141,959    221,490    221,642:    23,460     23,308
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -1,032:     2,270     -7,407      4,102     -7,890      3,100     -1,518       -205:       486       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.4       12.1       55.5       59.5       90.2       90.1:       9.8        9.9
Old  :     100.0:      27.0       15.6        0.2       61.2       71.8       88.4       87.6:      11.6       12.4
Other:     100.0:      24.4       21.3       11.3       54.8       58.0       90.4       90.5:       9.6        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        69         67         73         67         66        183        172:
Old  :       120:        39         18          2         31         36         71         55:
Other:       229:        66         76         63         64         59        171        161:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       21.5       25.6       32.0       12.8       15.1       20.8       24.1
Old  :                 39.3       42.0       50.7       54.7       39.3       42.0       50.7       54.7
Other:                 16.1       21.8       26.3       32.9       14.3       17.9       23.4       25.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 23, 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  :   656,050:    66,295    112,094     13,964    429,472    401,851    509,731    527,909:   146,319    128,141
Old  :   656,050:    66,295    112,094     13,964    429,472    401,851    509,731    527,909:   146,319    128,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    13,949:       442      3,040      2,305     12,855       -606     15,602      4,739:    -1,653      9,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       17.1        2.1       65.5       61.3       77.7       80.5:      22.3       19.5
Old  :     100.0:      10.1       17.1        2.1       65.5       61.3       77.7       80.5:      22.3       19.5
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  :       169:        28         36         23         74         75        113        123:
Old  :       169:        28         36         23         74         75        113        123:
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  :                 23.7       20.3       33.4       31.1       21.0       19.8       29.2       29.8
Old  :                 23.7       20.3       33.4       31.1       21.0       19.8       29.2       29.8
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, August 23, 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  :   407,490:    52,166     57,682      2,730    280,802    307,594    335,698    368,006:    71,792     39,484
Old  :   407,490:    52,166     57,682      2,730    280,802    307,594    335,698    368,006:    71,792     39,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -2,118:    -3,365     -3,539      2,137     -4,109     -2,831     -5,337     -4,233:     3,219      2,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       14.2        0.7       68.9       75.5       82.4       90.3:      17.6        9.7
Old  :     100.0:      12.8       14.2        0.7       68.9       75.5       82.4       90.3:      17.6        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:         6         11          2         40         38         47         50:
Old  :        77:         6         11          2         40         38         47         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  :                 26.5       49.8       43.6       61.7       23.7       49.5       40.5       61.3
Old  :                 26.5       49.8       43.6       61.7       23.7       49.5       40.5       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 23, 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  :    10,093:     1,036        998        610      7,804      8,088      9,450      9,696:       643        397
Old  :    10,093:     1,036        998        610      7,804      8,088      9,450      9,696:       643        397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       457:        19        160        164        264         77        447        401:        10         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        9.9        6.0       77.3       80.1       93.6       96.1:       6.4        3.9
Old  :     100.0:      10.3        9.9        6.0       77.3       80.1       93.6       96.1:       6.4        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  :        38:         9          3          5         20         26         31         32:
Old  :        38:         9          3          5         20         26         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       44.8       71.7       65.5       32.1       24.5       38.8       36.7
Old  :                 58.9       44.8       71.7       65.5       32.1       24.5       38.8       36.7
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, August 23, 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  :   183,636:    57,954     22,804     18,233     67,740    118,750    143,927    159,787:    39,709     23,849
Old  :    22,570:     7,273      3,383          0      6,972     14,867     14,245     18,250:     8,325      4,320
Other:   161,066:    57,028     25,768     11,886     60,768    103,883    129,682    141,537:    31,384     19,529
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    18,292:    11,864     -1,138      3,198     -6,157     14,210      8,905     16,270:     9,387      2,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       12.4        9.9       36.9       64.7       78.4       87.0:      21.6       13.0
Old  :     100.0:      32.2       15.0        0.0       30.9       65.9       63.1       80.9:      36.9       19.1
Other:     100.0:      35.4       16.0        7.4       37.7       64.5       80.5       87.9:      19.5       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        69         38         44         62         64        158        132:
Old  :       114:        28         22          0         31         37         59         59:
Other:       194:        66         47         36         59         56        146        121:
     :----------------------------------------------------------------------------------------------------
     :             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       31.2       21.1       42.6        9.1       24.3       15.6       33.3
Old  :                 17.4       33.0       27.8       43.5       14.7       32.0       23.0       41.3
Other:                 13.8       32.2       23.0       44.5       10.5       25.1       17.9       35.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,650:     4,073      2,330      2,656      7,191     12,548     13,920     17,534:     4,730      1,116
Old  :    18,650:     4,073      2,330      2,656      7,191     12,548     13,920     17,534:     4,730      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       347:      -200         27        429        167         19        396        475:       -49       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       12.5       14.2       38.6       67.3       74.6       94.0:      25.4        6.0
Old  :     100.0:      21.8       12.5       14.2       38.6       67.3       74.6       94.0:      25.4        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  :        88:        31         17         24         24         15         72         47:
Old  :        88:        31         17         24         24         15         72         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  :                 22.0       50.4       34.8       63.6       22.0       49.1       34.6       60.3
Old  :                 22.0       50.4       34.8       63.6       22.0       49.1       34.6       60.3
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, August 23, 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  :   956,796:   209,565    183,568     18,547    616,139    628,916    844,251    831,031:   112,545    125,765
Old  :   956,796:   209,565    183,568     18,547    616,139    628,916    844,251    831,031:   112,545    125,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -17,913:     3,513       -262      3,197    -27,900    -28,531    -21,190    -25,596:     3,277      7,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       19.2        1.9       64.4       65.7       88.2       86.9:      11.8       13.1
Old  :     100.0:      21.9       19.2        1.9       64.4       65.7       88.2       86.9:      11.8       13.1
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  :       251:        42         57         23         88        127        146        191:
Old  :       251:        42         57         23         88        127        146        191:
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  :                 24.1       18.4       39.3       27.3       23.5       17.2       37.8       24.0
Old  :                 24.1       18.4       39.3       27.3       23.5       17.2       37.8       24.0
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, August 23, 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  : 1,945,472:   252,568    266,166     45,319  1,365,669  1,305,309  1,663,556  1,616,794:   281,916    328,678
Old  : 1,945,472:   252,568    266,166     45,319  1,365,669  1,305,309  1,663,556  1,616,794:   281,916    328,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -25,805:       283      4,194      8,187    -20,715    -38,765    -12,245    -26,384:   -13,560        579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       13.7        2.3       70.2       67.1       85.5       83.1:      14.5       16.9
Old  :     100.0:      13.0       13.7        2.3       70.2       67.1       85.5       83.1:      14.5       16.9
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  :       269:        32         55         40        123        143        184        210:
Old  :       269:        32         55         40        123        143        184        210:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       21.2       45.2       29.4       33.9       18.8       43.1       25.3
Old  :                 35.5       21.2       45.2       29.4       33.9       18.8       43.1       25.3
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, August 23, 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  : 1,415,437:   408,230    144,469     26,015    748,242    983,713  1,182,487  1,154,197:   232,950    261,240
Old  : 1,415,437:   408,230    144,469     26,015    748,242    983,713  1,182,487  1,154,197:   232,950    261,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -7,033:    82,742     -6,278      5,500   -106,151     -6,769    -17,909     -7,547:    10,876        514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       10.2        1.8       52.9       69.5       83.5       81.5:      16.5       18.5
Old  :     100.0:      28.8       10.2        1.8       52.9       69.5       83.5       81.5:      16.5       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        29         39         26         80        110        126        158:
Old  :       201:        29         39         26         80        110        126        158:
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  :                 32.9       18.3       43.0       26.7       32.6       14.7       41.9       22.0
Old  :                 32.9       18.3       43.0       26.7       32.6       14.7       41.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 23, 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  :   809,195:    87,059     67,624    108,916    574,100    587,236    770,075    763,776:    39,120     45,419
Old  :   809,195:    87,059     67,624    108,916    574,100    587,236    770,075    763,776:    39,120     45,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -20,861:     1,849      5,962    -17,075     -2,840     -6,972    -18,066    -18,085:    -2,795     -2,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.4       13.5       70.9       72.6       95.2       94.4:       4.8        5.6
Old  :     100.0:      10.8        8.4       13.5       70.9       72.6       95.2       94.4:       4.8        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        21         28         32         65         73        104        121:
Old  :       134:        21         28         32         65         73        104        121:
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  :                 42.6       30.5       53.4       43.1       35.2       22.0       39.3       29.7
Old  :                 42.6       30.5       53.4       43.1       35.2       22.0       39.3       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 23, 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  :    52,216:     7,412      1,283      3,235     35,154     41,084     45,801     45,602:     6,415      6,614
Old  :    52,216:     7,412      1,283      3,235     35,154     41,084     45,801     45,602:     6,415      6,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -1,644:    -1,383     -4,803        211       -798      3,370     -1,969     -1,223:       325       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        2.5        6.2       67.3       78.7       87.7       87.3:      12.3       12.7
Old  :     100.0:      14.2        2.5        6.2       67.3       78.7       87.7       87.3:      12.3       12.7
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  :        83:        21          5          8         37         30         62         42:
Old  :        83:        21          5          8         37         30         62         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       40.3       41.4       59.2       22.3       36.0       33.7       52.3
Old  :                 25.7       40.3       41.4       59.2       22.3       36.0       33.7       52.3
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 - Futures Only, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,774:     2,474      2,460         34      9,002      9,711     11,510     12,205:     2,264      1,569
Old  :    13,774:     2,474      2,460         34      9,002      9,711     11,510     12,205:     2,264      1,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       162:        64        202          1        253        253        318        456:      -156       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       17.9        0.2       65.4       70.5       83.6       88.6:      16.4       11.4
Old  :     100.0:      18.0       17.9        0.2       65.4       70.5       83.6       88.6:      16.4       11.4
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  :        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  :                 44.3       70.2       66.9       86.8       44.2       70.2       66.5       86.5
Old  :                 44.3       70.2       66.9       86.8       44.2       70.2       66.5       86.5
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, August 23, 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  :    76,883:    15,906      3,676        372     52,303     62,745     68,581     66,793:     8,302     10,090
Old  :    76,883:    15,906      3,676        372     52,303     62,745     68,581     66,793:     8,302     10,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -3,612:    -2,783     -9,900        310     -2,101      6,233     -4,574     -3,357:       962       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        4.8        0.5       68.0       81.6       89.2       86.9:      10.8       13.1
Old  :     100.0:      20.7        4.8        0.5       68.0       81.6       89.2       86.9:      10.8       13.1
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  :        77:        20          6          5         34         28         55         38:
Old  :        77:        20          6          5         34         28         55         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  :                 31.4       47.8       46.8       62.3       31.3       47.6       46.7       62.1
Old  :                 31.4       47.8       46.8       62.3       31.3       47.6       46.7       62.1
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,255:     5,246      6,971      1,456      4,976      3,813     11,678     12,240:       577         15
Old  :    12,255:     5,246      6,971      1,456      4,976      3,813     11,678     12,240:       577         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     1,416:      -542        796        606      1,329          0      1,393      1,402:        23         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       56.9       11.9       40.6       31.1       95.3       99.9:       4.7        0.1
Old  :     100.0:      42.8       56.9       11.9       40.6       31.1       95.3       99.9:       4.7        0.1
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  :        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  :                 68.6       79.2       88.7       94.2       68.6       69.5       81.3       83.1
Old  :                 68.6       79.2       88.7       94.2       68.6       69.5       81.3       83.1
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, August 23, 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  :    12,547:     2,112        412          0     10,098     12,072     12,210     12,484:       337         63
Old  :    12,547:     2,112        412          0     10,098     12,072     12,210     12,484:       337         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :      -796:    -1,068          1         -6        293       -793       -781       -798:       -15          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.3        0.0       80.5       96.2       97.3       99.5:       2.7        0.5
Old  :     100.0:      16.8        3.3        0.0       80.5       96.2       97.3       99.5:       2.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          3          0          7         13         16         16:
Old  :        31:         9          3          0          7         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       84.3       91.3       95.1       71.2       84.3       91.3       95.0
Old  :                 71.2       84.3       91.3       95.1       71.2       84.3       91.3       95.0
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, August 23, 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  :    20,716:     2,858      1,316          4     17,529     19,331     20,391     20,651:       325         65
Old  :    20,716:     2,858      1,316          4     17,529     19,331     20,391     20,651:       325         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :      -512:      -163       -253          4       -437       -283       -596       -532:        84         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        6.4        0.0       84.6       93.3       98.4       99.7:       1.6        0.3
Old  :     100.0:      13.8        6.4        0.0       84.6       93.3       98.4       99.7:       1.6        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:        11          4          1          6         13         17         18:
Old  :        34:        11          4          1          6         13         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.1       77.5       96.5       91.0       90.1       77.5       96.5       91.0
Old  :                 90.1       77.5       96.5       91.0       90.1       77.5       96.5       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 26, 2011