```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 12, 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  :   434,108:    80,703    113,423     63,056    248,555    195,825    392,314    372,304:    41,794     61,804
Old  :   368,901:    76,627    107,462     42,190    213,386    172,088    332,203    321,740:    36,698     47,161
Other:    65,207:    14,996     16,881      9,946     35,169     23,737     60,111     50,564:     5,096     14,643
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       114:    -1,718     -4,702      1,173        514      3,513        -31        -16:       145        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       26.1       14.5       57.3       45.1       90.4       85.8:       9.6       14.2
Old  :     100.0:      20.8       29.1       11.4       57.8       46.6       90.1       87.2:       9.9       12.8
Other:     100.0:      23.0       25.9       15.3       53.9       36.4       92.2       77.5:       7.8       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:        99        156        126         73        112        262        319:
Old  :       384:        99        156        108         70        100        248        296:
Other:       176:        31         52         18         31         82         76        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       18.8       39.3       24.9       23.4       16.6       37.9       21.9
Old  :                 26.9       21.7       40.5       28.3       26.5       20.7       40.1       27.2
Other:                 42.6       19.6       57.9       29.8       35.7       12.2       47.7       19.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 12, 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  : 1,188,189:   403,287     96,337     95,408    547,026    768,505  1,045,721    960,250:   142,468    227,939
Old  :   378,088:   140,751     56,999      5,434    191,550    266,467    337,735    328,900:    40,353     49,188
Other:   810,101:   311,142     87,944     41,368    355,476    502,038    707,986    631,350:   102,115    178,751
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -12,659:    12,800     -1,985     -4,276    -18,370    -12,016     -9,846    -18,277:    -2,813      5,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.1        8.0       46.0       64.7       88.0       80.8:      12.0       19.2
Old  :     100.0:      37.2       15.1        1.4       50.7       70.5       89.3       87.0:      10.7       13.0
Other:     100.0:      38.4       10.9        5.1       43.9       62.0       87.4       77.9:      12.6       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       777:       205        145        170        205        360        492        608:
Old  :       617:       143        100         22        120        281        273        394:
Other:       735:       180        148        108        160        340        398        549:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       13.2       24.7       19.5       14.3       10.8       20.9       15.3
Old  :                 30.1       30.2       40.8       37.0       30.1       30.2       40.8       36.9
Other:                 14.0        8.9       24.6       14.8       12.1        8.6       21.8       12.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 12, 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  :    12,376:     3,193        940        560      6,255      9,569     10,008     11,069:     2,368      1,307
Old  :    12,347:     3,192        940        560      6,227      9,541      9,979     11,041:     2,368      1,306
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :        15:      -412        171        144        196       -200        -72        115:        87       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        7.6        4.5       50.5       77.3       80.9       89.4:      19.1       10.6
Old  :     100.0:      25.9        7.6        4.5       50.4       77.3       80.8       89.4:      19.2       10.6
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          6          3         14          9         32         18:
Old  :        43:        18          6          3         14          9         32         18:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       60.8       51.1       79.5       30.9       55.6       47.3       72.5
Old  :                 31.2       60.9       51.0       79.5       30.7       55.7       47.2       72.4
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 12, 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  :   514,257:   154,023     60,125     51,083    258,221    327,837    463,327    439,045:    50,930     75,212
Old  :    62,501:    23,883      5,188         27     31,768     49,483     55,678     54,698:     6,823      7,803
Other:   451,756:   143,113     67,910     38,083    226,453    278,354    407,649    384,347:    44,107     67,409
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -11,209:     6,401     -7,028     -2,898    -19,526      2,577    -16,023     -7,349:     4,814     -3,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       11.7        9.9       50.2       63.7       90.1       85.4:       9.9       14.6
Old  :     100.0:      38.2        8.3        0.0       50.8       79.2       89.1       87.5:      10.9       12.5
Other:     100.0:      31.7       15.0        8.4       50.1       61.6       90.2       85.1:       9.8       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       158        111        128        116        188        341        379:
Old  :       289:        76         49          2         67        115        144        165:
Other:       487:       152        124        110         97        184        307        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       20.7       25.1       28.2       14.2       16.9       22.5       23.1
Old  :                 31.4       33.0       42.5       46.5       30.2       30.6       40.8       43.3
Other:                 16.5       19.7       26.2       27.3       15.8       17.4       24.3       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 12, 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  :    22,280:    19,553      1,565        112          3      5,011     19,668      6,688:     2,612     15,592
Old  :       642:       407         16          0          3        180        410        196:       232        446
Other:    21,638:    19,146      1,549        112          0      4,831     19,258      6,492:     2,380     15,146
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       599:       698        -58        -59         -3         53        636        -64:       -37        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.8        7.0        0.5        0.0       22.5       88.3       30.0:      11.7       70.0
Old  :     100.0:      63.4        2.5        0.0        0.5       28.0       63.9       30.5:      36.1       69.5
Other:     100.0:      88.5        7.2        0.5        0.0       22.3       89.0       30.0:      11.0       70.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          5          6          1         13         18         24:
Old  :        19:         9          2          0          1          7         10          9:
Other:        35:        17          5          6          0         13         17         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.7       13.6       74.0       20.4       57.6       13.6       73.9       20.4
Old  :                 55.3       27.4       62.6       30.2       55.3       27.4       62.6       30.2
Other:                 58.1       13.4       74.4       20.2       58.1       13.4       74.3       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 12, 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  :   282,768:    71,095     44,544     31,224    150,091    180,070    252,410    255,838:    30,358     26,930
Old  :    76,823:    13,822     15,195      5,887     46,698     45,406     66,407     66,488:    10,416     10,335
Other:   205,945:    65,742     37,818     16,868    103,393    134,664    186,003    189,350:    19,942     16,595
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -3,147:     3,575    -10,565     -2,301     -5,413     10,896     -4,139     -1,970:       992     -1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       15.8       11.0       53.1       63.7       89.3       90.5:      10.7        9.5
Old  :     100.0:      18.0       19.8        7.7       60.8       59.1       86.4       86.5:      13.6       13.5
Other:     100.0:      31.9       18.4        8.2       50.2       65.4       90.3       91.9:       9.7        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        67         69         67         60         64        174        170:
Old  :       154:        42         38         25         44         52         99        104:
Other:       210:        70         66         43         49         53        144        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       30.0       25.2       40.6       13.2       23.2       21.3       32.4
Old  :                 29.0       21.5       42.1       33.6       27.6       20.3       38.6       30.6
Other:                 16.1       36.3       27.4       47.8       15.8       33.1       26.8       44.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 12, 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  :   634,944:    71,194    156,645      6,800    416,127    329,921    494,121    493,366:   140,823    141,578
Old  :   634,944:    71,194    156,645      6,800    416,127    329,921    494,121    493,366:   140,823    141,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    36,312:    12,414     15,959      1,095     24,222     15,951     37,731     33,005:    -1,419      3,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       24.7        1.1       65.5       52.0       77.8       77.7:      22.2       22.3
Old  :     100.0:      11.2       24.7        1.1       65.5       52.0       77.8       77.7:      22.2       22.3
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  :       160:        26         35         16         69         70        105        112:
Old  :       160:        26         35         16         69         70        105        112:
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  :                 22.2       19.9       32.7       29.7       21.6       19.4       30.2       28.6
Old  :                 22.2       19.9       32.7       29.7       21.6       19.4       30.2       28.6
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, July 12, 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  :   368,760:    56,876     63,876        388    252,841    258,939    310,105    323,203:    58,655     45,557
Old  :   368,760:    56,876     63,876        388    252,841    258,939    310,105    323,203:    58,655     45,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -11,645:    -1,552      1,906         30     -9,085    -15,313    -10,607    -13,377:    -1,038      1,732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.3        0.1       68.6       70.2       84.1       87.6:      15.9       12.4
Old  :     100.0:      15.4       17.3        0.1       68.6       70.2       84.1       87.6:      15.9       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         7         11          2         36         33         44         45:
Old  :        72:         7         11          2         36         33         44         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       48.1       47.6       60.5       24.6       48.1       43.1       59.9
Old  :                 27.7       48.1       47.6       60.5       24.6       48.1       43.1       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,017:       665        473        365      7,408      7,865      8,438      8,703:       579        314
Old  :     9,017:       665        473        365      7,408      7,865      8,438      8,703:       579        314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       121:        14        -43         57       -167         -3        -96         11:       217        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.2        4.0       82.2       87.2       93.6       96.5:       6.4        3.5
Old  :     100.0:       7.4        5.2        4.0       82.2       87.2       93.6       96.5:       6.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          4          4         20         24         28         29:
Old  :        36:         5          4          4         20         24         28         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  :                 45.2       42.4       63.2       64.9       25.8       24.3       34.8       33.2
Old  :                 45.2       42.4       63.2       64.9       25.8       24.3       34.8       33.2
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, July 12, 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  :   174,134:    42,377     28,188     19,683     79,788     99,119    141,848    146,990:    32,286     27,144
Old  :    64,904:    16,554      6,279      2,661     32,666     45,136     51,881     54,076:    13,023     10,828
Other:   109,230:    32,183     28,269     10,662     47,122     53,983     89,967     92,914:    19,263     16,316
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -17,408:    -1,464     -5,841     -5,317    -12,562     -5,903    -19,343    -17,061:     1,935       -347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       16.2       11.3       45.8       56.9       81.5       84.4:      18.5       15.6
Old  :     100.0:      25.5        9.7        4.1       50.3       69.5       79.9       83.3:      20.1       16.7
Other:     100.0:      29.5       25.9        9.8       43.1       49.4       82.4       85.1:      17.6       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        44         37         41         59         56        129        118:
Old  :       118:        34         14         14         46         42         85         67:
Other:       146:        36         39         23         54         42        106         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       27.5       23.9       38.6       10.5       23.1       18.6       30.8
Old  :                 20.5       42.4       33.8       52.6       19.8       42.4       30.0       49.9
Other:                 14.5       24.3       24.8       37.1       13.4       17.8       22.7       28.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 12, 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  :    16,557:     3,975      2,306      1,396      7,428     11,537     12,799     15,239:     3,758      1,318
Old  :    16,557:     3,975      2,306      1,396      7,428     11,537     12,799     15,239:     3,758      1,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :      -683:      -111       -555       -402       -148        642       -661       -315:       -22       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       13.9        8.4       44.9       69.7       77.3       92.0:      22.7        8.0
Old  :     100.0:      24.0       13.9        8.4       44.9       69.7       77.3       92.0:      22.7        8.0
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  :        77:        26         16         14         20         18         56         40:
Old  :        77:        26         16         14         20         18         56         40:
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  :                 29.1       47.0       41.4       61.8       29.1       47.0       41.4       61.8
Old  :                 29.1       47.0       41.4       61.8       29.1       47.0       41.4       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 12, 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  :   996,320:   232,230    207,207     11,834    652,290    636,409    896,354    855,450:    99,966    140,870
Old  :   996,320:   232,230    207,207     11,834    652,290    636,409    896,354    855,450:    99,966    140,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     8,666:    -5,113     23,586       -965     19,591     -6,044     13,513     16,577:    -4,847     -7,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       20.8        1.2       65.5       63.9       90.0       85.9:      10.0       14.1
Old  :     100.0:      23.3       20.8        1.2       65.5       63.9       90.0       85.9:      10.0       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        41         69         19         88        121        142        196:
Old  :       266:        41         69         19         88        121        142        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       13.6       41.8       23.4       24.1       11.6       38.7       20.4
Old  :                 26.0       13.6       41.8       23.4       24.1       11.6       38.7       20.4
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, July 12, 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  : 1,814,745:   270,439    334,895     24,734  1,228,822  1,142,469  1,523,995  1,502,098:   290,750    312,647
Old  : 1,814,745:   270,439    334,895     24,734  1,228,822  1,142,469  1,523,995  1,502,098:   290,750    312,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    50,262:    48,399     20,132     -4,353      4,718     55,282     48,764     71,061:     1,498    -20,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.5        1.4       67.7       63.0       84.0       82.8:      16.0       17.2
Old  :     100.0:      14.9       18.5        1.4       67.7       63.0       84.0       82.8:      16.0       17.2
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  :       273:        38         57         28        114        136        166        207:
Old  :       273:        38         57         28        114        136        166        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       20.9       35.8       30.1       25.0       17.7       33.8       26.1
Old  :                 26.1       20.9       35.8       30.1       25.0       17.7       33.8       26.1
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, July 12, 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  : 1,532,775:   386,354    229,007     28,480    897,611    994,390  1,312,445  1,251,877:   220,330    280,898
Old  : 1,532,775:   386,354    229,007     28,480    897,611    994,390  1,312,445  1,251,877:   220,330    280,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    78,504:     3,163     49,629     17,570     55,207     19,780     75,940     86,979:     2,564     -8,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       14.9        1.9       58.6       64.9       85.6       81.7:      14.4       18.3
Old  :     100.0:      25.2       14.9        1.9       58.6       64.9       85.6       81.7:      14.4       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        26         50         15         79        105        115        160:
Old  :       211:        26         50         15         79        105        115        160:
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  :                 38.7       21.0       48.9       29.5       38.7       18.9       48.6       26.8
Old  :                 38.7       21.0       48.9       29.5       38.7       18.9       48.6       26.8
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, July 12, 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  :   768,069:    68,835     66,757    116,251    542,253    532,483    727,339    715,491:    40,730     52,578
Old  :   768,069:    68,835     66,757    116,251    542,253    532,483    727,339    715,491:    40,730     52,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    49,481:     4,731      3,858      1,689     33,226     39,600     39,646     45,147:     9,835      4,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        8.7       15.1       70.6       69.3       94.7       93.2:       5.3        6.8
Old  :     100.0:       9.0        8.7       15.1       70.6       69.3       94.7       93.2:       5.3        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        25         30         35         64         73        107        125:
Old  :       138:        25         30         35         64         73        107        125:
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  :                 38.9       23.9       49.9       33.8       29.3       13.4       31.8       18.4
Old  :                 38.9       23.9       49.9       33.8       29.3       13.4       31.8       18.4
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, July 12, 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  :    73,447:    25,474      3,138      3,684     34,236     61,296     63,393     68,117:    10,054      5,330
Old  :    73,447:    25,474      3,138      3,684     34,236     61,296     63,393     68,117:    10,054      5,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    23,690:     7,306     -1,550      3,426      9,258     20,415     19,989     22,291:     3,701      1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        4.3        5.0       46.6       83.5       86.3       92.7:      13.7        7.3
Old  :     100.0:      34.7        4.3        5.0       46.6       83.5       86.3       92.7:      13.7        7.3
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  :       101:        25         15          8         36         30         68         49:
Old  :       101:        25         15          8         36         30         68         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       47.9       38.8       63.2       26.7       45.1       38.3       60.4
Old  :                 26.7       47.9       38.8       63.2       26.7       45.1       38.3       60.4
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, July 12, 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  :    14,630:     4,281        758         31      7,758     12,412     12,070     13,201:     2,560      1,429
Old  :    14,630:     4,281        758         31      7,758     12,412     12,070     13,201:     2,560      1,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        5.2        0.2       53.0       84.8       82.5       90.2:      17.5        9.8
Old  :     100.0:      29.3        5.2        0.2       53.0       84.8       82.5       90.2:      17.5        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6          2          1          7          6         14          8:
Old  :        21:         6          2          1          7          6         14          8:
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  :                 46.9       79.7       68.2       90.2       46.9       79.7       68.2       90.0
Old  :                 46.9       79.7       68.2       90.2       46.9       79.7       68.2       90.0
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, July 12, 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  :   117,634:    49,604     11,977         87     52,955     97,768    102,646    109,832:    14,988      7,802
Old  :   117,634:    49,604     11,977         87     52,955     97,768    102,646    109,832:    14,988      7,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    18,119:    13,267      2,602       -428      2,999     16,005     15,838     18,179:     2,281        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       10.2        0.1       45.0       83.1       87.3       93.4:      12.7        6.6
Old  :     100.0:      42.2       10.2        0.1       45.0       83.1       87.3       93.4:      12.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        24         16          4         33         28         59         46:
Old  :        96:        24         16          4         33         28         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  :                 31.7       49.1       46.0       65.8       31.7       49.0       46.0       65.7
Old  :                 31.7       49.1       46.0       65.8       31.7       49.0       46.0       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,757:     3,540      2,435        486      1,842      3,813      5,868      6,734:       889         23
Old  :     6,757:     3,540      2,435        486      1,842      3,813      5,868      6,734:       889         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       538:       542        652          0         28          0        570        652:       -32       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4       36.0        7.2       27.3       56.4       86.8       99.7:      13.2        0.3
Old  :     100.0:      52.4       36.0        7.2       27.3       56.4       86.8       99.7:      13.2        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  :        21:        11          6          1          3          1         15          7:
Old  :        21:        11          6          1          3          1         15          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       85.4       76.6       99.7       52.4       78.2       71.9       92.5
Old  :                 52.4       85.4       76.6       99.7       52.4       78.2       71.9       92.5
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,369:     1,655        718         17     12,383     13,577     14,055     14,312:       314         57
Old  :    14,369:     1,655        718         17     12,383     13,577     14,055     14,312:       314         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       458:       253        -15          1        172        465        426        451:        32          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.0        0.1       86.2       94.5       97.8       99.6:       2.2        0.4
Old  :     100.0:      11.5        5.0        0.1       86.2       94.5       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          5          1          8         13         14         19:
Old  :        30:         6          5          1          8         13         14         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  :                 75.8       83.8       94.0       94.3       75.8       83.8       93.9       94.3
Old  :                 75.8       83.8       94.0       94.3       75.8       83.8       93.9       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 12, 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  :    22,659:     5,608        957          3     16,781     21,632     22,392     22,592:       267         67
Old  :    22,659:     5,608        957          3     16,781     21,632     22,392     22,592:       267         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -2,749:     1,066       -531          3     -3,827     -2,218     -2,758     -2,746:         9         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        4.2        0.0       74.1       95.5       98.8       99.7:       1.2        0.3
Old  :     100.0:      24.7        4.2        0.0       74.1       95.5       98.8       99.7:       1.2        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:         9          4          1          8         14         17         19:
Old  :        34:         9          4          1          8         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  :                 85.0       72.3       93.1       89.6       85.0       72.3       93.1       89.6
Old  :                 85.0       72.3       93.1       89.6       85.0       72.3       93.1       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 15, 2011