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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   526,548:    70,297    112,710    136,746    281,634    217,002    488,676    466,458:    37,872     60,090
Old  :   430,927:    65,691    105,969     98,855    235,723    181,696    400,268    386,520:    30,659     44,407
Other:    95,621:    24,860     26,994     17,637     45,911     35,306     88,408     79,937:     7,213     15,683
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    12,803:       397     -7,247      9,666      2,548      9,050     12,610     11,468:       193      1,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.4       26.0       53.5       41.2       92.8       88.6:       7.2       11.4
Old  :     100.0:      15.2       24.6       22.9       54.7       42.2       92.9       89.7:       7.1       10.3
Other:     100.0:      26.0       28.2       18.4       48.0       36.9       92.5       83.6:       7.5       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       117        167        175        106        120        330        367:
Old  :       417:       122        163        151         98        114        307        345:
Other:       224:        50         66         53         48         91        129        185:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       11.8       32.3       17.3       18.3        9.8       29.4       14.1
Old  :                 21.4       14.2       34.0       20.0       20.2       12.2       31.6       17.8
Other:                 29.7       17.0       43.8       26.4       24.2        9.4       35.7       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  : 1,912,911:   295,094     96,265    639,610    794,863    893,803  1,729,566  1,629,678:   183,345    283,233
Old  : 1,730,243:   271,876     95,078    592,384    698,377    790,506  1,562,638  1,477,969:   167,606    252,275
Other:   182,668:    48,746     26,716     21,697     96,486    103,297    166,929    151,710:    15,739     30,958
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    68,572:   -34,918      9,170     63,224     37,600     -3,441     65,906     68,953:     2,666       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.0       33.4       41.6       46.7       90.4       85.2:       9.6       14.8
Old  :     100.0:      15.7        5.5       34.2       40.4       45.7       90.3       85.4:       9.7       14.6
Other:     100.0:      26.7       14.6       11.9       52.8       56.5       91.4       83.1:       8.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       834:       240        167        299        290        372        661        719:
Old  :       830:       235        174        288        288        369        648        712:
Other:       449:        72         74         54         85        261        182        365:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       10.7       19.6       15.6        8.9        6.4       13.6        9.2
Old  :                 11.2       10.3       19.2       15.4        9.2        6.7       14.2        9.2
Other:                 31.7       22.1       42.2       30.8       22.3       15.8       31.9       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    17,637:     2,207      2,284      1,784     10,824     11,424     14,815     15,491:     2,822      2,145
Old  :    17,469:     2,213      2,250      1,739     10,699     11,390     14,651     15,379:     2,818      2,090
Other:       167:         0         40         38        126         34        163        112:         4         55
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       914:      -297        205        159        974        248        836        613:        78        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       12.9       10.1       61.4       64.8       84.0       87.8:      16.0       12.2
Old  :     100.0:      12.7       12.9       10.0       61.2       65.2       83.9       88.0:      16.1       12.0
Other:     100.0:       0.0       24.2       22.6       75.0       20.2       97.6       67.0:       2.4       33.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        14         13          7         15          9         32         27:
Old  :        44:        15         12          7         14          9         31         27:
Other:         7:         0          3          2          4          1          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       64.1       57.7       75.7       38.1       55.6       51.2       61.7
Old  :                 40.2       64.2       57.4       75.8       38.4       56.5       51.5       62.7
Other:                 93.2       67.0       97.6       67.0       54.8       24.2       54.8       24.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   889,103:   110,107     51,819    328,356    395,932    413,389    834,394    793,563:    54,709     95,540
Old  :   832,116:   102,870     57,438    308,656    369,136    378,165    780,661    744,259:    51,455     87,857
Other:    56,987:    20,029      7,172      6,908     26,796     35,224     53,733     49,304:     3,254      7,683
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    65,190:   -12,729      4,074     59,277     21,239     -2,211     67,787     61,139:    -2,597      4,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        5.8       36.9       44.5       46.5       93.8       89.3:       6.2       10.7
Old  :     100.0:      12.4        6.9       37.1       44.4       45.4       93.8       89.4:       6.2       10.6
Other:     100.0:      35.1       12.6       12.1       47.0       61.8       94.3       86.5:       5.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       568:       156        174        259        134        186        448        495:
Old  :       567:       158        184        248        134        185        439        491:
Other:       242:        56         53         32         40        121        113        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       14.5       22.2       22.7        9.3        7.7       13.6       10.6
Old  :                 14.2       15.0       23.4       22.8        9.9        8.6       14.7       11.4
Other:                 32.5       34.3       45.4       47.9       31.8       30.9       43.5       43.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    19,968:    16,352      3,071        186          9      4,198     16,547      7,455:     3,421     12,513
Old  :    17,201:    14,079      3,005        180          9      3,458     14,268      6,643:     2,933     10,558
Other:     2,767:     2,273         66          6          0        740      2,279        812:       488      1,955
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -215:      -645         80         86          1        177       -558        343:       343       -558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.9       15.4        0.9        0.0       21.0       82.9       37.3:      17.1       62.7
Old  :     100.0:      81.8       17.5        1.0        0.1       20.1       82.9       38.6:      17.1       61.4
Other:     100.0:      82.1        2.4        0.2        0.0       26.7       82.4       29.3:      17.6       70.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        16         11          5          2         11         19         26:
Old  :        38:        16         11          4          2         11         19         25:
Other:        20:         6          4          2          0         10          6         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       16.5       67.0       23.7       48.5       16.5       66.9       23.7
Old  :                 44.9       15.6       64.5       23.4       44.8       15.6       64.4       23.4
Other:                 77.0       23.6       82.4       26.8       76.8       23.6       82.1       26.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   374,395:    57,326     64,727     81,933    206,562    192,687    345,821    339,347:    28,574     35,048
Old  :   361,201:    56,862     64,992     79,876    197,487    182,082    334,226    326,951:    26,974     34,250
Other:    13,195:     1,261        533      1,259      9,075     10,605     11,595     12,396:     1,600        798
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    31,241:    -2,800      6,135     20,687     12,747      3,423     30,633     30,245:       607        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       17.3       21.9       55.2       51.5       92.4       90.6:       7.6        9.4
Old  :     100.0:      15.7       18.0       22.1       54.7       50.4       92.5       90.5:       7.5        9.5
Other:     100.0:       9.6        4.0        9.5       68.8       80.4       87.9       94.0:      12.1        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        66         82         79         72         73        189        199:
Old  :       253:        68         86         78         72         73        188        199:
Other:        48:        13          6         12         19         19         37         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       18.3       26.5       30.9        9.3       12.2       15.8       18.4
Old  :                 16.9       17.9       26.6       30.0        9.8       12.0       16.7       18.3
Other:                 49.7       47.2       63.5       68.3       27.7       33.8       37.9       48.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   809,615:    64,178     87,230     99,357    497,711    472,031    661,245    658,617:   148,369    150,997
Old  :   809,615:    64,178     87,230     99,357    497,711    472,031    661,245    658,617:   148,369    150,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    32,370:    -1,373     -3,105     21,292     15,175      5,441     35,094     23,629:    -2,724      8,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       10.8       12.3       61.5       58.3       81.7       81.3:      18.3       18.7
Old  :     100.0:       7.9       10.8       12.3       61.5       58.3       81.7       81.3:      18.3       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        40         26         44         81         80        139        132:
Old  :       166:        40         26         44         81         80        139        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       16.8       30.9       26.4       19.5       14.4       26.9       22.5
Old  :                 20.3       16.8       30.9       26.4       19.5       14.4       26.9       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   383,106:    55,693     35,908      3,257    255,549    294,753    314,499    333,919:    68,608     49,188
Old  :   383,106:    55,693     35,908      3,257    255,549    294,753    314,499    333,919:    68,608     49,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     1,938:     1,753     -5,659        668       -789      3,948      1,632     -1,043:       305      2,980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        9.4        0.9       66.7       76.9       82.1       87.2:      17.9       12.8
Old  :     100.0:      14.5        9.4        0.9       66.7       76.9       82.1       87.2:      17.9       12.8
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  :        77:         7          6          3         43         42         52         49:
Old  :        77:         7          6          3         43         42         52         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  :                 24.6       44.0       41.9       57.1       21.3       43.9       36.7       56.1
Old  :                 24.6       44.0       41.9       57.1       21.3       43.9       36.7       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :     8,872:     1,114        275        586      6,690      7,538      8,390      8,399:       482        473
Old  :     8,872:     1,114        275        586      6,690      7,538      8,390      8,399:       482        473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -293:       308       -136       -334       -292        214       -318       -256:        25        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        3.1        6.6       75.4       85.0       94.6       94.7:       5.4        5.3
Old  :     100.0:      12.6        3.1        6.6       75.4       85.0       94.6       94.7:       5.4        5.3
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  :        31:         5          3          4         18         22         26         26:
Old  :        31:         5          3          4         18         22         26         26:
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       45.0       68.2       70.8       25.3       31.3       38.5       41.7
Old  :                 45.2       45.0       68.2       70.8       25.3       31.3       38.5       41.7
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 with Delta-adjusted Options and Futures Combined, October 4, 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  :   215,479:    35,040     41,827     41,970    104,621    100,048    181,631    183,844:    33,848     31,635
Old  :   205,152:    34,711     41,338     39,050     98,909     94,260    172,670    174,648:    32,482     30,504
Other:    10,327:     1,187      1,346      2,062      5,712      5,788      8,961      9,197:     1,366      1,131
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    11,084:    -3,287      7,252      8,632      4,685     -6,992     10,031      8,892:     1,054      2,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       19.4       19.5       48.6       46.4       84.3       85.3:      15.7       14.7
Old  :     100.0:      16.9       20.1       19.0       48.2       45.9       84.2       85.1:      15.8       14.9
Other:     100.0:      11.5       13.0       20.0       55.3       56.0       86.8       89.1:      13.2       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        46         52         54         79         66        156        154:
Old  :       200:        48         56         53         79         66        156        153:
Other:        46:         6          8          8         25         14         36         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.6       26.2       34.0       13.6       17.2       20.0       23.4
Old  :                 18.0       24.6       26.8       33.6       14.0       17.6       20.2       23.6
Other:                 37.0       43.9       60.1       64.7       35.2       37.3       50.9       53.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,102:     3,794      3,737      2,116      9,787     12,003     15,696     17,856:     3,406      1,246
Old  :    19,072:     3,794      3,737      2,115      9,761     11,975     15,669     17,827:     3,403      1,245
Other:        30:         1          1          0         26         28         27         29:         3          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :       608:      -362         77        620        803       -308      1,061        388:      -453        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       19.6       11.1       51.2       62.8       82.2       93.5:      17.8        6.5
Old  :     100.0:      19.9       19.6       11.1       51.2       62.8       82.2       93.5:      17.8        6.5
Other:     100.0:       3.3        3.3        0.0       86.7       93.3       90.0       96.7:      10.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        27         25         18         28         19         69         49:
Old  :        86:        27         25         18         28         19         69         49:
Other:         5:         1          1          0          1          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       46.8       39.7       58.3       27.8       42.1       38.8       52.6
Old  :                 27.8       46.9       39.8       58.3       27.8       42.3       38.9       52.8
Other:                 90.0       96.7       90.0       96.7       90.0       96.7       90.0       96.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   788,966:   198,328    181,386     45,448    439,204    430,375    682,980    657,209:   105,985    131,757
Old  :   788,966:   198,328    181,386     45,448    439,204    430,375    682,980    657,209:   105,985    131,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -23,139:   -15,230       -961     -2,919       -229    -30,441    -18,379    -34,321:    -4,760     11,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       23.0        5.8       55.7       54.5       86.6       83.3:      13.4       16.7
Old  :     100.0:      25.1       23.0        5.8       55.7       54.5       86.6       83.3:      13.4       16.7
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  :       220:        36         53         27         87        105        142        167:
Old  :       220:        36         53         27         87        105        142        167:
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       15.7       37.7       24.7       25.4       11.5       34.0       18.6
Old  :                 25.7       15.7       37.7       24.7       25.4       11.5       34.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  : 1,785,252:   147,143    258,549    160,235  1,165,397  1,046,725  1,472,775  1,465,509:   312,477    319,742
Old  : 1,785,252:   147,143    258,549    160,235  1,165,397  1,046,725  1,472,775  1,465,509:   312,477    319,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -31,077:    -7,145      5,912     12,219    -25,805    -30,008    -20,730    -11,877:   -10,347    -19,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       14.5        9.0       65.3       58.6       82.5       82.1:      17.5       17.9
Old  :     100.0:       8.2       14.5        9.0       65.3       58.6       82.5       82.1:      17.5       17.9
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  :       232:        40         38         47        122        139        178        208:
Old  :       232:        40         38         47        122        139        178        208:
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       13.4       35.2       20.1       25.1        9.1       32.4       15.1
Old  :                 26.1       13.4       35.2       20.1       25.1        9.1       32.4       15.1
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 with Delta-adjusted Options and Futures Combined, October 4, 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  : 1,356,358:   373,907    115,216     77,442    710,336    926,580  1,161,684  1,119,238:   194,674    237,120
Old  : 1,356,358:   373,907    115,216     77,442    710,336    926,580  1,161,684  1,119,238:   194,674    237,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :   -50,363:   -28,174     13,310     11,598    -32,269    -52,547    -48,846    -27,640:    -1,518    -22,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.5        5.7       52.4       68.3       85.6       82.5:      14.4       17.5
Old  :     100.0:      27.6        8.5        5.7       52.4       68.3       85.6       82.5:      14.4       17.5
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  :       191:        40         27         34         79        107        132        155:
Old  :       191:        40         27         34         79        107        132        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       17.2       42.6       26.4       29.6       15.2       41.0       23.2
Old  :                 30.0       17.2       42.6       26.4       29.6       15.2       41.0       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   817,949:    59,903     46,481    249,373    474,018    476,561    783,295    772,415:    34,655     45,534
Old  :   817,949:    59,903     46,481    249,373    474,018    476,561    783,295    772,415:    34,655     45,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :  -110,940:     1,346    -14,647    -59,306    -50,694    -41,911   -108,654   -115,864:    -2,286      4,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        5.7       30.5       58.0       58.3       95.8       94.4:       4.2        5.6
Old  :     100.0:       7.3        5.7       30.5       58.0       58.3       95.8       94.4:       4.2        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  :       133:        30         24         40         66         71        113        121:
Old  :       133:        30         24         40         66         71        113        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  :                 35.1       27.6       50.5       44.1       25.9       19.7       30.5       28.0
Old  :                 35.1       27.6       50.5       44.1       25.9       19.7       30.5       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    52,699:     8,619      1,885      4,904     33,267     40,053     46,790     46,842:     5,909      5,857
Old  :    52,699:     8,619      1,885      4,904     33,267     40,053     46,790     46,842:     5,909      5,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     2,864:     2,842     -1,483        -40     -1,081      4,492      1,721      2,969:     1,143       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        3.6        9.3       63.1       76.0       88.8       88.9:      11.2       11.1
Old  :     100.0:      16.4        3.6        9.3       63.1       76.0       88.8       88.9:      11.2       11.1
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  :        87:        21          9         11         38         32         63         49:
Old  :        87:        21          9         11         38         32         63         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  :                 26.0       40.4       39.5       53.9       23.7       40.4       33.7       52.0
Old  :                 26.0       40.4       39.5       53.9       23.7       40.4       33.7       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    12,424:     2,964      1,359          5      7,733     10,174     10,702     11,538:     1,722        886
Old  :    12,424:     2,964      1,359          5      7,733     10,174     10,702     11,538:     1,722        886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :    -1,272:         6         10          1     -1,543     -1,399     -1,536     -1,388:       264        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       10.9        0.0       62.2       81.9       86.1       92.9:      13.9        7.1
Old  :     100.0:      23.9       10.9        0.0       62.2       81.9       86.1       92.9:      13.9        7.1
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  :        20:         4          2          2          7          7         11         11:
Old  :        20:         4          2          2          7          7         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       67.9       77.8       90.5       57.4       67.9       77.8       90.5
Old  :                 57.4       67.9       77.8       90.5       57.4       67.9       77.8       90.5
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 with Delta-adjusted Options and Futures Combined, October 4, 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  :    80,551:    18,012      7,753      3,098     51,067     59,759     72,177     70,609:     8,374      9,942
Old  :    80,551:    18,012      7,753      3,098     51,067     59,759     72,177     70,609:     8,374      9,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     8,272:     6,635     -2,022     -1,046        924     11,781      6,514      8,713:     1,758       -442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        9.6        3.8       63.4       74.2       89.6       87.7:      10.4       12.3
Old  :     100.0:      22.4        9.6        3.8       63.4       74.2       89.6       87.7:      10.4       12.3
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  :        83:        19         10         10         36         28         60         43:
Old  :        83:        19         10         10         36         28         60         43:
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  :                 26.2       38.6       41.2       53.6       25.3       38.6       38.7       51.6
Old  :                 26.2       38.6       41.2       53.6       25.3       38.6       38.7       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    11,432:     5,454     10,803        546      5,008          0     11,008     11,349:       424         83
Old  :    11,432:     5,454     10,803        546      5,008          0     11,008     11,349:       424         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :     2,119:     1,230      2,186       -148      1,026          0      2,108      2,038:        11         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       94.5        4.8       43.8        0.0       96.3       99.3:       3.7        0.7
Old  :     100.0:      47.7       94.5        4.8       43.8        0.0       96.3       99.3:       3.7        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10         11          2          3          0         15         11:
Old  :        24:        10         11          2          3          0         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.5       80.9       87.9       95.6       69.5       76.1       87.2       90.9
Old  :                 69.5       80.9       87.9       95.6       69.5       76.1       87.2       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    10,970:     1,802      1,765         40      8,815      9,105     10,657     10,910:       313         60
Old  :    10,970:     1,802      1,765         40      8,815      9,105     10,657     10,910:       313         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -414:       -48       -453         31       -379          7       -396       -415:       -18          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       16.1        0.4       80.4       83.0       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.4       16.1        0.4       80.4       83.0       97.1       99.5:       2.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         8          6          2          5         13         14         20:
Old  :        31:         8          6          2          5         13         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.5       75.5       95.5       88.9       87.1       75.5       95.1       88.8
Old  :                 87.5       75.5       95.5       88.9       87.1       75.5       95.1       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    14,434:       859        770          0     13,244     13,539     14,103     14,309:       331        125
Old  :    14,434:       859        770          0     13,244     13,539     14,103     14,309:       331        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2011                   :
     :      -389:       345       -355          0       -802       -101       -457       -456:        68         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        5.3        0.0       91.8       93.8       97.7       99.1:       2.3        0.9
Old  :     100.0:       6.0        5.3        0.0       91.8       93.8       97.7       99.1:       2.3        0.9
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  :        27:         6          3          0          7         12         13         15:
Old  :        27:         6          3          0          7         12         13         15:
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       75.1       96.5       89.8       90.1       75.1       96.1       89.8
Old  :                 90.1       75.1       96.5       89.8       90.1       75.1       96.1       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 7, 2011