```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 16, 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  :   434,710:    81,118    113,611     63,530    251,119    196,713    395,767    373,854:    38,943     60,856
Old  :   353,499:    73,867    103,097     37,980    208,194    167,308    320,041    308,385:    33,458     45,114
Other:    81,211:    18,915     22,178     13,886     42,925     29,405     75,726     65,469:     5,485     15,742
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    10,550:     3,661     -3,371        182      6,050     15,121      9,893     11,932:       657     -1,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       26.1       14.6       57.8       45.3       91.0       86.0:       9.0       14.0
Old  :     100.0:      20.9       29.2       10.7       58.9       47.3       90.5       87.2:       9.5       12.8
Other:     100.0:      23.3       27.3       17.1       52.9       36.2       93.2       80.6:       6.8       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       110        136        129         80        119        275        316:
Old  :       378:       108        137        103         75        110        252        290:
Other:       200:        38         57         28         36         91         94        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       16.2       38.8       22.6       22.7       14.0       36.9       19.0
Old  :                 26.4       19.8       41.3       26.1       25.5       18.8       40.4       24.8
Other:                 32.4       17.2       49.3       27.2       26.3       10.0       40.0       17.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 16, 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  : 1,245,188:   471,986     98,619    114,503    512,514    799,481  1,099,003  1,012,603:   146,185    232,585
Old  :   165,666:    84,647     18,574      2,524     50,166    122,037    137,337    143,135:    28,329     22,531
Other: 1,079,522:   422,197    114,903     77,121    462,348    677,444    961,666    869,468:   117,856    210,054
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    20,267:    19,815      7,823     14,606    -21,357     -4,288     13,064     18,141:     7,203      2,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        7.9        9.2       41.2       64.2       88.3       81.3:      11.7       18.7
Old  :     100.0:      51.1       11.2        1.5       30.3       73.7       82.9       86.4:      17.1       13.6
Other:     100.0:      39.1       10.6        7.1       42.8       62.8       89.1       80.5:      10.9       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       841:       241        147        189        214        374        556        637:
Old  :       557:       141         72          9        117        249        264        324:
Other:       825:       232        163        137        167        359        461        608:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       11.4       23.0       18.2       13.4       10.1       20.1       15.2
Old  :                 21.9       22.8       31.5       31.2       21.9       22.5       31.4       30.7
Other:                 15.9       11.2       24.8       17.2       14.3       10.7       22.3       15.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,078:     3,088      1,105        651      6,484      9,792     10,223     11,548:     2,855      1,530
Old  :    13,048:     3,088      1,105        650      6,456      9,764     10,194     11,519:     2,854      1,529
Other:        30:         0          0          1         28         28         29         29:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       239:      -267         42         78         93         86        -96        206:       335         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        8.4        5.0       49.6       74.9       78.2       88.3:      21.8       11.7
Old  :     100.0:      23.7        8.5        5.0       49.5       74.8       78.1       88.3:      21.9       11.7
Other:     100.0:       0.0        0.0        3.3       93.3       93.3       96.7       96.7:       3.3        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16          6          2         16          9         32         17:
Old  :        42:        16          6          2         16          9         32         17:
Other:         3:         0          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       61.2       52.4       79.5       31.7       55.4       46.2       70.9
Old  :                 32.7       61.4       52.3       79.4       31.5       55.5       46.1       70.8
Other:                 96.7       96.7       96.7       96.7       93.3       93.3       93.3       93.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 16, 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  :   506,885:   165,401     57,228     48,865    243,573    329,578    457,839    435,671:    49,046     71,214
Old  :   480,132:   159,049     58,193     43,528    230,387    311,376    432,964    413,097:    47,168     67,035
Other:    26,753:    11,559      4,242        130     13,186     18,202     24,875     22,574:     1,878      4,179
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     7,051:     8,792     -4,186      2,107     -5,834     10,574      5,065      8,495:     1,986     -1,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.3        9.6       48.1       65.0       90.3       86.0:       9.7       14.0
Old  :     100.0:      33.1       12.1        9.1       48.0       64.9       90.2       86.0:       9.8       14.0
Other:     100.0:      43.2       15.9        0.5       49.3       68.0       93.0       84.4:       7.0       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       533:       189        114        146        106        187        364        397:
Old  :       531:       191        118        132        104        183        353        387:
Other:       225:        33         52          6         25        125         63        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       22.3       22.8       29.1       13.0       19.3       20.6       25.1
Old  :                 14.4       22.6       23.8       29.4       14.1       20.4       22.7       26.4
Other:                 46.7       41.0       60.1       51.0       37.1       33.2       50.6       41.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,262:    20,247      2,202        129          8      5,726     20,384      8,057:     2,878     15,205
Old  :    21,108:    18,352      2,157         74          8      4,948     18,434      7,179:     2,674     13,929
Other:     2,154:     1,950        100          0          0        778      1,950        878:       204      1,276
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       297:       220        158          8          0        -45        228        121:        69        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0        9.5        0.6        0.0       24.6       87.6       34.6:      12.4       65.4
Old  :     100.0:      86.9       10.2        0.4        0.0       23.4       87.3       34.0:      12.7       66.0
Other:     100.0:      90.5        4.6        0.0        0.0       36.1       90.5       40.8:       9.5       59.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          8          5          1         15         21         28:
Old  :        43:        20          8          5          1         15         21         28:
Other:        25:         8          3          0          0         14          8         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       13.8       70.8       21.0       54.5       13.8       70.8       21.0
Old  :                 52.2       12.7       69.2       19.9       52.2       12.7       69.2       19.9
Other:                 81.2       28.3       90.5       35.7       81.2       28.3       90.5       35.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 16, 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  :   277,896:    60,092     58,488     29,532    161,600    161,770    251,224    249,790:    26,672     28,106
Old  :    40,588:     8,269      7,689         17     28,607     28,798     36,893     36,504:     3,695      4,084
Other:   237,308:    57,800     56,776     23,538    132,993    132,972    214,331    213,286:    22,977     24,022
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     2,207:    -1,959     -4,393      2,375        515      5,047        931      3,029:     1,276       -822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       21.0       10.6       58.2       58.2       90.4       89.9:       9.6       10.1
Old  :     100.0:      20.4       18.9        0.0       70.5       71.0       90.9       89.9:       9.1       10.1
Other:     100.0:      24.4       23.9        9.9       56.0       56.0       90.3       89.9:       9.7       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        61         72         65         71         65        177        172:
Old  :       128:        38         23          2         34         39         73         63:
Other:       226:        62         77         52         68         60        163        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       23.3       26.7       33.0       12.6       14.0       21.0       22.0
Old  :                 44.7       36.3       56.3       51.7       44.7       36.0       54.1       51.4
Other:                 15.7       24.3       25.9       34.0       14.6       18.4       23.7       26.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   642,101:    65,853    109,054     11,659    416,617    402,457    494,129    523,170:   147,972    118,931
Old  :   642,101:    65,853    109,054     11,659    416,617    402,457    494,129    523,170:   147,972    118,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -5,720:    -1,521    -15,903      1,630    -14,871     20,429    -14,762      6,156:     9,042    -11,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       17.0        1.8       64.9       62.7       77.0       81.5:      23.0       18.5
Old  :     100.0:      10.3       17.0        1.8       64.9       62.7       77.0       81.5:      23.0       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        25         34         19         69         75        105        117:
Old  :       163:        25         34         19         69         75        105        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       20.7       33.5       31.6       21.2       19.9       29.7       30.0
Old  :                 23.8       20.7       33.5       31.6       21.2       19.9       29.7       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 16, 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  :   409,608:    55,531     61,221        593    284,911    310,425    341,035    372,239:    68,573     37,369
Old  :   409,608:    55,531     61,221        593    284,911    310,425    341,035    372,239:    68,573     37,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     8,596:    -2,808     -4,698        -65      8,999     19,611      6,126     14,848:     2,470     -6,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.9        0.1       69.6       75.8       83.3       90.9:      16.7        9.1
Old  :     100.0:      13.6       14.9        0.1       69.6       75.8       83.3       90.9:      16.7        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:         6         10          2         37         38         44         49:
Old  :        74:         6         10          2         37         38         44         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  :                 26.5       50.0       44.8       61.9       22.9       49.8       39.8       60.8
Old  :                 26.5       50.0       44.8       61.9       22.9       49.8       39.8       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 16, 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  :     9,636:     1,017        838        446      7,540      8,011      9,003      9,295:       633        341
Old  :     9,636:     1,017        838        446      7,540      8,011      9,003      9,295:       633        341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       198:       -73       -129        201         44        200        172        272:        26        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.7        4.6       78.2       83.1       93.4       96.5:       6.6        3.5
Old  :     100.0:      10.6        8.7        4.6       78.2       83.1       93.4       96.5:       6.6        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  :        41:        10          3          4         21         27         33         32:
Old  :        41:        10          3          4         21         27         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       43.1       68.4       65.6       29.1       23.0       35.4       35.1
Old  :                 56.4       43.1       68.4       65.6       29.1       23.0       35.4       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 16, 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  :   165,344:    46,090     23,942     15,035     73,897    104,540    135,022    143,517:    30,322     21,827
Old  :    28,454:     8,724      3,400          0     13,863     21,322     22,587     24,722:     5,867      3,732
Other:   136,890:    42,166     25,342     10,235     60,034     83,218    112,435    118,795:    24,455     18,095
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -1,085:    -3,469      1,944      3,581     -1,055     -4,325       -943      1,200:      -142     -2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       14.5        9.1       44.7       63.2       81.7       86.8:      18.3       13.2
Old  :     100.0:      30.7       11.9        0.0       48.7       74.9       79.4       86.9:      20.6       13.1
Other:     100.0:      30.8       18.5        7.5       43.9       60.8       82.1       86.8:      17.9       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        58         36         43         59         54        136        125:
Old  :       109:        28         19          0         37         30         65         49:
Other:       174:        55         44         36         58         48        128        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       31.4       25.0       42.2       12.0       23.7       18.7       33.0
Old  :                 32.9       41.0       42.2       55.2       26.8       36.6       35.0       48.6
Other:                 14.6       30.7       24.6       42.6       11.9       23.2       19.1       32.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,303:     4,273      2,303      2,227      7,024     12,529     13,524     17,059:     4,779      1,244
Old  :    18,303:     4,273      2,303      2,227      7,024     12,529     13,524     17,059:     4,779      1,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       731:        98        -33        212        -57        401        253        580:       478        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       12.6       12.2       38.4       68.5       73.9       93.2:      26.1        6.8
Old  :     100.0:      23.3       12.6       12.2       38.4       68.5       73.9       93.2:      26.1        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  :        86:        33         17         21         21         16         69         44:
Old  :        86:        33         17         21         21         16         69         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       51.6       34.4       64.3       22.1       50.3       34.4       61.8
Old  :                 22.1       51.6       34.4       64.3       22.1       50.3       34.4       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, August 16, 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  :   974,709:   206,052    183,830     15,350    644,039    657,447    865,441    856,627:   109,268    118,082
Old  :   974,709:   206,052    183,830     15,350    644,039    657,447    865,441    856,627:   109,268    118,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -47,706:   -40,698     -3,018      1,349     -7,428    -30,765    -46,777    -32,434:      -929    -15,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       18.9        1.6       66.1       67.5       88.8       87.9:      11.2       12.1
Old  :     100.0:      21.1       18.9        1.6       66.1       67.5       88.8       87.9:      11.2       12.1
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  :       256:        40         56         18         89        131        141        193:
Old  :       256:        40         56         18         89        131        141        193:
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  :                 25.9       17.6       41.4       25.8       25.6       16.0       39.6       23.0
Old  :                 25.9       17.6       41.4       25.8       25.6       16.0       39.6       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 16, 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  : 1,971,277:   252,285    261,972     37,132  1,386,384  1,344,074  1,675,801  1,643,178:   295,476    328,099
Old  : 1,971,277:   252,285    261,972     37,132  1,386,384  1,344,074  1,675,801  1,643,178:   295,476    328,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    82,953:   -25,060     -5,559    -15,166    118,687    113,698     78,461     92,973:     4,492    -10,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       13.3        1.9       70.3       68.2       85.0       83.4:      15.0       16.6
Old  :     100.0:      12.8       13.3        1.9       70.3       68.2       85.0       83.4:      15.0       16.6
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  :       262:        27         55         38        120        136        178        199:
Old  :       262:        27         55         38        120        136        178        199:
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  :                 37.7       23.3       46.8       31.9       36.0       20.8       44.4       26.7
Old  :                 37.7       23.3       46.8       31.9       36.0       20.8       44.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 16, 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  : 1,422,470:   325,488    150,747     20,515    854,393    990,482  1,200,396  1,161,744:   222,074    260,726
Old  : 1,422,470:   325,488    150,747     20,515    854,393    990,482  1,200,396  1,161,744:   222,074    260,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -28,411:    -8,056    -19,431      2,038    -22,035      2,739    -28,053    -14,654:      -358    -13,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       10.6        1.4       60.1       69.6       84.4       81.7:      15.6       18.3
Old  :     100.0:      22.9       10.6        1.4       60.1       69.6       84.4       81.7:      15.6       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  :       203:        25         40         23         78        110        119        157:
Old  :       203:        25         40         23         78        110        119        157:
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  :                 38.4       18.7       47.8       26.8       38.1       14.8       46.2       22.0
Old  :                 38.4       18.7       47.8       26.8       38.1       14.8       46.2       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 16, 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  :   830,056:    85,210     61,662    125,991    576,940    594,208    788,141    781,861:    41,915     48,195
Old  :   830,056:    85,210     61,662    125,991    576,940    594,208    788,141    781,861:    41,915     48,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :     3,778:   -10,151     -6,669     -2,939     15,817      4,616      2,727     -4,992:     1,051      8,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.4       15.2       69.5       71.6       95.0       94.2:       5.0        5.8
Old  :     100.0:      10.3        7.4       15.2       69.5       71.6       95.0       94.2:       5.0        5.8
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  :       134:        22         30         35         61         73        104        122:
Old  :       134:        22         30         35         61         73        104        122:
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  :                 41.2       28.7       51.4       41.3       33.2       20.2       36.6       27.1
Old  :                 41.2       28.7       51.4       41.3       33.2       20.2       36.6       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 16, 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  :    53,860:     8,795      6,086      3,024     35,951     37,714     47,770     46,824:     6,090      7,036
Old  :    53,860:     8,795      6,086      3,024     35,951     37,714     47,770     46,824:     6,090      7,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -12,372:    -6,985      4,910      1,623     -4,647    -19,069    -10,009    -12,536:    -2,363        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.3        5.6       66.7       70.0       88.7       86.9:      11.3       13.1
Old  :     100.0:      16.3       11.3        5.6       66.7       70.0       88.7       86.9:      11.3       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        17         10          8         34         31         56         47:
Old  :        82:        17         10          8         34         31         56         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       31.3       41.5       50.1       22.7       28.0       35.5       45.7
Old  :                 26.7       31.3       41.5       50.1       22.7       28.0       35.5       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,612:     2,410      2,258         33      8,749      9,458     11,192     11,749:     2,420      1,863
Old  :    13,612:     2,410      2,258         33      8,749      9,458     11,192     11,749:     2,420      1,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :    -3,407:      -433      1,502          0     -3,003     -4,784     -3,436     -3,282:        29       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       16.6        0.2       64.3       69.5       82.2       86.3:      17.8       13.7
Old  :     100.0:      17.7       16.6        0.2       64.3       69.5       82.2       86.3:      17.8       13.7
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  :        21:         5          2          1          8          6         14          8:
Old  :        21:         5          2          1          8          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  :                 43.0       71.1       65.8       86.3       43.0       71.1       65.8       86.1
Old  :                 43.0       71.1       65.8       86.3       43.0       71.1       65.8       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 16, 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  :    80,495:    18,689     13,576         62     54,404     56,512     73,155     70,150:     7,340     10,345
Old  :    80,495:    18,689     13,576         62     54,404     56,512     73,155     70,150:     7,340     10,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :   -17,929:    -9,369     10,550       -488     -3,288    -28,569    -13,145    -18,507:    -4,784        578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.9        0.1       67.6       70.2       90.9       87.1:       9.1       12.9
Old  :     100.0:      23.2       16.9        0.1       67.6       70.2       90.9       87.1:       9.1       12.9
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  :        78:        16         12          5         32         29         50         44:
Old  :        78:        16         12          5         32         29         50         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       36.8       48.2       57.0       32.0       36.6       48.2       56.8
Old  :                 32.0       36.8       48.2       57.0       32.0       36.6       48.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, August 16, 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  :    10,839:     5,788      6,175        850      3,647      3,813     10,285     10,838:       554          1
Old  :    10,839:     5,788      6,175        850      3,647      3,813     10,285     10,838:       554          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :       396:        75        438        357         28          0        460        795:       -64       -399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.4       57.0        7.8       33.6       35.2       94.9      100.0:       5.1        0.0
Old  :     100.0:      53.4       57.0        7.8       33.6       35.2       94.9      100.0:       5.1        0.0
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  :        27:        10         13          2          3          1         14         15:
Old  :        27:        10         13          2          3          1         14         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  :                 69.1       75.8       90.8       91.1       69.1       72.0       84.3       85.3
Old  :                 69.1       75.8       90.8       91.1       69.1       72.0       84.3       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, August 16, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,343:     3,180        411          6      9,805     12,865     12,991     13,282:       352         61
Old  :    13,343:     3,180        411          6      9,805     12,865     12,991     13,282:       352         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :      -505:     1,189         -1        -53     -1,640       -502       -504       -556:        -1         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        3.1        0.0       73.5       96.4       97.4       99.5:       2.6        0.5
Old  :     100.0:      23.8        3.1        0.0       73.5       96.4       97.4       99.5:       2.6        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  :        29:         9          3          1          6         12         15         16:
Old  :        29:         9          3          1          6         12         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.9       85.4       92.6       95.6       71.9       85.4       92.6       95.5
Old  :                 71.9       85.4       92.6       95.6       71.9       85.4       92.6       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, August 16, 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  :    21,228:     3,021      1,569          0     17,966     19,614     20,987     21,183:       241         45
Old  :    21,228:     3,021      1,569          0     17,966     19,614     20,987     21,183:       241         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2011                       :
     :      -342:    -1,058        -88          0        750       -252       -308       -340:       -34         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.4        0.0       84.6       92.4       98.9       99.8:       1.1        0.2
Old  :     100.0:      14.2        7.4        0.0       84.6       92.4       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          5          0          8         13         17         18:
Old  :        34:         9          5          0          8         13         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.6       71.2       96.4       89.2       88.6       71.2       96.3       89.2
Old  :                 88.6       71.2       96.4       89.2       88.6       71.2       96.3       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 19, 2011