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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   550,790:    81,533     98,831    150,585    277,175    237,429    509,293    486,845:    41,498     63,945
Old  :   467,441:    74,509     87,961    123,509    233,473    207,638    431,490    419,107:    35,950     48,334
Other:    83,349:    19,826     23,672     14,274     43,702     29,792     77,802     67,738:     5,547     15,611
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     3,391:     3,444     -2,582      4,269     -2,871      2,588      4,842      4,275:    -1,451       -884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.9       27.3       50.3       43.1       92.5       88.4:       7.5       11.6
Old  :     100.0:      15.9       18.8       26.4       49.9       44.4       92.3       89.7:       7.7       10.3
Other:     100.0:      23.8       28.4       17.1       52.4       35.7       93.3       81.3:       6.7       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       112        150        178        104        127        333        356:
Old  :       402:       116        145        156         98        123        312        335:
Other:       211:        41         65         38         40         91        110        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       14.4       32.5       20.1       18.4       11.9       29.3       15.6
Old  :                 21.0       16.8       33.5       22.7       19.9       15.3       30.9       19.3
Other:                 31.7       17.3       48.5       27.3       25.8       10.2       39.3       17.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,027,276:   401,095     83,680    674,432    745,881    974,828  1,821,408  1,732,939:   205,868    294,337
Old  :   256,031:    46,908     13,656     99,216     76,671    118,921    222,795    231,793:    33,236     24,238
Other: 1,771,245:   388,053    103,889    541,350    669,210    855,907  1,598,613  1,501,146:   172,632    270,099
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    55,978:     9,455      3,292     22,232     15,710     20,612     47,397     46,137:     8,581      9,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        4.1       33.3       36.8       48.1       89.8       85.5:      10.2       14.5
Old  :     100.0:      18.3        5.3       38.8       29.9       46.4       87.0       90.5:      13.0        9.5
Other:     100.0:      21.9        5.9       30.6       37.8       48.3       90.3       84.8:       9.7       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       918:       266        187        313        302        419        722        783:
Old  :       591:       151         86        128        169        271        369        437:
Other:       907:       250        207        279        260        406        649        761:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       10.4       20.0       15.7        9.2        6.2       13.4        8.9
Old  :                 17.0       18.8       25.7       26.5        9.5       10.3       14.4       14.6
Other:                 13.3        9.9       21.2       15.1       10.2        6.7       15.5        9.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,822:     3,243        997      1,789      7,971     11,357     13,003     14,143:     2,819      1,679
Old  :    15,690:     3,233        997      1,742      7,899     11,273     12,874     14,012:     2,816      1,678
Other:       132:         9          0         47         72         84        129        131:         3          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       953:       534       -108         48        569      1,012      1,151        952:      -198          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        6.3       11.3       50.4       71.8       82.2       89.4:      17.8       10.6
Old  :     100.0:      20.6        6.4       11.1       50.3       71.8       82.1       89.3:      17.9       10.7
Other:     100.0:       6.9        0.0       35.9       54.9       63.3       97.7       99.2:       2.3        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          5          6         17         12         35         23:
Old  :        43:        18          5          6         17         12         35         23:
Other:         5:         2          0          2          2          2          4          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  :                 32.5       55.4       49.9       74.9       28.3       46.2       40.4       60.4
Old  :                 32.3       55.2       49.6       74.7       28.3       46.5       40.5       60.7
Other:                 97.7       99.2       97.7       99.2       28.2       29.7       28.2       29.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   751,738:   173,107     43,317    223,645    288,326    405,663    685,078    672,625:    66,659     79,113
Old  :   719,083:   167,212     45,269    214,007    273,438    385,805    654,657    645,081:    64,426     74,002
Other:    32,655:    12,216      4,368      3,318     14,888     19,858     30,422     27,544:     2,233      5,111
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    43,196:    38,879    -11,656     17,352    -23,313     37,347     32,919     43,044:    10,277        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        5.8       29.8       38.4       54.0       91.1       89.5:       8.9       10.5
Old  :     100.0:      23.3        6.3       29.8       38.0       53.7       91.0       89.7:       9.0       10.3
Other:     100.0:      37.4       13.4       10.2       45.6       60.8       93.2       84.3:       6.8       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       588:       212        145        232        122        204        441        489:
Old  :       588:       212        147        222        121        204        434        485:
Other:       233:        39         54         21         30        130         79        196:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       18.2       20.5       26.5       11.3       13.1       16.3       18.0
Old  :                 12.9       18.3       20.9       26.5       11.9       13.6       17.5       18.5
Other:                 38.6       35.8       53.6       48.0       30.4       31.2       43.3       36.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,812:    20,501      2,599        123          8      5,899     20,632      8,621:     3,180     15,191
Old  :    21,611:    18,583      2,502         68          8      5,102     18,659      7,672:     2,952     13,939
Other:     2,201:     1,973        152          0          0        797      1,973        949:       228      1,252
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       550:       254        397         -6          0        173        248        564:       302        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.1       10.9        0.5        0.0       24.8       86.6       36.2:      13.4       63.8
Old  :     100.0:      86.0       11.6        0.3        0.0       23.6       86.3       35.5:      13.7       64.5
Other:     100.0:      89.6        6.9        0.0        0.0       36.2       89.6       43.1:      10.4       56.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        20         10          6          1         15         21         31:
Old  :        45:        20         10          6          1         15         21         31:
Other:        27:         8          5          0          0         14          8         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       13.7       70.1       21.1       53.9       13.7       70.0       21.1
Old  :                 51.7       12.8       68.5       20.1       51.5       12.8       68.3       20.1
Other:                 80.5       28.4       89.6       36.4       80.5       28.4       89.6       36.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   327,128:    58,779     48,987     63,279    177,424    186,972    299,482    299,238:    27,646     27,890
Old  :    41,547:     6,179      5,147      5,296     26,313     26,973     37,789     37,417:     3,758      4,130
Other:   285,581:    58,106     49,347     52,476    151,111    159,999    261,693    261,822:    23,888     23,759
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -3,135:     2,173     -9,422      4,498    -10,292      2,717     -3,621     -2,208:       486       -928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       15.0       19.3       54.2       57.2       91.5       91.5:       8.5        8.5
Old  :     100.0:      14.9       12.4       12.7       63.3       64.9       91.0       90.1:       9.0        9.9
Other:     100.0:      20.3       17.3       18.4       52.9       56.0       91.6       91.7:       8.4        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        75         71         82         72         75        193        195:
Old  :       129:        39         25         27         42         47         92         88:
Other:       241:        71         79         76         70         70        184        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       22.3       25.0       32.8       10.8       13.3       17.4       20.2
Old  :                 33.1       36.2       48.5       48.4       23.9       25.9       32.1       33.3
Other:                 14.9       22.0       24.6       32.8       12.1       15.5       19.7       23.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   900,529:    62,888     96,816    139,449    535,910    512,190    738,246    748,454:   162,283    152,074
Old  :   900,529:    62,888     96,816    139,449    535,910    512,190    738,246    748,454:   162,283    152,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    40,378:      -125      4,141     14,412     25,524      9,783     39,810     28,336:       568     12,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       10.8       15.5       59.5       56.9       82.0       83.1:      18.0       16.9
Old  :     100.0:       7.0       10.8       15.5       59.5       56.9       82.0       83.1:      18.0       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        35         32         46         89         85        145        142:
Old  :       174:        35         32         46         89         85        145        142:
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  :                 17.5       15.5       26.1       24.2       15.2       14.2       21.3       21.9
Old  :                 17.5       15.5       26.1       24.2       15.2       14.2       21.3       21.9
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   423,121:    52,166     54,839      7,948    288,398    317,046    348,512    379,834:    74,609     43,287
Old  :   423,121:    52,166     54,839      7,948    288,398    317,046    348,512    379,834:    74,609     43,287
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     1,195:    -3,366     -3,695      2,804     -2,607     -1,847     -3,169     -2,738:     4,364      3,933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       13.0        1.9       68.2       74.9       82.4       89.8:      17.6       10.2
Old  :     100.0:      12.3       13.0        1.9       68.2       74.9       82.4       89.8:      17.6       10.2
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  :        77:         6         11          6         44         39         55         51:
Old  :        77:         6         11          6         44         39         55         51:
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  :                 25.5       49.3       42.0       60.9       22.9       48.4       39.0       59.8
Old  :                 25.5       49.3       42.0       60.9       22.9       48.4       39.0       59.8
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 with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,093:     1,036        998        610      7,804      8,088      9,450      9,696:       643        397
Old  :    10,093:     1,036        998        610      7,804      8,088      9,450      9,696:       643        397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       457:        19        160        164        264         77        447        401:        10         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        9.9        6.0       77.3       80.1       93.6       96.1:       6.4        3.9
Old  :     100.0:      10.3        9.9        6.0       77.3       80.1       93.6       96.1:       6.4        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9          3          5         20         26         31         32:
Old  :        38:         9          3          5         20         26         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       44.8       71.7       65.5       32.1       24.5       38.8       36.7
Old  :                 58.9       44.8       71.7       65.5       32.1       24.5       38.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   211,876:    54,181     21,739     36,826     78,571    128,072    169,578    186,636:    42,297     25,239
Old  :    25,589:     6,075      3,362      2,124      8,456     15,617     16,655     21,103:     8,934      4,486
Other:   186,286:    54,609     24,879     28,200     70,115    112,455    152,924    165,533:    33,363     20,753
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    21,706:    14,118       -969      3,398     -5,633     17,105     11,884     19,533:     9,822      2,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       10.3       17.4       37.1       60.4       80.0       88.1:      20.0       11.9
Old  :     100.0:      23.7       13.1        8.3       33.0       61.0       65.1       82.5:      34.9       17.5
Other:     100.0:      29.3       13.4       15.1       37.6       60.4       82.1       88.9:      17.9       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        73         35         53         67         68        170        138:
Old  :       118:        26         25         19         43         44         79         78:
Other:       197:        69         44         43         65         62        159        127:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       29.9       21.7       42.1        7.8       21.5       13.7       30.1
Old  :                 17.1       29.7       26.3       40.1       13.1       28.2       20.8       37.0
Other:                 13.3       30.9       22.4       44.1        9.0       22.9       15.4       32.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,546:     4,145      2,255      3,856      7,563     13,257     15,564     19,368:     4,982      1,177
Old  :    20,546:     4,145      2,255      3,856      7,563     13,257     15,564     19,368:     4,982      1,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       257:      -281         56        380        232        -21        331        415:       -74       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       11.0       18.8       36.8       64.5       75.8       94.3:      24.2        5.7
Old  :     100.0:      20.2       11.0       18.8       36.8       64.5       75.8       94.3:      24.2        5.7
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  :        94:        33         21         28         28         18         82         53:
Old  :        94:        33         21         28         28         18         82         53:
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  :                 20.2       46.6       31.8       58.8       20.2       45.2       31.7       55.2
Old  :                 20.2       46.6       31.8       58.8       20.2       45.2       31.7       55.2
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 with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,017,004:   210,053    177,348     61,863    629,622    648,845    901,538    888,057:   115,466    128,947
Old  : 1,017,004:   210,053    177,348     61,863    629,622    648,845    901,538    888,057:   115,466    128,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -10,548:     2,874       -431      8,884    -25,263    -26,108    -13,505    -17,655:     2,957      7,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.4        6.1       61.9       63.8       88.6       87.3:      11.4       12.7
Old  :     100.0:      20.7       17.4        6.1       61.9       63.8       88.6       87.3:      11.4       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        49         59         35         95        133        166        205:
Old  :       263:        49         59         35         95        133        166        205:
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  :                 22.7       17.3       37.0       26.1       22.0       16.2       35.4       22.6
Old  :                 22.7       17.3       37.0       26.1       22.0       16.2       35.4       22.6
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,650,280:   220,658    208,094    391,811  1,727,856  1,697,973  2,340,325  2,297,878:   309,955    352,403
Old  : 2,650,280:   220,658    208,094    391,811  1,727,856  1,697,973  2,340,325  2,297,878:   309,955    352,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -16,217:    -6,336      6,247     13,564     -9,711    -35,167     -2,483    -15,356:   -13,734       -861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        7.9       14.8       65.2       64.1       88.3       86.7:      11.7       13.3
Old  :     100.0:       8.3        7.9       14.8       65.2       64.1       88.3       86.7:      11.7       13.3
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  :       284:        39         56         67        154        172        231        257:
Old  :       284:        39         56         67        154        172        231        257:
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  :                 26.8       16.4       34.8       24.9       23.4       14.2       29.0       19.4
Old  :                 26.8       16.4       34.8       24.9       23.4       14.2       29.0       19.4
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,670,371:   394,296     96,575    185,507    844,793  1,111,688  1,424,595  1,393,769:   245,776    276,602
Old  : 1,670,371:   394,296     96,575    185,507    844,793  1,111,688  1,424,595  1,393,769:   245,776    276,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     2,928:    82,687     -6,470     11,993   -105,399     -6,001    -10,718       -478:    13,646      3,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        5.8       11.1       50.6       66.6       85.3       83.4:      14.7       16.6
Old  :     100.0:      23.6        5.8       11.1       50.6       66.6       85.3       83.4:      14.7       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  :       204:        38         31         43         92        115        148        171:
Old  :       204:        38         31         43         92        115        148        171:
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  :                 28.1       17.0       37.4       25.6       27.6       14.4       34.7       20.9
Old  :                 28.1       17.0       37.4       25.6       27.6       14.4       34.7       20.9
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,076,264:    67,684     56,930    354,076    610,435    616,601  1,032,195  1,027,606:    44,069     48,658
Old  : 1,076,264:    67,684     56,930    354,076    610,435    616,601  1,032,195  1,027,606:    44,069     48,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :   -15,931:      -760      3,436     -9,722     -1,943     -5,142    -12,425    -11,428:    -3,506     -4,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        5.3       32.9       56.7       57.3       95.9       95.5:       4.1        4.5
Old  :     100.0:       6.3        5.3       32.9       56.7       57.3       95.9       95.5:       4.1        4.5
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  :       145:        27         30         42         71         78        120        132:
Old  :       145:        27         30         42         71         78        120        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  :                 35.9       26.6       51.4       42.5       23.4       16.4       27.2       22.3
Old  :                 35.9       26.6       51.4       42.5       23.4       16.4       27.2       22.3
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    54,418:     7,369      1,308      3,968     36,405     42,342     47,742     47,618:     6,676      6,800
Old  :    54,418:     7,369      1,308      3,968     36,405     42,342     47,742     47,618:     6,676      6,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -1,854:    -1,410     -4,772        119       -896      3,208     -2,186     -1,445:       333       -409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        2.4        7.3       66.9       77.8       87.7       87.5:      12.3       12.5
Old  :     100.0:      13.5        2.4        7.3       66.9       77.8       87.7       87.5:      12.3       12.5
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  :        84:        21          7         11         38         31         63         47:
Old  :        84:        21          7         11         38         31         63         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  :                 24.7       38.7       39.7       56.8       21.4       34.5       32.2       50.1
Old  :                 24.7       38.7       39.7       56.8       21.4       34.5       32.2       50.1
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    13,834:     2,470      2,460         38      9,002      9,711     11,510     12,209:     2,324      1,626
Old  :    13,834:     2,470      2,460         38      9,002      9,711     11,510     12,209:     2,324      1,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :       156:        63        202          2        253        253        318        457:      -162       -301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       17.8        0.3       65.1       70.2       83.2       88.2:      16.8       11.8
Old  :     100.0:      17.9       17.8        0.3       65.1       70.2       83.2       88.2:      16.8       11.8
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  :        22:         5          3          2          8          7         14         11:
Old  :        22:         5          3          2          8          7         14         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  :                 44.1       69.9       66.6       86.4       44.0       69.9       66.2       86.2
Old  :                 44.1       69.9       66.6       86.4       44.0       69.9       66.2       86.2
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, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    81,167:    15,820      3,717      1,838     54,805     65,263     72,463     70,818:     8,703     10,348
Old  :    81,167:    15,820      3,717      1,838     54,805     65,263     72,463     70,818:     8,703     10,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :    -4,019:    -2,838     -9,839        126     -2,298      5,910     -5,009     -3,802:       990       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        4.6        2.3       67.5       80.4       89.3       87.3:      10.7       12.7
Old  :     100.0:      19.5        4.6        2.3       67.5       80.4       89.3       87.3:      10.7       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        20          7          9         35         29         57         43:
Old  :        78:        20          7          9         35         29         57         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  :                 29.8       45.3       45.0       59.1       29.7       45.1       44.0       58.8
Old  :                 29.8       45.3       45.0       59.1       29.7       45.1       44.0       58.8
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 with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,255:     5,246      6,971      1,456      4,976      3,813     11,678     12,240:       577         15
Old  :    12,255:     5,246      6,971      1,456      4,976      3,813     11,678     12,240:       577         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :     1,416:      -542        796        606      1,329          0      1,393      1,402:        23         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       56.9       11.9       40.6       31.1       95.3       99.9:       4.7        0.1
Old  :     100.0:      42.8       56.9       11.9       40.6       31.1       95.3       99.9:       4.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         11          2          3          1         14         12:
Old  :        24:         9         11          2          3          1         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       79.2       88.7       94.2       68.6       69.5       81.3       83.1
Old  :                 68.6       79.2       88.7       94.2       68.6       69.5       81.3       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,547:     2,112        412          0     10,098     12,072     12,210     12,484:       337         63
Old  :    12,547:     2,112        412          0     10,098     12,072     12,210     12,484:       337         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :      -796:    -1,068          1         -6        293       -793       -781       -798:       -15          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.3        0.0       80.5       96.2       97.3       99.5:       2.7        0.5
Old  :     100.0:      16.8        3.3        0.0       80.5       96.2       97.3       99.5:       2.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          3          0          7         13         16         16:
Old  :        31:         9          3          0          7         13         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       84.3       91.3       95.1       71.2       84.3       91.3       95.0
Old  :                 71.2       84.3       91.3       95.1       71.2       84.3       91.3       95.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2011                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    20,716:     2,858      1,316          4     17,529     19,331     20,391     20,651:       325         65
Old  :    20,716:     2,858      1,316          4     17,529     19,331     20,391     20,651:       325         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2011                      :
     :      -512:      -163       -253          4       -437       -283       -596       -532:        84         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        6.4        0.0       84.6       93.3       98.4       99.7:       1.6        0.3
Old  :     100.0:      13.8        6.4        0.0       84.6       93.3       98.4       99.7:       1.6        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11          4          1          6         13         17         18:
Old  :        34:        11          4          1          6         13         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.1       77.5       96.5       91.0       90.1       77.5       96.5       91.0
Old  :                 90.1       77.5       96.5       91.0       90.1       77.5       96.5       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 26, 2011