```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   482,921:    78,216     80,552    116,045    254,352    227,569    448,613    424,165:    34,308     58,756
Old  :   395,698:    72,351     70,404     84,838    210,451    197,257    367,639    352,499:    28,059     43,199
Other:    87,223:    20,983     25,266     16,089     43,902     30,312     80,974     71,666:     6,249     15,557
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -8,476:    -2,077     -3,703        385     -2,799     -2,119     -4,492     -5,438:    -3,984     -3,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       16.7       24.0       52.7       47.1       92.9       87.8:       7.1       12.2
Old  :     100.0:      18.3       17.8       21.4       53.2       49.9       92.9       89.1:       7.1       10.9
Other:     100.0:      24.1       29.0       18.4       50.3       34.8       92.8       82.2:       7.2       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       113        142        168         97        119        313        343:
Old  :       390:       120        136        146         89        114        288        324:
Other:       216:        40         71         49         42         91        118        182:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       14.6       35.7       20.7       20.5       13.2       33.1       17.6
Old  :                 24.2       17.6       37.8       23.3       23.0       16.6       35.7       21.8
Other:                 30.6       17.4       46.7       28.3       24.9       10.9       36.8       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 1,961,734:   444,806     91,098    620,627    704,068    958,606  1,769,501  1,670,331:   192,233    291,403
Old  : 1,808,822:   424,102    103,739    573,762    633,826    865,757  1,631,690  1,543,257:   177,132    265,565
Other:   152,912:    53,248     19,904     14,320     70,242     92,849    137,811    127,073:    15,101     25,838
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -3,866:     1,232        847     -8,152      5,867      7,812     -1,053        506:    -2,813     -4,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.6       31.6       35.9       48.9       90.2       85.1:       9.8       14.9
Old  :     100.0:      23.4        5.7       31.7       35.0       47.9       90.2       85.3:       9.8       14.7
Other:     100.0:      34.8       13.0        9.4       45.9       60.7       90.1       83.1:       9.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       914:       268        195        296        261        404        668        769:
Old  :       912:       263        199        281        260        404        657        762:
Other:       453:        74         68         53         72        275        163        383:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       10.5       19.6       16.0        9.3        6.6       13.6        9.8
Old  :                 11.9        9.9       19.4       15.3        9.5        6.9       14.4       10.1
Other:                 29.9       25.8       42.4       34.1       22.3       15.0       33.3       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    15,354:     3,438        650      1,462      7,670     12,251     12,570     14,363:     2,784        991
Old  :    15,220:     3,438        656      1,407      7,595     12,169     12,440     14,232:     2,780        988
Other:       134:         6          0         49         75         82        130        131:         4          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -187:       288        144         35       -406       -214        -83        -35:      -104       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        4.2        9.5       50.0       79.8       81.9       93.5:      18.1        6.5
Old  :     100.0:      22.6        4.3        9.2       49.9       80.0       81.7       93.5:      18.3        6.5
Other:     100.0:       4.4        0.2       36.5       56.1       61.1       97.0       97.8:       3.0        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          6          6         14         12         34         22:
Old  :        43:        18          6          6         14         12         34         22:
Other:         6:         1          1          2          3          2          5          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  :                 36.0       69.0       53.5       82.8       34.1       64.2       48.0       73.6
Old  :                 35.8       69.2       53.2       82.7       34.2       64.7       48.2       74.1
Other:                 96.3       97.8       97.0       97.8       26.1       26.8       26.1       26.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   832,778:   219,716     39,506    255,808    283,199    457,159    758,722    752,474:    74,055     80,304
Old  :   794,452:   212,402     42,182    244,203    266,142    433,219    722,747    719,605:    71,705     74,847
Other:    38,325:    14,770      4,780      4,148     17,057     23,940     35,975     32,868:     2,350      5,457
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    13,560:    -4,033       -273      1,735     15,281     12,501     12,984     13,964:       576       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.7       30.7       34.0       54.9       91.1       90.4:       8.9        9.6
Old  :     100.0:      26.7        5.3       30.7       33.5       54.5       91.0       90.6:       9.0        9.4
Other:     100.0:      38.5       12.5       10.8       44.5       62.5       93.9       85.8:       6.1       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       629:       240        140        246        125        210        485        505:
Old  :       629:       239        147        238        125        210        481        501:
Other:       254:        38         63         30         38        135         98        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       18.9       19.3       27.3       10.2       13.3       14.8       18.9
Old  :                 11.9       18.8       19.8       27.3       10.6       13.7       15.9       19.2
Other:                 33.0       39.0       47.2       50.6       27.0       36.1       39.6       40.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    25,807:    22,260      2,801        154          8      6,247     22,422      9,202:     3,385     16,605
Old  :    23,281:    20,099      2,669        134          8      5,388     20,241      8,191:     3,040     15,090
Other:     2,526:     2,181        152          0          0        859      2,181      1,011:       345      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       -13:       120       -204         94          0       -167        214       -277:      -227        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.3       10.9        0.6        0.0       24.2       86.9       35.7:      13.1       64.3
Old  :     100.0:      86.3       11.5        0.6        0.0       23.1       86.9       35.2:      13.1       64.8
Other:     100.0:      86.3        6.0        0.0        0.0       34.0       86.3       40.0:      13.7       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22         11          7          1         15         23         33:
Old  :        48:        22         11          7          1         15         23         33:
Other:        31:         8          8          0          0         15          8         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.9       13.5       69.3       20.9       51.8       13.5       69.1       20.9
Old  :                 49.6       12.6       67.8       19.9       49.4       12.6       67.6       19.9
Other:                 77.7       26.4       86.3       32.9       77.7       26.4       86.3       32.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   324,762:    76,595     32,710     60,395    152,825    206,964    289,815    300,070:    34,947     24,692
Old  :   320,565:    76,833     33,396     58,943    150,640    203,807    286,415    296,146:    34,150     24,419
Other:     4,197:       859        411        356      2,185      3,157      3,400      3,924:       797        273
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     1,384:     3,511      2,563     -4,919      1,840      3,657        433      1,301:       951         83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       10.1       18.6       47.1       63.7       89.2       92.4:      10.8        7.6
Old  :     100.0:      24.0       10.4       18.4       47.0       63.6       89.3       92.4:      10.7        7.6
Other:     100.0:      20.5        9.8        8.5       52.1       75.2       81.0       93.5:      19.0        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        94         59         76         70         75        210        176:
Old  :       255:        94         63         75         70         75        209        176:
Other:        34:        11          2          3         13         12         25         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       24.5       20.3       37.0       10.3       18.0       17.1       28.9
Old  :                 12.6       24.8       20.5       36.9       10.6       18.5       17.4       29.1
Other:                 47.0       60.8       64.8       84.3       47.0       60.3       62.0       79.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   823,216:    49,870     91,583    112,446    490,303    467,102    652,619    671,132:   170,597    152,085
Old  :   823,216:    49,870     91,583    112,446    490,303    467,102    652,619    671,132:   170,597    152,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    25,936:    -8,292       -254     51,626    -17,667    -25,079     25,667     26,293:       269       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       11.1       13.7       59.6       56.7       79.3       81.5:      20.7       18.5
Old  :     100.0:       6.1       11.1       13.7       59.6       56.7       79.3       81.5:      20.7       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  :       155:        36         23         40         78         76        127        126:
Old  :       155:        36         23         40         78         76        127        126:
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  :                 19.4       18.8       27.7       28.3       16.4       15.1       22.5       23.5
Old  :                 19.4       18.8       27.7       28.3       16.4       15.1       22.5       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   417,501:    50,568     39,340     17,341    282,751    320,626    350,661    377,308:    66,840     40,192
Old  :   417,501:    50,568     39,340     17,341    282,751    320,626    350,661    377,308:    66,840     40,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -13,590:       266     -6,112       -472     -4,668     -5,225     -4,873    -11,808:    -8,717     -1,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        9.4        4.2       67.7       76.8       84.0       90.4:      16.0        9.6
Old  :     100.0:      12.1        9.4        4.2       67.7       76.8       84.0       90.4:      16.0        9.6
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  :        76:         7          7          4         45         42         54         51:
Old  :        76:         7          7          4         45         42         54         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  :                 25.3       48.5       42.6       62.4       22.5       48.0       39.0       59.4
Old  :                 25.3       48.5       42.6       62.4       22.5       48.0       39.0       59.4
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, September 6, 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  :    10,514:     1,052        865        797      8,153      8,549     10,002     10,211:       512        303
Old  :    10,514:     1,052        865        797      8,153      8,549     10,002     10,211:       512        303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       190:       109         21         -4        199        266        304        283:      -114        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        8.2        7.6       77.5       81.3       95.1       97.1:       4.9        2.9
Old  :     100.0:      10.0        8.2        7.6       77.5       81.3       95.1       97.1:       4.9        2.9
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  :        36:         6          3          4         23         24         32         29:
Old  :        36:         6          3          4         23         24         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       49.1       70.8       68.4       30.3       25.0       36.8       38.8
Old  :                 54.8       49.1       70.8       68.4       30.3       25.0       36.8       38.8
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, September 6, 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  :   233,972:    77,069     19,505     39,149     77,750    153,285    193,968    211,940:    40,004     22,033
Old  :   229,508:    76,455     19,308     38,076     75,728    150,547    190,259    207,931:    39,249     21,577
Other:     4,465:       925        508        763      2,021      2,738      3,709      4,009:       755        456
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     3,200:     9,637       -187     -5,829      1,678      9,635      5,487      3,620:    -2,286       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.3       16.7       33.2       65.5       82.9       90.6:      17.1        9.4
Old  :     100.0:      33.3        8.4       16.6       33.0       65.6       82.9       90.6:      17.1        9.4
Other:     100.0:      20.7       11.4       17.1       45.3       61.3       83.1       89.8:      16.9       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        89         26         54         66         66        183        133:
Old  :       212:        92         26         54         66         66        183        133:
Other:        32:         4          6          7         15         10         24         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  :                 15.0       32.4       22.5       46.5        7.8       23.0       13.5       31.6
Old  :                 14.8       32.6       22.4       46.2        7.9       23.5       13.8       32.2
Other:                 43.9       54.1       67.1       74.3       41.5       47.3       52.3       58.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,086:     5,783      3,141      1,391      6,920     13,396     14,093     17,928:     4,993      1,158
Old  :    19,086:     5,783      3,141      1,391      6,920     13,396     14,093     17,928:     4,993      1,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -1,399:     1,008        894     -2,157       -348       -280     -1,497     -1,543:        97        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       16.5        7.3       36.3       70.2       73.8       93.9:      26.2        6.1
Old  :     100.0:      30.3       16.5        7.3       36.3       70.2       73.8       93.9:      26.2        6.1
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  :        96:        43         21         18         25         16         80         45:
Old  :        96:        43         21         18         25         16         80         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       55.0       33.4       66.1       20.8       53.3       33.4       64.0
Old  :                 20.8       55.0       33.4       66.1       20.8       53.3       33.4       64.0
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, September 6, 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  :   808,161:   154,976    181,116     41,666    489,980    464,930    686,622    687,712:   121,538    120,448
Old  :   808,161:   154,976    181,116     41,666    489,980    464,930    686,622    687,712:   121,538    120,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :  -104,197:   -29,989     16,806    -16,742    -50,706    -88,823    -97,437    -88,759:    -6,760    -15,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       22.4        5.2       60.6       57.5       85.0       85.1:      15.0       14.9
Old  :     100.0:      19.2       22.4        5.2       60.6       57.5       85.0       85.1:      15.0       14.9
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  :       227:        39         51         26         86        115        140        177:
Old  :       227:        39         51         26         86        115        140        177:
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  :                 23.4       15.1       35.0       23.0       22.2       10.2       29.7       17.2
Old  :                 23.4       15.1       35.0       23.0       22.2       10.2       29.7       17.2
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, September 6, 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  : 2,063,663:   188,934    231,827    176,077  1,375,254  1,314,305  1,740,264  1,722,209:   323,399    341,455
Old  : 2,063,663:   188,934    231,827    176,077  1,375,254  1,314,305  1,740,264  1,722,209:   323,399    341,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :  -194,700:   -29,559      3,039    -12,812   -167,479   -191,719   -209,851   -201,492:    15,150      6,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.2        8.5       66.6       63.7       84.3       83.5:      15.7       16.5
Old  :     100.0:       9.2       11.2        8.5       66.6       63.7       84.3       83.5:      15.7       16.5
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  :       233:        49         35         52        120        132        185        203:
Old  :       233:        49         35         52        120        132        185        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       16.8       38.2       26.8       29.2       15.0       35.6       22.9
Old  :                 30.7       16.8       38.2       26.8       29.2       15.0       35.6       22.9
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, September 6, 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  : 1,450,168:   392,392    112,996     74,366    757,730    997,848  1,224,488  1,185,209:   225,681    264,959
Old  : 1,450,168:   392,392    112,996     74,366    757,730    997,848  1,224,488  1,185,209:   225,681    264,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :   -77,511:    17,929     22,206    -19,669    -58,731    -52,968    -60,471    -50,431:   -17,040    -27,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.8        5.1       52.3       68.8       84.4       81.7:      15.6       18.3
Old  :     100.0:      27.1        7.8        5.1       52.3       68.8       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  :       185:        34         25         33         81        114        129        158:
Old  :       185:        34         25         33         81        114        129        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       18.8       40.7       27.3       28.3       14.4       40.0       21.4
Old  :                 28.6       18.8       40.7       27.3       28.3       14.4       40.0       21.4
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, September 6, 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  :   946,169:    79,185     66,080    301,312    526,161    532,540    906,658    899,931:    39,511     46,238
Old  :   946,169:    79,185     66,080    301,312    526,161    532,540    906,658    899,931:    39,511     46,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :  -127,947:     8,341      5,797    -55,305    -78,451    -76,449   -125,415   -125,956:    -2,532     -1,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        7.0       31.8       55.6       56.3       95.8       95.1:       4.2        4.9
Old  :     100.0:       8.4        7.0       31.8       55.6       56.3       95.8       95.1:       4.2        4.9
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  :       145:        31         28         42         69         75        120        129:
Old  :       145:        31         28         42         69         75        120        129:
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       26.4       51.1       42.1       25.4       17.8       29.7       25.7
Old  :                 35.9       26.4       51.1       42.1       25.4       17.8       29.7       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    53,941:     8,159      2,361      4,150     34,596     39,657     46,904     46,167:     7,037      7,774
Old  :    53,941:     8,159      2,361      4,150     34,596     39,657     46,904     46,167:     7,037      7,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -949:     1,098     -1,537        317     -3,221        176     -1,806     -1,044:       857         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        4.4        7.7       64.1       73.5       87.0       85.6:      13.0       14.4
Old  :     100.0:      15.1        4.4        7.7       64.1       73.5       87.0       85.6:      13.0       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        20         14         12         38         32         64         54:
Old  :        92:        20         14         12         38         32         64         54:
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  :                 23.9       32.0       38.1       50.9       20.5       27.9       32.4       43.5
Old  :                 23.9       32.0       38.1       50.9       20.5       27.9       32.4       43.5
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, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    14,269:     2,464      2,460         38      9,002      9,721     11,504     12,219:     2,765      2,050
Old  :    14,269:     2,464      2,460         38      9,002      9,721     11,504     12,219:     2,765      2,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       381:       -62         10         -8          0         10        -70         12:       451        369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       17.2        0.3       63.1       68.1       80.6       85.6:      19.4       14.4
Old  :     100.0:      17.3       17.2        0.3       63.1       68.1       80.6       85.6:      19.4       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          3          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  :                 42.8       71.3       64.6       83.8       42.7       71.3       64.2       83.6
Old  :                 42.8       71.3       64.6       83.8       42.7       71.3       64.2       83.6
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, September 6, 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  :    79,344:    17,325      5,737      2,288     51,187     59,871     70,800     67,896:     8,544     11,448
Old  :    79,344:    17,325      5,737      2,288     51,187     59,871     70,800     67,896:     8,544     11,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :    -2,658:     2,121     -3,292        848     -6,441        332     -3,472     -2,112:       814       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.2        2.9       64.5       75.5       89.2       85.6:      10.8       14.4
Old  :     100.0:      21.8        7.2        2.9       64.5       75.5       89.2       85.6:      10.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        20         13         11         36         31         59         52:
Old  :        88:        20         13         11         36         31         59         52:
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  :                 29.4       37.6       46.1       52.1       29.2       37.6       45.1       51.9
Old  :                 29.4       37.6       46.1       52.1       29.2       37.6       45.1       51.9
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, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    11,981:     5,230      6,380      1,666      4,531      3,813     11,427     11,859:       554        122
Old  :    11,981:     5,230      6,380      1,666      4,531      3,813     11,427     11,859:       554        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :      -356:      -134       -632        154       -376          0       -356       -478:         0        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       53.3       13.9       37.8       31.8       95.4       99.0:       4.6        1.0
Old  :     100.0:      43.7       53.3       13.9       37.8       31.8       95.4       99.0:       4.6        1.0
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  :        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  :                 71.2       76.2       91.8       91.5       70.0       64.8       79.7       78.1
Old  :                 71.2       76.2       91.8       91.5       70.0       64.8       79.7       78.1
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, September 6, 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  :    11,743:     2,359        404        490      8,570     10,769     11,419     11,663:       324         80
Old  :    11,743:     2,359        404        490      8,570     10,769     11,419     11,663:       324         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :       299:        10        -10        486       -191       -178        305        298:        -6          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        3.4        4.2       73.0       91.7       97.2       99.3:       2.8        0.7
Old  :     100.0:      20.1        3.4        4.2       73.0       91.7       97.2       99.3:       2.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          3          2          7         14         17         19:
Old  :        33:        10          3          2          7         14         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       78.4       89.7       92.9       69.5       78.4       85.5       89.6
Old  :                 71.3       78.4       89.7       92.9       69.5       78.4       85.5       89.6
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, September 6, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    22,469:     3,616      1,283        207     18,383     20,928     22,206     22,418:       263         51
Old  :    22,469:     3,616      1,283        207     18,383     20,928     22,206     22,418:       263         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2011                      :
     :     1,243:       303         30        203        750      1,036      1,256      1,269:       -13        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        5.7        0.9       81.8       93.1       98.8       99.8:       1.2        0.2
Old  :     100.0:      16.1        5.7        0.9       81.8       93.1       98.8       99.8:       1.2        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  :        37:        12          4          2          7         15         19         21:
Old  :        37:        12          4          2          7         15         19         21:
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  :                 92.2       77.0       96.2       89.4       91.3       77.0       95.3       89.4
Old  :                 92.2       77.0       96.2       89.4       91.3       77.0       95.3       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 9, 2011