```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   541,783:    80,060    102,633    139,965    275,553    233,569    495,578    476,167:    46,204     65,616
Old  :   475,636:    75,639     96,479    118,786    240,174    209,554    434,599    424,819:    41,037     50,817
Other:    66,147:    15,065     16,798     10,535     35,379     24,015     60,979     51,348:     5,168     14,799
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     5,221:    -2,183     -3,391      5,591      1,161      2,611      4,570      4,811:       652        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       18.9       25.8       50.9       43.1       91.5       87.9:       8.5       12.1
Old  :     100.0:      15.9       20.3       25.0       50.5       44.1       91.4       89.3:       8.6       10.7
Other:     100.0:      22.8       25.4       15.9       53.5       36.3       92.2       77.6:       7.8       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       128        144        173         89        119        317        351:
Old  :       407:       128        145        162         85        115        305        340:
Other:       179:        34         52         28         34         82         88        146:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       15.6       32.7       21.0       18.6       13.4       30.3       17.8
Old  :                 21.3       17.4       33.1       23.4       20.4       16.2       31.1       21.4
Other:                 42.0       19.3       57.1       29.4       35.2       12.1       47.1       19.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,752,002:   340,584     91,003    501,964    719,464    887,116  1,562,012  1,480,083:   189,990    271,919
Old  :   537,414:   108,793     53,482    136,719    236,360    289,840    481,872    480,041:    55,542     57,373
Other: 1,214,588:   279,380     85,110    317,655    483,105    597,276  1,080,140  1,000,042:   134,448    214,546
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    32,607:    14,819     -2,907     33,020    -13,679     -2,337     34,161     27,776:    -1,554      4,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        5.2       28.7       41.1       50.6       89.2       84.5:      10.8       15.5
Old  :     100.0:      20.2       10.0       25.4       44.0       53.9       89.7       89.3:      10.3       10.7
Other:     100.0:      23.0        7.0       26.2       39.8       49.2       88.9       82.3:      11.1       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       837:       230        172        272        277        392        631        721:
Old  :       669:       164        119        138        170        317        384        524:
Other:       795:       196        178        228        245        373        567        661:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       11.8       21.6       17.3       10.8        7.0       15.3       10.0
Old  :                 21.6       22.9       31.1       29.5       21.4       20.8       28.8       25.4
Other:                 13.6        9.2       21.7       14.6        8.9        5.9       15.8        8.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,985:     2,869        940      1,569      7,081     10,060     11,519     12,570:     2,466      1,416
Old  :    13,956:     2,868        940      1,569      7,053     10,032     11,490     12,542:     2,466      1,415
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       142:      -198        171         95        148        -23         45        243:        96       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        6.7       11.2       50.6       71.9       82.4       89.9:      17.6       10.1
Old  :     100.0:      20.5        6.7       11.2       50.5       71.9       82.3       89.9:      17.7       10.1
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          6          6         15         12         33         24:
Old  :        43:        18          6          6         15         12         33         24:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       54.5       51.4       74.1       27.5       47.0       41.7       62.0
Old  :                 31.1       54.6       51.3       74.0       27.4       47.1       41.6       61.9
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   701,473:   127,766     54,879    198,869    316,794    364,239    643,428    617,987:    58,045     83,487
Old  :    86,517:    18,093      3,302     22,335     38,296     52,156     78,724     77,793:     7,793      8,725
Other:   614,956:   122,799     64,703    163,407    278,498    312,083    564,704    540,194:    50,252     74,762
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       246:    10,701     -8,711      4,995    -21,341      7,339     -5,644      3,622:     5,891     -3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        7.8       28.4       45.2       51.9       91.7       88.1:       8.3       11.9
Old  :     100.0:      20.9        3.8       25.8       44.3       60.3       91.0       89.9:       9.0       10.1
Other:     100.0:      20.0       10.5       26.6       45.3       50.7       91.8       87.8:       8.2       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:       158        141        197        131        201        388        457:
Old  :       309:        83         58         61         77        124        182        221:
Other:       519:       143        161        181        114        197        357        444:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       16.0       23.9       24.4       12.7       10.9       18.4       15.4
Old  :                 25.4       24.8       37.4       37.1       20.6       18.6       27.5       25.9
Other:                 15.4       16.1       24.5       24.3       14.2       11.8       20.5       16.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,280:    19,553      1,565        112          3      5,011     19,668      6,688:     2,612     15,592
Old  :       642:       407         16          0          3        180        410        196:       232        446
Other:    21,638:    19,146      1,549        112          0      4,831     19,258      6,492:     2,380     15,146
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       599:       698        -58        -59         -3         53        636        -64:       -37        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.8        7.0        0.5        0.0       22.5       88.3       30.0:      11.7       70.0
Old  :     100.0:      63.4        2.5        0.0        0.5       28.0       63.9       30.5:      36.1       69.5
Other:     100.0:      88.5        7.2        0.5        0.0       22.3       89.0       30.0:      11.0       70.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          5          6          1         13         18         24:
Old  :        19:         9          2          0          1          7         10          9:
Other:        35:        17          5          6          0         13         17         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       13.6       74.0       20.4       57.6       13.6       73.9       20.4
Old  :                 55.3       27.4       62.6       30.2       55.3       27.4       62.6       30.2
Other:                 58.1       13.4       74.4       20.2       58.1       13.4       74.3       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   325,971:    68,716     41,223     57,854    168,362    199,481    294,932    298,558:    31,038     27,413
Old  :    93,534:    13,582     13,843     15,064     54,101     54,071     82,747     82,978:    10,788     10,556
Other:   232,436:    63,699     35,945     34,224    114,262    145,410    212,186    215,579:    20,251     16,857
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -2,537:     5,195    -10,875     -2,560     -6,136     12,176     -3,501     -1,260:       964     -1,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       12.6       17.7       51.6       61.2       90.5       91.6:       9.5        8.4
Old  :     100.0:      14.5       14.8       16.1       57.8       57.8       88.5       88.7:      11.5       11.3
Other:     100.0:      27.4       15.5       14.7       49.2       62.6       91.3       92.7:       8.7        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        78         65         77         67         74        191        187:
Old  :       162:        53         33         41         52         63        119        124:
Other:       219:        68         71         56         55         65        159        160:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       29.4       23.4       40.0       11.5       22.4       18.8       30.4
Old  :                 24.9       21.0       36.5       32.2       20.9       17.4       29.0       24.9
Other:                 14.5       34.6       25.1       46.0       14.0       30.6       24.2       40.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   732,836:    74,561    152,199     55,193    452,270    369,190    582,024    576,582:   150,812    156,254
Old  :   732,836:    74,561    152,199     55,193    452,270    369,190    582,024    576,582:   150,812    156,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    56,655:    12,411     16,823     11,861     35,153     20,855     59,425     49,539:    -2,770      7,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       20.8        7.5       61.7       50.4       79.4       78.7:      20.6       21.3
Old  :     100.0:      10.2       20.8        7.5       61.7       50.4       79.4       78.7:      20.6       21.3
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  :       168:        23         44         41         82         79        134        135:
Old  :       168:        23         44         41         82         79        134        135:
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  :                 19.3       17.7       28.8       26.2       18.9       16.8       27.1       24.9
Old  :                 19.3       17.7       28.8       26.2       18.9       16.8       27.1       24.9
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   376,710:    56,876     61,611      3,445    254,848    263,529    315,170    328,585:    61,540     48,125
Old  :   376,710:    56,876     61,611      3,445    254,848    263,529    315,170    328,585:    61,540     48,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -10,244:    -1,286      1,346        320     -9,111    -14,294    -10,077    -12,628:      -167      2,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       16.4        0.9       67.7       70.0       83.7       87.2:      16.3       12.8
Old  :     100.0:      15.1       16.4        0.9       67.7       70.0       83.7       87.2:      16.3       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         7         11          5         39         33         50         45:
Old  :        72:         7         11          5         39         33         50         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       48.2       46.6       60.3       24.1       47.7       42.2       59.2
Old  :                 27.2       48.2       46.6       60.3       24.1       47.7       42.2       59.2
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,017:       665        473        365      7,408      7,865      8,438      8,703:       579        314
Old  :     9,017:       665        473        365      7,408      7,865      8,438      8,703:       579        314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       121:        14        -43         57       -167         -3        -96         11:       217        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.2        4.0       82.2       87.2       93.6       96.5:       6.4        3.5
Old  :     100.0:       7.4        5.2        4.0       82.2       87.2       93.6       96.5:       6.4        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         5          4          4         20         24         28         29:
Old  :        36:         5          4          4         20         24         28         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       42.4       63.2       64.9       25.8       24.3       34.8       33.2
Old  :                 45.2       42.4       63.2       64.9       25.8       24.3       34.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   197,799:    35,952     26,981     36,937     90,078    105,342    162,967    169,260:    34,832     28,540
Old  :    71,639:    14,341      6,074      7,539     35,694     46,597     57,573     60,210:    14,066     11,429
Other:   126,160:    28,798     28,094     22,211     54,384     58,745    105,394    109,050:    20,767     17,110
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   -17,050:      -785     -6,231     -5,024    -13,002     -5,391    -18,811    -16,646:     1,761       -403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       13.6       18.7       45.5       53.3       82.4       85.6:      17.6       14.4
Old  :     100.0:      20.0        8.5       10.5       49.8       65.0       80.4       84.0:      19.6       16.0
Other:     100.0:      22.8       22.3       17.6       43.1       46.6       83.5       86.4:      16.5       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        45         37         48         63         62        136        128:
Old  :       119:        28         20         26         54         49         96         83:
Other:       148:        38         37         32         56         51        112        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       26.7       23.9       37.8        9.7       20.8       16.8       27.7
Old  :                 19.5       38.7       31.6       48.4       17.9       38.0       27.1       44.7
Other:                 15.0       24.7       25.5       37.8       11.6       17.0       19.7       26.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,186:     4,163      2,243      2,338      7,665     12,214     14,166     16,795:     4,020      1,391
Old  :    18,186:     4,163      2,243      2,338      7,665     12,214     14,166     16,795:     4,020      1,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :      -462:       -35       -651       -245       -177        809       -456        -86:        -6       -376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       12.3       12.9       42.1       67.2       77.9       92.4:      22.1        7.6
Old  :     100.0:      22.9       12.3       12.9       42.1       67.2       77.9       92.4:      22.1        7.6
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  :        82:        29         18         17         28         19         69         43:
Old  :        82:        29         18         17         28         19         69         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       44.1       37.7       58.7       26.5       43.9       37.7       58.4
Old  :                 26.5       44.1       37.7       58.7       26.5       43.9       37.7       58.4
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,044,149:   237,762    202,130     46,731    657,591    651,691    942,083    900,552:   102,066    143,597
Old  : 1,044,149:   237,762    202,130     46,731    657,591    651,691    942,083    900,552:   102,066    143,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :     3,567:    -2,722     25,374     -7,905     19,000     -6,291      8,374     11,178:    -4,807     -7,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       19.4        4.5       63.0       62.4       90.2       86.2:       9.8       13.8
Old  :     100.0:      22.8       19.4        4.5       63.0       62.4       90.2       86.2:       9.8       13.8
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  :       274:        47         68         33         96        129        165        208:
Old  :       274:        47         68         33         96        129        165        208:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       12.9       39.9       22.4       23.0       11.1       36.9       19.4
Old  :                 24.8       12.9       39.9       22.4       23.0       11.1       36.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,309,229:   276,650    281,560    259,143  1,461,320  1,426,133  1,997,113  1,966,836:   312,116    342,393
Old  : 2,309,229:   276,650    281,560    259,143  1,461,320  1,426,133  1,997,113  1,966,836:   312,116    342,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    72,410:    54,139      8,236      8,549     12,279     76,832     74,967     93,617:    -2,557    -21,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       12.2       11.2       63.3       61.8       86.5       85.2:      13.5       14.8
Old  :     100.0:      12.0       12.2       11.2       63.3       61.8       86.5       85.2:      13.5       14.8
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  :       287:        50         52         62        148        171        226        257:
Old  :       287:        50         52         62        148        171        226        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  :                 20.6       17.3       28.6       25.6       19.6       14.2       26.1       20.5
Old  :                 20.6       17.3       28.6       25.6       19.6       14.2       26.1       20.5
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,726,068:   392,908    164,479    139,831    965,264  1,129,535  1,498,002  1,433,845:   228,065    292,222
Old  : 1,726,068:   392,908    164,479    139,831    965,264  1,129,535  1,498,002  1,433,845:   228,065    292,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :   124,654:     9,140     20,507     42,120     73,855     73,959    125,114    136,585:      -460    -11,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        9.5        8.1       55.9       65.4       86.8       83.1:      13.2       16.9
Old  :     100.0:      22.8        9.5        8.1       55.9       65.4       86.8       83.1:      13.2       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  :       218:        40         38         36         93        120        148        179:
Old  :       218:        40         38         36         93        120        148        179:
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  :                 34.7       19.6       43.9       29.4       34.5       17.8       43.4       25.5
Old  :                 34.7       19.6       43.9       29.4       34.5       17.8       43.4       25.5
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,011,619:    64,665     67,116    316,364    585,234    571,531    966,263    955,011:    45,356     56,608
Old  : 1,011,619:    64,665     67,116    316,364    585,234    571,531    966,263    955,011:    45,356     56,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    43,480:    -1,088      2,211      5,352     29,678     32,265     33,943     39,829:     9,537      3,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        6.6       31.3       57.9       56.5       95.5       94.4:       4.5        5.6
Old  :     100.0:       6.4        6.6       31.3       57.9       56.5       95.5       94.4:       4.5        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        29         31         43         70         79        121        136:
Old  :       148:        29         31         43         70         79        121        136:
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  :                 34.5       23.7       48.4       36.5       20.6       10.1       23.1       13.9
Old  :                 34.5       23.7       48.4       36.5       20.6       10.1       23.1       13.9
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    75,144:    25,394      3,250      4,213     35,356     62,159     64,963     69,622:    10,180      5,521
Old  :    75,144:    25,394      3,250      4,213     35,356     62,159     64,963     69,622:    10,180      5,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    23,840:     7,312     -1,575      3,472      9,290     20,500     20,073     22,397:     3,767      1,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        4.3        5.6       47.1       82.7       86.5       92.7:      13.5        7.3
Old  :     100.0:      33.8        4.3        5.6       47.1       82.7       86.5       92.7:      13.5        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        25         16         10         39         31         72         51:
Old  :       101:        25         16         10         39         31         72         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  :                 26.1       46.8       37.9       61.7       26.1       44.1       37.5       59.0
Old  :                 26.1       46.8       37.9       61.7       26.1       44.1       37.5       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    14,666:     4,279        758         33      7,758     12,412     12,070     13,203:     2,596      1,463
Old  :    14,666:     4,279        758         33      7,758     12,412     12,070     13,203:     2,596      1,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        5.2        0.2       52.9       84.6       82.3       90.0:      17.7       10.0
Old  :     100.0:      29.2        5.2        0.2       52.9       84.6       82.3       90.0:      17.7       10.0
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  :        21:         6          2          2          7          6         14          9:
Old  :        21:         6          2          2          7          6         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       79.5       68.1       90.0       46.7       79.5       68.1       89.8
Old  :                 46.7       79.5       68.1       90.0       46.7       79.5       68.1       89.8
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   120,956:    49,444     12,199      1,146     55,196     99,495    105,786    112,840:    15,170      8,116
Old  :   120,956:    49,444     12,199      1,146     55,196     99,495    105,786    112,840:    15,170      8,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    18,349:    13,279      2,549       -336      3,064     16,175     16,007     18,388:     2,343        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       10.1        0.9       45.6       82.3       87.5       93.3:      12.5        6.7
Old  :     100.0:      40.9       10.1        0.9       45.6       82.3       87.5       93.3:      12.5        6.7
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  :        96:        24         16          8         36         29         65         48:
Old  :        96:        24         16          8         36         29         65         48:
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  :                 30.8       47.8       44.8       64.0       30.8       47.6       44.8       63.9
Old  :                 30.8       47.8       44.8       64.0       30.8       47.6       44.8       63.9
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, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,757:     3,540      2,435        486      1,842      3,813      5,868      6,734:       889         23
Old  :     6,757:     3,540      2,435        486      1,842      3,813      5,868      6,734:       889         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       538:       542        652          0         28          0        570        652:       -32       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4       36.0        7.2       27.3       56.4       86.8       99.7:      13.2        0.3
Old  :     100.0:      52.4       36.0        7.2       27.3       56.4       86.8       99.7:      13.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          6          1          3          1         15          7:
Old  :        21:        11          6          1          3          1         15          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       85.4       76.6       99.7       52.4       78.2       71.9       92.5
Old  :                 52.4       85.4       76.6       99.7       52.4       78.2       71.9       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,369:     1,655        718         17     12,383     13,577     14,055     14,312:       314         57
Old  :    14,369:     1,655        718         17     12,383     13,577     14,055     14,312:       314         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :       458:       253        -15          1        172        465        426        451:        32          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.0        0.1       86.2       94.5       97.8       99.6:       2.2        0.4
Old  :     100.0:      11.5        5.0        0.1       86.2       94.5       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          5          1          8         13         14         19:
Old  :        30:         6          5          1          8         13         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       83.8       94.0       94.3       75.8       83.8       93.9       94.3
Old  :                 75.8       83.8       94.0       94.3       75.8       83.8       93.9       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    22,659:     5,608        957          3     16,781     21,632     22,392     22,592:       267         67
Old  :    22,659:     5,608        957          3     16,781     21,632     22,392     22,592:       267         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2011                         :
     :    -2,749:     1,066       -531          3     -3,827     -2,218     -2,758     -2,746:         9         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        4.2        0.0       74.1       95.5       98.8       99.7:       1.2        0.3
Old  :     100.0:      24.7        4.2        0.0       74.1       95.5       98.8       99.7:       1.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         9          4          1          8         14         17         19:
Old  :        34:         9          4          1          8         14         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.0       72.3       93.1       89.6       85.0       72.3       93.1       89.6
Old  :                 85.0       72.3       93.1       89.6       85.0       72.3       93.1       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 15, 2011