```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   490,790:    72,365     97,814    119,417    262,569    214,560    454,351    431,792:    36,438     58,998
Old  :   400,079:    67,750     89,249     84,116    218,057    183,130    369,923    356,495:    30,156     43,584
Other:    90,711:    23,047     26,997     16,869     44,512     31,430     84,428     75,296:     6,282     15,414
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     7,869:    -5,852     17,263      3,373      8,217    -13,009      5,738      7,627:     2,131        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       19.9       24.3       53.5       43.7       92.6       88.0:       7.4       12.0
Old  :     100.0:      16.9       22.3       21.0       54.5       45.8       92.5       89.1:       7.5       10.9
Other:     100.0:      25.4       29.8       18.6       49.1       34.6       93.1       83.0:       6.9       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       118        147        166         99        120        318        351:
Old  :       399:       128        140        139         90        115        288        329:
Other:       214:        43         67         49         42         91        120        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       12.3       35.4       18.5       20.4       11.1       32.8       15.7
Old  :                 23.8       14.7       37.2       20.8       22.7       13.5       35.1       19.3
Other:                 31.0       17.3       46.6       28.3       25.7       11.0       36.9       17.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  : 1,905,262:   416,418     90,817    595,214    705,560    934,113  1,717,192  1,620,143:   188,070    285,119
Old  : 1,747,168:   396,923    101,835    544,414    633,255    842,068  1,574,592  1,488,317:   172,576    258,851
Other:   158,094:    53,231     22,717     17,064     72,305     92,045    142,600    131,826:    15,494     26,268
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -56,472:   -28,388       -281    -25,413      1,492    -24,493    -52,309    -50,188:    -4,163     -6,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        4.8       31.2       37.0       49.0       90.1       85.0:       9.9       15.0
Old  :     100.0:      22.7        5.8       31.2       36.2       48.2       90.1       85.2:       9.9       14.8
Other:     100.0:      33.7       14.4       10.8       45.7       58.2       90.2       83.4:       9.8       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       905:       274        187        291        262        401        657        765:
Old  :       902:       271        189        276        260        401        646        756:
Other:       450:        71         72         50         65        280        156        384:
     :----------------------------------------------------------------------------------------------------
     :             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       19.8       15.7        9.5        6.8       13.7        9.6
Old  :                 11.8        9.9       19.8       15.1        9.7        7.0       14.5        9.9
Other:                 28.7       23.6       41.7       31.9       21.1       12.9       32.7       20.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    15,674:     2,707      1,191      1,586      8,462     11,528     12,756     14,305:     2,918      1,369
Old  :    15,539:     2,708      1,178      1,541      8,377     11,456     12,625     14,174:     2,914      1,365
Other:       135:         0         14         46         85         72        131        131:         4          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       320:      -730        541        124        793       -723        186        -58:       133        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        7.6       10.1       54.0       73.5       81.4       91.3:      18.6        8.7
Old  :     100.0:      17.4        7.6        9.9       53.9       73.7       81.2       91.2:      18.8        8.8
Other:     100.0:       0.0       10.1       33.8       63.2       53.1       97.0       97.0:       3.0        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14          9          6         14         13         32         24:
Old  :        42:        14          9          6         14         13         32         24:
Other:         6:         0          2          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  :                 39.9       65.3       57.3       80.2       37.5       61.7       50.9       71.1
Old  :                 39.9       65.6       57.0       80.2       37.6       62.4       51.1       71.8
Other:                 96.3       97.0       97.0       97.0       30.9       30.9       30.9       30.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   836,554:   204,022     43,130    247,490    315,183    467,592    766,695    758,212:    69,859     78,342
Old  :   793,715:   195,763     46,573    233,472    297,781    441,168    727,016    721,213:    66,699     72,502
Other:    42,838:    17,978      6,276      4,299     17,402     26,424     39,679     36,999:     3,159      5,840
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     3,776:   -15,694      3,624     -8,317     31,984     10,432      7,972      5,738:    -4,196     -1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.2       29.6       37.7       55.9       91.6       90.6:       8.4        9.4
Old  :     100.0:      24.7        5.9       29.4       37.5       55.6       91.6       90.9:       8.4        9.1
Other:     100.0:      42.0       14.7       10.0       40.6       61.7       92.6       86.4:       7.4       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       623:       235        147        234        127        216        476        499:
Old  :       622:       238        145        226        127        215        470        495:
Other:       248:        38         59         23         34        136         91        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       18.8       19.7       27.3       10.2       12.0       14.7       18.0
Old  :                 12.2       18.8       20.3       27.4       10.6       12.7       15.9       18.2
Other:                 30.1       35.5       44.4       48.8       25.0       33.3       38.3       41.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    22,713:    19,253      2,051         46          8      4,319     19,307      6,416:     3,406     16,297
Old  :    20,020:    16,977      2,013         21          8      3,582     17,006      5,616:     3,014     14,404
Other:     2,693:     2,301         63          0          0        737      2,301        800:       392      1,893
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -3,094:    -3,007       -750       -108          0     -1,928     -3,115     -2,786:        21       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.8        9.0        0.2        0.0       19.0       85.0       28.2:      15.0       71.8
Old  :     100.0:      84.8       10.1        0.1        0.0       17.9       84.9       28.1:      15.1       71.9
Other:     100.0:      85.4        2.3        0.0        0.0       27.4       85.4       29.7:      14.6       70.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        22          7          6          1         10         23         23:
Old  :        39:        22          7          6          1         10         23         23:
Other:        22:         8          4          0          0         10          8         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       15.7       66.0       21.0       48.1       15.7       66.0       21.0
Old  :                 44.8       14.9       63.8       20.3       44.7       14.9       63.8       20.3
Other:                 76.8       23.4       85.4       27.0       76.8       23.4       85.4       27.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   338,985:    76,239     33,626     62,832    166,029    218,870    305,101    315,328:    33,884     23,657
Old  :   331,574:    76,232     34,398     61,643    160,816    212,197    298,692    308,238:    32,882     23,336
Other:     7,411:       923        144        273      5,213      6,673      6,409      7,090:     1,002        321
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    14,224:      -356        916      2,437     13,204     11,906     15,286     15,258:    -1,062     -1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.9       18.5       49.0       64.6       90.0       93.0:      10.0        7.0
Old  :     100.0:      23.0       10.4       18.6       48.5       64.0       90.1       93.0:       9.9        7.0
Other:     100.0:      12.5        1.9        3.7       70.3       90.0       86.5       95.7:      13.5        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:       102         55         77         68         77        208        185:
Old  :       261:       101         61         76         68         77        207        185:
Other:        35:        11          2          3         12         14         23         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  :                 14.1       23.0       23.2       36.9       10.6       18.0       16.8       27.2
Old  :                 13.5       23.2       22.8       36.1       11.0       18.6       17.3       27.5
Other:                 63.2       68.6       76.5       87.5       29.3       38.9       38.8       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   807,058:    57,180     94,229     98,002    487,918    471,708    643,100    663,938:   163,958    143,120
Old  :   807,058:    57,180     94,229     98,002    487,918    471,708    643,100    663,938:   163,958    143,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -16,158:     7,310      2,645    -14,444     -2,384      4,606     -9,519     -7,193:    -6,640     -8,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       11.7       12.1       60.5       58.4       79.7       82.3:      20.3       17.7
Old  :     100.0:       7.1       11.7       12.1       60.5       58.4       79.7       82.3:      20.3       17.7
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  :       164:        37         25         40         82         79        133        130:
Old  :       164:        37         25         40         82         79        133        130:
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  :                 19.5       16.4       26.9       26.6       16.7       14.0       22.4       23.0
Old  :                 19.5       16.4       26.9       26.6       16.7       14.0       22.4       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   401,117:    54,580     44,343      7,880    270,942    303,696    333,402    355,919:    67,715     45,198
Old  :   401,117:    54,580     44,343      7,880    270,942    303,696    333,402    355,919:    67,715     45,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -16,384:     4,012      5,003     -9,461    -11,810    -16,931    -17,259    -21,389:       876      5,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       11.1        2.0       67.5       75.7       83.1       88.7:      16.9       11.3
Old  :     100.0:      13.6       11.1        2.0       67.5       75.7       83.1       88.7:      16.9       11.3
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  :        74:         6          8          3         42         41         50         50:
Old  :        74:         6          8          3         42         41         50         50:
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  :                 25.6       49.6       43.2       62.6       22.6       49.3       39.5       60.5
Old  :                 25.6       49.6       43.2       62.6       22.6       49.3       39.5       60.5
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 13, 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  :    10,469:     1,067        908        795      8,114      8,435      9,976     10,138:       493        331
Old  :    10,469:     1,067        908        795      8,114      8,435      9,976     10,138:       493        331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       -45:        15         43         -2        -39       -114        -26        -73:       -19         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        8.7        7.6       77.5       80.6       95.3       96.8:       4.7        3.2
Old  :     100.0:      10.2        8.7        7.6       77.5       80.6       95.3       96.8:       4.7        3.2
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:         6          4          4         23         25         32         30:
Old  :        37:         6          4          4         23         25         32         30:
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  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
Old  :                 53.2       50.5       70.4       70.0       25.5       25.6       33.7       37.4
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 13, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   215,377:    69,406     20,678     33,260     73,465    140,517    176,132    194,455:    39,246     20,922
Old  :   210,616:    68,624     20,746     31,965     71,450    137,495    172,039    190,206:    38,577     20,410
Other:     4,761:     1,080        230        997      2,016      3,022      4,092      4,249:       668        512
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -18,595:    -7,663      1,173     -5,889     -4,285    -12,769    -17,837    -17,485:      -759     -1,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        9.6       15.4       34.1       65.2       81.8       90.3:      18.2        9.7
Old  :     100.0:      32.6        9.9       15.2       33.9       65.3       81.7       90.3:      18.3        9.7
Other:     100.0:      22.7        4.8       20.9       42.3       63.5       86.0       89.2:      14.0       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        81         27         46         66         66        171        125:
Old  :       199:        83         28         46         66         66        171        125:
Other:        33:         6          6          7         14          9         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  :                 14.3       31.6       22.2       44.7        7.9       22.5       14.0       30.6
Old  :                 14.0       31.7       22.0       44.4        8.0       22.9       14.3       31.1
Other:                 46.0       54.4       68.2       74.9       39.1       46.0       50.0       55.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    19,262:     5,910      3,406      1,178      7,318     13,575     14,406     18,159:     4,856      1,103
Old  :    19,261:     5,910      3,406      1,178      7,318     13,574     14,406     18,158:     4,855      1,103
Other:         1:         0          0          0          0          1          0          1:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :       176:       127        265       -213        398        179        313        231:      -137        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       17.7        6.1       38.0       70.5       74.8       94.3:      25.2        5.7
Old  :     100.0:      30.7       17.7        6.1       38.0       70.5       74.8       94.3:      25.2        5.7
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        43         22         14         26         17         76         46:
Old  :        96:        43         22         14         26         17         76         46:
Other:         1:         0          0          0          0          1          0          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  :                 22.8       54.7       35.2       65.8       22.8       52.8       35.2       63.9
Old  :                 22.8       54.7       35.2       65.8       22.8       52.8       35.2       63.9
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :   797,479:   171,358    167,205     48,683    467,941    461,894    687,982    677,783:   109,498    119,697
Old  :   797,479:   171,358    167,205     48,683    467,941    461,894    687,982    677,783:   109,498    119,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :   -10,681:    16,382    -13,911      7,017    -22,039     -3,036      1,360     -9,930:   -12,041       -752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.0        6.1       58.7       57.9       86.3       85.0:      13.7       15.0
Old  :     100.0:      21.5       21.0        6.1       58.7       57.9       86.3       85.0:      13.7       15.0
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  :       225:        39         50         26         84        115        142        173:
Old  :       225:        39         50         26         84        115        142        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       15.3       34.3       23.1       21.6       10.2       29.8       17.2
Old  :                 22.8       15.3       34.3       23.1       21.6       10.2       29.8       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 13, 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  : 1,959,549:   150,856    229,100    179,653  1,300,240  1,216,751  1,630,748  1,625,503:   328,801    334,046
Old  : 1,959,549:   150,856    229,100    179,653  1,300,240  1,216,751  1,630,748  1,625,503:   328,801    334,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :  -104,114:   -38,079     -2,728      3,576    -75,014    -97,554   -109,516    -96,705:     5,402     -7,409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       11.7        9.2       66.4       62.1       83.2       83.0:      16.8       17.0
Old  :     100.0:       7.7       11.7        9.2       66.4       62.1       83.2       83.0:      16.8       17.0
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  :       230:        46         34         50        121        133        183        201:
Old  :       230:        46         34         50        121        133        183        201:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       15.0       37.3       24.5       28.3       12.6       34.5       20.2
Old  :                 30.0       15.0       37.3       24.5       28.3       12.6       34.5       20.2
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 13, 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  : 1,451,942:   384,219    115,426     77,201    775,134    997,991  1,236,554  1,190,618:   215,387    261,324
Old  : 1,451,942:   384,219    115,426     77,201    775,134    997,991  1,236,554  1,190,618:   215,387    261,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     1,773:    -8,172      2,430      2,835     17,404        143     12,066      5,409:   -10,293     -3,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        7.9        5.3       53.4       68.7       85.2       82.0:      14.8       18.0
Old  :     100.0:      26.5        7.9        5.3       53.4       68.7       85.2       82.0:      14.8       18.0
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  :       187:        36         26         33         80        115        131        159:
Old  :       187:        36         26         33         80        115        131        159:
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  :                 27.0       18.4       39.7       26.9       26.7       15.5       39.1       22.5
Old  :                 27.0       18.4       39.7       26.9       26.7       15.5       39.1       22.5
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, September 13, 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  :   949,995:    78,430     63,147    309,259    521,026    531,407    908,715    903,813:    41,281     46,182
Old  :   949,995:    78,430     63,147    309,259    521,026    531,407    908,715    903,813:    41,281     46,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     3,827:      -756     -2,933      7,947     -5,135     -1,132      2,057      3,882:     1,770        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        6.6       32.6       54.8       55.9       95.7       95.1:       4.3        4.9
Old  :     100.0:       8.3        6.6       32.6       54.8       55.9       95.7       95.1:       4.3        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  :       143:        29         30         44         68         74        120        128:
Old  :       143:        29         30         44         68         74        120        128:
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  :                 34.8       25.9       50.3       42.3       24.8       18.0       29.6       26.0
Old  :                 34.8       25.9       50.3       42.3       24.8       18.0       29.6       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    64,650:     8,304      2,996      5,540     41,738     47,351     55,581     55,887:     9,069      8,764
Old  :    64,650:     8,304      2,996      5,540     41,738     47,351     55,581     55,887:     9,069      8,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    10,710:       145        635      1,391      7,142      7,694      8,677      9,720:     2,032        990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        4.6        8.6       64.6       73.2       86.0       86.4:      14.0       13.6
Old  :     100.0:      12.8        4.6        8.6       64.6       73.2       86.0       86.4:      14.0       13.6
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  :        89:        18         11         15         43         38         67         62:
Old  :        89:        18         11         15         43         38         67         62:
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  :                 23.6       32.8       37.0       49.1       17.5       24.7       26.9       37.5
Old  :                 23.6       32.8       37.0       49.1       17.5       24.7       26.9       37.5
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 13, 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  :    15,903:     2,168      2,482        937      9,819     10,541     12,924     13,960:     2,979      1,943
Old  :    15,903:     2,168      2,482        937      9,819     10,541     12,924     13,960:     2,979      1,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :     1,634:      -296         22        899        817        820      1,420      1,741:       214       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.6        5.9       61.7       66.3       81.3       87.8:      18.7       12.2
Old  :     100.0:      13.6       15.6        5.9       61.7       66.3       81.3       87.8:      18.7       12.2
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  :        21:         4          3          2          9          8         13         13:
Old  :        21:         4          3          2          9          8         13         13:
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  :                 40.3       64.0       64.9       80.5       38.3       64.0       57.6       75.0
Old  :                 40.3       64.0       64.9       80.5       38.3       64.0       57.6       75.0
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 13, 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  :    97,495:    18,727      7,483      2,750     63,837     73,620     85,315     83,854:    12,180     13,641
Old  :    97,495:    18,727      7,483      2,750     63,837     73,620     85,315     83,854:    12,180     13,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    18,150:     1,402      1,747        462     12,650     13,748     14,514     15,957:     3,636      2,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        7.7        2.8       65.5       75.5       87.5       86.0:      12.5       14.0
Old  :     100.0:      19.2        7.7        2.8       65.5       75.5       87.5       86.0:      12.5       14.0
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  :        86:        19         12         11         42         36         64         57:
Old  :        86:        19         12         11         42         36         64         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       38.1       40.3       50.7       24.3       32.6       37.7       43.8
Old  :                 24.7       38.1       40.3       50.7       24.3       32.6       37.7       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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  :    11,874:     5,230      6,325      1,736      4,501      3,813     11,467     11,874:       407          0
Old  :    11,874:     5,230      6,325      1,736      4,501      3,813     11,467     11,874:       407          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :      -107:         0        -55         70        -30          0         40         15:      -147       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       53.3       14.6       37.9       32.1       96.6      100.0:       3.4        0.0
Old  :     100.0:      44.0       53.3       14.6       37.9       32.1       96.6      100.0:       3.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 71.8       78.5       92.6       94.5       70.1       66.7       79.9       80.4
Old  :                 71.8       78.5       92.6       94.5       70.1       66.7       79.9       80.4
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 13, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,719:     3,009        622          0      7,438     10,032     10,447     10,654:       272         65
Old  :    10,719:     3,009        622          0      7,438     10,032     10,447     10,654:       272         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -1,024:       650        218       -490     -1,132       -737       -972     -1,009:       -52        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        5.8        0.0       69.4       93.6       97.5       99.4:       2.5        0.6
Old  :     100.0:      28.1        5.8        0.0       69.4       93.6       97.5       99.4:       2.5        0.6
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  :        32:         8          5          0          7         14         15         19:
Old  :        32:         8          5          0          7         14         15         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  :                 78.3       78.9       94.1       92.0       78.3       78.9       94.1       91.8
Old  :                 78.3       78.9       94.1       92.0       78.3       78.9       94.1       91.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    21,103:     1,706        695          0     19,154     20,340     20,860     21,035:       243         68
Old  :    21,103:     1,706        695          0     19,154     20,340     20,860     21,035:       243         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2011                    :
     :    -1,366:    -1,910       -588       -207        771       -588     -1,346     -1,383:       -20         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        3.3        0.0       90.8       96.4       98.8       99.7:       1.2        0.3
Old  :     100.0:       8.1        3.3        0.0       90.8       96.4       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  :        30:         6          3          0          8         15         14         18:
Old  :        30:         6          3          0          8         15         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.5       79.8       97.6       90.7       93.5       79.8       97.6       90.7
Old  :                 93.5       79.8       97.6       90.7       93.5       79.8       97.6       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 16, 2011