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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   534,448:    74,256    104,533    143,594    274,133    220,206    491,984    468,334:    42,464     66,114
Old  :   456,579:    68,914     96,012    117,697    232,922    192,427    419,534    406,136:    37,045     50,443
Other:    77,869:    17,265     20,444     13,974     41,211     27,780     72,450     62,197:     5,419     15,672
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -4,485:       465        332        650     -3,583     -3,043     -2,468     -2,061:    -2,017     -2,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       19.6       26.9       51.3       41.2       92.1       87.6:       7.9       12.4
Old  :     100.0:      15.1       21.0       25.8       51.0       42.1       91.9       89.0:       8.1       11.0
Other:     100.0:      22.2       26.3       17.9       52.9       35.7       93.0       79.9:       7.0       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       123        145        184        101        124        337        356:
Old  :       410:       121        148        168         96        120        321        342:
Other:       197:        41         54         38         39         89        104        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       12.5       31.9       18.5       17.6        9.7       28.9       14.0
Old  :                 20.4       14.3       32.5       20.4       19.0       12.1       29.9       17.4
Other:                 33.7       17.5       50.0       27.5       28.0       10.3       40.8       17.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 1,894,620:   368,744     74,077    594,908    744,312    942,888  1,707,964  1,611,873:   186,656    282,747
Old  :   350,636:    63,543     21,057    110,145    137,976    181,758    311,664    312,960:    38,971     37,675
Other: 1,543,984:   332,252     80,071    457,713    606,335    761,129  1,396,300  1,298,913:   147,685    245,071
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     2,690:   -14,653    -10,612     27,758     -7,816    -11,202      5,289      5,944:    -2,599     -3,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        3.9       31.4       39.3       49.8       90.1       85.1:       9.9       14.9
Old  :     100.0:      18.1        6.0       31.4       39.4       51.8       88.9       89.3:      11.1       10.7
Other:     100.0:      21.5        5.2       29.6       39.3       49.3       90.4       84.1:       9.6       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       874:       240        174        290        285        412        670        748:
Old  :       634:       153        105        125        167        303        374        479:
Other:       852:       228        180        258        250        396        609        712:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       11.2       20.8       16.7        9.8        6.4       14.0        9.3
Old  :                 16.0       18.3       26.2       25.7       15.0       12.1       21.7       16.7
Other:                 13.6       10.2       21.3       15.8        9.4        6.6       15.1        9.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    14,768:     2,767      1,102      1,837      7,551     10,133     12,155     13,072:     2,613      1,696
Old  :    14,638:     2,766      1,094      1,790      7,469     10,059     12,025     12,943:     2,613      1,695
Other:       130:         0          8         48         82         74        130        129:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       701:      -166        230        237        862          0        933        467:      -232        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        7.5       12.4       51.1       68.6       82.3       88.5:      17.7       11.5
Old  :     100.0:      18.9        7.5       12.2       51.0       68.7       82.2       88.4:      17.8       11.6
Other:     100.0:       0.1        6.0       36.6       63.3       56.7      100.0       99.2:       0.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15          8          6         16         13         33         25:
Old  :        43:        15          8          6         16         13         33         25:
Other:         5:         1          1          2          2          2          4          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       55.8       50.0       74.1       28.2       46.2       42.0       59.4
Old  :                 31.8       55.7       49.9       73.9       28.3       46.7       42.2       59.8
Other:                100.0       99.2      100.0       99.2       28.3       27.6       28.3       27.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   707,033:   121,985     62,214    208,508    322,160    354,532    652,652    625,254:    54,381     81,779
Old  :   678,080:   115,783     63,400    201,210    308,445    335,833    625,439    600,443:    52,642     77,637
Other:    28,953:    10,582      3,195      2,917     13,715     18,699     27,214     24,811:     1,739      4,142
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -2,086:   -35,669      8,203      8,792     29,787    -23,309      2,910     -6,313:    -4,996      4,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.8       29.5       45.6       50.1       92.3       88.4:       7.7       11.6
Old  :     100.0:      17.1        9.3       29.7       45.5       49.5       92.2       88.6:       7.8       11.4
Other:     100.0:      36.5       11.0       10.1       47.4       64.6       94.0       85.7:       6.0       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       169        169        219        129        206        406        501:
Old  :       573:       166        176        210        128        206        400        497:
Other:       227:        32         56         20         27        130         73        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       16.2       22.4       24.4       11.7       10.4       17.0       14.4
Old  :                 13.9       16.4       23.1       24.6       12.5       11.0       18.2       15.1
Other:                 43.5       37.9       59.1       48.9       35.1       30.7       47.0       36.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    22,965:    20,027      2,044        121          8      5,771     20,156      7,936:     2,809     15,029
Old  :    20,844:    18,162      2,000         66          8      5,007     18,236      7,073:     2,608     13,771
Other:     2,121:     1,920         99          0          0        764      1,920        863:       201      1,258
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -603:      -354       -126         10          8         45       -336        -71:      -267       -532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.2        8.9        0.5        0.0       25.1       87.8       34.6:      12.2       65.4
Old  :     100.0:      87.1        9.6        0.3        0.0       24.0       87.5       33.9:      12.5       66.1
Other:     100.0:      90.5        4.7        0.0        0.0       36.0       90.5       40.7:       9.5       59.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          7          6          1         15         20         28:
Old  :        41:        19          7          6          1         15         20         28:
Other:        25:         8          3          0          0         14          8         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       14.1       72.0       21.1       55.4       14.1       71.9       21.1
Old  :                 53.3       13.0       70.5       20.1       53.1       13.0       70.4       20.1
Other:                 81.1       28.4       90.5       35.8       81.1       28.4       90.5       35.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   334,757:    58,135     61,607     58,794    191,909    184,400    308,837    304,800:    25,920     29,957
Old  :    63,468:     4,212     12,951      7,653     47,486     37,128     59,350     57,731:     4,118      5,737
Other:   271,289:    60,809     55,542     44,255    144,423    147,272    249,487    247,069:    21,802     24,220
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     6,390:   -14,592     16,412      1,918     25,661    -16,701     12,987      1,629:    -6,597      4,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       18.4       17.6       57.3       55.1       92.3       91.1:       7.7        8.9
Old  :     100.0:       6.6       20.4       12.1       74.8       58.5       93.5       91.0:       6.5        9.0
Other:     100.0:      22.4       20.5       16.3       53.2       54.3       92.0       91.1:       8.0        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        68         78         74         72         73        186        195:
Old  :       142:        34         39         27         48         50         97        101:
Other:       239:        74         75         64         69         69        177        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  :                 17.8       25.1       26.7       34.3       10.4       14.5       17.1       20.7
Old  :                 42.3       28.2       53.2       40.2       32.3       22.2       39.0       29.4
Other:                 14.9       27.1       25.2       36.7       12.4       21.4       20.8       28.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   849,773:    66,817    110,428    109,851    519,252    474,182    695,920    694,460:   153,853    155,313
Old  :   849,773:    66,817    110,428    109,851    519,252    474,182    695,920    694,460:   153,853    155,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    60,332:    -8,322    -14,484     28,362     57,544     46,864     77,584     60,743:   -17,252       -411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       13.0       12.9       61.1       55.8       81.9       81.7:      18.1       18.3
Old  :     100.0:       7.9       13.0       12.9       61.1       55.8       81.9       81.7:      18.1       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        36         28         41         84         87        136        140:
Old  :       169:        36         28         41         84         87        136        140:
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  :                 19.6       15.0       28.0       22.8       17.7       13.8       24.6       20.9
Old  :                 19.6       15.0       28.0       22.8       17.7       13.8       24.6       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   413,280:    58,345     63,617      4,803    282,050    298,680    345,198    367,101:    68,082     46,180
Old  :   413,280:    58,345     63,617      4,803    282,050    298,680    345,198    367,101:    68,082     46,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    11,452:    -1,706        344        644      4,240      8,336      3,178      9,324:     8,275      2,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.4        1.2       68.2       72.3       83.5       88.8:      16.5       11.2
Old  :     100.0:      14.1       15.4        1.2       68.2       72.3       83.5       88.8:      16.5       11.2
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  :        73:         7         10          5         40         36         50         48:
Old  :        73:         7         10          5         40         36         50         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  :                 25.6       48.5       44.0       61.9       22.3       47.9       39.7       60.8
Old  :                 25.6       48.5       44.0       61.9       22.3       47.9       39.7       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :     9,438:     1,090        967        245      7,496      7,811      8,831      9,023:       607        415
Old  :     9,438:     1,090        967        245      7,496      7,811      8,831      9,023:       607        415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       -90:       107       -134         59       -325        -59       -159       -134:        69         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.2        2.6       79.4       82.8       93.6       95.6:       6.4        4.4
Old  :     100.0:      11.5       10.2        2.6       79.4       82.8       93.6       95.6:       6.4        4.4
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  :        40:        10          3          4         20         26         32         31:
Old  :        40:        10          3          4         20         26         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       43.1       69.4       66.4       30.4       26.6       39.2       39.2
Old  :                 56.5       43.1       69.4       66.4       30.4       26.6       39.2       39.2
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, August 9, 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  :   189,578:    44,582     20,973     28,295     84,344    114,900    157,221    164,168:    32,356     25,409
Old  :    40,311:     6,981      2,588      3,205     23,364     28,884     33,550     34,676:     6,761      5,635
Other:   149,267:    40,623     21,408     22,068     60,980     86,017    123,671    129,492:    25,595     19,775
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -7,875:    -4,757      1,857     -2,952      7,577     -5,287       -132     -6,382:    -7,743     -1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       11.1       14.9       44.5       60.6       82.9       86.6:      17.1       13.4
Old  :     100.0:      17.3        6.4        7.9       58.0       71.7       83.2       86.0:      16.8       14.0
Other:     100.0:      27.2       14.3       14.8       40.9       57.6       82.9       86.8:      17.1       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        56         38         47         63         60        147        124:
Old  :       114:        23         23         24         47         38         85         70:
Other:       173:        58         37         39         61         55        137        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       31.6       24.4       43.5       10.6       23.0       16.7       31.4
Old  :                 29.8       38.0       43.6       54.0       28.8       35.0       38.9       46.8
Other:                 15.2       30.6       25.9       44.2       10.6       23.5       16.9       32.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    19,377:     4,263      2,198      3,192      7,338     12,798     14,793     18,188:     4,584      1,190
Old  :    19,377:     4,263      2,198      3,192      7,338     12,798     14,793     18,188:     4,584      1,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -212:      -220         88        567       -217       -417        130        238:      -342       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       11.3       16.5       37.9       66.0       76.3       93.9:      23.7        6.1
Old  :     100.0:      22.0       11.3       16.5       37.9       66.0       76.3       93.9:      23.7        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        36         18         23         25         19         76         49:
Old  :        90:        36         18         23         25         19         76         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       46.5       33.4       58.6       21.5       45.3       33.4       56.7
Old  :                 21.6       46.5       33.4       58.6       21.5       45.3       33.4       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 1,076,254:   247,955    175,336     53,413    662,220    711,096    963,588    939,844:   112,665    136,409
Old  : 1,076,254:   247,955    175,336     53,413    662,220    711,096    963,588    939,844:   112,665    136,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -8,971:   -12,582     -9,032      6,386     -6,000     -7,977    -12,196    -10,623:     3,225      1,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       16.3        5.0       61.5       66.1       89.5       87.3:      10.5       12.7
Old  :     100.0:      23.0       16.3        5.0       61.5       66.1       89.5       87.3:      10.5       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        52         57         36         91        135        165        206:
Old  :       268:        52         57         36         91        135        165        206:
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  :                 24.6       14.6       39.1       23.6       23.6       13.0       36.8       21.0
Old  :                 24.6       14.6       39.1       23.6       23.6       13.0       36.8       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 2,549,280:   259,176    201,163    379,339  1,584,170  1,599,144  2,222,685  2,179,646:   326,595    369,633
Old  : 2,549,280:   259,176    201,163    379,339  1,584,170  1,599,144  2,222,685  2,179,646:   326,595    369,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   225,047:    13,570    -86,207    131,432     76,972    147,527    221,974    192,751:     3,073     32,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        7.9       14.9       62.1       62.7       87.2       85.5:      12.8       14.5
Old  :     100.0:      10.2        7.9       14.9       62.1       62.7       87.2       85.5:      12.8       14.5
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  :       277:        47         47         67        145        168        223        251:
Old  :       277:        47         47         67        145        168        223        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       16.5       31.6       25.3       19.8       14.3       26.3       19.2
Old  :                 23.8       16.5       31.6       25.3       19.8       14.3       26.3       19.2
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, August 9, 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  : 1,678,879:   313,576    119,470    163,726    968,830  1,107,294  1,446,132  1,390,490:   232,746    288,388
Old  : 1,678,879:   313,576    119,470    163,726    968,830  1,107,294  1,446,132  1,390,490:   232,746    288,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    46,737:   -56,945    -36,008     42,500     76,625     48,341     62,179     54,832:   -15,442     -8,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        7.1        9.8       57.7       66.0       86.1       82.8:      13.9       17.2
Old  :     100.0:      18.7        7.1        9.8       57.7       66.0       86.1       82.8:      13.9       17.2
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  :       206:        32         38         37         86        117        139        171:
Old  :       206:        32         38         37         86        117        139        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       19.1       41.6       26.6       29.6       14.5       36.4       20.8
Old  :                 32.1       19.1       41.6       26.6       29.6       14.5       36.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 1,084,490:    76,836     65,228    357,218    604,578    617,674  1,038,633  1,040,121:    45,857     44,369
Old  : 1,084,490:    76,836     65,228    357,218    604,578    617,674  1,038,633  1,040,121:    45,857     44,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -24,687:   -13,856    -12,152     30,366    -37,912    -32,036    -21,402    -13,822:    -3,286    -10,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        6.0       32.9       55.7       57.0       95.8       95.9:       4.2        4.1
Old  :     100.0:       7.1        6.0       32.9       55.7       57.0       95.8       95.9:       4.2        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        30         29         46         68         76        121        134:
Old  :       147:        30         29         46         68         76        121        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       25.4       48.9       41.2       23.2       15.7       27.4       21.8
Old  :                 35.0       25.4       48.9       41.2       23.2       15.7       27.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    68,753:    15,761      1,171      2,254     41,913     58,279     59,928     61,704:     8,824      7,049
Old  :    68,753:    15,761      1,171      2,254     41,913     58,279     59,928     61,704:     8,824      7,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -6,020:      -457     -1,777     -2,525     -2,442     -2,025     -5,425     -6,327:      -596        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        1.7        3.3       61.0       84.8       87.2       89.7:      12.8       10.3
Old  :     100.0:      22.9        1.7        3.3       61.0       84.8       87.2       89.7:      12.8       10.3
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  :        94:        29          5         16         40         33         72         53:
Old  :        94:        29          5         16         40         33         72         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       48.4       38.4       62.2       21.9       41.8       33.8       55.6
Old  :                 25.1       48.4       38.4       62.2       21.9       41.8       33.8       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    17,091:     2,839        756         37     11,752     14,242     14,628     15,035:     2,463      2,057
Old  :    17,091:     2,839        756         37     11,752     14,242     14,628     15,035:     2,463      2,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :      -713:    -1,836          0          1        997     -1,206       -838     -1,205:       125        492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        4.4        0.2       68.8       83.3       85.6       88.0:      14.4       12.0
Old  :     100.0:      16.6        4.4        0.2       68.8       83.3       85.6       88.0:      14.4       12.0
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  :        23:         6          2          2          8          7         15         10:
Old  :        23:         6          2          2          8          7         15         10:
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  :                 51.8       77.0       70.0       86.4       51.8       77.0       70.0       86.2
Old  :                 51.8       77.0       70.0       86.4       51.8       77.0       70.0       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   103,322:    28,023      3,008      2,255     60,322     88,075     90,601     93,338:    12,721      9,984
Old  :   103,322:    28,023      3,008      2,255     60,322     88,075     90,601     93,338:    12,721      9,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :   -10,615:    -3,444     -9,756      1,149     -6,878     -1,638     -9,173    -10,244:    -1,441       -370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        2.9        2.2       58.4       85.2       87.7       90.3:      12.3        9.7
Old  :     100.0:      27.1        2.9        2.2       58.4       85.2       87.7       90.3:      12.3        9.7
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  :        90:        26          7         14         37         32         65         51:
Old  :        90:        26          7         14         37         32         65         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  :                 27.9       46.6       43.1       60.8       27.8       46.4       42.8       60.6
Old  :                 27.9       46.6       43.1       60.8       27.8       46.4       42.8       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    10,443:     5,713      5,737        493      3,619      3,813      9,825     10,043:       618        400
Old  :    10,443:     5,713      5,737        493      3,619      3,813      9,825     10,043:       618        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :     4,156:     2,190      3,886          7      1,920          0      4,117      3,893:        39        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       54.9        4.7       34.7       36.5       94.1       96.2:       5.9        3.8
Old  :     100.0:      54.7       54.9        4.7       34.7       36.5       94.1       96.2:       5.9        3.8
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  :        24:        10         10          2          3          1         14         12:
Old  :        24:        10         10          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  :                 66.6       83.0       87.1       94.3       66.6       78.3       85.5       89.6
Old  :                 66.6       83.0       87.1       94.3       66.6       78.3       85.5       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,848:     1,991        412         59     11,445     13,367     13,495     13,838:       353         10
Old  :    13,848:     1,991        412         59     11,445     13,367     13,495     13,838:       353         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :       588:       378       -265         47        104        852        529        634:        59        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.0        0.4       82.6       96.5       97.5       99.9:       2.5        0.1
Old  :     100.0:      14.4        3.0        0.4       82.6       96.5       97.5       99.9:       2.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          3          1          7         12         15         16:
Old  :        29:         8          3          1          7         12         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       86.5       91.7       95.8       73.7       86.5       91.7       95.6
Old  :                 73.7       86.5       91.7       95.8       73.7       86.5       91.7       95.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    21,570:     4,079      1,657          0     17,216     19,866     21,295     21,523:       275         47
Old  :    21,570:     4,079      1,657          0     17,216     19,866     21,295     21,523:       275         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2011                       :
     :    -1,953:    -1,116       -294          0       -810     -1,638     -1,926     -1,932:       -27        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        7.7        0.0       79.8       92.1       98.7       99.8:       1.3        0.2
Old  :     100.0:      18.9        7.7        0.0       79.8       92.1       98.7       99.8:       1.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          5          0          8         13         16         18:
Old  :        33:         8          5          0          8         13         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.6       67.8       96.4       86.8       88.6       67.8       96.4       86.8
Old  :                 88.6       67.8       96.4       86.8       88.6       67.8       96.4       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 12, 2011