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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   526,288:    74,328     98,410    140,797    267,845    220,998    482,971    460,205:    43,317     66,082
Old  :   457,392:    70,334     94,383    116,485    232,417    196,161    419,236    407,029:    38,156     50,363
Other:    68,896:    15,967     16,000     12,339     35,428     24,838     63,735     53,177:     5,161     15,720
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -9,484:    -3,525      5,278     -7,802      3,406     -6,341     -7,921     -8,865:    -1,563       -619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.7       26.8       50.9       42.0       91.8       87.4:       8.2       12.6
Old  :     100.0:      15.4       20.6       25.5       50.8       42.9       91.7       89.0:       8.3       11.0
Other:     100.0:      23.2       23.2       17.9       51.4       36.1       92.5       77.2:       7.5       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       123        143        170         94        121        312        350:
Old  :       401:       124        141        160         89        117        299        340:
Other:       183:        37         49         35         40         82         99        149:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       13.7       33.1       19.5       18.6       11.0       30.2       15.8
Old  :                 21.6       15.4       33.9       21.6       20.2       13.7       31.6       19.1
Other:                 39.6       18.6       55.2       28.8       32.9       10.9       44.4       17.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  : 1,794,304:   361,024     82,981    519,508    727,339    913,310  1,607,870  1,515,799:   186,434    278,505
Old  :   464,601:   102,659     43,755    107,066    211,010    262,258    420,735    413,079:    43,867     51,523
Other: 1,329,703:   297,781     78,643    373,026    516,328    651,052  1,187,136  1,102,720:   142,568    226,983
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -31,314:    -2,146     -4,014    -20,153     -5,890    -12,979    -28,189    -37,147:    -3,125      5,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.6       29.0       40.5       50.9       89.6       84.5:      10.4       15.5
Old  :     100.0:      22.1        9.4       23.0       45.4       56.4       90.6       88.9:       9.4       11.1
Other:     100.0:      22.4        5.9       28.1       38.8       49.0       89.3       82.9:      10.7       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       857:       233        172        278        291        406        655        737:
Old  :       660:       156        121        132        168        311        375        513:
Other:       820:       205        179        233        261        389        593        680:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       11.2       21.8       16.7       10.5        6.9       15.1        9.8
Old  :                 21.2       21.9       31.8       29.7       21.1       20.8       30.5       26.7
Other:                 13.9        9.6       21.4       15.1        8.8        5.9       14.2        8.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    14,204:     2,873        786      2,173      6,388      9,839     11,434     12,798:     2,770      1,406
Old  :    14,075:     2,863        787      2,127      6,316      9,756     11,305     12,670:     2,770      1,405
Other:       129:        11          0         45         73         83        129        128:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -122:       125         29        190       -529       -444       -214       -225:        92        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        5.5       15.3       45.0       69.3       80.5       90.1:      19.5        9.9
Old  :     100.0:      20.3        5.6       15.1       44.9       69.3       80.3       90.0:      19.7       10.0
Other:     100.0:       8.8        0.0       34.7       56.4       64.5      100.0       99.2:       0.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          4          6         13         12         32         22:
Old  :        40:        17          6          6         13         12         32         22:
Other:         5:         2          0          2          2          2          4          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       55.5       51.3       75.5       26.3       45.9       38.4       60.7
Old  :                 32.8       55.3       50.9       75.3       26.4       46.2       38.6       61.0
Other:                100.0       99.2      100.0       99.2       30.6       29.8       30.6       29.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   726,297:   166,495     48,717    203,511    291,201    392,082    661,207    644,309:    65,090     81,988
Old  :    25,958:     7,292        863          1     12,431     18,898     19,724     19,762:     6,234      6,196
Other:   700,339:   165,446     54,097    197,267    278,770    373,184    641,483    624,547:    58,856     75,792
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -30,174:     7,233        165    -25,632    -13,124     -6,479    -31,523    -31,946:     1,348      1,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        6.7       28.0       40.1       54.0       91.0       88.7:       9.0       11.3
Old  :     100.0:      28.1        3.3        0.0       47.9       72.8       76.0       76.1:      24.0       23.9
Other:     100.0:      23.6        7.7       28.2       39.8       53.3       91.6       89.2:       8.4       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       196        145        212        134        203        440        468:
Old  :       214:        42         31          1         56         95         98        127:
Other:       573:       188        164        199        117        203        410        468:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       16.5       22.3       24.8       12.3       12.9       17.5       18.0
Old  :                 32.1       26.1       40.5       39.4       32.0       26.1       39.9       39.4
Other:                 13.9       16.4       22.4       24.9       12.8       12.6       18.1       17.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,871:    20,835      2,335         96          0      5,510     20,931      7,941:     2,940     15,930
Old  :       790:       611        300          0          0        101        611        401:       179        389
Other:    23,081:    20,229      2,040         91          0      5,409     20,320      7,540:     2,761     15,541
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       268:       295        480        -22         -3          6        270        464:        -2       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3        9.8        0.4        0.0       23.1       87.7       33.3:      12.3       66.7
Old  :     100.0:      77.3       38.0        0.0        0.0       12.8       77.3       50.8:      22.7       49.2
Other:     100.0:      87.6        8.8        0.4        0.0       23.4       88.0       32.7:      12.0       67.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18          8          4          0         14         18         26:
Old  :        20:         9          4          0          0          7          9         11:
Other:        39:        18          7          3          0         14         18         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       13.4       72.4       20.1       55.7       13.4       72.4       20.1
Old  :                 62.0       48.0       77.1       50.1       62.0       48.0       77.1       50.1
Other:                 56.5       13.6       72.3       20.4       56.5       13.6       72.3       20.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   320,975:    68,166     42,822     55,713    165,267    196,619    289,146    295,154:    31,829     25,820
Old  :    71,371:    11,376     14,209      7,283     44,454     41,518     63,112     63,010:     8,259      8,361
Other:   249,604:    63,943     35,766     41,277    120,813    155,101    226,034    232,144:    23,570     17,459
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -23,315:    -6,286      2,568     -5,893     -7,247    -20,600    -19,426    -23,925:    -3,889        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.3       17.4       51.5       61.3       90.1       92.0:       9.9        8.0
Old  :     100.0:      15.9       19.9       10.2       62.3       58.2       88.4       88.3:      11.6       11.7
Other:     100.0:      25.6       14.3       16.5       48.4       62.1       90.6       93.0:       9.4        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        69         69         73         68         72        187        180:
Old  :       149:        45         33         34         52         56        112        109:
Other:       221:        67         70         60         61         66        169        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       31.4       25.5       42.2       11.9       23.5       19.3       31.8
Old  :                 28.8       20.1       39.0       32.4       25.2       17.1       33.5       26.5
Other:                 15.4       36.1       25.8       47.5       14.2       31.7       23.5       41.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   729,747:    71,391    130,077     54,721    438,519    409,340    564,631    594,137:   165,115    135,609
Old  :   729,747:    71,391    130,077     54,721    438,519    409,340    564,631    594,137:   165,115    135,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -27,613:    -5,481     -3,240    -13,791    -16,062        -28    -35,333    -17,058:     7,720    -10,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       17.8        7.5       60.1       56.1       77.4       81.4:      22.6       18.6
Old  :     100.0:       9.8       17.8        7.5       60.1       56.1       77.4       81.4:      22.6       18.6
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  :       168:        27         38         41         83         87        134        142:
Old  :       168:        27         38         41         83         87        134        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       16.4       29.9       24.8       19.6       14.5       26.8       22.5
Old  :                 20.9       16.4       29.9       24.8       19.6       14.5       26.8       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   387,169:    58,496     64,586      3,694    266,290    276,183    328,480    344,464:    58,689     42,706
Old  :   387,169:    58,496     64,586      3,694    266,290    276,183    328,480    344,464:    58,689     42,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     6,341:     1,129      1,228        131      9,160      3,101     10,420      4,459:    -4,079      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       16.7        1.0       68.8       71.3       84.8       89.0:      15.2       11.0
Old  :     100.0:      15.1       16.7        1.0       68.8       71.3       84.8       89.0:      15.2       11.0
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  :        76:         7         11          6         42         35         54         47:
Old  :        76:         7         11          6         42         35         54         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       46.4       45.9       61.3       24.1       46.3       41.3       59.6
Old  :                 27.8       46.4       45.9       61.3       24.1       46.3       41.3       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :     9,614:       851      1,235        363      7,927      7,691      9,141      9,289:       473        325
Old  :     9,614:       851      1,235        363      7,927      7,691      9,141      9,289:       473        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       759:        35          0        -10        785        783        810        773:       -51        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       12.8        3.8       82.5       80.0       95.1       96.6:       4.9        3.4
Old  :     100.0:       8.9       12.8        3.8       82.5       80.0       95.1       96.6:       4.9        3.4
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  :        43:         8          5          5         22         27         33         34:
Old  :        43:         8          5          5         22         27         33         34:
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  :                 50.8       40.2       66.5       65.2       28.9       28.6       40.0       37.9
Old  :                 50.8       40.2       66.5       65.2       28.9       28.6       40.0       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   208,687:    49,750     17,285     38,642     76,382    125,539    164,774    181,466:    43,913     27,221
Old  :    58,065:    12,478      4,441      7,769     24,396     35,923     44,644     48,134:    13,421      9,931
Other:   150,622:    42,783     18,355     25,362     51,986     89,616    120,130    133,332:    30,492     17,290
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     6,235:     4,813     -4,171         -9     -2,202      9,662      2,602      5,482:     3,633        753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        8.3       18.5       36.6       60.2       79.0       87.0:      21.0       13.0
Old  :     100.0:      21.5        7.6       13.4       42.0       61.9       76.9       82.9:      23.1       17.1
Other:     100.0:      28.4       12.2       16.8       34.5       59.5       79.8       88.5:      20.2       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        67         29         60         61         63        162        135:
Old  :       132:        36         17         37         54         50        108         96:
Other:       168:        59         38         37         54         54        135        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       32.1       20.0       44.3        8.4       25.0       14.4       32.5
Old  :                 18.7       30.1       28.4       41.4       17.6       26.3       26.3       37.2
Other:                 13.8       34.7       23.3       49.2       10.2       25.9       17.2       34.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    19,277:     4,857      2,076      2,090      7,562     13,773     14,509     17,940:     4,768      1,337
Old  :    19,277:     4,857      2,076      2,090      7,562     13,773     14,509     17,940:     4,768      1,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       354:       283         79       -129         27        555        181        506:       173       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       10.8       10.8       39.2       71.5       75.3       93.1:      24.7        6.9
Old  :     100.0:      25.2       10.8       10.8       39.2       71.5       75.3       93.1:      24.7        6.9
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  :        89:        38         17         17         25         19         74         43:
Old  :        89:        38         17         17         25         19         74         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       46.9       35.9       60.8       24.9       46.4       35.8       60.3
Old  :                 24.9       46.9       35.9       60.8       24.9       46.4       35.8       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  : 1,075,726:   222,789    200,037     45,845    703,005    684,477    971,640    930,359:   104,087    145,367
Old  : 1,075,726:   222,789    200,037     45,845    703,005    684,477    971,640    930,359:   104,087    145,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     3,598:     8,699      4,668     -2,248      1,864      8,501      8,316     10,922:    -4,718     -7,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       18.6        4.3       65.4       63.6       90.3       86.5:       9.7       13.5
Old  :     100.0:      20.7       18.6        4.3       65.4       63.6       90.3       86.5:       9.7       13.5
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  :       282:        47         69         34         96        133        167        212:
Old  :       282:        47         69         34         96        133        167        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       12.5       41.6       22.4       26.7       10.8       38.1       19.0
Old  :                 28.2       12.5       41.6       22.4       26.7       10.8       38.1       19.0
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, July 26, 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  : 2,277,464:   277,876    264,289    201,720  1,476,099  1,452,755  1,955,694  1,918,764:   321,770    358,700
Old  : 2,277,464:   277,876    264,289    201,720  1,476,099  1,452,755  1,955,694  1,918,764:   321,770    358,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :  -154,292:   -29,597    -20,302    -62,588    -61,755    -73,443   -153,939   -156,333:      -352      2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.6        8.9       64.8       63.8       85.9       84.3:      14.1       15.7
Old  :     100.0:      12.2       11.6        8.9       64.8       63.8       85.9       84.3:      14.1       15.7
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  :       285:        53         48         58        143        171        223        250:
Old  :       285:        53         48         58        143        171        223        250:
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  :                 22.2       18.2       29.9       26.7       21.5       15.6       28.3       21.5
Old  :                 22.2       18.2       29.9       26.7       21.5       15.6       28.3       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,670,275:   360,220    162,968     92,164    991,293  1,127,436  1,443,677  1,382,568:   226,598    287,707
Old  : 1,670,275:   360,220    162,968     92,164    991,293  1,127,436  1,443,677  1,382,568:   226,598    287,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :  -119,310:   -50,066     -7,992    -54,880     -9,075    -68,570   -114,021   -131,442:    -5,289     12,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        9.8        5.5       59.3       67.5       86.4       82.8:      13.6       17.2
Old  :     100.0:      21.6        9.8        5.5       59.3       67.5       86.4       82.8:      13.6       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  :       211:        38         39         35         87        114        141        172:
Old  :       211:        38         39         35         87        114        141        172:
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  :                 35.2       20.5       45.3       30.7       33.3       18.7       41.9       26.3
Old  :                 35.2       20.5       45.3       30.7       33.3       18.7       41.9       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  : 1,136,073:    70,941     80,198    354,170    657,916    645,471  1,083,027  1,079,839:    53,046     56,234
Old  : 1,136,073:    70,941     80,198    354,170    657,916    645,471  1,083,027  1,079,839:    53,046     56,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    54,808:    -7,089      2,764     13,279     45,876     38,731     52,066     54,774:     2,742         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        7.1       31.2       57.9       56.8       95.3       95.1:       4.7        4.9
Old  :     100.0:       6.2        7.1       31.2       57.9       56.8       95.3       95.1:       4.7        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  :       150:        26         36         46         69         79        122        139:
Old  :       150:        26         36         46         69         79        122        139:
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  :                 33.9       23.3       48.4       36.3       21.3       11.5       24.7       16.7
Old  :                 33.9       23.3       48.4       36.3       21.3       11.5       24.7       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    76,086:    19,218      2,436      4,905     43,525     63,727     67,648     71,068:     8,438      5,018
Old  :    76,086:    19,218      2,436      4,905     43,525     63,727     67,648     71,068:     8,438      5,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -1,760:    -5,681        188        438      3,645     -1,937     -1,598     -1,312:      -162       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        3.2        6.4       57.2       83.8       88.9       93.4:      11.1        6.6
Old  :     100.0:      25.3        3.2        6.4       57.2       83.8       88.9       93.4:      11.1        6.6
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  :        95:        26          9          9         44         28         74         44:
Old  :        95:        26          9          9         44         28         74         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       47.1       41.1       64.3       24.9       41.8       36.9       56.9
Old  :                 26.2       47.1       41.1       64.3       24.9       41.8       36.9       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    17,805:     4,680        756         32     11,255     15,448     15,967     16,236:     1,838      1,568
Old  :    17,805:     4,680        756         32     11,255     15,448     15,967     16,236:     1,838      1,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,055:        52         -2          0      1,999      2,014      2,051      2,012:         4         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.2        0.2       63.2       86.8       89.7       91.2:      10.3        8.8
Old  :     100.0:      26.3        4.2        0.2       63.2       86.8       89.7       91.2:      10.3        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          2          2          8          7         14         10:
Old  :        22:         5          2          2          8          7         14         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  :                 53.1       79.5       74.5       89.7       53.1       79.5       74.5       89.6
Old  :                 53.1       79.5       74.5       89.7       53.1       79.5       74.5       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :   116,563:    37,307     11,590      1,515     64,539     96,558    103,362    109,663:    13,201      6,900
Old  :   116,563:    37,307     11,590      1,515     64,539     96,558    103,362    109,663:    13,201      6,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -7,630:   -10,929        918        337      3,293     -7,903     -7,299     -6,648:      -332       -983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        9.9        1.3       55.4       82.8       88.7       94.1:      11.3        5.9
Old  :     100.0:      32.0        9.9        1.3       55.4       82.8       88.7       94.1:      11.3        5.9
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  :        91:        25         10          7         40         25         67         40:
Old  :        91:        25         10          7         40         25         67         40:
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  :                 31.7       48.4       47.3       65.4       31.7       48.3       47.3       65.2
Old  :                 31.7       48.4       47.3       65.4       31.7       48.3       47.3       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,286:     3,070      1,851        486      1,985      3,813      5,541      6,150:       745        136
Old  :     6,286:     3,070      1,851        486      1,985      3,813      5,541      6,150:       745        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -481:      -576       -470          0         74          0       -502       -470:        21        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8       29.4        7.7       31.6       60.7       88.1       97.8:      11.9        2.2
Old  :     100.0:      48.8       29.4        7.7       31.6       60.7       88.1       97.8:      11.9        2.2
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  :        20:        11          5          1          3          1         15          6:
Old  :        20:        11          5          1          3          1         15          6:
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       88.0       77.9       97.8       56.5       80.3       72.5       90.1
Old  :                 56.5       88.0       77.9       97.8       56.5       80.3       72.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    13,655:     1,460        744         17     11,834     12,838     13,311     13,599:       344         56
Old  :    13,655:     1,460        744         17     11,834     12,838     13,311     13,599:       344         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -525:      -720         15          0        191       -540       -529       -525:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        5.4        0.1       86.7       94.0       97.5       99.6:       2.5        0.4
Old  :     100.0:      10.7        5.4        0.1       86.7       94.0       97.5       99.6:       2.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          5          1          8         13         16         19:
Old  :        32:         8          5          1          8         13         16         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  :                 76.3       82.9       92.7       94.2       76.3       82.9       92.6       94.1
Old  :                 76.3       82.9       92.7       94.2       76.3       82.9       92.6       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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  :    24,661:     5,211      1,509         21     19,150     23,066     24,382     24,596:       279         65
Old  :    24,661:     5,211      1,509         21     19,150     23,066     24,382     24,596:       279         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       216:       175        -51         18         15        256        208        223:         8         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.1        0.1       77.7       93.5       98.9       99.7:       1.1        0.3
Old  :     100.0:      21.1        6.1        0.1       77.7       93.5       98.9       99.7:       1.1        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  :        35:         9          5          1          8         14         18         19:
Old  :        35:         9          5          1          8         14         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.7       70.2       95.1       88.8       85.7       70.2       95.1       88.8
Old  :                 85.7       70.2       95.1       88.8       85.7       70.2       95.1       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 29, 2011