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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   535,772:    77,853     93,132    148,599    264,440    227,339    490,892    469,070:    44,880     66,702
Old  :   468,274:    74,092     89,580    124,310    229,840    203,204    428,242    417,094:    40,032     51,180
Other:    67,498:    15,534     15,326     12,516     34,599     24,135     62,649     51,976:     4,848     15,521
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    -6,011:    -2,207     -9,501      8,634    -11,114     -6,230     -4,686     -7,097:    -1,324      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       17.4       27.7       49.4       42.4       91.6       87.6:       8.4       12.4
Old  :     100.0:      15.8       19.1       26.5       49.1       43.4       91.5       89.1:       8.5       10.9
Other:     100.0:      23.0       22.7       18.5       51.3       35.8       92.8       77.0:       7.2       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       132        139        172         92        119        317        350:
Old  :       404:       136        136        161         88        115        305        339:
Other:       182:        40         45         34         38         83         98        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       14.0       32.1       19.7       18.0       11.6       29.6       16.1
Old  :                 20.8       15.7       32.8       21.7       19.7       14.1       30.7       19.4
Other:                 40.2       19.0       55.7       29.8       33.6       11.2       44.7       18.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  : 1,825,618:   363,169     86,996    539,661    733,228    926,289  1,636,059  1,552,946:   189,559    272,672
Old  :   543,425:   104,507     46,722    151,658    232,745    290,396    488,909    488,776:    54,515     54,649
Other: 1,282,194:   296,835     78,445    349,832    500,483    635,893  1,147,150  1,064,170:   135,044    218,023
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    73,616:    22,585     -4,008     37,698     13,764     39,173     74,047     72,863:      -431        753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        4.8       29.6       40.2       50.7       89.6       85.1:      10.4       14.9
Old  :     100.0:      19.2        8.6       27.9       42.8       53.4       90.0       89.9:      10.0       10.1
Other:     100.0:      23.2        6.1       27.3       39.0       49.6       89.5       83.0:      10.5       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       864:       256        162        282        288        404        661        742:
Old  :       677:       164        124        141        168        325        387        535:
Other:       816:       223        164        236        258        379        595        673:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       11.8       21.2       17.4       10.2        7.0       14.6        9.9
Old  :                 20.9       21.8       30.3       29.1       20.8       20.0       28.2       24.8
Other:                 13.8       10.0       21.3       15.3        7.9        5.8       14.0        8.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    14,326:     2,748        757      1,982      6,918     10,284     11,648     13,023:     2,679      1,304
Old  :    14,197:     2,748        765      1,927      6,843     10,202     11,519     12,895:     2,679      1,303
Other:       129:         9          0         46         74         82        129        128:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :       341:      -121       -183        413       -164        223        128        453:       213       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        5.3       13.8       48.3       71.8       81.3       90.9:      18.7        9.1
Old  :     100.0:      19.4        5.4       13.6       48.2       71.9       81.1       90.8:      18.9        9.2
Other:     100.0:       6.6        0.0       35.8       57.5       63.4      100.0       99.2:       0.0        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          8          6         13         12         31         22:
Old  :        39:        14          8          6         13         12         31         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  :                 32.9       56.0       51.9       76.1       27.1       46.9       40.1       62.0
Old  :                 32.3       55.9       51.5       76.0       27.2       47.3       40.3       62.3
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, July 19, 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  :   756,471:   159,262     48,553    229,142    304,325    398,560    692,730    676,255:    63,742     80,216
Old  :    77,048:    20,362      2,303     21,618     26,975     45,433     68,955     69,354:     8,094      7,694
Other:   679,423:   153,100     60,450    193,324    277,350    353,127    623,775    606,901:    55,648     72,523
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    54,998:    31,496     -6,326     30,274    -12,469     34,321     49,301     58,268:     5,697     -3,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.4       30.3       40.2       52.7       91.6       89.4:       8.4       10.6
Old  :     100.0:      26.4        3.0       28.1       35.0       59.0       89.5       90.0:      10.5       10.0
Other:     100.0:      22.5        8.9       28.5       40.8       52.0       91.8       89.3:       8.2       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       192        146        219        135        207        443        472:
Old  :       327:        92         64         67         78        122        197        226:
Other:       563:       175        166        201        115        204        403        463:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       16.2       22.4       24.9       11.6       11.9       16.6       16.9
Old  :                 25.8       23.1       36.2       36.6       23.1       20.2       30.9       30.7
Other:                 13.8       16.1       22.6       24.6       12.8       11.3       18.4       16.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    23,603:    20,540      1,855        118          3      5,504     20,661      7,477:     2,942     16,126
Old  :       769:       506         31          0          3        200        509        231:       260        538
Other:    22,834:    20,055      1,845         97          0      5,304     20,152      7,246:     2,682     15,588
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,323:       987        290          6          0        493        993        789:       330        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0        7.9        0.5        0.0       23.3       87.5       31.7:      12.5       68.3
Old  :     100.0:      65.8        4.0        0.0        0.4       26.0       66.2       30.0:      33.8       70.0
Other:     100.0:      87.8        8.1        0.4        0.0       23.2       88.3       31.7:      11.7       68.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        18          6          7          1         14         19         27:
Old  :        21:         9          4          0          1          7         10         11:
Other:        38:        18          6          6          0         14         18         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       13.5       71.8       20.4       54.9       13.5       71.8       20.4
Old  :                 51.6       26.3       65.3       29.3       51.6       26.3       65.3       29.3
Other:                 55.5       13.4       72.5       20.2       55.4       13.4       72.4       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   344,290:    74,452     40,255     61,606    172,514    217,219    308,572    319,080:    35,718     25,210
Old  :    93,268:    13,383     16,465     14,380     55,154     53,787     82,917     84,631:    10,351      8,637
Other:   251,022:    68,822     31,543     39,474    117,360    163,432    225,655    234,449:    25,367     16,573
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    18,320:     5,736       -968      3,753      4,152     17,737     13,640     20,522:     4,680     -2,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       11.7       17.9       50.1       63.1       89.6       92.7:      10.4        7.3
Old  :     100.0:      14.3       17.7       15.4       59.1       57.7       88.9       90.7:      11.1        9.3
Other:     100.0:      27.4       12.6       15.7       46.8       65.1       89.9       93.4:      10.1        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        85         59         78         69         74        200        181:
Old  :       163:        45         42         38         56         62        120        124:
Other:       221:        85         55         62         57         65        173        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       32.5       23.5       43.0       11.3       24.7       18.6       32.7
Old  :                 24.7       23.8       37.2       34.3       20.9       15.5       29.8       22.9
Other:                 14.2       37.4       24.6       48.9       13.7       34.1       23.4       43.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   757,360:    76,872    133,316     68,512    454,581    409,367    599,965    611,195:   157,395    146,165
Old  :   757,360:    76,872    133,316     68,512    454,581    409,367    599,965    611,195:   157,395    146,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    24,524:     2,311    -18,883     13,319      2,311     40,177     17,940     34,613:     6,583    -10,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       17.6        9.0       60.0       54.1       79.2       80.7:      20.8       19.3
Old  :     100.0:      10.2       17.6        9.0       60.0       54.1       79.2       80.7:      20.8       19.3
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  :       180:        32         42         45         87         85        144        147:
Old  :       180:        32         42         45         87         85        144        147:
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  :                 20.1       15.3       29.2       23.8       19.2       13.3       27.0       21.2
Old  :                 20.1       15.3       29.2       23.8       19.2       13.3       27.0       21.2
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 19, 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  :   380,828:    57,367     63,358      3,564    257,129    273,083    318,060    340,004:    62,768     40,824
Old  :   380,828:    57,367     63,358      3,564    257,129    273,083    318,060    340,004:    62,768     40,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     4,119:       491      1,747        119      2,281      9,554      2,891     11,419:     1,228     -7,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       16.6        0.9       67.5       71.7       83.5       89.3:      16.5       10.7
Old  :     100.0:      15.1       16.6        0.9       67.5       71.7       83.5       89.3:      16.5       10.7
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  :        74:         8         10          5         41         34         52         46:
Old  :        74:         8         10          5         41         34         52         46:
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  :                 27.1       47.9       45.5       62.4       24.1       47.4       40.6       60.4
Old  :                 27.1       47.9       45.5       62.4       24.1       47.4       40.6       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :     8,855:       816      1,235        373      7,142      6,908      8,331      8,516:       524        339
Old  :     8,855:       816      1,235        373      7,142      6,908      8,331      8,516:       524        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -162:       151        762          8       -266       -957       -107       -187:       -55         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       13.9        4.2       80.7       78.0       94.1       96.2:       5.9        3.8
Old  :     100.0:       9.2       13.9        4.2       80.7       78.0       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  :        41:         8          5          5         20         26         31         33:
Old  :        41:         8          5          5         20         26         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       38.4       61.9       64.2       28.3       23.8       37.8       34.8
Old  :                 45.0       38.4       61.9       64.2       28.3       23.8       37.8       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   202,451:    44,937     21,455     38,651     78,584    115,877    162,172    175,983:    40,280     26,468
Old  :    66,200:    14,770      5,209      8,027     30,187     42,013     52,983     55,248:    13,216     10,952
Other:   136,252:    36,024     22,104     24,767     48,397     73,865    109,188    120,736:    27,064     15,516
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     4,652:     8,985     -5,525      1,714    -11,494     10,536       -795      6,724:     5,448     -2,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       10.6       19.1       38.8       57.2       80.1       86.9:      19.9       13.1
Old  :     100.0:      22.3        7.9       12.1       45.6       63.5       80.0       83.5:      20.0       16.5
Other:     100.0:      26.4       16.2       18.2       35.5       54.2       80.1       88.6:      19.9       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        55         35         50         62         61        147        126:
Old  :       121:        27         22         28         54         48         96         85:
Other:       160:        53         34         36         54         51        126        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       30.1       21.8       41.7        8.3       22.6       13.8       30.3
Old  :                 18.4       35.4       29.2       47.3       17.0       32.8       26.5       42.1
Other:                 14.6       30.7       24.2       44.7       10.6       22.8       17.7       31.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,923:     4,574      1,997      2,219      7,535     13,218     14,328     17,434:     4,595      1,488
Old  :    18,923:     4,574      1,997      2,219      7,535     13,218     14,328     17,434:     4,595      1,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :       737:       411       -245       -119       -130      1,003        162        639:       575         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       10.6       11.7       39.8       69.9       75.7       92.1:      24.3        7.9
Old  :     100.0:      24.2       10.6       11.7       39.8       69.9       75.7       92.1:      24.3        7.9
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  :        87:        35         18         17         25         19         73         42:
Old  :        87:        35         18         17         25         19         73         42:
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  :                 25.0       47.2       36.8       61.9       25.0       47.0       36.7       61.7
Old  :                 25.0       47.2       36.8       61.9       25.0       47.0       36.7       61.7
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, July 19, 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  : 1,072,128:   214,090    195,369     48,093    701,141    675,975    963,324    919,437:   108,804    152,691
Old  : 1,072,128:   214,090    195,369     48,093    701,141    675,975    963,324    919,437:   108,804    152,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    27,979:   -23,672     -6,761      1,362     43,550     24,284     21,241     18,885:     6,738      9,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       18.2        4.5       65.4       63.0       89.9       85.8:      10.1       14.2
Old  :     100.0:      20.0       18.2        4.5       65.4       63.0       89.9       85.8:      10.1       14.2
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  :       280:        46         69         33         97        134        166        213:
Old  :       280:        46         69         33         97        134        166        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       13.1       40.4       22.9       23.8       10.8       37.4       18.8
Old  :                 25.3       13.1       40.4       22.9       23.8       10.8       37.4       18.8
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 19, 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  : 2,431,756:   307,473    284,591    264,308  1,537,853  1,526,198  2,109,634  2,075,097:   322,122    356,659
Old  : 2,431,756:   307,473    284,591    264,308  1,537,853  1,526,198  2,109,634  2,075,097:   322,122    356,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :   122,527:    30,823      3,031      5,164     76,534    100,065    112,521    108,261:    10,006     14,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.7       10.9       63.2       62.8       86.8       85.3:      13.2       14.7
Old  :     100.0:      12.6       11.7       10.9       63.2       62.8       86.8       85.3:      13.2       14.7
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  :       292:        57         51         60        145        171        228        256:
Old  :       292:        57         51         60        145        171        228        256:
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  :                 21.5       16.8       29.3       26.1       20.5       13.8       27.4       20.4
Old  :                 21.5       16.8       29.3       26.1       20.5       13.8       27.4       20.4
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 19, 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  : 1,789,585:   410,285    170,960    147,044  1,000,368  1,196,006  1,557,698  1,514,010:   231,887    275,575
Old  : 1,789,585:   410,285    170,960    147,044  1,000,368  1,196,006  1,557,698  1,514,010:   231,887    275,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    63,517:    17,378      6,481      7,213     35,104     66,471     59,695     80,165:     3,822    -16,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.6        8.2       55.9       66.8       87.0       84.6:      13.0       15.4
Old  :     100.0:      22.9        9.6        8.2       55.9       66.8       87.0       84.6:      13.0       15.4
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  :       222:        35         46         40         92        122        148        187:
Old  :       222:        35         46         40         92        122        148        187:
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  :                 36.2       20.0       45.6       30.8       36.1       17.6       44.2       25.7
Old  :                 36.2       20.0       45.6       30.8       36.1       17.6       44.2       25.7
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 19, 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  : 1,081,265:    78,030     77,433    340,891    612,040    606,740  1,030,961  1,025,065:    50,304     56,200
Old  : 1,081,265:    78,030     77,433    340,891    612,040    606,740  1,030,961  1,025,065:    50,304     56,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :    69,647:    13,365     10,317     24,527     26,806     35,209     64,699     70,054:     4,948       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        7.2       31.5       56.6       56.1       95.3       94.8:       4.7        5.2
Old  :     100.0:       7.2        7.2       31.5       56.6       56.1       95.3       94.8:       4.7        5.2
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  :       151:        29         34         46         71         78        126        137:
Old  :       151:        29         34         46         71         78        126        137:
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  :                 33.6       23.5       47.2       37.0       20.4       11.0       23.4       15.5
Old  :                 33.6       23.5       47.2       37.0       20.4       11.0       23.4       15.5
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 19, 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  :    77,847:    24,899      2,248      4,468     39,879     65,664     69,246     72,380:     8,601      5,467
Old  :    77,847:    24,899      2,248      4,468     39,879     65,664     69,246     72,380:     8,601      5,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     2,703:      -495     -1,002        254      4,524      3,505      4,283      2,757:    -1,580        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        2.9        5.7       51.2       84.4       89.0       93.0:      11.0        7.0
Old  :     100.0:      32.0        2.9        5.7       51.2       84.4       89.0       93.0:      11.0        7.0
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  :       102:        32         11          8         41         30         78         46:
Old  :       102:        32         11          8         41         30         78         46:
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       46.9       40.3       62.5       27.9       42.3       39.2       58.0
Old  :                 27.9       46.9       40.3       62.5       27.9       42.3       39.2       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    15,750:     4,628        758         32      9,256     13,434     13,916     14,224:     1,834      1,526
Old  :    15,750:     4,628        758         32      9,256     13,434     13,916     14,224:     1,834      1,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,084:       348          0         -0      1,498      1,022      1,846      1,022:      -762         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        4.8        0.2       58.8       85.3       88.4       90.3:      11.6        9.7
Old  :     100.0:      29.4        4.8        0.2       58.8       85.3       88.4       90.3:      11.6        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  :        21:         5          2          2          8          6         14          9:
Old  :        21:         5          2          2          8          6         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       80.3       71.6       90.3       47.3       80.3       71.6       90.1
Old  :                 47.3       80.3       71.6       90.3       47.3       80.3       71.6       90.1
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 19, 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  :   124,193:    48,235     10,672      1,178     61,247    104,460    110,660    116,311:    13,533      7,882
Old  :   124,193:    48,235     10,672      1,178     61,247    104,460    110,660    116,311:    13,533      7,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     3,237:    -1,209     -1,527         32      6,051      4,966      4,874      3,471:    -1,637       -234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.6        0.9       49.3       84.1       89.1       93.7:      10.9        6.3
Old  :     100.0:      38.8        8.6        0.9       49.3       84.1       89.1       93.7:      10.9        6.3
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  :        98:        31         12          6         37         28         71         43:
Old  :        98:        31         12          6         37         28         71         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  :                 33.3       48.0       47.2       63.7       33.3       47.9       47.2       63.6
Old  :                 33.3       48.0       47.2       63.7       33.3       47.9       47.2       63.6
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, July 19, 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  :     6,767:     3,646      2,321        486      1,911      3,813      6,043      6,620:       724        147
Old  :     6,767:     3,646      2,321        486      1,911      3,813      6,043      6,620:       724        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :        10:       106       -114          0         69          0        175       -114:      -165        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       34.3        7.2       28.2       56.3       89.3       97.8:      10.7        2.2
Old  :     100.0:      53.9       34.3        7.2       28.2       56.3       89.3       97.8:      10.7        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  :        23:        12          6          1          4          1         17          7:
Old  :        23:        12          6          1          4          1         17          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       83.4       77.0       97.8       52.3       76.2       72.3       90.6
Old  :                 52.3       83.4       77.0       97.8       52.3       76.2       72.3       90.6
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, July 19, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,180:     2,180        729         17     11,643     13,378     13,840     14,124:       340         56
Old  :    14,180:     2,180        729         17     11,643     13,378     13,840     14,124:       340         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :      -189:       525         11          0       -740       -199       -215       -188:        26         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.1        0.1       82.1       94.3       97.6       99.6:       2.4        0.4
Old  :     100.0:      15.4        5.1        0.1       82.1       94.3       97.6       99.6:       2.4        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  :                 71.4       83.5       90.6       94.3       71.4       83.5       90.6       94.2
Old  :                 71.4       83.5       90.6       94.3       71.4       83.5       90.6       94.2
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 19, 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  :    24,445:     5,036      1,560          3     19,135     22,810     24,174     24,373:       271         72
Old  :    24,445:     5,036      1,560          3     19,135     22,810     24,174     24,373:       271         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2011                        :
     :     1,786:      -572        603          0      2,354      1,178      1,782      1,781:         4          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        6.4        0.0       78.3       93.3       98.9       99.7:       1.1        0.3
Old  :     100.0:      20.6        6.4        0.0       78.3       93.3       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  :        33:         7          5          1          8         14         15         20:
Old  :        33:         7          5          1          8         14         15         20:
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       69.4       96.6       88.6       88.6       69.4       96.6       88.6
Old  :                 88.6       69.4       96.6       88.6       88.6       69.4       96.6       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 22, 2011