```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, 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  :   420,557:    75,214    111,378     64,340    241,629    182,751    381,183    358,469:    39,374     62,088
Old  :   352,942:    69,903    105,834     42,226    206,521    158,341    318,650    306,401:    34,292     46,541
Other:    67,615:    15,890     16,123     11,535     35,108     24,410     62,533     52,068:     5,082     15,547
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,553:    -3,611      5,882     -4,774      4,048     -6,354     -4,337     -5,246:    -1,216       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       26.5       15.3       57.5       43.5       90.6       85.2:       9.4       14.8
Old  :     100.0:      19.8       30.0       12.0       58.5       44.9       90.3       86.8:       9.7       13.2
Other:     100.0:      23.5       23.8       17.1       51.9       36.1       92.5       77.0:       7.5       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:        93        152        123         75        114        255        315:
Old  :       377:        93        150        107         70        102        239        294:
Other:       180:        34         49         22         37         82         86        143:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       15.8       39.8       22.4       23.4       13.5       38.1       19.2
Old  :                 27.0       18.4       41.7       25.4       26.3       17.3       41.0       24.1
Other:                 40.2       18.9       56.2       29.2       33.5       11.1       45.2       18.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, 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  : 1,203,373:   429,771     99,765     88,898    544,362    785,850  1,063,031    974,513:   140,342    228,860
Old  :   342,214:   128,684     50,401      5,397    174,176    242,717    308,257    298,515:    33,957     43,699
Other:   861,159:   340,788     89,065     43,800    370,186    543,133    754,774    675,998:   106,385    185,161
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     6,378:     3,907      3,337      2,691     -2,299     -5,731      4,299        297:     2,079      6,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        8.3        7.4       45.2       65.3       88.3       81.0:      11.7       19.0
Old  :     100.0:      37.6       14.7        1.6       50.9       70.9       90.1       87.2:       9.9       12.8
Other:     100.0:      39.6       10.3        5.1       43.0       63.1       87.6       78.5:      12.4       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       799:       214        143        168        209        368        507        615:
Old  :       614:       140        107         15        109        275        258        388:
Other:       766:       201        143        101        172        353        422        558:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       12.2       24.7       18.6       14.1       10.4       20.7       15.0
Old  :                 28.3       28.0       40.9       36.1       28.3       28.0       40.9       35.9
Other:                 14.6        9.3       23.8       15.6       12.1        8.9       20.3       12.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, 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  :    12,267:     3,144        786      1,034      5,451      9,186      9,629     11,006:     2,638      1,261
Old  :    12,238:     3,143        786      1,034      5,423      9,158      9,600     10,978:     2,638      1,260
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :      -151:        85         34        195       -506       -464       -226       -235:        75         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.4        8.4       44.4       74.9       78.5       89.7:      21.5       10.3
Old  :     100.0:      25.7        6.4        8.4       44.3       74.8       78.4       89.7:      21.6       10.3
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          4          2         12          9         31         15:
Old  :        40:        19          4          2         12          9         31         15:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       58.3       51.6       81.4       30.4       55.3       44.8       72.4
Old  :                 33.8       58.4       51.5       81.4       30.3       55.4       44.7       72.4
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, 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  :   537,568:   191,559     55,884     53,570    234,175    354,479    479,304    463,933:    58,264     73,635
Old  :    25,958:     7,292        863          1     12,431     18,898     19,724     19,762:     6,234      6,196
Other:   511,610:   190,620     61,374     47,216    221,744    335,581    459,580    444,171:    52,030     67,439
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -5,539:     4,150      1,787     -5,459     -6,615     -3,802     -7,924     -7,474:     2,385      1,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       10.4       10.0       43.6       65.9       89.2       86.3:      10.8       13.7
Old  :     100.0:      28.1        3.3        0.0       47.9       72.8       76.0       76.1:      24.0       23.9
Other:     100.0:      37.3       12.0        9.2       43.3       65.6       89.8       86.8:      10.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       536:       202        107        132        115        190        385        381:
Old  :       214:        42         31          1         56         95         98        127:
Other:       535:       197        124        117         96        189        352        378:
     :----------------------------------------------------------------------------------------------------
     :             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       20.8       23.0       28.9       13.2       18.1       20.2       25.0
Old  :                 32.1       26.1       40.5       39.4       32.0       26.1       39.9       39.4
Other:                 14.5       20.9       23.1       29.1       13.9       17.9       21.3       25.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   278,890:    70,236     45,856     29,944    147,441    177,698    247,621    253,498:    31,269     25,392
Old  :    61,250:    11,972     14,592      1,513     39,666     36,895     53,151     53,000:     8,099      8,250
Other:   217,640:    66,162     39,162     20,533    107,775    140,803    194,470    200,498:    23,170     17,142
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -17,800:    -5,062      2,224     -3,403     -5,760    -17,408    -14,225    -18,587:    -3,575        787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       16.4       10.7       52.9       63.7       88.8       90.9:      11.2        9.1
Old  :     100.0:      19.5       23.8        2.5       64.8       60.2       86.8       86.5:      13.2       13.5
Other:     100.0:      30.4       18.0        9.4       49.5       64.7       89.4       92.1:      10.6        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        63         68         64         62         65        173        165:
Old  :       143:        40         33         12         45         46         89         88:
Other:       211:        67         66         49         54         54        155        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       31.9       26.7       42.8       13.8       24.5       21.9       34.1
Old  :                 33.0       22.1       43.5       35.8       33.0       20.7       43.2       33.5
Other:                 16.6       37.3       27.1       48.8       16.3       34.3       26.4       44.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, 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  :   636,836:    66,183    138,531     11,089    404,563    364,130    481,835    513,750:   155,001    123,086
Old  :   636,836:    66,183    138,531     11,089    404,563    364,130    481,835    513,750:   155,001    123,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -8,560:    -9,818     -4,620      3,394    -10,136       -540    -16,560     -1,766:     8,000     -6,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       21.8        1.7       63.5       57.2       75.7       80.7:      24.3       19.3
Old  :     100.0:      10.4       21.8        1.7       63.5       57.2       75.7       80.7:      24.3       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  :       162:        24         38         14         66         76         97        121:
Old  :       162:        24         38         14         66         76         97        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       17.6       33.6       27.1       22.5       16.8       30.1       26.0
Old  :                 23.9       17.6       33.6       27.1       22.5       16.8       30.1       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, 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  :   378,104:    58,496     66,576        569    262,226    269,690    321,291    336,835:    56,813     41,269
Old  :   378,104:    58,496     66,576        569    262,226    269,690    321,291    336,835:    56,813     41,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     6,321:     1,131        976         59      9,033      2,658     10,223      3,693:    -3,902      2,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       17.6        0.2       69.4       71.3       85.0       89.1:      15.0       10.9
Old  :     100.0:      15.5       17.6        0.2       69.4       71.3       85.0       89.1:      15.0       10.9
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  :        76:         7         11          2         38         34         46         46:
Old  :        76:         7         11          2         38         34         46         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  :                 28.5       46.6       47.0       61.9       24.7       46.6       42.3       60.5
Old  :                 28.5       46.6       47.0       61.9       24.7       46.6       42.3       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, 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 - Futures Only, 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  :   184,730:    53,221     19,041     21,530     68,116    118,321    142,867    158,892:    41,863     25,838
Old  :    53,571:    13,591      4,732      4,455     22,674     34,810     40,720     43,997:    12,851      9,574
Other:   131,159:    45,064     19,743     11,641     45,442     83,511    102,147    114,895:    29,012     16,264
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     9,152:     3,497     -3,699      1,974       -591      9,729      4,880      8,004:     4,272      1,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       10.3       11.7       36.9       64.1       77.3       86.0:      22.7       14.0
Old  :     100.0:      25.4        8.8        8.3       42.3       65.0       76.0       82.1:      24.0       17.9
Other:     100.0:      34.4       15.1        8.9       34.6       63.7       77.9       87.6:      22.1       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        63         31         54         54         56        150        127:
Old  :       129:        34         18         18         46         45         93         78:
Other:       163:        59         38         32         47         42        123         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       34.0       19.2       45.6        9.5       27.9       16.3       36.3
Old  :                 19.9       32.1       29.2       44.3       19.9       29.0       28.6       40.7
Other:                 12.3       36.8       22.3       50.6       11.8       28.3       19.9       39.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, 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  :    17,390:     4,585      2,370        951      7,395     12,868     12,931     16,189:     4,459      1,201
Old  :    17,390:     4,585      2,370        951      7,395     12,868     12,931     16,189:     4,459      1,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :       167:       206        183       -232         55        422         29        373:       138       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       13.6        5.5       42.5       74.0       74.4       93.1:      25.6        6.9
Old  :     100.0:      26.4       13.6        5.5       42.5       74.0       74.4       93.1:      25.6        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  :        84:        33         17         13         20         17         63         39:
Old  :        84:        33         17         13         20         17         63         39:
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  :                 27.6       50.7       39.7       64.3       27.6       50.2       39.7       63.8
Old  :                 27.6       50.7       39.7       64.3       27.6       50.2       39.7       63.8
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 - Futures Only, 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  : 1,032,458:   221,181    207,814     13,215    696,505    668,424    930,901    889,453:   101,557    143,005
Old  : 1,032,458:   221,181    207,814     13,215    696,505    668,424    930,901    889,453:   101,557    143,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     9,653:    10,541      4,368      1,761      2,039     10,277     14,341     16,406:    -4,688     -6,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       20.1        1.3       67.5       64.7       90.2       86.1:       9.8       13.9
Old  :     100.0:      21.4       20.1        1.3       67.5       64.7       90.2       86.1:       9.8       13.9
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  :       274:        43         67         19         89        127        145        200:
Old  :       274:        43         67         19         89        127        145        200:
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  :                 29.4       13.0       43.3       23.3       27.8       11.2       39.7       19.8
Old  :                 29.4       13.0       43.3       23.3       27.8       11.2       39.7       19.8
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 - Futures Only, 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  : 1,900,615:   283,467    307,814     40,420  1,277,028  1,218,053  1,600,915  1,566,287:   299,700    334,328
Old  : 1,900,615:   283,467    307,814     40,420  1,277,028  1,218,053  1,600,915  1,566,287:   299,700    334,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -15,048:   -21,327    -35,503     14,652    -12,781     -3,640    -19,456    -24,491:     4,408      9,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.2        2.1       67.2       64.1       84.2       82.4:      15.8       17.6
Old  :     100.0:      14.9       16.2        2.1       67.2       64.1       84.2       82.4:      15.8       17.6
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  :       274:        43         52         34        113        141        176        207:
Old  :       274:        43         52         34        113        141        176        207:
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  :                 26.4       20.9       35.3       30.4       25.8       18.3       34.3       25.5
Old  :                 26.4       20.9       35.3       30.4       25.8       18.3       34.3       25.5
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 - Futures Only, 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  : 1,520,431:   367,054    196,599     15,067    920,921  1,032,566  1,303,042  1,244,232:   217,389    276,199
Old  : 1,520,431:   367,054    196,599     15,067    920,921  1,032,566  1,303,042  1,244,232:   217,389    276,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :   -44,419:   -40,350    -44,376    -11,358     14,685     -1,351    -37,023    -57,085:    -7,396     12,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       12.9        1.0       60.6       67.9       85.7       81.8:      14.3       18.2
Old  :     100.0:      24.1       12.9        1.0       60.6       67.9       85.7       81.8:      14.3       18.2
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  :       209:        28         48         22         77        105        120        160:
Old  :       209:        28         48         22         77        105        120        160:
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  :                 37.1       22.1       48.2       32.3       36.3       20.4       45.6       28.6
Old  :                 37.1       22.1       48.2       32.3       36.3       20.4       45.6       28.6
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 - Futures Only, 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  :   864,924:    78,105     79,932    132,491    605,971    601,451    816,567    813,874:    48,357     51,050
Old  :   864,924:    78,105     79,932    132,491    605,971    601,451    816,567    813,874:    48,357     51,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    41,289:    -6,351      2,511      1,775     43,309     37,839     38,733     42,125:     2,556       -836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.2       15.3       70.1       69.5       94.4       94.1:       5.6        5.9
Old  :     100.0:       9.0        9.2       15.3       70.1       69.5       94.4       94.1:       5.6        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  :       141:        22         35         37         63         74        108        128:
Old  :       141:        22         35         37         63         74        108        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       24.5       51.2       34.9       30.2       15.1       34.1       21.8
Old  :                 38.0       24.5       51.2       34.9       30.2       15.1       34.1       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, 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  :    74,390:    19,265      2,351      4,363     42,465     62,806     66,093     69,520:     8,297      4,871
Old  :    74,390:    19,265      2,351      4,363     42,465     62,806     66,093     69,520:     8,297      4,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -1,721:    -5,686        184        447      3,706     -1,892     -1,533     -1,262:      -188       -460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        3.2        5.9       57.1       84.4       88.8       93.5:      11.2        6.5
Old  :     100.0:      25.9        3.2        5.9       57.1       84.4       88.8       93.5:      11.2        6.5
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  :        95:        25          9          8         43         27         73         42:
Old  :        95:        25          9          8         43         27         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  :                 26.8       48.2       42.0       65.8       25.5       42.8       37.7       58.2
Old  :                 26.8       48.2       42.0       65.8       25.5       42.8       37.7       58.2
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 - Futures Only, 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  :    17,771:     4,681        756         31     11,255     15,448     15,967     16,235:     1,804      1,536
Old  :    17,771:     4,681        756         31     11,255     15,448     15,967     16,235:     1,804      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :     2,052:        52         -2          0      1,999      2,014      2,051      2,012:         1         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        4.3        0.2       63.3       86.9       89.8       91.4:      10.2        8.6
Old  :     100.0:      26.3        4.3        0.2       63.3       86.9       89.8       91.4:      10.2        8.6
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  :        22:         5          2          1          8          7         14          9:
Old  :        22:         5          2          1          8          7         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  :                 53.2       79.6       74.7       89.9       53.2       79.6       74.7       89.7
Old  :                 53.2       79.6       74.7       89.9       53.2       79.6       74.7       89.7
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 - Futures Only, 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  :   113,238:    37,401     11,422        431     62,420     94,716    100,252    106,569:    12,986      6,669
Old  :   113,238:    37,401     11,422        431     62,420     94,716    100,252    106,569:    12,986      6,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2011                        :
     :    -7,546:   -10,937        910        355      3,414     -7,812     -7,168     -6,547:      -378       -999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       10.1        0.4       55.1       83.6       88.5       94.1:      11.5        5.9
Old  :     100.0:      33.0       10.1        0.4       55.1       83.6       88.5       94.1:      11.5        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:        24         11          4         39         24         64         38:
Old  :        91:        24         11          4         39         24         64         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       49.9       48.7       67.3       32.6       49.7       48.7       67.1
Old  :                 32.6       49.9       48.7       67.3       32.6       49.7       48.7       67.1
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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