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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 20, 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  :   379,635:    76,324    130,025     52,355    218,205    141,941    346,884    324,321:    32,751     55,314
Old  :   245,700:    68,153     97,353     18,724    135,059     95,719    221,936    211,796:    23,764     33,904
Other:   133,935:    25,267     49,768     16,535     83,146     46,222    124,948    112,525:     8,987     21,410
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :     4,119:    -2,256       -646      2,713      1,969        987      2,426      3,054:     1,693      1,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       34.3       13.8       57.5       37.4       91.4       85.4:       8.6       14.6
Old  :     100.0:      27.7       39.6        7.6       55.0       39.0       90.3       86.2:       9.7       13.8
Other:     100.0:      18.9       37.2       12.3       62.1       34.5       93.3       84.0:       6.7       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       101        152        120         77        101        259        307:
Old  :       364:       116        132         67         60         80        216        242:
Other:       237:        43         90         45         50         85        126        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       11.5       40.0       18.4       25.0       10.2       38.3       15.8
Old  :                 28.3       15.6       39.8       24.0       28.3       14.1       39.3       22.3
Other:                 33.9       12.8       51.2       21.5       30.6        8.9       47.9       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 20, 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  : 1,165,319:   290,323    156,046    153,762    588,654    625,141  1,032,739    934,949:   132,580    230,370
Old  :   916,965:   279,194    157,827     78,407    445,860    494,583    803,461    730,817:   113,504    186,148
Other:   248,354:    75,005     62,095     11,479    142,794    130,558    229,278    204,132:    19,076     44,222
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -836:    -9,643     -1,962     13,847     -7,861    -15,019     -3,657     -3,134:     2,821      2,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.4       13.2       50.5       53.6       88.6       80.2:      11.4       19.8
Old  :     100.0:      30.4       17.2        8.6       48.6       53.9       87.6       79.7:      12.4       20.3
Other:     100.0:      30.2       25.0        4.6       57.5       52.6       92.3       82.2:       7.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       681:       159        156        172        195        295        444        556:
Old  :       667:       159        154        132        185        282        413        511:
Other:       445:        67         97         30         83        230        164        349:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       10.5       24.9       16.4       14.3        9.1       21.5       14.2
Old  :                 16.4       11.4       25.6       17.4       16.2       11.4       24.9       17.2
Other:                 29.5       22.1       42.8       31.7       22.0       13.8       32.5       22.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 20, 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  :    12,808:     2,645      2,113         55      8,212      8,828     10,912     10,996:     1,896      1,812
Old  :    12,533:     2,623      2,116         39      8,097      8,606     10,759     10,761:     1,774      1,772
Other:       275:        27          2         11        115        222        153        235:       122         40
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :         7:      -186        -80          7        194         83         15         10:        -8         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       16.5        0.4       64.1       68.9       85.2       85.9:      14.8       14.1
Old  :     100.0:      20.9       16.9        0.3       64.6       68.7       85.8       85.9:      14.2       14.1
Other:     100.0:       9.8        0.7        4.0       41.8       80.7       55.6       85.5:      44.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        10         11          4         16          7         29         19:
Old  :        38:        10         11          2         15          4         27         15:
Other:        13:         3          1          1          5          6          8          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.8       75.1       59.3       81.5       41.4       73.6       58.8       80.0
Old  :                 42.5       76.3       60.1       82.8       42.5       75.2       60.1       81.7
Other:                 48.0       77.5       55.6       85.5       38.2       69.1       41.8       71.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 20, 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  :   532,238:   111,979     88,074     88,810    285,913    279,709    486,702    456,593:    45,536     75,645
Old  :   459,429:   102,264     96,382     66,883    250,685    234,471    419,832    397,736:    39,597     61,693
Other:    72,809:    28,407     10,384      3,235     35,228     45,238     66,870     58,857:     5,939     13,952
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -26,040:    -3,654     -7,650     -3,874    -18,847    -10,366    -26,375    -21,890:       335     -4,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.5       16.7       53.7       52.6       91.4       85.8:       8.6       14.2
Old  :     100.0:      22.3       21.0       14.6       54.6       51.0       91.4       86.6:       8.6       13.4
Other:     100.0:      39.0       14.3        4.4       48.4       62.1       91.8       80.8:       8.2       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       460:       136        119        173        109        144        347        377:
Old  :       456:       142        119        153        106        132        333        353:
Other:       239:        50         60         29         43        102        111        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       16.6       24.5       24.9       13.4       13.5       21.3       19.4
Old  :                 16.6       17.7       26.9       25.7       15.6       15.3       25.1       22.7
Other:                 41.2       30.3       56.9       47.5       33.1       28.2       46.1       38.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 20, 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  :   303,836:    63,954     81,654     37,913    175,212    152,100    277,079    271,667:    26,757     32,169
Old  :   278,840:    63,729     84,080     30,905    161,894    133,788    256,528    248,773:    22,312     30,067
Other:    24,996:     4,755      2,104      2,478     13,318     18,312     20,551     22,894:     4,445      2,102
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -11,032:    -1,261      1,824      1,743    -12,790    -11,461    -12,308     -7,894:     1,276     -3,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       26.9       12.5       57.7       50.1       91.2       89.4:       8.8       10.6
Old  :     100.0:      22.9       30.2       11.1       58.1       48.0       92.0       89.2:       8.0       10.8
Other:     100.0:      19.0        8.4        9.9       53.3       73.3       82.2       91.6:      17.8        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        64         76         75         63         64        175        188:
Old  :       248:        65         84         71         63         64        171        187:
Other:        74:        19         13         10         33         21         58         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       18.5       25.7       29.1       12.7       14.4       20.7       22.5
Old  :                 16.1       17.2       26.5       27.4       14.2       14.2       22.9       22.2
Other:                 30.8       44.5       46.1       67.1       23.6       40.6       37.0       55.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 20, 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  :   599,053:    59,143     92,418      2,576    401,372    385,669    463,091    480,663:   135,962    118,390
Old  :   599,053:    59,143     92,418      2,576    401,372    385,669    463,091    480,663:   135,962    118,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -2,657:      -125      6,180       -697     -1,618        876     -2,440      6,359:      -217     -9,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       15.4        0.4       67.0       64.4       77.3       80.2:      22.7       19.8
Old  :     100.0:       9.9       15.4        0.4       67.0       64.4       77.3       80.2:      22.7       19.8
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  :       148:        26         25          8         68         67         98         96:
Old  :       148:        26         25          8         68         67         98         96:
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  :                 25.9       23.9       36.9       36.9       24.8       23.9       31.4       33.9
Old  :                 25.9       23.9       36.9       36.9       24.8       23.9       31.4       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, December 20, 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  :   367,285:    59,028     34,824      1,103    244,798    289,742    304,929    325,669:    62,356     41,616
Old  :   367,285:    59,028     34,824      1,103    244,798    289,742    304,929    325,669:    62,356     41,616
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -13,943:     4,170      1,858        -17    -17,928    -14,197    -13,775    -12,356:      -168     -1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        9.5        0.3       66.7       78.9       83.0       88.7:      17.0       11.3
Old  :     100.0:      16.1        9.5        0.3       66.7       78.9       83.0       88.7:      17.0       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         7          7          4         43         37         53         45:
Old  :        68:         7          7          4         43         37         53         45:
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       50.2       43.9       62.9       20.8       49.6       38.3       61.3
Old  :                 25.3       50.2       43.9       62.9       20.8       49.6       38.3       61.3
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, December 20, 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  :     9,872:     1,134      1,219        934      7,164      7,200      9,232      9,353:       640        519
Old  :     9,872:     1,134      1,219        934      7,164      7,200      9,232      9,353:       640        519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -266:       -83         27        -30       -141       -214       -254       -217:       -12        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       12.3        9.5       72.6       72.9       93.5       94.7:       6.5        5.3
Old  :     100.0:      11.5       12.3        9.5       72.6       72.9       93.5       94.7:       6.5        5.3
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          3          5         20         20         29         26:
Old  :        33:         7          3          5         20         20         29         26:
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  :                 48.7       52.0       65.5       74.3       24.9       23.7       34.8       36.2
Old  :                 48.7       52.0       65.5       74.3       24.9       23.7       34.8       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 20, 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  :   204,488:    29,497     54,945     28,345    116,571     90,211    174,413    173,501:    30,075     30,987
Old  :   177,582:    27,972     55,433     18,871    104,220     76,048    151,063    150,352:    26,519     27,230
Other:    26,906:     4,121      2,108      6,878     12,351     14,163     23,350     23,149:     3,556      3,757
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -8,654:    -1,542     -7,412       -270     -4,858        863     -6,670     -6,819:    -1,984     -1,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       26.9       13.9       57.0       44.1       85.3       84.8:      14.7       15.2
Old  :     100.0:      15.8       31.2       10.6       58.7       42.8       85.1       84.7:      14.9       15.3
Other:     100.0:      15.3        7.8       25.6       45.9       52.6       86.8       86.0:      13.2       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        33         55         47         71         62        137        144:
Old  :       186:        37         60         41         71         61        136        138:
Other:        72:        18         11         13         33         18         57         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       21.7       31.6       31.5       16.8       15.1       22.9       21.6
Old  :                 23.0       21.9       32.3       31.0       18.4       15.6       24.7       22.8
Other:                 38.3       38.1       55.5       52.3       34.7       29.9       43.0       38.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 20, 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  :    17,300:     3,800      5,438      2,037      8,393      7,363     14,230     14,838:     3,070      2,462
Old  :    17,117:     3,786      5,440      2,030      8,314      7,199     14,130     14,669:     2,987      2,448
Other:       183:        18          2          3         79        164        100        169:        83         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -485:       -43        291       -128       -133       -448       -304       -285:      -181       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       31.4       11.8       48.5       42.6       82.3       85.8:      17.7       14.2
Old  :     100.0:      22.1       31.8       11.9       48.6       42.1       82.5       85.7:      17.5       14.3
Other:     100.0:       9.8        1.1        1.6       43.2       89.6       54.6       92.3:      45.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        26         24         16         20         17         55         54:
Old  :        84:        25         25         16         19         17         54         54:
Other:        12:         3          1          2          2          5          7          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       29.7       40.0       42.9       27.8       25.2       39.9       37.9
Old  :                 28.1       29.4       40.4       42.7       28.1       25.2       40.3       38.1
Other:                 52.5       85.8       54.6       92.3       52.5       85.8       53.0       90.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 20, 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  :   717,198:   196,548    120,280     14,453    397,874    487,770    608,875    622,503:   108,323     94,695
Old  :   717,198:   196,548    120,280     14,453    397,874    487,770    608,875    622,503:   108,323     94,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -3,773:   -17,007      1,218       -111      8,038        675     -9,080      1,782:     5,307     -5,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       16.8        2.0       55.5       68.0       84.9       86.8:      15.1       13.2
Old  :     100.0:      27.4       16.8        2.0       55.5       68.0       84.9       86.8:      15.1       13.2
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  :       198:        30         41         13         79        100        120        144:
Old  :       198:        30         41         13         79        100        120        144:
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  :                 28.9       23.8       41.1       31.9       27.8       20.0       38.0       27.3
Old  :                 28.9       23.8       41.1       31.9       27.8       20.0       38.0       27.3
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, December 20, 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  : 1,464,761:   177,468    200,009     21,255    997,779    964,094  1,196,502  1,185,358:   268,259    279,403
Old  : 1,464,761:   177,468    200,009     21,255    997,779    964,094  1,196,502  1,185,358:   268,259    279,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    11,771:   -27,949      6,384      6,488     54,992        341     33,531     13,213:   -21,760     -1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       13.7        1.5       68.1       65.8       81.7       80.9:      18.3       19.1
Old  :     100.0:      12.1       13.7        1.5       68.1       65.8       81.7       80.9:      18.3       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        34         46         19         99        117        143        172:
Old  :       232:        34         46         19         99        117        143        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       21.0       38.8       30.7       28.7       16.7       36.8       24.9
Old  :                 29.3       21.0       38.8       30.7       28.7       16.7       36.8       24.9
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, December 20, 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  : 1,228,328:   382,743    142,568      9,482    624,610    860,119  1,016,835  1,012,169:   211,493    216,159
Old  : 1,228,328:   382,743    142,568      9,482    624,610    860,119  1,016,835  1,012,169:   211,493    216,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -86,178:     9,975      5,100     -2,494    -77,187    -98,926    -69,706    -96,320:   -16,472     10,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       11.6        0.8       50.9       70.0       82.8       82.4:      17.2       17.6
Old  :     100.0:      31.2       11.6        0.8       50.9       70.0       82.8       82.4:      17.2       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  :       176:        24         30         11         72        100        100        137:
Old  :       176:        24         30         11         72        100        100        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  :                 35.3       18.5       46.8       27.8       32.0       17.0       41.8       24.8
Old  :                 35.3       18.5       46.8       27.8       32.0       17.0       41.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 20, 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  :   565,916:    90,756     71,250     70,239    376,865    387,515    537,860    529,004:    28,056     36,912
Old  :   565,916:    90,756     71,250     70,239    376,865    387,515    537,860    529,004:    28,056     36,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -7,502:     5,865      7,845     -5,708     -7,255     -8,968     -7,098     -6,831:      -404       -671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.6       12.4       66.6       68.5       95.0       93.5:       5.0        6.5
Old  :     100.0:      16.0       12.6       12.4       66.6       68.5       95.0       93.5:       5.0        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  :       106:        26         18         24         48         53         79         92:
Old  :       106:        26         18         24         48         53         79         92:
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  :                 42.6       36.7       52.2       53.3       34.0       27.9       40.0       39.8
Old  :                 42.6       36.7       52.2       53.3       34.0       27.9       40.0       39.8
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, December 20, 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  :    45,509:    14,449      3,798        161     25,595     37,341     40,204     41,300:     5,305      4,210
Old  :    45,509:    14,449      3,798        161     25,595     37,341     40,204     41,300:     5,305      4,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -60,658:     1,771        376    -10,265    -48,489    -46,485    -56,983    -56,375:    -3,676     -4,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        8.3        0.4       56.2       82.1       88.3       90.8:      11.7        9.2
Old  :     100.0:      31.7        8.3        0.4       56.2       82.1       88.3       90.8:      11.7        9.2
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  :        87:        27          8          3         31         25         59         35:
Old  :        87:        27          8          3         31         25         59         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       61.2       45.7       73.1       31.4       61.2       45.7       73.1
Old  :                 31.4       61.2       45.7       73.1       31.4       61.2       45.7       73.1
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 - Futures Only, December 20, 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  :    91,018:    28,898      7,596        321     51,189     74,682     80,408     82,599:    10,610      8,419
Old  :    91,018:    28,898      7,596        321     51,189     74,682     80,408     82,599:    10,610      8,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -67,684:     3,347     -4,378     -5,961    -61,181    -54,668    -63,795    -65,007:    -3,889     -2,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        8.3        0.4       56.2       82.1       88.3       90.8:      11.7        9.2
Old  :     100.0:      31.7        8.3        0.4       56.2       82.1       88.3       90.8:      11.7        9.2
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  :        87:        27          8          3         31         25         59         35:
Old  :        87:        27          8          3         31         25         59         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       61.2       45.7       73.1       31.4       61.2       45.7       73.1
Old  :                 31.4       61.2       45.7       73.1       31.4       61.2       45.7       73.1
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, December 20, 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  :    16,214:     7,114     15,621        512      8,368         58     15,994     16,191:       220         23
Old  :    16,214:     7,114     15,621        512      8,368         58     15,994     16,191:       220         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -730:      -345         32       -833        364         58       -814       -743:        84         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       96.3        3.2       51.6        0.4       98.6       99.9:       1.4        0.1
Old  :     100.0:      43.9       96.3        3.2       51.6        0.4       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8         13          4          3          2         15         15:
Old  :        24:         8         13          4          3          2         15         15:
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  :                 74.1       80.6       93.9       94.1       73.7       78.4       93.5       91.4
Old  :                 74.1       80.6       93.9       94.1       73.7       78.4       93.5       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,464:     1,195      1,917         25      9,002      8,443     10,222     10,385:       242         79
Old  :    10,464:     1,195      1,917         25      9,002      8,443     10,222     10,385:       242         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,320:       -13       -385       -311       -158        175       -482       -521:      -838       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       18.3        0.2       86.0       80.7       97.7       99.2:       2.3        0.8
Old  :     100.0:      11.4       18.3        0.2       86.0       80.7       97.7       99.2:       2.3        0.8
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  :        29:         6          6          1          6         12         13         18:
Old  :        29:         6          6          1          6         12         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.3       77.3       95.3       91.6       83.3       77.3       95.3       91.3
Old  :                 83.3       77.3       95.3       91.6       83.3       77.3       95.3       91.3
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, December 20, 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  :    12,415:     1,022        839          0     10,983     11,350     12,005     12,189:       410        226
Old  :    12,415:     1,022        839          0     10,983     11,350     12,005     12,189:       410        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,885:       180        -70       -969     -1,122       -863     -1,911     -1,902:        26         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        6.8        0.0       88.5       91.4       96.7       98.2:       3.3        1.8
Old  :     100.0:       8.2        6.8        0.0       88.5       91.4       96.7       98.2:       3.3        1.8
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  :        32:         8          5          0          7         12         15         17:
Old  :        32:         8          5          0          7         12         15         17:
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  :                 88.3       73.4       93.7       86.6       88.3       73.4       93.7       86.6
Old  :                 88.3       73.4       93.7       86.6       88.3       73.4       93.7       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 23, 2011