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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 27, 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  :   380,892:    74,449    119,190     55,246    219,603    152,962    349,298    327,398:    31,594     53,494
Old  :   243,016:    67,918     87,500     19,432    133,257    104,579    220,607    211,511:    22,409     31,505
Other:   137,876:    25,461     50,620     16,884     86,346     48,383    128,691    115,887:     9,185     21,989
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,257:    -1,875    -10,835      2,891      1,398     11,021      2,414      3,077:    -1,157     -1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       31.3       14.5       57.7       40.2       91.7       86.0:       8.3       14.0
Old  :     100.0:      27.9       36.0        8.0       54.8       43.0       90.8       87.0:       9.2       13.0
Other:     100.0:      18.5       36.7       12.2       62.6       35.1       93.3       84.1:       6.7       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:        98        144        125         76        101        259        302:
Old  :       353:       112        127         71         58         83        214        240:
Other:       241:        49         88         43         50         85        127        194:
     :----------------------------------------------------------------------------------------------------
     :             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       12.6       40.2       19.5       25.2       11.3       38.2       17.1
Old  :                 28.7       17.1       40.1       26.0       28.7       15.8       39.3       24.6
Other:                 33.3       12.4       50.7       21.3       29.7        8.8       47.1       16.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 27, 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  : 1,153,978:   293,731    138,924    146,892    578,234    633,727  1,018,857    919,543:   135,121    234,435
Old  :   905,241:   279,164    140,085     77,350    434,171    499,560    790,685    716,995:   114,556    188,246
Other:   248,737:    73,401     57,673     10,708    144,063    134,167    228,172    202,548:    20,565     46,189
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -11,341:     3,408    -17,122     -6,870    -10,420      8,586    -13,882    -15,406:     2,541      4,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       12.0       12.7       50.1       54.9       88.3       79.7:      11.7       20.3
Old  :     100.0:      30.8       15.5        8.5       48.0       55.2       87.3       79.2:      12.7       20.8
Other:     100.0:      29.5       23.2        4.3       57.9       53.9       91.7       81.4:       8.3       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       660:       166        137        159        190        297        432        531:
Old  :       646:       171        130        124        180        285        403        490:
Other:       441:        63         95         27         83        232        158        346:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3        9.8       24.4       16.0       14.5        8.7       21.7       14.1
Old  :                 16.5       10.7       25.2       17.2       16.4       10.7       24.5       17.0
Other:                 29.1       21.8       42.4       31.3       21.6       13.5       32.1       21.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 27, 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  :    12,618:     2,600      2,104         49      8,136      8,695     10,785     10,848:     1,833      1,770
Old  :    12,347:     2,578      2,107         38      8,018      8,474     10,634     10,619:     1,713      1,728
Other:       271:        27          2          6        118        221        151        229:       120         42
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -190:       -45         -9         -6        -76       -133       -127       -148:       -63        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.7        0.4       64.5       68.9       85.5       86.0:      14.5       14.0
Old  :     100.0:      20.9       17.1        0.3       64.9       68.6       86.1       86.0:      13.9       14.0
Other:     100.0:      10.0        0.7        2.2       43.5       81.5       55.7       84.5:      44.3       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11         10          4         16          7         30         19:
Old  :        39:        11         11          3         15          4         29         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       75.5       58.6       81.9       41.5       73.9       58.2       80.3
Old  :                 42.5       76.6       59.5       83.2       42.5       75.5       59.5       82.1
Other:                 48.0       78.2       55.7       84.5       40.6       70.5       44.3       73.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 27, 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  :   480,007:   104,823     75,814     70,462    257,041    257,615    432,326    403,891:    47,681     76,116
Old  :   405,841:    93,800     83,416     49,246    221,217    212,195    364,263    344,857:    41,578     60,984
Other:    74,166:    28,878     10,253      3,361     35,824     45,420     68,063     59,034:     6,103     15,132
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -52,231:    -7,156    -12,260    -18,348    -28,872    -22,094    -54,376    -52,702:     2,145        471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.8       14.7       53.5       53.7       90.1       84.1:       9.9       15.9
Old  :     100.0:      23.1       20.6       12.1       54.5       52.3       89.8       85.0:      10.2       15.0
Other:     100.0:      38.9       13.8        4.5       48.3       61.2       91.8       79.6:       8.2       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       120        106        149        103        141        317        342:
Old  :       422:       122        108        133        102        132        304        324:
Other:       234:        50         53         29         43        103        111        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       16.7       26.8       24.6       14.5       14.2       23.3       20.5
Old  :                 18.1       17.3       29.7       25.5       17.3       16.0       28.0       24.0
Other:                 40.7       30.0       56.4       46.0       32.1       27.6       45.0       36.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 27, 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  :   290,339:    64,023     72,216     33,740    164,044    153,527    261,807    259,483:    28,532     30,856
Old  :   264,258:    64,225     74,440     27,291    149,157    134,672    240,673    236,403:    23,585     27,855
Other:    26,081:     3,773      1,751      2,474     14,887     18,855     21,134     23,080:     4,947      3,001
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -13,497:        69     -9,438     -4,173    -11,168      1,427    -15,272    -12,184:     1,775     -1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       24.9       11.6       56.5       52.9       90.2       89.4:       9.8       10.6
Old  :     100.0:      24.3       28.2       10.3       56.4       51.0       91.1       89.5:       8.9       10.5
Other:     100.0:      14.5        6.7        9.5       57.1       72.3       81.0       88.5:      19.0       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        69         66         71         67         66        181        178:
Old  :       244:        73         73         66         66         66        175        177:
Other:        75:        17         13          9         33         24         56         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       20.2       24.7       31.6       13.5       16.4       21.1       26.3
Old  :                 16.1       19.2       25.8       29.7       14.8       16.6       22.9       25.7
Other:                 34.2       44.3       47.6       65.8       27.3       40.4       38.5       54.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 27, 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  :   581,902:    60,024     92,496      2,371    384,265    367,110    446,660    461,977:   135,242    119,925
Old  :   581,902:    60,024     92,496      2,371    384,265    367,110    446,660    461,977:   135,242    119,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -17,151:       881         78       -205    -17,107    -18,559    -16,431    -18,686:      -720      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       15.9        0.4       66.0       63.1       76.8       79.4:      23.2       20.6
Old  :     100.0:      10.3       15.9        0.4       66.0       63.1       76.8       79.4:      23.2       20.6
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  :       139:        26         23          9         63         64         95         90:
Old  :       139:        26         23          9         63         64         95         90:
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  :                 25.2       23.9       36.6       36.6       24.1       23.9       30.5       34.8
Old  :                 25.2       23.9       36.6       36.6       24.1       23.9       30.5       34.8
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 27, 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  :   368,614:    59,028     35,464      1,146    247,659    293,229    307,833    329,839:    60,781     38,775
Old  :   368,614:    59,028     35,464      1,146    247,659    293,229    307,833    329,839:    60,781     38,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,329:         0        640         43      2,861      3,487      2,904      4,170:    -1,575     -2,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        9.6        0.3       67.2       79.5       83.5       89.5:      16.5       10.5
Old  :     100.0:      16.0        9.6        0.3       67.2       79.5       83.5       89.5:      16.5       10.5
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  :        71:         7          7          4         43         40         53         48:
Old  :        71:         7          7          4         43         40         53         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       49.8       43.9       63.1       21.2       49.3       38.4       61.6
Old  :                 25.1       49.8       43.9       63.1       21.2       49.3       38.4       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, December 27, 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  :     9,798:     1,114      1,134        952      7,138      7,205      9,204      9,291:       594        507
Old  :     9,798:     1,114      1,134        952      7,138      7,205      9,204      9,291:       594        507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :       -74:       -20        -85         18        -26          5        -28        -62:       -46        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       11.6        9.7       72.9       73.5       93.9       94.8:       6.1        5.2
Old  :     100.0:      11.4       11.6        9.7       72.9       73.5       93.9       94.8:       6.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          3          5         19         18         28         24:
Old  :        32:         7          3          5         19         18         28         24:
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  :                 50.5       51.9       67.6       74.1       25.3       22.6       34.1       35.0
Old  :                 50.5       51.9       67.6       74.1       25.3       22.6       34.1       35.0
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 27, 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  :   196,580:    30,789     48,240     26,674    110,416     93,243    167,879    168,157:    28,701     28,423
Old  :   170,005:    28,420     48,294     18,472     98,104     78,141    144,996    144,907:    25,009     25,098
Other:    26,575:     4,646      2,223      5,925     12,312     15,102     22,883     23,250:     3,692      3,325
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -7,908:     1,292     -6,705     -1,671     -6,155      3,032     -6,534     -5,344:    -1,374     -2,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       24.5       13.6       56.2       47.4       85.4       85.5:      14.6       14.5
Old  :     100.0:      16.7       28.4       10.9       57.7       46.0       85.3       85.2:      14.7       14.8
Other:     100.0:      17.5        8.4       22.3       46.3       56.8       86.1       87.5:      13.9       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        34         44         49         70         61        139        133:
Old  :       176:        39         47         43         70         60        138        127:
Other:        76:        18         11         11         32         23         55         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       24.6       30.3       34.1       16.5       17.3       23.1       24.6
Old  :                 22.2       25.1       31.2       34.0       18.2       18.5       25.2       26.6
Other:                 38.8       40.0       56.9       55.1       35.7       31.5       45.5       41.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 27, 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  :    16,632:     2,970      5,642      1,927      8,525      6,674     13,422     14,243:     3,210      2,389
Old  :    16,445:     2,962      5,644      1,916      8,446      6,510     13,324     14,070:     3,121      2,375
Other:       187:        17          7          2         79        164         98        173:        89         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -668:      -830        204       -110        132       -689       -808       -595:       140        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       33.9       11.6       51.3       40.1       80.7       85.6:      19.3       14.4
Old  :     100.0:      18.0       34.3       11.7       51.4       39.6       81.0       85.6:      19.0       14.4
Other:     100.0:       9.1        3.7        1.1       42.2       87.7       52.4       92.5:      47.6        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        23         27         16         20         17         52         57:
Old  :        84:        22         28         16         20         17         52         57:
Other:        12:         3          1          1          2          5          6          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  :                 29.0       29.2       43.4       42.9       29.0       24.0       43.0       36.8
Old  :                 29.4       28.8       43.9       42.7       29.4       23.5       43.5       37.0
Other:                 50.8       84.0       52.4       92.5       50.8       84.0       51.3       91.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 27, 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  :   691,704:   172,800    127,800      9,201    402,513    452,656    584,514    589,657:   107,190    102,047
Old  :   691,704:   172,800    127,800      9,201    402,513    452,656    584,514    589,657:   107,190    102,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -25,494:   -23,748      7,520     -5,252      4,639    -35,114    -24,361    -32,846:    -1,133      7,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       18.5        1.3       58.2       65.4       84.5       85.2:      15.5       14.8
Old  :     100.0:      25.0       18.5        1.3       58.2       65.4       84.5       85.2:      15.5       14.8
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  :       193:        30         39         13         79         98        119        140:
Old  :       193:        30         39         13         79         98        119        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       21.9       38.7       30.2       27.6       18.7       37.0       26.7
Old  :                 28.5       21.9       38.7       30.2       27.6       18.7       37.0       26.7
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 27, 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  : 1,475,878:   206,185    209,166     15,913    992,181    964,583  1,214,279  1,189,662:   261,599    286,216
Old  : 1,475,878:   206,185    209,166     15,913    992,181    964,583  1,214,279  1,189,662:   261,599    286,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    11,117:    28,717      9,157     -5,342     -5,598        489     17,777      4,304:    -6,660      6,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       14.2        1.1       67.2       65.4       82.3       80.6:      17.7       19.4
Old  :     100.0:      14.0       14.2        1.1       67.2       65.4       82.3       80.6:      17.7       19.4
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  :       214:        34         42         15         95        105        138        153:
Old  :       214:        34         42         15         95        105        138        153:
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       21.0       38.9       31.0       28.5       16.6       36.7       25.9
Old  :                 29.4       21.0       38.9       31.0       28.5       16.6       36.7       25.9
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 27, 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  : 1,223,689:   370,371    146,697      8,200    648,011    850,312  1,026,582  1,005,209:   197,107    218,480
Old  : 1,223,689:   370,371    146,697      8,200    648,011    850,312  1,026,582  1,005,209:   197,107    218,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -4,639:   -12,372      4,129     -1,282     23,401     -9,807      9,747     -6,960:   -14,386      2,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       12.0        0.7       53.0       69.5       83.9       82.1:      16.1       17.9
Old  :     100.0:      30.3       12.0        0.7       53.0       69.5       83.9       82.1:      16.1       17.9
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  :       170:        24         26         12         70         96         99        129:
Old  :       170:        24         26         12         70         96         99        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       18.1       47.8       27.8       33.6       16.8       43.4       24.9
Old  :                 36.5       18.1       47.8       27.8       33.6       16.8       43.4       24.9
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 27, 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  :   575,653:    97,375     71,666     69,357    382,308    398,248    549,040    539,271:    26,613     36,382
Old  :   575,653:    97,375     71,666     69,357    382,308    398,248    549,040    539,271:    26,613     36,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     9,737:     6,619        416       -882      5,443     10,733     11,180     10,267:    -1,443       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       12.4       12.0       66.4       69.2       95.4       93.7:       4.6        6.3
Old  :     100.0:      16.9       12.4       12.0       66.4       69.2       95.4       93.7:       4.6        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        25         18         23         48         53         79         91:
Old  :       106:        25         18         23         48         53         79         91:
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  :                 43.0       36.3       52.2       53.6       35.1       28.0       41.3       40.9
Old  :                 43.0       36.3       52.2       53.6       35.1       28.0       41.3       40.9
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 27, 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  :    44,765:    12,651      4,184        285     26,733     36,408     39,668     40,877:     5,097      3,888
Old  :    44,765:    12,651      4,184        285     26,733     36,408     39,668     40,877:     5,097      3,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -745:    -1,799        386        125      1,138       -933       -536       -423:      -209       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.3        0.6       59.7       81.3       88.6       91.3:      11.4        8.7
Old  :     100.0:      28.3        9.3        0.6       59.7       81.3       88.6       91.3:      11.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         11          6         31         25         58         39:
Old  :        87:        24         11          6         31         25         58         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  :                 35.9       61.1       49.4       73.2       35.9       61.1       49.0       73.2
Old  :                 35.9       61.1       49.4       73.2       35.9       61.1       49.0       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 27, 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  :    89,529:    25,301      8,367        570     53,465     72,816     79,336     81,753:    10,193      7,776
Old  :    89,529:    25,301      8,367        570     53,465     72,816     79,336     81,753:    10,193      7,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -1,489:    -3,597        771        249      2,276     -1,866     -1,072       -846:      -417       -643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        9.3        0.6       59.7       81.3       88.6       91.3:      11.4        8.7
Old  :     100.0:      28.3        9.3        0.6       59.7       81.3       88.6       91.3:      11.4        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         11          6         31         25         58         39:
Old  :        87:        24         11          6         31         25         58         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  :                 35.9       61.1       49.4       73.2       35.9       61.1       49.0       73.2
Old  :                 35.9       61.1       49.4       73.2       35.9       61.1       49.0       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, December 27, 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  :    16,062:    13,784     15,369        685      1,385          0     15,854     16,054:       208          8
Old  :    16,062:    13,784     15,369        685      1,385          0     15,854     16,054:       208          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -152:     6,670       -252        173     -6,983        -58       -140       -137:       -12        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.8       95.7        4.3        8.6        0.0       98.7      100.0:       1.3        0.0
Old  :     100.0:      85.8       95.7        4.3        8.6        0.0       98.7      100.0:       1.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         12          3          3          0         15         12:
Old  :        24:         9         12          3          3          0         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.5       81.2       95.6       94.8       89.5       77.5       93.2       90.5
Old  :                 89.5       81.2       95.6       94.8       89.5       77.5       93.2       90.5
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 27, 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  :    10,483:     1,204      1,912         25      9,006      8,452     10,235     10,389:       248         94
Old  :    10,483:     1,204      1,912         25      9,006      8,452     10,235     10,389:       248         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :        19:         9         -5          0          4          9         13          4:         6         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       18.2        0.2       85.9       80.6       97.6       99.1:       2.4        0.9
Old  :     100.0:      11.5       18.2        0.2       85.9       80.6       97.6       99.1:       2.4        0.9
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  :        28:         6          6          1          6         11         13         17:
Old  :        28:         6          6          1          6         11         13         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  :                 83.1       76.1       95.2       92.2       83.1       76.1       95.2       91.8
Old  :                 83.1       76.1       95.2       92.2       83.1       76.1       95.2       91.8
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 27, 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  :    11,939:       891        579          0     10,689     11,171     11,580     11,750:       359        189
Old  :    11,939:       891        579          0     10,689     11,171     11,580     11,750:       359        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -476:      -131       -260          0       -294       -179       -425       -439:       -51        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        4.8        0.0       89.5       93.6       97.0       98.4:       3.0        1.6
Old  :     100.0:       7.5        4.8        0.0       89.5       93.6       97.0       98.4:       3.0        1.6
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  :        31:         9          5          0          5         12         14         17:
Old  :        31:         9          5          0          5         12         14         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  :                 91.2       76.4       95.0       88.8       91.2       76.4       95.0       88.8
Old  :                 91.2       76.4       95.0       88.8       91.2       76.4       95.0       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 30, 2011