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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   451,421:    73,670    117,826    103,590    239,444    172,773    416,704    394,189:    34,718     57,232
Old  :   296,184:    66,951     86,367     55,337    148,927    120,013    271,216    261,717:    24,968     34,466
Other:   155,238:    26,334     51,074     28,637     90,516     52,760    145,488    132,472:     9,750     22,766
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     6,424:       -31    -11,397      5,453      2,224     13,639      7,645      7,694:    -1,221     -1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       26.1       22.9       53.0       38.3       92.3       87.3:       7.7       12.7
Old  :     100.0:      22.6       29.2       18.7       50.3       40.5       91.6       88.4:       8.4       11.6
Other:     100.0:      17.0       32.9       18.4       58.3       34.0       93.7       85.3:       6.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:        93        157        160         93        112        293        336:
Old  :       366:       103        142        119         79        100        257        289:
Other:       246:        61         80         69         54         87        151        206:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       11.0       35.0       16.9       21.6        9.6       32.7       14.5
Old  :                 24.2       14.6       33.7       21.9       24.0       13.0       32.7       20.2
Other:                 30.5       11.6       46.1       19.5       26.6        8.5       42.1       15.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,558,918:   298,440    140,354    407,695    684,203    739,135  1,390,338  1,287,184:   168,580    271,734
Old  : 1,248,121:   274,171    139,232    307,013    523,674    585,202  1,104,858  1,031,448:   143,263    216,673
Other:   310,798:    77,434     54,287     47,517    160,530    153,933    285,480    255,736:    25,317     55,061
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -9,176:     5,202    -18,900     -8,199     -9,609     12,134    -12,606    -14,965:     3,430      5,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        9.0       26.2       43.9       47.4       89.2       82.6:      10.8       17.4
Old  :     100.0:      22.0       11.2       24.6       42.0       46.9       88.5       82.6:      11.5       17.4
Other:     100.0:      24.9       17.5       15.3       51.7       49.5       91.9       82.3:       8.1       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       694:       155        178        224        242        315        519        604:
Old  :       683:       154        175        196        237        308        494        579:
Other:       460:        76         94         79        104        245        218        383:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3        8.7       20.2       14.0       10.4        6.5       15.4       10.5
Old  :                 12.5        9.1       20.1       14.3       11.6        7.7       17.2       12.3
Other:                 24.2       18.1       36.1       26.2       17.4       11.1       25.5       17.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    13,758:     2,229      2,096        729      8,893      8,987     11,850     11,812:     1,908      1,946
Old  :    13,335:     2,279      2,093        621      8,647      8,745     11,547     11,459:     1,788      1,876
Other:       423:         0         53         57        246        242        303        353:       120         70
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -172:        35         15        -62        -84        -47       -111        -94:       -62        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       15.2        5.3       64.6       65.3       86.1       85.9:      13.9       14.1
Old  :     100.0:      17.1       15.7        4.7       64.8       65.6       86.6       85.9:      13.4       14.1
Other:     100.0:       0.0       12.6       13.6       58.1       57.3       71.6       83.4:      28.4       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12         10          5         16          8         30         21:
Old  :        39:        14          8          5         16          7         30         20:
Other:        15:         0          5          4          6          7         10         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.3       69.5       57.2       77.7       38.3       65.1       53.8       71.0
Old  :                 41.2       71.1       57.8       79.0       39.5       67.8       55.4       73.9
Other:                 61.0       59.5       70.7       79.8       45.0       48.8       46.4       57.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   639,929:   103,238     64,703    192,732    291,363    300,446    587,332    557,881:    52,597     82,048
Old  :   547,570:    89,653     73,010    160,602    251,174    247,961    501,428    481,573:    46,141     65,997
Other:    92,359:    29,949      8,057     15,766     40,189     52,485     85,904     76,308:     6,455     16,051
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -99,383:     8,161    -10,225    -64,273    -43,581    -24,072    -99,693    -98,571:       310       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       10.1       30.1       45.5       46.9       91.8       87.2:       8.2       12.8
Old  :     100.0:      16.4       13.3       29.3       45.9       45.3       91.6       87.9:       8.4       12.1
Other:     100.0:      32.4        8.7       17.1       43.5       56.8       93.0       82.6:       7.0       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       118        131        192        126        153        363        391:
Old  :       444:       119        133        177        123        149        348        380:
Other:       244:        57         55         55         55        108        140        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  :                 12.5       14.9       22.0       22.1       10.8       11.2       17.1       15.8
Old  :                 14.4       15.2       24.6       22.1       12.9       12.4       20.7       18.2
Other:                 33.0       27.3       45.8       40.7       25.7       24.8       36.2       32.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   334,218:    60,572     64,684     63,640    179,808    173,813    304,021    302,137:    30,198     32,081
Old  :   306,878:    60,750     66,832     56,590    164,288    154,376    281,627    277,798:    25,251     29,080
Other:    27,340:     3,785      1,814      3,088     15,520     19,437     22,393     24,339:     4,947      3,001
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -20,098:    -1,786     -9,631     -7,781    -12,476     -1,257    -22,044    -18,669:     1,945     -1,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       19.4       19.0       53.8       52.0       91.0       90.4:       9.0        9.6
Old  :     100.0:      19.8       21.8       18.4       53.5       50.3       91.8       90.5:       8.2        9.5
Other:     100.0:      13.8        6.6       11.3       56.8       71.1       81.9       89.0:      18.1       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        61         77         80         70         76        187        197:
Old  :       249:        65         84         76         69         76        181        197:
Other:        77:        21         10         17         33         28         62         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.7       24.1       30.7       11.6       14.9       18.3       22.5
Old  :                 15.1       19.0       25.1       28.9       12.6       14.9       19.5       22.1
Other:                 33.8       42.3       47.7       63.7       25.8       38.5       37.0       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   655,549:    59,590     87,860     36,664    413,562    400,694    509,816    525,217:   145,733    130,331
Old  :   655,549:    59,590     87,860     36,664    413,562    400,694    509,816    525,217:   145,733    130,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -47,921:       945        -60    -14,641    -34,175    -35,022    -47,870    -49,723:       -51      1,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       13.4        5.6       63.1       61.1       77.8       80.1:      22.2       19.9
Old  :     100.0:       9.1       13.4        5.6       63.1       61.1       77.8       80.1:      22.2       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        26         25         30         75         70        117        109:
Old  :       141:        26         25         30         75         70        117        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       22.2       32.5       33.6       21.4       20.9       27.2       30.6
Old  :                 22.4       22.2       32.5       33.6       21.4       20.9       27.2       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   368,895:    59,028     35,459      1,153    247,659    293,229    307,840    329,840:    61,055     39,055
Old  :   368,895:    59,028     35,459      1,153    247,659    293,229    307,840    329,840:    61,055     39,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     1,104:         0        714        -44      2,861      3,487      2,817      4,157:    -1,713     -3,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        9.6        0.3       67.1       79.5       83.4       89.4:      16.6       10.6
Old  :     100.0:      16.0        9.6        0.3       67.1       79.5       83.4       89.4:      16.6       10.6
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  :        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       43.8       63.1       21.2       49.3       38.3       61.6
Old  :                 25.1       49.8       43.8       63.1       21.2       49.3       38.3       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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   215,864:    29,947     48,626     38,370    117,257     99,156    185,574    186,152:    30,290     29,712
Old  :   187,027:    28,170     47,901     29,126    103,247     83,646    160,543    160,674:    26,484     26,354
Other:    28,837:     4,030      2,977      6,991     14,010     15,510     25,031     25,478:     3,806      3,359
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -10,589:     1,464     -6,844     -2,526     -7,834      1,716     -8,895     -7,654:    -1,693     -2,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       22.5       17.8       54.3       45.9       86.0       86.2:      14.0       13.8
Old  :     100.0:      15.1       25.6       15.6       55.2       44.7       85.8       85.9:      14.2       14.1
Other:     100.0:      14.0       10.3       24.2       48.6       53.8       86.8       88.4:      13.2       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        32         49         53         74         63        145        140:
Old  :       179:        39         50         48         74         63        144        136:
Other:        77:        16         13         19         33         24         56         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       23.9       29.8       33.7       15.1       16.4       20.9       23.1
Old  :                 20.9       24.2       30.0       33.3       16.7       17.6       23.0       25.0
Other:                 35.8       40.5       54.6       54.9       32.9       31.0       42.1       40.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    17,429:     2,695      5,685      2,407      9,050      6,877     14,152     14,970:     3,277      2,459
Old  :    17,242:     2,680      5,680      2,403      8,971      6,713     14,054     14,797:     3,188      2,445
Other:       187:        17          7          2         79        164         98        173:        89         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -1,640:      -102        237     -1,137       -544       -687     -1,784     -1,588:       145        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       32.6       13.8       51.9       39.5       81.2       85.9:      18.8       14.1
Old  :     100.0:      15.5       32.9       13.9       52.0       38.9       81.5       85.8:      18.5       14.2
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  :        86:        20         31         16         22         18         55         58:
Old  :        86:        19         32         16         22         18         55         58:
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  :                 28.4       28.0       42.3       41.1       28.4       21.2       41.8       33.0
Old  :                 28.7       27.6       42.7       40.8       28.7       20.8       42.3       33.1
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 with Delta-adjusted Options and Futures Combined, 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  :   712,654:   170,871    127,219     25,644    406,741    455,703    603,255    608,566:   109,398    104,088
Old  :   712,654:   170,871    127,219     25,644    406,741    455,703    603,255    608,566:   109,398    104,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -25,068:   -24,626     10,969     -5,061      4,403    -38,432    -25,283    -32,524:       215      7,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       17.9        3.6       57.1       63.9       84.6       85.4:      15.4       14.6
Old  :     100.0:      24.0       17.9        3.6       57.1       63.9       84.6       85.4:      15.4       14.6
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  :       195:        34         36         19         82        100        129        142:
Old  :       195:        34         36         19         82        100        129        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       21.3       38.5       29.4       26.8       18.1       35.6       25.9
Old  :                 27.6       21.3       38.5       29.4       26.8       18.1       35.6       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,654,477:   208,089    210,874     98,826  1,071,373  1,044,718  1,378,288  1,354,418:   276,188    300,058
Old  : 1,654,477:   208,089    210,874     98,826  1,071,373  1,044,718  1,378,288  1,354,418:   276,188    300,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -80,007:    26,719     24,108    -60,754    -35,316    -45,621    -69,352    -82,267:   -10,655      2,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.7        6.0       64.8       63.1       83.3       81.9:      16.7       18.1
Old  :     100.0:      12.6       12.7        6.0       64.8       63.1       83.3       81.9:      16.7       18.1
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  :       217:        30         47         44        114        117        173        179:
Old  :       217:        30         47         44        114        117        173        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       18.9       34.9       28.1       25.4       14.9       32.7       23.2
Old  :                 26.3       18.9       34.9       28.1       25.4       14.9       32.7       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,312,303:   367,797    141,694     47,238    692,552    895,321  1,107,588  1,084,253:   204,715    228,050
Old  : 1,312,303:   367,797    141,694     47,238    692,552    895,321  1,107,588  1,084,253:   204,715    228,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :   -65,877:    -7,258     18,678    -34,671     -9,268    -53,598    -51,197    -69,591:   -14,679      3,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       10.8        3.6       52.8       68.2       84.4       82.6:      15.6       17.4
Old  :     100.0:      28.0       10.8        3.6       52.8       68.2       84.4       82.6:      15.6       17.4
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  :       172:        29         22         26         79        103        119        140:
Old  :       172:        29         22         26         79        103        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  :                 34.1       16.9       44.6       25.9       31.4       15.7       40.5       23.4
Old  :                 34.1       16.9       44.6       25.9       31.4       15.7       40.5       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   718,938:    96,220     72,149    193,800    399,161    412,951    689,181    678,900:    29,757     40,038
Old  :   718,938:    96,220     72,149    193,800    399,161    412,951    689,181    678,900:    29,757     40,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :     8,424:     5,800       -381     -1,169      5,425     10,391     10,055      8,841:    -1,632       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.0       27.0       55.5       57.4       95.9       94.4:       4.1        5.6
Old  :     100.0:      13.4       10.0       27.0       55.5       57.4       95.9       94.4:       4.1        5.6
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  :       117:        24         23         37         56         59         96        106:
Old  :       117:        24         23         37         56         59         96        106:
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  :                 36.8       29.3       52.3       45.9       28.5       22.4       34.4       32.7
Old  :                 36.8       29.3       52.3       45.9       28.5       22.4       34.4       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    46,066:    13,102      4,185        469     27,336     37,440     40,907     42,094:     5,159      3,972
Old  :    46,066:    13,102      4,185        469     27,336     37,440     40,907     42,094:     5,159      3,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :      -669:    -1,725        386        112      1,154       -861       -460       -363:      -209       -305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        9.1        1.0       59.3       81.3       88.8       91.4:      11.2        8.6
Old  :     100.0:      28.4        9.1        1.0       59.3       81.3       88.8       91.4:      11.2        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        25         11         10         34         26         63         43:
Old  :        88:        25         11         10         34         26         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       59.5       48.0       73.1       34.9       59.4       47.6       72.7
Old  :                 34.9       59.5       48.0       73.1       34.9       59.4       47.6       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    92,132:    26,204      8,370        938     54,672     74,880     81,814     84,188:    10,318      7,945
Old  :    92,132:    26,204      8,370        938     54,672     74,880     81,814     84,188:    10,318      7,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2011                    :
     :    -1,338:    -3,450        772        223      2,307     -1,722       -920       -727:      -418       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        9.1        1.0       59.3       81.3       88.8       91.4:      11.2        8.6
Old  :     100.0:      28.4        9.1        1.0       59.3       81.3       88.8       91.4:      11.2        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        25         11         10         34         26         63         43:
Old  :        88:        25         11         10         34         26         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       59.5       48.0       73.1       34.9       59.4       47.6       72.7
Old  :                 34.9       59.5       48.0       73.1       34.9       59.4       47.6       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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
```

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Updated December 30, 2011