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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   616,244:   102,682     76,303    157,846    308,919    318,065    569,447    552,214:    46,796     64,030
Old  :   349,070:    87,061     74,645     66,945    161,807    179,236    315,813    320,826:    33,257     28,244
Other:   267,173:    49,380     35,417     57,142    147,112    138,828    253,635    231,388:    13,539     35,786
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     7,231:    -1,638     -1,108      7,584      2,415      1,118      8,361      7,593:    -1,130       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       12.4       25.6       50.1       51.6       92.4       89.6:       7.6       10.4
Old  :     100.0:      24.9       21.4       19.2       46.4       51.3       90.5       91.9:       9.5        8.1
Other:     100.0:      18.5       13.3       21.4       55.1       52.0       94.9       86.6:       5.1       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       155        143        178         95        140        358        366:
Old  :       433:       163        128        129         84        130        310        325:
Other:       304:        82         88        101         69        121        208        259:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       19.3       30.2       25.7       16.2       15.5       26.4       19.3
Old  :                 22.0       25.5       31.6       32.9       21.8       24.5       31.3       31.1
Other:                 28.5       16.5       39.8       25.0       22.8       13.0       31.3       17.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  : 2,293,704:   505,557    113,158    716,955    860,945  1,177,448  2,083,457  2,007,561:   210,247    286,143
Old  : 1,784,873:   390,447    104,938    563,464    666,307    912,061  1,620,218  1,580,463:   164,655    204,409
Other:   508,831:   147,767     40,877    120,833    194,639    265,388    463,239    427,098:    45,593     81,733
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    68,639:   -10,538     -3,093     64,527      9,932      8,264     63,921     69,698:     4,718     -1,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        4.9       31.3       37.5       51.3       90.8       87.5:       9.2       12.5
Old  :     100.0:      21.9        5.9       31.6       37.3       51.1       90.8       88.5:       9.2       11.5
Other:     100.0:      29.0        8.0       23.7       38.3       52.2       91.0       83.9:       9.0       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       927:       286        157        303        292        423        706        775:
Old  :       907:       267        170        266        269        412        654        740:
Other:       669:       132        127        125        162        358        356        554:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       11.7       18.9       16.8        9.2        6.7       13.2       10.5
Old  :                 11.6       12.6       19.4       17.9       10.0        8.4       14.1       11.7
Other:                 16.9       12.1       27.9       18.7       16.0        8.6       23.4       12.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :    13,170:     3,640        199      1,110      5,607     10,785     10,357     12,094:     2,813      1,076
Old  :    10,876:     3,767        204        500      4,018      9,322      8,285     10,026:     2,591        850
Other:     2,294:         8        129        475      1,588      1,463      2,072      2,068:       222        226
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -505:    -1,256       -106        287        296       -533       -673       -352:       168       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        1.5        8.4       42.6       81.9       78.6       91.8:      21.4        8.2
Old  :     100.0:      34.6        1.9        4.6       36.9       85.7       76.2       92.2:      23.8        7.8
Other:     100.0:       0.3        5.6       20.7       69.2       63.8       90.3       90.1:       9.7        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        21          6          9         18         14         43         27:
Old  :        49:        20          7          7         14         14         38         25:
Other:        22:         4          3          7         10         12         17         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.0       65.2       43.8       78.9       26.7       57.6       39.7       69.6
Old  :                 29.5       73.8       45.4       83.0       29.5       71.8       45.3       80.0
Other:                 61.3       53.3       79.3       72.6       53.2       47.2       56.8       56.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   909,097:   196,565     25,989    302,082    346,448    492,610    845,096    820,681:    64,001     88,416
Old  :   707,398:   161,287     20,423    233,542    260,037    394,433    654,866    648,397:    52,532     59,001
Other:   201,699:    58,646     28,935     45,172     86,411     98,177    190,230    172,284:    11,470     29,415
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -1,117:    -2,093       -484     -1,749      3,514      2,818       -328        585:      -788     -1,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        2.9       33.2       38.1       54.2       93.0       90.3:       7.0        9.7
Old  :     100.0:      22.8        2.9       33.0       36.8       55.8       92.6       91.7:       7.4        8.3
Other:     100.0:      29.1       14.3       22.4       42.8       48.7       94.3       85.4:       5.7       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       597:       231        103        207        136        238        447        486:
Old  :       575:       225        101        182        120        230        404        460:
Other:       389:        90         90         64         79        179        205        300:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       19.0       21.7       27.3       10.4       13.1       15.4       18.5
Old  :                 14.6       21.9       23.5       30.1       12.5       16.6       18.1       23.6
Other:                 23.6       17.5       35.8       27.1       20.6       16.0       29.0       21.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,264:    20,579      1,696          6         28      5,066     20,613      6,768:     2,651     16,496
Old  :     9,570:     7,667      1,036          0         28      1,850      7,695      2,886:     1,875      6,684
Other:    13,694:    12,912        660          6          0      3,216     12,918      3,882:       776      9,812
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     1,168:     1,443        -60        -38          0        488      1,405        390:      -237        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.5        7.3        0.0        0.1       21.8       88.6       29.1:      11.4       70.9
Old  :     100.0:      80.1       10.8        0.0        0.3       19.3       80.4       30.2:      19.6       69.8
Other:     100.0:      94.3        4.8        0.0        0.0       23.5       94.3       28.3:       5.7       71.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        17          5          2          2         12         20         18:
Old  :        31:        15          4          0          2         12         17         16:
Other:        29:        13          4          2          0         12         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.9       13.5       77.0       19.8       57.9       13.5       77.0       19.7
Old  :                 50.0       15.9       68.1       24.3       50.0       15.9       68.1       24.3
Other:                 66.4       13.6       87.4       20.0       66.4       13.6       87.4       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   448,075:    89,257     26,573     93,322    229,146    308,219    411,725    428,114:    36,350     19,961
Old  :   410,501:    88,964     30,622     81,098    206,399    280,549    376,462    392,270:    34,040     18,232
Other:    37,574:     7,447      3,105      5,070     22,747     27,670     35,264     35,844:     2,310      1,729
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     9,176:    -1,540      2,523      1,219     10,405      8,264     10,085     12,006:      -909     -2,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        5.9       20.8       51.1       68.8       91.9       95.5:       8.1        4.5
Old  :     100.0:      21.7        7.5       19.8       50.3       68.3       91.7       95.6:       8.3        4.4
Other:     100.0:      19.8        8.3       13.5       60.5       73.6       93.9       95.4:       6.1        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        90         60         79         67         72        209        172:
Old  :       249:        86         71         75         66         71        205        169:
Other:        76:        23          9         13         31         23         58         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  :                 15.3       32.2       26.1       48.2       10.7       21.6       17.4       31.2
Old  :                 15.0       31.5       26.6       47.2       11.6       24.5       18.8       33.0
Other:                 44.6       59.5       66.4       78.0       36.9       59.3       53.3       71.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   609,964:    49,860     64,422     33,412    395,618    356,435    478,890    454,270:   131,074    155,695
Old  :   609,964:    49,860     64,422     33,412    395,618    356,435    478,890    454,270:   131,074    155,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    13,607:   -12,316       -588      3,340     10,227      5,617      1,251      8,368:    12,356      5,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       10.6        5.5       64.9       58.4       78.5       74.5:      21.5       25.5
Old  :     100.0:       8.2       10.6        5.5       64.9       58.4       78.5       74.5:      21.5       25.5
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  :       151:        25         30         29         76         74        114        120:
Old  :       151:        25         30         29         76         74        114        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       15.7       31.5       24.9       19.5       14.8       28.9       23.3
Old  :                 21.9       15.7       31.5       24.9       19.5       14.8       28.9       23.3
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, January 11, 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  :   308,099:    42,865     51,457        570    204,350    209,380    247,785    261,408:    60,313     46,691
Old  :   308,099:    42,865     51,457        570    204,350    209,380    247,785    261,408:    60,313     46,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -630:     1,020      2,508        140     -2,309     -3,893     -1,149     -1,245:       518        614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       16.7        0.2       66.3       68.0       80.4       84.8:      19.6       15.2
Old  :     100.0:      13.9       16.7        0.2       66.3       68.0       80.4       84.8:      19.6       15.2
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  :        57:         6         10          3         26         31         34         42:
Old  :        57:         6         10          3         26         31         34         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       45.4       47.3       60.9       26.6       44.3       46.1       59.1
Old  :                 26.8       45.4       47.3       60.9       26.6       44.3       46.1       59.1
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, January 11, 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  :     7,171:       967        693        437      5,532      5,887      6,936      7,017:       235        154
Old  :     7,171:       967        693        437      5,532      5,887      6,936      7,017:       235        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       133:        73        239        -80        100         17         93        176:        40        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.7        6.1       77.1       82.1       96.7       97.9:       3.3        2.1
Old  :     100.0:      13.5        9.7        6.1       77.1       82.1       96.7       97.9:       3.3        2.1
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  :        37:         5          7          6         22         22         32         30:
Old  :        37:         5          7          6         22         22         32         30:
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  :                 58.7       45.3       73.2       65.4       46.4       33.0       52.7       43.1
Old  :                 58.7       45.3       73.2       65.4       46.4       33.0       52.7       43.1
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, January 11, 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  :   233,313:    55,414     12,842     39,198     96,682    165,287    191,295    217,327:    42,018     15,986
Old  :   196,779:    53,846     14,206     28,641     77,158    139,458    159,645    182,305:    37,134     14,474
Other:    36,534:     3,759        827      8,366     19,524     25,829     31,650     35,022:     4,884      1,512
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     5,653:       625      1,611      1,882      3,466      2,720      5,973      6,213:      -319       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        5.5       16.8       41.4       70.8       82.0       93.1:      18.0        6.9
Old  :     100.0:      27.4        7.2       14.6       39.2       70.9       81.1       92.6:      18.9        7.4
Other:     100.0:      10.3        2.3       22.9       53.4       70.7       86.6       95.9:      13.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        70         27         49         71         63        171        122:
Old  :       190:        69         32         47         70         60        166        119:
Other:        89:        18         18         19         43         27         77         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       42.7       20.4       53.8        8.1       37.2       13.8       44.9
Old  :                 10.9       40.9       18.8       52.2        7.7       35.8       14.1       44.7
Other:                 30.9       53.2       44.9       71.2       26.8       48.9       33.3       56.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :    19,920:     5,355      2,646      2,397      6,992     13,472     14,744     18,515:     5,176      1,406
Old  :    18,617:     5,572      2,654      1,987      6,081     12,820     13,639     17,461:     4,978      1,157
Other:     1,303:        37        246        157        911        651      1,105      1,054:       198        249
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :      -396:      -200       -181       -168        -72       -221       -440       -570:        45        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       13.3       12.0       35.1       67.6       74.0       92.9:      26.0        7.1
Old  :     100.0:      29.9       14.3       10.7       32.7       68.9       73.3       93.8:      26.7        6.2
Other:     100.0:       2.9       18.9       12.0       69.9       50.0       84.8       80.9:      15.2       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        39         13         21         26         18         76         47:
Old  :        87:        39         14         20         26         17         75         45:
Other:        27:         7          3          6          8         10         17         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       48.8       31.8       63.0       20.3       46.6       31.0       59.1
Old  :                 20.4       49.8       32.4       64.5       20.4       49.2       31.6       62.2
Other:                 64.9       53.8       76.7       68.8       64.3       53.8       69.0       65.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   716,111:   104,373    133,222     25,068    491,046    428,332    620,487    586,623:    95,623    129,488
Old  :   716,111:   104,373    133,222     25,068    491,046    428,332    620,487    586,623:    95,623    129,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    45,422:    27,444     16,132      4,959      1,970     19,663     34,373     40,754:    11,049      4,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       18.6        3.5       68.6       59.8       86.6       81.9:      13.4       18.1
Old  :     100.0:      14.6       18.6        3.5       68.6       59.8       86.6       81.9:      13.4       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  :       188:        26         39         24         79        102        120        150:
Old  :       188:        26         39         24         79        102        120        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       15.8       42.3       26.3       25.7       14.5       36.7       23.7
Old  :                 31.2       15.8       42.3       26.3       25.7       14.5       36.7       23.7
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 with Delta-adjusted Options and Futures Combined, January 11, 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  : 1,776,443:   144,089    234,760    199,337  1,146,826    998,106  1,490,252  1,432,203:   286,190    344,239
Old  : 1,776,443:   144,089    234,760    199,337  1,146,826    998,106  1,490,252  1,432,203:   286,190    344,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    21,756:    10,383      2,597     11,854    -14,342    -15,075      7,895       -623:    13,862     22,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       13.2       11.2       64.6       56.2       83.9       80.6:      16.1       19.4
Old  :     100.0:       8.1       13.2       11.2       64.6       56.2       83.9       80.6:      16.1       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  :       259:        39         58         67        131        142        210        227:
Old  :       259:        39         58         67        131        142        210        227:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       11.6       27.7       18.0       17.8        8.5       22.4       12.7
Old  :                 21.7       11.6       27.7       18.0       17.8        8.5       22.4       12.7
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, January 11, 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  : 1,160,208:   235,213     75,639     63,064    680,239    768,124    978,516    906,826:   181,693    253,382
Old  : 1,160,208:   235,213     75,639     63,064    680,239    768,124    978,516    906,826:   181,693    253,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    68,467:    36,632     11,450       -255     27,122     53,719     63,499     64,915:     4,967      3,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        6.5        5.4       58.6       66.2       84.3       78.2:      15.7       21.8
Old  :     100.0:      20.3        6.5        5.4       58.6       66.2       84.3       78.2:      15.7       21.8
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  :       172:        28         32         27         88         86        132        129:
Old  :       172:        28         32         27         88         86        132        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  :                 17.4       19.9       26.9       32.1       16.6       16.7       24.1       26.5
Old  :                 17.4       19.9       26.9       32.1       16.6       16.7       24.1       26.5
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, January 11, 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  :   795,316:   126,329     41,896    274,417    362,961    433,971    763,707    750,284:    31,608     45,032
Old  :   795,316:   126,329     41,896    274,417    362,961    433,971    763,707    750,284:    31,608     45,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    44,714:    12,550      5,199      9,544     20,317     24,987     42,411     39,731:     2,302      4,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        5.3       34.5       45.6       54.6       96.0       94.3:       4.0        5.7
Old  :     100.0:      15.9        5.3       34.5       45.6       54.6       96.0       94.3:       4.0        5.7
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  :       106:        26         23         32         48         51         92         89:
Old  :       106:        26         23         32         48         51         92         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       27.3       51.0       45.5       18.9       12.7       22.5       17.5
Old  :                 33.6       27.3       51.0       45.5       18.9       12.7       22.5       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :    44,227:    15,073      3,185        536     21,976     36,651     37,586     40,371:     6,641      3,855
Old  :    44,227:    15,073      3,185        536     21,976     36,651     37,586     40,371:     6,641      3,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     2,733:     1,759       -166       -104        881      3,267      2,536      2,997:       197       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        7.2        1.2       49.7       82.9       85.0       91.3:      15.0        8.7
Old  :     100.0:      34.1        7.2        1.2       49.7       82.9       85.0       91.3:      15.0        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  :        93:        26         13          4         31         33         59         48:
Old  :        93:        26         13          4         31         33         59         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  :                 28.2       41.5       42.5       58.0       27.8       41.5       42.1       56.2
Old  :                 28.2       41.5       42.5       58.0       27.8       41.5       42.1       56.2
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 with Delta-adjusted Options and Futures Combined, January 11, 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  :    88,454:    30,146      6,369      1,072     43,953     73,301     75,171     80,743:    13,282      7,711
Old  :    88,454:    30,146      6,369      1,072     43,953     73,301     75,171     80,743:    13,282      7,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     5,467:     3,519       -332       -208      1,762      6,534      5,072      5,994:       394       -527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        7.2        1.2       49.7       82.9       85.0       91.3:      15.0        8.7
Old  :     100.0:      34.1        7.2        1.2       49.7       82.9       85.0       91.3:      15.0        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  :        93:        26         13          4         31         33         59         48:
Old  :        93:        26         13          4         31         33         59         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  :                 28.2       41.5       42.5       58.0       27.8       41.5       42.1       56.2
Old  :                 28.2       41.5       42.5       58.0       27.8       41.5       42.1       56.2
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 with Delta-adjusted Options and Futures Combined, January 11, 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  :     5,065:     3,236      1,776         37      1,524      3,238      4,797      5,051:       268         14
Old  :     5,065:     3,236      1,776         37      1,524      3,238      4,797      5,051:       268         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.9       35.1        0.7       30.1       63.9       94.7       99.7:       5.3        0.3
Old  :     100.0:      63.9       35.1        0.7       30.1       63.9       94.7       99.7:       5.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          1          1          3         12          9:
Old  :        20:        11          5          1          1          3         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       93.3       91.1       99.1       73.9       93.3       91.1       99.0
Old  :                 73.9       93.3       91.1       99.1       73.9       93.3       91.1       99.0
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, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,110:     1,575      1,742          0     12,349     12,019     13,924     13,761:       186        349
Old  :    14,110:     1,575      1,742          0     12,349     12,019     13,924     13,761:       186        349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       326:       529       -154          0       -339        354        190        200:       136        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       12.3        0.0       87.5       85.2       98.7       97.5:       1.3        2.5
Old  :     100.0:      11.2       12.3        0.0       87.5       85.2       98.7       97.5:       1.3        2.5
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  :        32:         2          9          0          9         15         11         24:
Old  :        32:         2          9          0          9         15         11         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  :                 79.2       63.6       97.4       80.3       79.2       62.1       95.9       78.7
Old  :                 79.2       63.6       97.4       80.3       79.2       62.1       95.9       78.7
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, January 11, 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  :    42,554:     2,630      1,724          0     39,842     40,392     42,472     42,116:        82        438
Old  :    42,554:     2,630      1,724          0     39,842     40,392     42,472     42,116:        82        438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -1,462:    -1,507        539          0         38     -2,235     -1,469     -1,696:         7        234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        4.1        0.0       93.6       94.9       99.8       99.0:       0.2        1.0
Old  :     100.0:       6.2        4.1        0.0       93.6       94.9       99.8       99.0:       0.2        1.0
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  :        31:         3          7          0          6         18          9         25:
Old  :        31:         3          7          0          6         18          9         25:
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  :                 97.9       71.4       99.7       88.2       95.1       71.4       96.7       87.1
Old  :                 97.9       71.4       99.7       88.2       95.1       71.4       96.7       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 14, 2011