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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   537,170:    73,774    116,951    139,917    282,264    217,889    495,955    474,757:    41,215     62,413
Old  :   424,526:    63,145    102,603     99,361    229,331    177,218    391,837    379,183:    32,689     45,344
Other:   112,644:    30,430     34,149     20,755     52,934     40,671    104,118     95,575:     8,526     17,069
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -4,708:     3,207     -4,074     -5,746     -3,873      2,028     -6,411     -7,791:     1,704      3,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       21.8       26.0       52.5       40.6       92.3       88.4:       7.7       11.6
Old  :     100.0:      14.9       24.2       23.4       54.0       41.7       92.3       89.3:       7.7       10.7
Other:     100.0:      27.0       30.3       18.4       47.0       36.1       92.4       84.8:       7.6       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       113        168        183        113        125        344        367:
Old  :       418:       119        158        164        104        119        320        348:
Other:       233:        54         69         59         49         91        141        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       11.2       31.6       16.7       17.9        9.5       28.6       13.7
Old  :                 21.2       13.9       33.4       19.5       19.8       12.5       30.8       17.7
Other:                 26.6       15.3       39.8       24.9       22.0        9.5       34.1       16.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,843,331:   303,417     89,921    586,991    769,602    895,012  1,660,011  1,571,924:   183,320    271,407
Old  : 1,638,949:   287,400     91,665    525,773    660,020    784,927  1,473,192  1,402,365:   165,757    236,584
Other:   204,382:    52,612     34,850     24,624    109,583    110,085    186,819    169,559:    17,563     34,823
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :   -77,803:     7,706    -21,259    -51,181    -27,372      1,271    -70,847    -71,168:    -6,956     -6,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        4.9       31.8       41.8       48.6       90.1       85.3:       9.9       14.7
Old  :     100.0:      17.5        5.6       32.1       40.3       47.9       89.9       85.6:      10.1       14.4
Other:     100.0:      25.7       17.1       12.0       53.6       53.9       91.4       83.0:       8.6       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       807:       216        177        310        289        358        655        714:
Old  :       801:       207        193        294        287        353        640        702:
Other:       454:        89         65         55         86        262        193        367:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       10.2       19.5       15.1        9.4        6.6       14.4        9.8
Old  :                 11.2       10.1       19.1       14.9        9.7        7.2       14.9       10.4
Other:                 29.1       20.2       39.8       28.5       20.5       14.3       30.1       20.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    18,239:     2,707      2,084      1,583     10,978     12,612     15,267     16,278:     2,972      1,961
Old  :    17,981:     2,729      2,079      1,517     10,786     12,511     15,032     16,107:     2,949      1,874
Other:       258:         0         27         44        192        101        235        172:        23         87
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :       414:        59         34         42        224        276        325        352:        89         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.4        8.7       60.2       69.1       83.7       89.2:      16.3       10.8
Old  :     100.0:      15.2       11.6        8.4       60.0       69.6       83.6       89.6:      16.4       10.4
Other:     100.0:       0.0       10.5       16.9       74.2       39.0       91.1       66.4:       8.9       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         12          6         16          9         31         24:
Old  :        41:        13         11          6         15          9         30         24:
Other:        10:         0          3          2          5          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       66.5       55.9       79.9       35.9       58.7       48.9       64.6
Old  :                 38.0       67.2       55.7       80.4       36.5       60.1       49.8       66.0
Other:                 82.5       62.1       91.1       66.4       57.5       34.4       59.2       34.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   696,883:   117,298     53,721    186,081    338,352    368,915    641,731    608,716:    55,153     88,167
Old  :   627,370:   103,859     58,300    166,998    305,465    323,322    576,322    548,620:    51,049     78,750
Other:    69,513:    24,503      6,484      8,019     32,887     45,593     65,409     60,096:     4,104      9,416
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :  -181,005:    -6,327     -4,831   -107,351    -66,160    -67,577   -179,838   -179,759:    -1,166     -1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        7.7       26.7       48.6       52.9       92.1       87.3:       7.9       12.7
Old  :     100.0:      16.6        9.3       26.6       48.7       51.5       91.9       87.4:       8.1       12.6
Other:     100.0:      35.2        9.3       11.5       47.3       65.6       94.1       86.5:       5.9       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       139        110        186        149        180        379        403:
Old  :       461:       128        121        174        146        178        364        397:
Other:       237:        54         44         28         42        125        107        186:
     :----------------------------------------------------------------------------------------------------
     :             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       18.4       21.3       26.3       10.7       10.8       16.9       15.7
Old  :                 13.6       17.7       23.3       25.9       11.9       11.5       18.7       16.1
Other:                 40.7       32.4       53.3       46.7       23.1       22.0       34.2       31.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   380,477:    54,263     68,615     79,482    220,471    197,953    354,216    346,050:    26,261     34,427
Old  :   363,186:    55,134     70,016     74,766    208,975    185,252    338,876    330,034:    24,310     33,152
Other:    17,291:     1,891      1,362      1,953     11,496     12,701     15,340     16,016:     1,951      1,275
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     9,264:    -3,027      4,977      1,838     10,667      2,467      9,478      9,283:      -214        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       18.0       20.9       57.9       52.0       93.1       91.0:       6.9        9.0
Old  :     100.0:      15.2       19.3       20.6       57.5       51.0       93.3       90.9:       6.7        9.1
Other:     100.0:      10.9        7.9       11.3       66.5       73.5       88.7       92.6:      11.3        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        69         86         86         72         72        194        211:
Old  :       263:        71         92         83         71         72        190        211:
Other:        65:        19          9         12         27         21         51         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       20.5       28.0       33.4        9.8       12.9       16.1       19.6
Old  :                 17.6       20.3       28.0       32.2       10.0       12.1       16.7       19.0
Other:                 38.1       49.4       56.1       68.8       23.5       38.5       36.9       51.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   730,262:    79,503     85,276     60,891    440,398    454,044    580,792    600,210:   149,470    130,052
Old  :   730,262:    79,503     85,276     60,891    440,398    454,044    580,792    600,210:   149,470    130,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :   -16,930:    11,346      3,287    -15,236    -11,472      7,652    -15,361     -4,297:    -1,569    -12,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       11.7        8.3       60.3       62.2       79.5       82.2:      20.5       17.8
Old  :     100.0:      10.9       11.7        8.3       60.3       62.2       79.5       82.2:      20.5       17.8
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  :       161:        33         27         38         80         80        132        126:
Old  :       161:        33         27         38         80         80        132        126:
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  :                 19.2       20.2       29.2       31.5       18.5       19.9       26.1       27.9
Old  :                 19.2       20.2       29.2       31.5       18.5       19.9       26.1       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   377,307:    56,139     32,057      4,398    251,190    299,133    311,727    335,588:    65,580     41,719
Old  :   377,307:    56,139     32,057      4,398    251,190    299,133    311,727    335,588:    65,580     41,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    -5,370:    -2,157      1,206      1,772     -3,174     -2,307     -3,558        672:    -1,812     -6,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.5        1.2       66.6       79.3       82.6       88.9:      17.4       11.1
Old  :     100.0:      14.9        8.5        1.2       66.6       79.3       82.6       88.9:      17.4       11.1
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  :        75:         8          5          4         39         43         49         50:
Old  :        75:         8          5          4         39         43         49         50:
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  :                 25.8       46.4       43.0       59.9       21.5       45.8       37.2       58.3
Old  :                 25.8       46.4       43.0       59.9       21.5       45.8       37.2       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    10,833:       913      1,000        917      8,001      7,933      9,831      9,850:     1,002        983
Old  :    10,833:       913      1,000        917      8,001      7,933      9,831      9,850:     1,002        983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :       419:        20        211         73        -84       -249          9         35:       410        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.2        8.5       73.9       73.2       90.8       90.9:       9.2        9.1
Old  :     100.0:       8.4        9.2        8.5       73.9       73.2       90.8       90.9:       9.2        9.1
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  :        34:         4          6          6         19         22         29         29:
Old  :        34:         4          6          6         19         22         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       42.8       63.0       69.4       22.0       24.1       31.8       35.5
Old  :                 43.0       42.8       63.0       69.4       22.0       24.1       31.8       35.5
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, October 25, 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  :   216,888:    29,799     44,556     39,036    112,597    100,136    181,433    183,727:    35,455     33,161
Old  :   201,378:    29,751     43,641     34,180    104,058     92,244    167,989    170,065:    33,389     31,312
Other:    15,510:     1,635      2,501      3,270      8,540      7,891     13,444     13,662:     2,066      1,848
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     1,330:       939     -2,595        452        142      3,074      1,533        930:      -203        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       20.5       18.0       51.9       46.2       83.7       84.7:      16.3       15.3
Old  :     100.0:      14.8       21.7       17.0       51.7       45.8       83.4       84.5:      16.6       15.5
Other:     100.0:      10.5       16.1       21.1       55.1       50.9       86.7       88.1:      13.3       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        43         54         53         74         68        146        154:
Old  :       193:        45         56         49         74         68        145        151:
Other:        56:         9          8          9         29         18         41         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       23.8       27.1       33.3       10.8       18.1       18.2       23.6
Old  :                 17.2       23.1       28.2       33.0       11.2       18.0       18.6       23.6
Other:                 37.8       42.8       57.3       60.5       34.1       37.0       47.0       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    19,082:     3,693      3,517      2,789      8,698     11,663     15,180     17,969:     3,902      1,113
Old  :    18,934:     3,716      3,517      2,766      8,624     11,539     15,106     17,822:     3,828      1,112
Other:       148:         0         23          0         74        124         74        147:        74          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :      -785:       171       -156       -540       -539        212       -907       -484:       122       -301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.4       14.6       45.6       61.1       79.5       94.2:      20.5        5.8
Old  :     100.0:      19.6       18.6       14.6       45.5       60.9       79.8       94.1:      20.2        5.9
Other:     100.0:       0.0       15.5        0.0       50.0       83.8       50.0       99.3:      50.0        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        25         18         22         27         20         67         50:
Old  :        81:        25         18         22         27         20         67         50:
Other:         9:         0          2          0          1          6          1          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       45.0       37.2       56.7       25.1       41.7       35.8       52.2
Old  :                 25.3       44.9       37.4       56.6       25.3       41.9       36.1       52.5
Other:                 50.0       86.5       50.0       99.3       50.0       86.5       50.0       99.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   773,132:   220,001    167,210     40,814    401,185    452,893    662,001    660,918:   111,131    112,214
Old  :   773,132:   220,001    167,210     40,814    401,185    452,893    662,001    660,918:   111,131    112,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     8,383:     8,304     -3,221     -5,099     -2,833     15,331        372      7,011:     8,012      1,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       21.6        5.3       51.9       58.6       85.6       85.5:      14.4       14.5
Old  :     100.0:      28.5       21.6        5.3       51.9       58.6       85.6       85.5:      14.4       14.5
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  :       219:        40         48         28         79        109        138        167:
Old  :       219:        40         48         28         79        109        138        167:
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  :                 26.1       17.1       37.7       26.8       25.7       15.4       33.4       22.5
Old  :                 26.1       17.1       37.7       26.8       25.7       15.4       33.4       22.5
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, October 25, 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  : 1,743,174:   199,105    269,014    130,743  1,116,355  1,002,307  1,446,203  1,402,064:   296,971    341,109
Old  : 1,743,174:   199,105    269,014    130,743  1,116,355  1,002,307  1,446,203  1,402,064:   296,971    341,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :  -102,887:    65,547    -26,619    -53,468   -127,674    -54,198   -115,595   -134,285:    12,708     31,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       15.4        7.5       64.0       57.5       83.0       80.4:      17.0       19.6
Old  :     100.0:      11.4       15.4        7.5       64.0       57.5       83.0       80.4:      17.0       19.6
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  :       244:        36         50         49        129        139        193        210:
Old  :       244:        36         50         49        129        139        193        210:
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  :                 20.8       15.1       29.1       21.8       19.6       11.3       27.4       17.7
Old  :                 20.8       15.1       29.1       21.8       19.6       11.3       27.4       17.7
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, October 25, 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  : 1,368,941:   385,451     94,919     70,173    714,601    964,914  1,170,225  1,130,006:   198,716    238,936
Old  : 1,368,941:   385,451     94,919     70,173    714,601    964,914  1,170,225  1,130,006:   198,716    238,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    25,386:    55,376      7,834    -29,658      3,060     46,175     28,779     24,352:    -3,392      1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        6.9        5.1       52.2       70.5       85.5       82.5:      14.5       17.5
Old  :     100.0:      28.2        6.9        5.1       52.2       70.5       85.5       82.5:      14.5       17.5
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  :       187:        29         30         32         84        110        132        153:
Old  :       187:        29         30         32         84        110        132        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       19.0       37.3       29.4       23.2       17.1       33.2       24.5
Old  :                 24.6       19.0       37.3       29.4       23.2       17.1       33.2       24.5
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, October 25, 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  :   834,511:    60,852     57,948    264,263    470,777    467,677    795,892    789,888:    38,620     44,624
Old  :   834,511:    60,852     57,948    264,263    470,777    467,677    795,892    789,888:    38,620     44,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :    18,391:     1,564     -1,863        939     11,420     16,584     13,924     15,660:     4,467      2,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        6.9       31.7       56.4       56.0       95.4       94.7:       4.6        5.3
Old  :     100.0:       7.3        6.9       31.7       56.4       56.0       95.4       94.7:       4.6        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        24         27         41         67         70        111        120:
Old  :       128:        24         27         41         67         70        111        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  :                 34.8       28.5       50.3       44.7       25.0       21.1       30.3       28.3
Old  :                 34.8       28.5       50.3       44.7       25.0       21.1       30.3       28.3
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, October 25, 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  :    55,707:     6,680      2,473      4,583     36,019     39,707     47,282     46,763:     8,425      8,944
Old  :    55,707:     6,680      2,473      4,583     36,019     39,707     47,282     46,763:     8,425      8,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     3,202:      -499      1,560        345        945     -1,139        791        766:     2,411      2,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        4.4        8.2       64.7       71.3       84.9       83.9:      15.1       16.1
Old  :     100.0:      12.0        4.4        8.2       64.7       71.3       84.9       83.9:      15.1       16.1
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  :        92:        19         14         12         40         37         68         55:
Old  :        92:        19         14         12         40         37         68         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.3       36.1       51.6       23.3       36.1       33.6       46.8
Old  :                 23.9       38.3       36.1       51.6       23.3       36.1       33.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    14,447:     3,297      1,249        204      9,145      9,380     12,646     10,833:     1,801      3,614
Old  :    14,447:     3,297      1,249        204      9,145      9,380     12,646     10,833:     1,801      3,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     1,980:       151          0        201      1,412       -784      1,764       -583:       216      2,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        8.6        1.4       63.3       64.9       87.5       75.0:      12.5       25.0
Old  :     100.0:      22.8        8.6        1.4       63.3       64.9       87.5       75.0:      12.5       25.0
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  :        20:         4          2          2          8          8         12         12:
Old  :        20:         4          2          2          8          8         12         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  :                 51.7       58.4       75.8       72.4       49.4       58.4       73.3       72.4
Old  :                 51.7       58.4       75.8       72.4       49.4       58.4       73.3       72.4
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, October 25, 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  :    82,521:    13,845      9,527      1,679     53,748     60,654     69,272     71,860:    13,249     10,661
Old  :    82,521:    13,845      9,527      1,679     53,748     60,654     69,272     71,860:    13,249     10,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :     2,443:      -759      3,662       -253       -935       -710     -1,946      2,699:     4,389       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.5        2.0       65.1       73.5       83.9       87.1:      16.1       12.9
Old  :     100.0:      16.8       11.5        2.0       65.1       73.5       83.9       87.1:      16.1       12.9
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  :        89:        18         14         10         37         32         63         48:
Old  :        89:        18         14         10         37         32         63         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  :                 23.7       39.9       36.5       54.4       23.7       39.9       36.5       51.9
Old  :                 23.7       39.9       36.5       54.4       23.7       39.9       36.5       51.9
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, October 25, 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  :    13,404:     6,110     12,888        505      6,413          0     13,028     13,393:       376         11
Old  :    13,404:     6,110     12,888        505      6,413          0     13,028     13,393:       376         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :        98:      -135         53         45        147          0         57         98:        41          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       96.2        3.8       47.8        0.0       97.2       99.9:       2.8        0.1
Old  :     100.0:      45.6       96.2        3.8       47.8        0.0       97.2       99.9:       2.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12         11          2          3          0         17         11:
Old  :        26:        12         11          2          3          0         17         11:
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  :                 73.3       82.8       90.3       96.3       73.3       79.0       88.8       92.5
Old  :                 73.3       82.8       90.3       96.3       73.3       79.0       88.8       92.5
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, October 25, 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  :     9,502:     1,586        428          1      7,635      8,960      9,222      9,389:       280        113
Old  :     9,502:     1,586        428          1      7,635      8,960      9,222      9,389:       280        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :      -289:      -469       -138       -365        540        228       -294       -275:         5        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        4.5        0.0       80.4       94.3       97.1       98.8:       2.9        1.2
Old  :     100.0:      16.7        4.5        0.0       80.4       94.3       97.1       98.8:       2.9        1.2
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  :        28:         8          5          1          5         11         14         16:
Old  :        28:         8          5          1          5         11         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.5       82.5       95.1       92.7       85.5       82.5       95.1       92.6
Old  :                 85.5       82.5       95.1       92.7       85.5       82.5       95.1       92.6
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, October 25, 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  :    14,135:     1,124        455          0     12,718     13,525     13,842     13,980:       293        155
Old  :    14,135:     1,124        455          0     12,718     13,525     13,842     13,980:       293        155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2011                     :
     :      -141:      -666          5          0        500       -159       -166       -154:        25         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        3.2        0.0       90.0       95.7       97.9       98.9:       2.1        1.1
Old  :     100.0:       8.0        3.2        0.0       90.0       95.7       97.9       98.9:       2.1        1.1
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  :        28:         7          3          0          5         14         12         17:
Old  :        28:         7          3          0          5         14         12         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  :                 91.1       74.5       96.7       90.7       91.1       74.5       96.4       90.7
Old  :                 91.1       74.5       96.7       90.7       91.1       74.5       96.4       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 28, 2011