```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   429,051:    77,008    126,827     89,172    230,330    157,113    396,510    373,112:    32,541     55,939
Old  :   285,847:    68,023     91,637     45,838    147,996    111,993    261,856    249,468:    23,991     36,379
Other:   143,204:    26,362     52,566     25,958     82,334     45,120    134,654    123,644:     8,550     19,560
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    12,681:     6,957      3,255     11,776     -4,045        652     14,688     15,682:    -2,008     -3,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       29.6       20.8       53.7       36.6       92.4       87.0:       7.6       13.0
Old  :     100.0:      23.8       32.1       16.0       51.8       39.2       91.6       87.3:       8.4       12.7
Other:     100.0:      18.4       36.7       18.1       57.5       31.5       94.0       86.3:       6.0       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       105        147        151         91        113        279        340:
Old  :       369:       109        131        111         80        102        240        297:
Other:       240:        51         80         64         52         91        144        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       10.3       35.7       16.2       22.2        9.6       34.5       14.6
Old  :                 24.3       13.7       35.5       21.7       24.1       13.2       35.2       21.1
Other:                 30.8       13.5       46.2       22.2       28.1        9.7       43.2       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  : 1,499,287:   287,192    145,693    368,257    680,945    732,533  1,336,394  1,246,483:   162,892    252,803
Old  : 1,216,639:   266,860    141,681    279,699    527,700    588,301  1,074,259  1,009,681:   142,380    206,958
Other:   282,647:    70,002     53,682     38,888    153,244    144,232    262,135    236,802:    20,512     45,845
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    20,022:     1,406     19,569     30,877    -18,983    -40,565     13,299      9,881:     6,723     10,140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        9.7       24.6       45.4       48.9       89.1       83.1:      10.9       16.9
Old  :     100.0:      21.9       11.6       23.0       43.4       48.4       88.3       83.0:      11.7       17.0
Other:     100.0:      24.8       19.0       13.8       54.2       51.0       92.7       83.8:       7.3       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       712:       159        175        229        240        322        525        621:
Old  :       701:       158        173        201        235        315        500        596:
Other:       456:        73         92         66         98        240        204        370:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6        9.9       21.7       15.1       11.0        6.9       16.5       10.7
Old  :                 13.1        9.1       21.4       14.3       12.2        7.8       19.0       12.1
Other:                 27.2       21.3       39.6       29.3       19.3       12.3       28.2       18.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    14,039:     2,490      2,484        715      8,933      8,887     12,138     12,086:     1,901      1,953
Old  :    13,620:     2,551      2,480        597      8,687      8,667     11,835     11,744:     1,785      1,876
Other:       419:         1         66         56        245        220        303        342:       116         77
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -1,025:        21       -129        -78       -754       -483       -812       -690:      -214       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       17.7        5.1       63.6       63.3       86.5       86.1:      13.5       13.9
Old  :     100.0:      18.7       18.2        4.4       63.8       63.6       86.9       86.2:      13.1       13.8
Other:     100.0:       0.3       15.8       13.3       58.6       52.5       72.2       81.6:      27.8       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13         12          4         15          8         29         23:
Old  :        41:        13         12          4         15          8         29         23:
Other:        13:         2          2          3          6          6          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       67.1       59.8       76.7       38.6       62.2       56.5       69.1
Old  :                 41.0       68.6       60.1       77.9       40.0       64.9       58.4       72.1
Other:                 63.6       63.6       71.5       80.0       48.6       53.3       50.1       59.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   741,404:    96,012     87,674    238,070    352,153    322,320    686,234    648,064:    55,170     93,341
Old  :   659,841:    84,543     94,990    211,363    314,323    273,860    610,229    580,213:    49,612     79,628
Other:    81,563:    26,484      7,700     11,691     37,829     48,460     76,005     67,851:     5,558     13,712
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    21,009:       283      1,554      8,010     12,727     10,050     21,020     19,613:       -11      1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       11.8       32.1       47.5       43.5       92.6       87.4:       7.4       12.6
Old  :     100.0:      12.8       14.4       32.0       47.6       41.5       92.5       87.9:       7.5       12.1
Other:     100.0:      32.5        9.4       14.3       46.4       59.4       93.2       83.2:       6.8       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       484:       128        166        219        130        150        392        427:
Old  :       480:       136        166        204        128        146        378        417:
Other:       243:        51         66         46         52        101        134        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       14.8       21.7       22.4        9.5        9.6       15.1       14.1
Old  :                 13.7       15.3       23.9       23.0       11.4       11.0       17.8       15.6
Other:                 35.8       25.7       50.7       42.0       27.4       22.9       39.2       35.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   362,220:    59,764     73,843     66,600    209,139    186,729    335,503    327,172:    26,717     35,048
Old  :   339,122:    59,074     75,776     59,839    196,485    169,899    315,397    305,514:    23,725     33,608
Other:    23,098:     4,654      2,030      2,797     12,655     16,830     20,106     21,658:     2,992      1,440
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -4,944:     2,245     -2,035     -4,817      1,581      5,684       -991     -1,168:    -3,953     -3,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       20.4       18.4       57.7       51.6       92.6       90.3:       7.4        9.7
Old  :     100.0:      17.4       22.3       17.6       57.9       50.1       93.0       90.1:       7.0        9.9
Other:     100.0:      20.1        8.8       12.1       54.8       72.9       87.0       93.8:      13.0        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        58         87         78         70         76        182        204:
Old  :       251:        59         92         74         68         74        175        201:
Other:        70:        23          7         16         31         24         59         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  :                 15.4       21.6       25.4       32.9       11.4       17.0       19.2       24.2
Old  :                 16.3       21.0       26.3       31.6       12.6       16.6       20.5       23.8
Other:                 31.2       44.7       47.8       63.6       21.3       38.3       35.1       52.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   663,813:    59,778     87,614     37,481    421,019    399,165    518,278    524,260:   145,535    139,553
Old  :   663,813:    59,778     87,614     37,481    421,019    399,165    518,278    524,260:   145,535    139,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -67,829:    -1,579     -2,606    -14,543    -42,973    -51,208    -59,095    -68,356:    -8,734        527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       13.2        5.6       63.4       60.1       78.1       79.0:      21.9       21.0
Old  :     100.0:       9.0       13.2        5.6       63.4       60.1       78.1       79.0:      21.9       21.0
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  :       144:        29         21         29         84         75        126        112:
Old  :       144:        29         21         29         84         75        126        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       21.3       31.5       33.3       21.7       19.8       26.9       29.1
Old  :                 22.7       21.3       31.5       33.3       21.7       19.8       26.9       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   405,841:    51,700     36,665      6,857    284,066    321,961    342,623    365,483:    63,218     40,358
Old  :   405,841:    51,700     36,665      6,857    284,066    321,961    342,623    365,483:    63,218     40,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :        29:    -2,728      4,673       -506      8,401        637      5,167      4,805:    -5,138     -4,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        9.0        1.7       70.0       79.3       84.4       90.1:      15.6        9.9
Old  :     100.0:      12.7        9.0        1.7       70.0       79.3       84.4       90.1:      15.6        9.9
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  :        72:         6          8          4         45         41         54         50:
Old  :        72:         6          8          4         45         41         54         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  :                 24.2       47.9       41.5       59.9       20.3       45.3       35.8       56.0
Old  :                 24.2       47.9       41.5       59.9       20.3       45.3       35.8       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    10,072:     1,167      1,340        786      7,475      7,385      9,428      9,511:       644        561
Old  :    10,072:     1,167      1,340        786      7,475      7,385      9,428      9,511:       644        561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :       -72:       106       -169        128       -294          8        -60        -33:       -12        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3        7.8       74.2       73.3       93.6       94.4:       6.4        5.6
Old  :     100.0:      11.6       13.3        7.8       74.2       73.3       93.6       94.4:       6.4        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         8          3          5         19         22         30         27:
Old  :        36:         8          3          5         19         22         30         27:
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  :                 45.7       44.9       62.3       69.9       27.0       27.7       36.0       38.7
Old  :                 45.7       44.9       62.3       69.9       27.0       27.7       36.0       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   227,677:    28,308     62,497     38,477    126,946     91,731    193,731    192,704:    33,947     34,973
Old  :   201,462:    27,788     61,231     29,445    113,467     78,481    170,700    169,156:    30,762     32,306
Other:    26,215:     3,127      3,873      6,424     13,479     13,250     23,030     23,548:     3,185      2,667
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -1,242:    -1,629      2,786       -284      2,391       -565        479      1,937:    -1,720     -3,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       27.4       16.9       55.8       40.3       85.1       84.6:      14.9       15.4
Old  :     100.0:      13.8       30.4       14.6       56.3       39.0       84.7       84.0:      15.3       16.0
Other:     100.0:      11.9       14.8       24.5       51.4       50.5       87.9       89.8:      12.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        31         69         52         72         66        143        159:
Old  :       195:        37         70         47         71         65        142        153:
Other:        72:        11         16         19         35         20         56         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       18.9       31.5       28.7       16.9       14.4       22.5       21.0
Old  :                 23.2       18.6       31.9       27.9       18.4       14.7       24.3       22.1
Other:                 39.9       42.1       57.8       55.0       36.2       34.3       46.0       43.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    19,666:     2,962      5,034      3,639      9,611      8,627     16,212     17,301:     3,454      2,365
Old  :    19,479:     2,950      5,026      3,634      9,532      8,463     16,116     17,124:     3,363      2,355
Other:       187:        14         10          3         79        164         96        177:        91         10
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -180:       248        -55        -13       -118       -274        118       -342:      -298        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       25.6       18.5       48.9       43.9       82.4       88.0:      17.6       12.0
Old  :     100.0:      15.1       25.8       18.7       48.9       43.4       82.7       87.9:      17.3       12.1
Other:     100.0:       7.5        5.3        1.6       42.2       87.7       51.3       94.7:      48.7        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        26         26         22         26         18         67         57:
Old  :        89:        25         27         22         26         18         67         57:
Other:        11:         2          1          2          2          5          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       29.6       37.2       41.2       24.8       23.8       37.0       33.9
Old  :                 25.1       29.2       37.5       41.0       25.1       23.5       37.4       33.9
Other:                 50.3       84.0       51.3       94.7       49.7       84.0       49.7       93.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   675,850:   163,551    113,798      7,481    402,277    450,339    573,310    571,618:   102,540    104,232
Old  :   675,850:   163,551    113,798      7,481    402,277    450,339    573,310    571,618:   102,540    104,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -70,882:   -21,606    -31,503    -15,568    -24,436    -26,425    -61,610    -73,496:    -9,272      2,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       16.8        1.1       59.5       66.6       84.8       84.6:      15.2       15.4
Old  :     100.0:      24.2       16.8        1.1       59.5       66.6       84.8       84.6:      15.2       15.4
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  :       194:        35         34         16         80        102        127        140:
Old  :       194:        35         34         16         80        102        127        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       18.1       38.1       27.2       27.6       13.7       35.5       21.1
Old  :                 28.2       18.1       38.1       27.2       27.6       13.7       35.5       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  : 1,635,274:   195,926    188,150    139,242  1,009,304  1,007,891  1,344,472  1,335,283:   290,801    299,991
Old  : 1,635,274:   195,926    188,150    139,242  1,009,304  1,007,891  1,344,472  1,335,283:   290,801    299,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :  -134,274:   -13,355     -6,668    -15,222    -92,500    -99,382   -121,076   -121,272:   -13,198    -13,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.5        8.5       61.7       61.6       82.2       81.7:      17.8       18.3
Old  :     100.0:      12.0       11.5        8.5       61.7       61.6       82.2       81.7:      17.8       18.3
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  :       227:        40         47         56        114        121        181        197:
Old  :       227:        40         47         56        114        121        181        197:
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  :                 21.2       18.5       30.4       25.9       19.9       12.8       26.7       19.0
Old  :                 21.2       18.5       30.4       25.9       19.9       12.8       26.7       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  : 1,339,143:   342,183    108,408     56,370    723,424    946,667  1,121,978  1,111,446:   217,165    227,698
Old  : 1,339,143:   342,183    108,408     56,370    723,424    946,667  1,121,978  1,111,446:   217,165    227,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -86,549:   -56,676     -7,658     10,364    -34,633    -65,989    -80,945    -63,284:    -5,604    -23,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        8.1        4.2       54.0       70.7       83.8       83.0:      16.2       17.0
Old  :     100.0:      25.6        8.1        4.2       54.0       70.7       83.8       83.0:      16.2       17.0
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  :       169:        28         20         26         83        103        121        139:
Old  :       169:        28         20         26         83        103        121        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       19.6       41.1       30.6       26.4       17.6       34.7       25.2
Old  :                 29.2       19.6       41.1       30.6       26.4       17.6       34.7       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :   702,510:    81,135     60,066    195,992    394,397    400,986    671,524    657,045:    30,986     45,465
Old  :   702,510:    81,135     60,066    195,992    394,397    400,986    671,524    657,045:    30,986     45,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :   -82,282:    -9,414     -6,571    -37,642    -32,689    -39,186    -79,745    -83,399:    -2,537      1,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        8.6       27.9       56.1       57.1       95.6       93.5:       4.4        6.5
Old  :     100.0:      11.5        8.6       27.9       56.1       57.1       95.6       93.5:       4.4        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        23         24         36         56         59         95        105:
Old  :       115:        23         24         36         56         59         95        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       29.0       52.6       46.0       27.7       22.2       33.5       31.3
Old  :                 36.5       29.0       52.6       46.0       27.7       22.2       33.5       31.3
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, December 6, 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  :    68,692:    11,260      2,549      4,780     44,759     53,460     60,798     60,789:     7,894      7,903
Old  :    68,692:    11,260      2,549      4,780     44,759     53,460     60,798     60,789:     7,894      7,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     7,156:     2,973     -2,112        -39      3,481      8,699      6,415      6,548:       741        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        3.7        7.0       65.2       77.8       88.5       88.5:      11.5       11.5
Old  :     100.0:      16.4        3.7        7.0       65.2       77.8       88.5       88.5:      11.5       11.5
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  :        94:        22         10         10         40         35         68         50:
Old  :        94:        22         10         10         40         35         68         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  :                 26.3       47.8       40.0       62.5       21.7       39.3       33.9       50.4
Old  :                 26.3       47.8       40.0       62.5       21.7       39.3       33.9       50.4
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, December 6, 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  :    18,747:     3,006      1,256        440     13,642     14,368     17,088     16,064:     1,659      2,683
Old  :    18,747:     3,006      1,256        440     13,642     14,368     17,088     16,064:     1,659      2,683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :     1,032:       -23         20         15      1,000        981        992      1,016:        40         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        6.7        2.3       72.8       76.6       91.2       85.7:       8.8       14.3
Old  :     100.0:      16.0        6.7        2.3       72.8       76.6       91.2       85.7:       8.8       14.3
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:         4          2          3          8          8         12         13:
Old  :        20:         4          2          3          8          8         12         13:
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  :                 62.8       68.5       83.1       82.6       61.0       68.5       79.5       81.9
Old  :                 62.8       68.5       83.1       82.6       61.0       68.5       79.5       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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  :    99,890:    23,532      9,610      1,654     62,233     78,184     87,420     89,449:    12,470     10,441
Old  :    99,890:    23,532      9,610      1,654     62,233     78,184     87,420     89,449:    12,470     10,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    12,248:     5,745     -4,511        138      4,963     15,437     10,847     11,064:     1,401      1,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        9.6        1.7       62.3       78.3       87.5       89.5:      12.5       10.5
Old  :     100.0:      23.6        9.6        1.7       62.3       78.3       87.5       89.5:      12.5       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        22         10          8         37         31         63         45:
Old  :        92:        22         10          8         37         31         63         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       46.6       40.5       62.8       24.3       45.8       40.5       59.8
Old  :                 24.3       46.6       40.5       62.8       24.3       45.8       40.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,882:     7,406     15,808      1,065      8,223          0     16,694     16,873:       188          9
Old  :    16,882:     7,406     15,808      1,065      8,223          0     16,694     16,873:       188          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :       940:     1,057        491        449       -558          0        948        940:        -8          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       93.6        6.3       48.7        0.0       98.9       99.9:       1.1        0.1
Old  :     100.0:      43.9       93.6        6.3       48.7        0.0       98.9       99.9:       1.1        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:        10         13          3          3          0         16         13:
Old  :        26:        10         13          3          3          0         16         13:
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  :                 70.8       79.6       93.7       93.8       70.8       74.7       89.7       87.5
Old  :                 70.8       79.6       93.7       93.8       70.8       74.7       89.7       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,027:     1,166      1,227        756      8,836      8,936     10,758     10,919:       269        108
Old  :    11,027:     1,166      1,227        756      8,836      8,936     10,758     10,919:       269        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :      -610:    -1,601        122        469        525     -1,173       -607       -582:        -3        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.1        6.9       80.1       81.0       97.6       99.0:       2.4        1.0
Old  :     100.0:      10.6       11.1        6.9       80.1       81.0       97.6       99.0:       2.4        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  :        28:         6          6          1          5         12         12         18:
Old  :        28:         6          6          1          5         12         12         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.1       68.2       95.8       90.1       83.2       68.2       89.7       84.6
Old  :                 84.1       68.2       95.8       90.1       83.2       68.2       89.7       84.6
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, December 6, 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  :    13,769:       846      1,326          0     12,515     12,246     13,361     13,572:       408        197
Old  :    13,769:       846      1,326          0     12,515     12,246     13,361     13,572:       408        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 29, 2011                    :
     :    -1,803:        94       -242       -595     -1,315       -963     -1,816     -1,800:        13         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        9.6        0.0       90.9       88.9       97.0       98.6:       3.0        1.4
Old  :     100.0:       6.1        9.6        0.0       90.9       88.9       97.0       98.6:       3.0        1.4
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  :        29:         6          6          0          5         13         11         19:
Old  :        29:         6          6          0          5         13         11         19:
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  :                 92.4       67.6       96.3       85.3       92.4       66.2       95.2       83.9
Old  :                 92.4       67.6       96.3       85.3       92.4       66.2       95.2       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 9, 2011