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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   444,998:    73,701    129,223     98,138    237,220    159,134    409,059    386,495:    35,939     58,503
Old  :   294,225:    64,804     96,174     52,982    150,092    108,701    267,878    257,858:    26,347     36,367
Other:   150,773:    26,085     50,238     27,967     87,128     50,432    141,181    128,637:     9,592     22,136
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    10,357:    -1,308       -283      5,946      3,974      3,482      8,611      9,145:     1,746      1,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       29.0       22.1       53.3       35.8       91.9       86.9:       8.1       13.1
Old  :     100.0:      22.0       32.7       18.0       51.0       36.9       91.0       87.6:       9.0       12.4
Other:     100.0:      17.3       33.3       18.5       57.8       33.4       93.6       85.3:       6.4       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       102        161        162         95        111        297        349:
Old  :       383:       113        146        123         82         98        262        303:
Other:       243:        55         83         68         54         87        149        204:
     :----------------------------------------------------------------------------------------------------
     :             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       10.1       35.1       15.9       21.7        8.6       33.1       13.3
Old  :                 24.3       13.4       34.0       20.4       24.1       11.6       33.2       18.4
Other:                 30.9       11.6       46.5       20.0       27.4        8.6       42.8       15.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  : 1,568,094:   293,238    159,254    415,894    693,812    727,001  1,402,944  1,302,149:   165,150    265,945
Old  : 1,260,615:   270,883    156,783    313,203    535,035    577,315  1,119,121  1,047,301:   141,493    213,314
Other:   307,479:    78,286     58,402     46,760    158,777    149,685    283,823    254,848:    23,657     52,632
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    23,755:    -2,976      2,728     25,220     -2,330     -8,212     19,914     19,736:     3,841      4,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       10.2       26.5       44.2       46.4       89.5       83.0:      10.5       17.0
Old  :     100.0:      21.5       12.4       24.8       42.4       45.8       88.8       83.1:      11.2       16.9
Other:     100.0:      25.5       19.0       15.2       51.6       48.7       92.3       82.9:       7.7       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       147        208        243        246        314        538        634:
Old  :       712:       144        208        216        241        306        512        612:
Other:       463:        78         96         81        102        244        221        385:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6        9.1       20.4       14.2       10.4        6.3       15.4       10.2
Old  :                 12.4        9.3       20.3       14.3       11.7        7.7       17.5       12.0
Other:                 24.7       18.3       36.5       26.7       17.8       11.4       26.0       18.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,930:     2,194      2,081        790      8,977      9,034     11,961     11,906:     1,969      2,025
Old  :    13,499:     2,256      2,081        669      8,735      8,796     11,660     11,546:     1,839      1,953
Other:       431:         0         62         59        242        238        301        360:       130         72
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :        37:      -166        -95         59        196         92         89         55:       -52        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       14.9        5.7       64.4       64.9       85.9       85.5:      14.1       14.5
Old  :     100.0:      16.7       15.4        5.0       64.7       65.2       86.4       85.5:      13.6       14.5
Other:     100.0:       0.0       14.5       13.7       56.1       55.2       69.8       83.4:      30.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          8          5         16          8         29         21:
Old  :        38:        13          8          5         16          7         29         20:
Other:        15:         0          5          4          6          7         10         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       69.3       57.8       77.7       39.0       64.7       54.8       70.6
Old  :                 41.5       70.9       58.6       78.9       40.4       67.5       56.6       73.6
Other:                 61.5       61.2       68.8       80.1       44.2       50.5       45.3       58.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   739,312:    95,077     74,929    257,004    334,944    324,518    687,026    656,452:    52,286     82,860
Old  :   649,413:    83,343     83,760    224,533    295,456    272,869    603,332    581,161:    46,082     68,252
Other:    89,899:    29,149      8,584     15,057     39,488     51,649     83,694     75,290:     6,205     14,608
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -28,390:    -3,938     -7,130     -5,623    -19,132    -11,107    -28,693    -23,859:       303     -4,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       10.1       34.8       45.3       43.9       92.9       88.8:       7.1       11.2
Old  :     100.0:      12.8       12.9       34.6       45.5       42.0       92.9       89.5:       7.1       10.5
Other:     100.0:      32.4        9.5       16.7       43.9       57.5       93.1       83.8:       6.9       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       494:       136        153        238        133        156        414        441:
Old  :       490:       145        147        223        129        151        399        429:
Other:       249:        54         65         54         56        107        141        199:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       14.5       20.3       22.0        9.5        9.2       15.1       13.2
Old  :                 13.0       14.6       22.6       22.1       11.0       10.2       17.6       15.1
Other:                 33.7       27.5       46.7       41.8       26.9       25.1       37.4       33.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   354,317:    62,359     74,314     71,421    192,284    175,070    326,064    320,806:    28,252     33,511
Old  :   327,672:    62,586     77,058     63,176    178,103    156,029    303,865    296,263:    23,807     31,409
Other:    26,645:     4,756      2,239      3,263     14,181     19,041     22,200     24,543:     4,445      2,102
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -9,179:      -215      1,444      2,684    -12,952    -10,258    -10,483     -6,130:     1,304     -3,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       21.0       20.2       54.3       49.4       92.0       90.5:       8.0        9.5
Old  :     100.0:      19.1       23.5       19.3       54.4       47.6       92.7       90.4:       7.3        9.6
Other:     100.0:      17.8        8.4       12.2       53.2       71.5       83.3       92.1:      16.7        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        66         78         80         67         74        180        206:
Old  :       254:        67         86         77         67         74        176        206:
Other:        76:        23         10         18         33         25         64         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       18.1       24.8       29.1       11.0       12.9       17.7       19.8
Old  :                 15.7       17.4       25.6       27.3       11.6       12.6       18.8       19.4
Other:                 29.8       41.7       46.5       62.9       22.2       38.1       35.2       51.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   703,470:    58,645     87,920     51,305    447,737    435,715    557,686    574,940:   145,784    128,530
Old  :   703,470:    58,645     87,920     51,305    447,737    435,715    557,686    574,940:   145,784    128,530
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    21,524:       697      5,629      9,637     12,252     17,191     22,586     32,457:    -1,063    -10,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.5        7.3       63.6       61.9       79.3       81.7:      20.7       18.3
Old  :     100.0:       8.3       12.5        7.3       63.6       61.9       79.3       81.7:      20.7       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  :       154:        28         28         37         86         78        134        123:
Old  :       154:        28         28         37         86         78        134        123:
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  :                 22.0       21.4       31.5       32.7       21.1       20.1       26.9       28.5
Old  :                 22.0       21.4       31.5       32.7       21.1       20.1       26.9       28.5
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 20, 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  :   367,791:    59,028     34,745      1,197    244,798    289,742    305,023    325,684:    62,768     42,107
Old  :   367,791:    59,028     34,745      1,197    244,798    289,742    305,023    325,684:    62,768     42,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -13,909:     4,170      1,796         14    -17,928    -14,197    -13,744    -12,387:      -165     -1,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        9.4        0.3       66.6       78.8       82.9       88.6:      17.1       11.4
Old  :     100.0:      16.0        9.4        0.3       66.6       78.8       82.9       88.6:      17.1       11.4
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  :        68:         7          7          4         43         37         53         45:
Old  :        68:         7          7          4         43         37         53         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  :                 25.2       50.1       43.8       62.8       20.8       49.5       38.3       61.2
Old  :                 25.2       50.1       43.8       62.8       20.8       49.5       38.3       61.2
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 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,872:     1,134      1,219        934      7,164      7,200      9,232      9,353:       640        519
Old  :     9,872:     1,134      1,219        934      7,164      7,200      9,232      9,353:       640        519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -266:       -83         27        -30       -141       -214       -254       -217:       -12        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       12.3        9.5       72.6       72.9       93.5       94.7:       6.5        5.3
Old  :     100.0:      11.5       12.3        9.5       72.6       72.9       93.5       94.7:       6.5        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  :        33:         7          3          5         20         20         29         26:
Old  :        33:         7          3          5         20         20         29         26:
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  :                 48.7       52.0       65.5       74.3       24.9       23.7       34.8       36.2
Old  :                 48.7       52.0       65.5       74.3       24.9       23.7       34.8       36.2
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 20, 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  :   226,453:    28,483     55,470     40,895    125,092     97,440    194,470    193,806:    31,984     32,648
Old  :   197,260:    27,539     55,098     30,427    110,982     82,900    168,948    168,424:    28,312     28,836
Other:    29,193:     3,503      2,931      7,909     14,110     14,541     25,522     25,381:     3,671      3,812
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -8,047:    -1,464     -8,399        501     -5,300      1,970     -6,264     -5,927:    -1,784     -2,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       24.5       18.1       55.2       43.0       85.9       85.6:      14.1       14.4
Old  :     100.0:      14.0       27.9       15.4       56.3       42.0       85.6       85.4:      14.4       14.6
Other:     100.0:      12.0       10.0       27.1       48.3       49.8       87.4       86.9:      12.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        34         57         52         76         67        144        155:
Old  :       191:        38         62         46         76         67        143        150:
Other:        73:        16         13         20         34         19         58         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       21.5       31.6       31.4       15.1       13.3       20.5       19.9
Old  :                 22.3       21.6       31.7       30.3       16.6       13.8       22.3       21.3
Other:                 35.4       39.2       54.0       52.6       32.0       28.0       41.2       37.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    19,069:     2,798      5,448      3,545      9,594      7,565     15,937     16,558:     3,132      2,511
Old  :    18,886:     2,782      5,448      3,540      9,515      7,401     15,837     16,389:     3,049      2,497
Other:       183:        18          2          3         79        164        100        169:        83         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -575:         4        247       -160       -237       -452       -392       -365:      -183       -211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       28.6       18.6       50.3       39.7       83.6       86.8:      16.4       13.2
Old  :     100.0:      14.7       28.8       18.7       50.4       39.2       83.9       86.8:      16.1       13.2
Other:     100.0:       9.8        1.1        1.6       43.2       89.6       54.6       92.3:      45.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         28         19         23         19         60         59:
Old  :        87:        23         29         19         23         19         60         59:
Other:        12:         3          1          2          2          5          7          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  :                 26.0       27.1       38.4       39.0       26.0       20.1       38.3       30.7
Old  :                 26.2       26.7       38.8       38.8       26.2       19.6       38.6       30.8
Other:                 52.5       85.8       54.6       92.3       52.5       85.8       53.0       90.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   737,722:   195,496    116,251     30,704    402,338    494,135    628,539    641,090:   109,183     96,632
Old  :   737,722:   195,496    116,251     30,704    402,338    494,135    628,539    641,090:   109,183     96,632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -2,619:   -17,367        115      1,357      8,596      1,408     -7,414      2,880:     4,795     -5,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       15.8        4.2       54.5       67.0       85.2       86.9:      14.8       13.1
Old  :     100.0:      26.5       15.8        4.2       54.5       67.0       85.2       86.9:      14.8       13.1
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  :       200:        34         38         22         82        103        133        147:
Old  :       200:        34         38         22         82        103        133        147:
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  :                 28.1       23.2       40.4       31.1       27.0       19.5       36.8       26.7
Old  :                 28.1       23.2       40.4       31.1       27.0       19.5       36.8       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  : 1,734,484:   181,370    186,766    159,580  1,106,689  1,090,339  1,447,640  1,436,686:   286,844    297,798
Old  : 1,734,484:   181,370    186,766    159,580  1,106,689  1,090,339  1,447,640  1,436,686:   286,844    297,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    19,616:   -27,267     -1,863     12,964     55,871     10,574     41,568     21,675:   -21,952     -2,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       10.8        9.2       63.8       62.9       83.5       82.8:      16.5       17.2
Old  :     100.0:      10.5       10.8        9.2       63.8       62.9       83.5       82.8:      16.5       17.2
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  :       240:        45         40         55        124        134        194        204:
Old  :       240:        45         40         55        124        134        194        204:
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  :                 24.8       18.1       33.3       26.5       24.2       14.2       31.1       21.2
Old  :                 24.8       18.1       33.3       26.5       24.2       14.2       31.1       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  : 1,378,180:   375,055    123,016     81,910    701,821    948,919  1,158,785  1,153,844:   219,395    224,336
Old  : 1,378,180:   375,055    123,016     81,910    701,821    948,919  1,158,785  1,153,844:   219,395    224,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -70,478:    10,591     -1,155      2,095    -62,630    -80,190    -49,944    -79,250:   -20,534      8,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        8.9        5.9       50.9       68.9       84.1       83.7:      15.9       16.3
Old  :     100.0:      27.2        8.9        5.9       50.9       68.9       84.1       83.7:      15.9       16.3
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  :       179:        31         25         33         84        108        131        150:
Old  :       179:        31         25         33         84        108        131        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       16.6       42.3       25.9       28.4       15.1       37.1       22.5
Old  :                 31.5       16.6       42.3       25.9       28.4       15.1       37.1       22.5
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, December 20, 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  :   710,514:    90,420     72,530    194,970    393,736    402,560    679,126    670,059:    31,389     40,455
Old  :   710,514:    90,420     72,530    194,970    393,736    402,560    679,126    670,059:    31,389     40,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -6,840:     5,142      8,087     -5,155     -6,040     -8,915     -6,053     -5,984:      -787       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       10.2       27.4       55.4       56.7       95.6       94.3:       4.4        5.7
Old  :     100.0:      12.7       10.2       27.4       55.4       56.7       95.6       94.3:       4.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        25         23         37         56         59         96        106:
Old  :       117:        25         23         37         56         59         96        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       29.5       52.3       45.9       27.8       22.2       33.4       31.7
Old  :                 36.3       29.5       52.3       45.9       27.8       22.2       33.4       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    46,735:    14,827      3,799        357     26,183     38,301     41,367     42,457:     5,368      4,278
Old  :    46,735:    14,827      3,799        357     26,183     38,301     41,367     42,457:     5,368      4,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -61,263:     2,092        616    -10,813    -48,795    -46,718    -57,517    -56,915:    -3,746     -4,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        8.1        0.8       56.0       82.0       88.5       90.8:      11.5        9.2
Old  :     100.0:      31.7        8.1        0.8       56.0       82.0       88.5       90.8:      11.5        9.2
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  :        88:        28          8          8         34         26         65         39:
Old  :        88:        28          8          8         34         26         65         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       59.6       44.5       72.9       30.6       59.6       44.5       72.5
Old  :                 30.6       59.6       44.5       72.9       30.6       59.6       44.5       72.5
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 20, 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  :    93,470:    29,654      7,597        714     52,365     76,603     82,734     84,914:    10,736      8,556
Old  :    93,470:    29,654      7,597        714     52,365     76,603     82,734     84,914:    10,736      8,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :   -68,840:     3,989     -3,896     -7,055    -61,795    -55,133    -64,861    -66,084:    -3,980     -2,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        8.1        0.8       56.0       82.0       88.5       90.8:      11.5        9.2
Old  :     100.0:      31.7        8.1        0.8       56.0       82.0       88.5       90.8:      11.5        9.2
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  :        88:        28          8          8         34         26         65         39:
Old  :        88:        28          8          8         34         26         65         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       59.6       44.5       72.9       30.6       59.6       44.5       72.5
Old  :                 30.6       59.6       44.5       72.9       30.6       59.6       44.5       72.5
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 20, 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  :    16,214:     7,114     15,621        512      8,368         58     15,994     16,191:       220         23
Old  :    16,214:     7,114     15,621        512      8,368         58     15,994     16,191:       220         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :      -730:      -345         32       -833        364         58       -814       -743:        84         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       96.3        3.2       51.6        0.4       98.6       99.9:       1.4        0.1
Old  :     100.0:      43.9       96.3        3.2       51.6        0.4       98.6       99.9:       1.4        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  :        24:         8         13          4          3          2         15         15:
Old  :        24:         8         13          4          3          2         15         15:
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  :                 74.1       80.6       93.9       94.1       73.7       78.4       93.5       91.4
Old  :                 74.1       80.6       93.9       94.1       73.7       78.4       93.5       91.4
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 20, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,464:     1,195      1,917         25      9,002      8,443     10,222     10,385:       242         79
Old  :    10,464:     1,195      1,917         25      9,002      8,443     10,222     10,385:       242         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,320:       -13       -385       -311       -158        175       -482       -521:      -838       -799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       18.3        0.2       86.0       80.7       97.7       99.2:       2.3        0.8
Old  :     100.0:      11.4       18.3        0.2       86.0       80.7       97.7       99.2:       2.3        0.8
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  :        29:         6          6          1          6         12         13         18:
Old  :        29:         6          6          1          6         12         13         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  :                 83.3       77.3       95.3       91.6       83.3       77.3       95.3       91.3
Old  :                 83.3       77.3       95.3       91.6       83.3       77.3       95.3       91.3
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 20, 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  :    12,415:     1,022        839          0     10,983     11,350     12,005     12,189:       410        226
Old  :    12,415:     1,022        839          0     10,983     11,350     12,005     12,189:       410        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2011                    :
     :    -1,885:       180        -70       -969     -1,122       -863     -1,911     -1,902:        26         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        6.8        0.0       88.5       91.4       96.7       98.2:       3.3        1.8
Old  :     100.0:       8.2        6.8        0.0       88.5       91.4       96.7       98.2:       3.3        1.8
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  :        32:         8          5          0          7         12         15         17:
Old  :        32:         8          5          0          7         12         15         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  :                 88.3       73.4       93.7       86.6       88.3       73.4       93.7       86.6
Old  :                 88.3       73.4       93.7       86.6       88.3       73.4       93.7       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 23, 2011