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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   602,487:    83,893     98,293    168,835    298,458    266,424    551,187    533,553:    51,300     68,935
Old  :   539,656:    78,963     93,754    148,612    266,249    242,488    493,824    484,854:    45,832     54,801
Other:    62,831:    14,204     13,813     10,950     32,209     23,935     57,363     48,698:     5,469     14,133
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    24,529:    -8,244     13,418     14,125     17,751     -1,226     23,633     26,317:       896     -1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       16.3       28.0       49.5       44.2       91.5       88.6:       8.5       11.4
Old  :     100.0:      14.6       17.4       27.5       49.3       44.9       91.5       89.8:       8.5       10.2
Other:     100.0:      22.6       22.0       17.4       51.3       38.1       91.3       77.5:       8.7       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       458:       139        166        206        101        130        358        400:
Old  :       453:       150        160        195         98        129        348        391:
Other:       195:        38         59         31         37         84         96        157:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       13.7       29.7       20.0       15.6       11.1       25.0       15.1
Old  :                 19.9       14.9       30.6       21.7       16.8       12.8       26.1       17.6
Other:                 41.9       18.2       56.5       27.6       33.3        9.9       44.7       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,132,924:   390,657     85,759    703,054    820,746  1,059,552  1,914,458  1,848,365:   218,466    284,559
Old  :   979,833:   168,941     63,399    339,328    376,604    481,689    884,873    884,416:    94,959     95,417
Other: 1,153,091:   277,155     77,798    308,287    444,142    577,864  1,029,584    963,949:   123,507    189,142
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -91,908:   -65,538       -360    -47,503     20,491    -36,250    -92,550    -84,113:       642     -7,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        4.0       33.0       38.5       49.7       89.8       86.7:      10.2       13.3
Old  :     100.0:      17.2        6.5       34.6       38.4       49.2       90.3       90.3:       9.7        9.7
Other:     100.0:      24.0        6.7       26.7       38.5       50.1       89.3       83.6:      10.7       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       913:       264        190        330        305        409        728        786:
Old  :       826:       220        183        256        248        367        588        687:
Other:       812:       211        168        230        239        380        571        664:
     :----------------------------------------------------------------------------------------------------
     :             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       11.5       20.6       17.3        8.9        5.8       12.8        8.7
Old  :                 14.2       15.6       23.0       21.9       11.3       10.1       15.8       13.4
Other:                 15.3       10.0       22.8       15.6       10.3        6.1       16.2        9.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :    14,511:     2,743        677      1,470      7,470     11,250     11,683     13,397:     2,828      1,114
Old  :    14,482:     2,742        677      1,470      7,442     11,222     11,654     13,369:     2,828      1,113
Other:        29:         1          0          0         28         28         29         28:        -0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       156:      -938         61        440        968       -451        470         49:      -314        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        4.7       10.1       51.5       77.5       80.5       92.3:      19.5        7.7
Old  :     100.0:      18.9        4.7       10.2       51.4       77.5       80.5       92.3:      19.5        7.7
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:      -0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        14          5          6         18         14         35         22:
Old  :        41:        14          5          6         18         14         35         22:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       58.7       46.4       76.6       24.2       45.0       34.5       60.4
Old  :                 29.3       58.9       46.2       76.6       24.0       45.1       34.4       60.3
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   825,892:   129,148     62,284    268,242    371,678    405,965    769,068    736,492:    56,824     89,400
Old  :   243,923:    55,526     16,557     81,929     85,125    122,609    222,580    221,094:    21,344     22,829
Other:   581,968:   108,465     80,571    151,470    286,553    283,357    546,488    515,398:    35,480     66,571
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -9,552:   -19,330      2,390     -8,203     24,315       -717     -3,218     -6,530:    -6,333     -3,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        7.5       32.5       45.0       49.2       93.1       89.2:       6.9       10.8
Old  :     100.0:      22.8        6.8       33.6       34.9       50.3       91.2       90.6:       8.8        9.4
Other:     100.0:      18.6       13.8       26.0       49.2       48.7       93.9       88.6:       6.1       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:       179        172        239        130        203        442        496:
Old  :       466:       146        115        156         92        175        306        384:
Other:       514:       138        163        170        109        196        348        434:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       15.6       24.4       24.7       10.9        9.0       15.7       12.7
Old  :                 20.6       18.5       31.5       28.1       14.1       12.3       18.8       16.4
Other:                 17.1       15.7       27.7       25.4       15.2       11.6       22.2       16.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    26,284:    22,933      3,003        495          6      6,451     23,434      9,949:     2,850     16,335
Old  :     3,339:     2,141        757          8          6        611      2,155      1,376:     1,184      1,963
Other:    22,945:    21,210      2,664         69          0      5,840     21,279      8,573:     1,666     14,372
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -347:      -617       -127        278          3        -94       -336         57:       -11       -404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       11.4        1.9        0.0       24.5       89.2       37.9:      10.8       62.1
Old  :     100.0:      64.1       22.7        0.2        0.2       18.3       64.5       41.2:      35.5       58.8
Other:     100.0:      92.4       11.6        0.3        0.0       25.5       92.7       37.4:       7.3       62.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        14          9          9          2         18         18         34:
Old  :        34:        13          7          1          2         14         15         22:
Other:        40:        12         10          7          0         18         13         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.6       13.0       79.7       20.0       60.4       12.9       79.5       19.3
Old  :                 36.5       30.2       57.8       39.1       36.2       30.2       57.5       39.1
Other:                 65.8       13.1       85.7       19.8       65.5       13.1       85.5       19.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :    15,056:     1,651      9,730      4,561      8,339        461     14,551     14,752:       505        304
Old  :    11,885:       882      9,145      2,245      8,339        230     11,465     11,620:       420        265
Other:     3,171:     1,677      1,492      1,409          0        231      3,086      3,132:        85         39
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       236:        40        215        134        -10       -145        164        205:        73         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       64.6       30.3       55.4        3.1       96.6       98.0:       3.4        2.0
Old  :     100.0:       7.4       76.9       18.9       70.2        1.9       96.5       97.8:       3.5        2.2
Other:     100.0:      52.9       47.1       44.4        0.0        7.3       97.3       98.8:       2.7        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          6         10         12          7         25         18:
Old  :        26:         8          5         10         12          7         25         17:
Other:         8:         6          1          3          0          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.0       85.3       84.6       97.9       49.8       58.3       61.1       64.6
Old  :                 71.5       89.5       86.7       97.7       64.0       73.2       73.9       77.0
Other:                 86.4       97.6       97.3       98.8       47.2       54.3       52.9       54.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   397,411:    81,613     43,488     86,254    194,250    240,245    362,117    369,987:    35,295     27,425
Old  :   189,906:    37,427     23,009     44,308     89,483    107,454    171,218    174,771:    18,688     15,135
Other:   207,505:    57,466     33,759     28,665    104,767    132,791    190,899    195,215:    16,607     12,290
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :       291:    -7,784      5,713       -390      8,898     -6,476        723     -1,154:      -432      1,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       10.9       21.7       48.9       60.5       91.1       93.1:       8.9        6.9
Old  :     100.0:      19.7       12.1       23.3       47.1       56.6       90.2       92.0:       9.8        8.0
Other:     100.0:      27.7       16.3       13.8       50.5       64.0       92.0       94.1:       8.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        82         78        105         74         83        225        222:
Old  :       227:        74         68         75         65         74        175        184:
Other:       220:        71         67         52         57         62        160        152:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       27.3       21.8       39.6        9.3       19.2       15.2       26.0
Old  :                 19.8       23.9       29.5       34.1       10.6       14.4       16.5       19.8
Other:                 15.9       37.2       27.5       49.5       15.2       33.0       26.6       43.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   746,686:    86,068    137,753     54,090    436,602    413,384    576,760    605,227:   169,926    141,459
Old  :   746,686:    86,068    137,753     54,090    436,602    413,384    576,760    605,227:   169,926    141,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -4,497:     3,774      5,567      4,468    -16,784     -1,526     -8,542      8,509:     4,045    -13,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       18.4        7.2       58.5       55.4       77.2       81.1:      22.8       18.9
Old  :     100.0:      11.5       18.4        7.2       58.5       55.4       77.2       81.1:      22.8       18.9
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  :       160:        27         33         35         76         80        121        130:
Old  :       160:        27         33         35         76         80        121        130:
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  :                 18.5       18.5       27.9       26.9       18.5       17.7       26.4       25.4
Old  :                 18.5       18.5       27.9       26.9       18.5       17.7       26.4       25.4
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, June 21, 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  :   414,751:    53,057     61,866      4,055    293,862    301,935    350,975    367,857:    63,777     46,894
Old  :   414,751:    53,057     61,866      4,055    293,862    301,935    350,975    367,857:    63,777     46,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    30,822:     7,341      6,043        -20     22,718     18,913     30,039     24,937:       782      5,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       14.9        1.0       70.9       72.8       84.6       88.7:      15.4       11.3
Old  :     100.0:      12.8       14.9        1.0       70.9       72.8       84.6       88.7:      15.4       11.3
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  :        75:         8         11          5         44         35         54         49:
Old  :        75:         8         11          5         44         35         54         49:
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  :                 28.0       50.3       47.7       63.4       27.5       49.9       44.6       62.7
Old  :                 28.0       50.3       47.7       63.4       27.5       49.9       44.6       62.7
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, June 21, 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  :     9,318:       484        151        600      7,722      8,078      8,806      8,829:       512        489
Old  :     9,318:       484        151        600      7,722      8,078      8,806      8,829:       512        489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -334:       -75         33        -90       -131       -380       -296       -437:       -38        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        1.6        6.4       82.9       86.7       94.5       94.8:       5.5        5.2
Old  :     100.0:       5.2        1.6        6.4       82.9       86.7       94.5       94.8:       5.5        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         6          3          3         21         26         27         32:
Old  :        37:         6          3          3         21         26         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       44.0       63.6       66.8       25.1       19.3       34.8       29.5
Old  :                 43.4       44.0       63.6       66.8       25.1       19.3       34.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   246,508:    44,932     20,920     54,945    104,586    142,628    204,463    218,493:    42,045     28,015
Old  :   127,012:    30,680     12,702     19,208     52,750     78,703    102,639    110,613:    24,373     16,399
Other:   119,496:    26,625     20,592     23,363     51,836     63,924    101,824    107,880:    17,672     11,616
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -18,988:    -9,731      1,108     -5,828      1,699    -16,655    -13,860    -21,374:    -5,128      2,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        8.5       22.3       42.4       57.9       82.9       88.6:      17.1       11.4
Old  :     100.0:      24.2       10.0       15.1       41.5       62.0       80.8       87.1:      19.2       12.9
Other:     100.0:      22.3       17.2       19.6       43.4       53.5       85.2       90.3:      14.8        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        62         35         64         72         73        173        150:
Old  :       169:        54         30         50         68         62        144        125:
Other:       155:        38         36         34         58         57        120        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       30.7       22.1       41.0        6.9       22.1       11.8       27.2
Old  :                 14.8       34.7       24.2       42.8       13.6       32.6       21.0       38.9
Other:                 20.0       30.7       31.2       47.9       12.7       20.9       21.7       30.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :    20,798:     4,289      2,273      3,028      8,704     13,857     16,021     19,159:     4,777      1,639
Old  :     6,737:     1,645        978        847      2,376      4,543      4,869      6,368:     1,868        368
Other:    14,061:     2,944      1,596      1,880      6,328      9,314     11,152     12,790:     2,909      1,270
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -1,026:    -1,806        154        545        405     -1,851       -857     -1,152:      -169        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       10.9       14.6       41.9       66.6       77.0       92.1:      23.0        7.9
Old  :     100.0:      24.4       14.5       12.6       35.3       67.4       72.3       94.5:      27.7        5.5
Other:     100.0:      20.9       11.4       13.4       45.0       66.2       79.3       91.0:      20.7        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        33         16         21         29         21         76         46:
Old  :        61:        29          5          9         17         16         48         28:
Other:        72:        23         15         15         22         20         54         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  :                 22.2       43.0       33.9       57.2       22.2       40.2       32.8       51.7
Old  :                 24.1       58.6       38.6       73.6       21.7       50.0       30.9       61.1
Other:                 32.8       39.5       46.7       55.5       32.8       39.1       46.0       54.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  : 1,096,848:   310,710    184,477     53,502    617,208    705,410    981,420    943,389:   115,429    153,459
Old  : 1,096,848:   310,710    184,477     53,502    617,208    705,410    981,420    943,389:   115,429    153,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    55,313:   -54,650     24,656     13,028    106,057     27,502     64,436     65,187:    -9,122     -9,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       16.8        4.9       56.3       64.3       89.5       86.0:      10.5       14.0
Old  :     100.0:      28.3       16.8        4.9       56.3       64.3       89.5       86.0:      10.5       14.0
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  :       269:        50         56         30         97        138        168        203:
Old  :       269:        50         56         30         97        138        168        203:
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  :                 22.6       13.6       35.6       22.7       22.6       10.6       35.2       18.7
Old  :                 22.6       13.6       35.6       22.7       22.6       10.6       35.2       18.7
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, June 21, 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  : 2,425,258:   285,703    238,806    318,442  1,501,775  1,495,341  2,105,920  2,052,589:   319,338    372,669
Old  : 2,425,258:   285,703    238,806    318,442  1,501,775  1,495,341  2,105,920  2,052,589:   319,338    372,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   135,525:    34,761    -18,145     76,431     45,251    101,014    156,442    159,300:   -20,917    -23,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        9.8       13.1       61.9       61.7       86.8       84.6:      13.2       15.4
Old  :     100.0:      11.8        9.8       13.1       61.9       61.7       86.8       84.6:      13.2       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  :       304:        62         57         67        143        171        236        264:
Old  :       304:        62         57         67        143        171        236        264:
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  :                 18.5       17.6       25.6       24.1       18.1       13.9       24.1       19.4
Old  :                 18.5       17.6       25.6       24.1       18.1       13.9       24.1       19.4
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, June 21, 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  : 1,859,897:   512,577    148,197    125,869    971,591  1,265,902  1,610,037  1,539,969:   249,860    319,928
Old  : 1,859,897:   512,577    148,197    125,869    971,591  1,265,902  1,610,037  1,539,969:   249,860    319,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   131,835:    61,700     34,852     15,183     96,247     92,631    173,130    142,666:   -41,295    -10,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.0        6.8       52.2       68.1       86.6       82.8:      13.4       17.2
Old  :     100.0:      27.6        8.0        6.8       52.2       68.1       86.6       82.8:      13.4       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  :       224:        41         42         37         95        121        153        183:
Old  :       224:        41         42         37         95        121        153        183:
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  :                 31.7       21.2       42.2       31.8       31.5       19.9       41.3       28.9
Old  :                 31.7       21.2       42.2       31.8       31.5       19.9       41.3       28.9
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, June 21, 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  : 1,027,722:    78,042     86,396    328,288    574,518    549,731    980,847    964,414:    46,875     63,308
Old  : 1,027,722:    78,042     86,396    328,288    574,518    549,731    980,847    964,414:    46,875     63,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    28,075:    -5,644     -5,507     14,691     10,272     10,505     19,319     19,689:     8,755      8,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        8.4       31.9       55.9       53.5       95.4       93.8:       4.6        6.2
Old  :     100.0:       7.6        8.4       31.9       55.9       53.5       95.4       93.8:       4.6        6.2
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  :       150:        29         34         42         73         81        121        142:
Old  :       150:        29         34         42         73         81        121        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       24.0       49.5       36.9       21.1        9.7       24.2       13.5
Old  :                 36.9       24.0       49.5       36.9       21.1        9.7       24.2       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :    42,551:    10,393      3,401        444     25,559     34,587     36,396     38,432:     6,155      4,118
Old  :    42,551:    10,393      3,401        444     25,559     34,587     36,396     38,432:     6,155      4,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -41,120:        79        224     -6,735    -23,820    -23,943    -30,477    -30,454:   -10,643    -10,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.0        1.0       60.1       81.3       85.5       90.3:      14.5        9.7
Old  :     100.0:      24.4        8.0        1.0       60.1       81.3       85.5       90.3:      14.5        9.7
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  :        84:        17         14          8         35         28         57         45:
Old  :        84:        17         14          8         35         28         57         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  :                 26.5       49.9       42.2       64.0       26.4       49.7       42.0       62.9
Old  :                 26.5       49.9       42.2       64.0       26.4       49.7       42.0       62.9
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, June 21, 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  :    85,101:    20,786      6,802        889     51,117     69,174     72,792     76,865:    12,309      8,236
Old  :    85,101:    20,786      6,802        889     51,117     69,174     72,792     76,865:    12,309      8,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :   -29,697:       430     -3,528     -4,679    -22,781     -6,420    -27,030    -14,627:    -2,668    -15,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        8.0        1.0       60.1       81.3       85.5       90.3:      14.5        9.7
Old  :     100.0:      24.4        8.0        1.0       60.1       81.3       85.5       90.3:      14.5        9.7
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  :        84:        17         14          8         35         28         57         45:
Old  :        84:        17         14          8         35         28         57         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  :                 26.5       49.9       42.2       64.0       26.4       49.7       42.0       62.9
Old  :                 26.5       49.9       42.2       64.0       26.4       49.7       42.0       62.9
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, June 21, 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  :    13,299:     2,653        738         11     10,276     12,481     12,940     13,230:       359         69
Old  :    13,299:     2,653        738         11     10,276     12,481     12,940     13,230:       359         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :      -876:    -1,072          4          8        195       -879       -869       -867:        -7         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        5.5        0.1       77.3       93.8       97.3       99.5:       2.7        0.5
Old  :     100.0:      19.9        5.5        0.1       77.3       93.8       97.3       99.5:       2.7        0.5
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  :        28:         6          6          1          7         10         13         17:
Old  :        28:         6          6          1          7         10         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.6       83.1       92.8       94.2       74.6       83.1       92.7       94.1
Old  :                 74.6       83.1       92.8       94.2       74.6       83.1       92.7       94.1
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, June 21, 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  :    22,857:     4,663        623          0     17,862     22,135     22,525     22,758:       332         99
Old  :    22,857:     4,663        623          0     17,862     22,135     22,525     22,758:       332         99
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2011                        :
     :    -2,759:     1,230         66          0     -3,968     -2,813     -2,738     -2,747:       -21        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        2.7        0.0       78.1       96.8       98.5       99.6:       1.5        0.4
Old  :     100.0:      20.4        2.7        0.0       78.1       96.8       98.5       99.6:       1.5        0.4
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  :        34:        10          4          0          8         13         18         17:
Old  :        34:        10          4          0          8         13         18         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  :                 85.0       75.7       94.1       90.8       85.0       75.7       94.1       90.8
Old  :                 85.0       75.7       94.1       90.8       85.0       75.7       94.1       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 24, 2011