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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   522,822:    81,608     98,981    124,325    269,851    234,303    475,784    457,609:    47,037     65,212
Old  :   459,439:    76,944     95,749    103,269    237,632    209,841    417,845    408,859:    41,594     50,580
Other:    63,383:    15,219     13,787     10,502     32,219     24,461     57,940     48,750:     5,443     14,633
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -79,666:    -2,285        688    -44,510    -28,607    -32,121    -75,403    -75,944:    -4,263     -3,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       18.9       23.8       51.6       44.8       91.0       87.5:       9.0       12.5
Old  :     100.0:      16.7       20.8       22.5       51.7       45.7       90.9       89.0:       9.1       11.0
Other:     100.0:      24.0       21.8       16.6       50.8       38.6       91.4       76.9:       8.6       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       129        148        173         96        128        322        368:
Old  :       423:       138        143        162         92        126        310        360:
Other:       189:        38         53         31         33         84         93        151:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       15.9       32.9       21.5       18.7       14.4       30.4       18.8
Old  :                 21.6       17.7       33.6       24.0       20.7       16.8       31.9       22.1
Other:                 41.3       18.2       55.8       27.8       33.0       10.1       45.0       17.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,779,907:   351,928     83,906    482,382    730,363    937,736  1,564,673  1,504,024:   215,234    275,884
Old  :   623,614:   124,636     54,741    135,689    281,562    356,490    541,887    546,920:    81,727     76,694
Other: 1,156,293:   272,627     74,500    301,358    448,801    581,246  1,022,786    957,104:   133,507    199,190
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :  -353,017:   -38,729     -1,853   -220,673    -90,383   -121,816   -349,784   -344,341:    -3,232     -8,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        4.7       27.1       41.0       52.7       87.9       84.5:      12.1       15.5
Old  :     100.0:      20.0        8.8       21.8       45.2       57.2       86.9       87.7:      13.1       12.3
Other:     100.0:      23.6        6.4       26.1       38.8       50.3       88.5       82.8:      11.5       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       248        152        282        296        392        662        723:
Old  :       708:       176        132        172        211        324        465        557:
Other:       793:       205        159        219        243        373        560        649:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       12.8       20.8       18.1       10.7        7.7       15.0       10.8
Old  :                 19.1       22.5       27.0       29.2       19.0       21.4       25.8       25.6
Other:                 13.8        9.9       21.7       15.4        8.9        6.1       15.4        9.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    13,145:     2,899        599      1,277      6,399     10,001     10,575     11,877:     2,570      1,268
Old  :    13,116:     2,898        599      1,277      6,371      9,973     10,546     11,849:     2,570      1,267
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -1,366:       156        -78       -194     -1,071     -1,249     -1,109     -1,521:      -257        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        4.6        9.7       48.7       76.1       80.4       90.4:      19.6        9.6
Old  :     100.0:      22.1        4.6        9.7       48.6       76.0       80.4       90.3:      19.6        9.7
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:        17          4          6         17         11         35         20:
Old  :        41:        17          4          6         17         11         35         20:
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  :                 28.5       58.2       46.9       77.0       26.4       50.5       39.4       65.7
Old  :                 28.4       58.3       46.8       77.0       26.2       50.6       39.3       65.7
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 28, 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  :   712,724:   115,312     62,015    201,884    341,984    359,557    659,181    623,456:    53,543     89,268
Old  :   115,164:    25,763      5,363     24,592     50,928     68,966    101,283     98,921:    13,881     16,242
Other:   597,561:   109,614     76,717    157,228    291,056    290,591    557,898    524,535:    39,662     73,026
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :  -113,167:   -13,835       -270    -66,357    -29,694    -46,408   -109,887   -113,035:    -3,281       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        8.7       28.3       48.0       50.4       92.5       87.5:       7.5       12.5
Old  :     100.0:      22.4        4.7       21.4       44.2       59.9       87.9       85.9:      12.1       14.1
Other:     100.0:      18.3       12.8       26.3       48.7       48.6       93.4       87.8:       6.6       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       146        156        195        131        199        386        455:
Old  :       343:       101         61         76         81        140        211        252:
Other:       511:       121        177        160        108        197        331        438:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       15.5       24.5       23.8       12.6        9.4       18.9       13.3
Old  :                 29.4       23.7       37.5       33.7       24.7       22.0       31.6       29.1
Other:                 16.3       15.7       26.4       24.5       14.9       11.3       21.6       16.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    21,879:    19,340      1,275        146          6      5,260     19,492      6,681:     2,387     15,198
Old  :     1,105:       801         33          6          6        260        813        299:       292        806
Other:    20,774:    18,570      1,273        109          0      5,000     18,679      6,382:     2,095     14,392
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -4,405:    -3,593     -1,728       -349          0     -1,191     -3,942     -3,268:      -463     -1,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.4        5.8        0.7        0.0       24.0       89.1       30.5:      10.9       69.5
Old  :     100.0:      72.5        3.0        0.5        0.5       23.5       73.6       27.1:      26.4       72.9
Other:     100.0:      89.4        6.1        0.5        0.0       24.1       89.9       30.7:      10.1       69.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        16          4          6          2         14         18         24:
Old  :        20:         6          3          2          2          9          9         13:
Other:        34:        16          4          6          0         14         16         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       13.9       77.1       20.7       58.6       13.9       76.9       20.7
Old  :                 68.0       22.7       73.3       25.9       67.9       22.3       73.0       25.4
Other:                 60.8       13.6       77.5       20.6       60.7       13.6       77.4       20.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   332,449:    68,640     45,317     58,279    176,434    197,282    303,354    300,878:    29,095     31,571
Old  :   116,140:    18,727     15,779     18,296     65,030     65,765    102,054     99,840:    14,086     16,300
Other:   216,309:    60,475     40,100     29,421    111,404    131,517    201,300    201,038:    15,009     15,271
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -64,962:   -12,972      1,830    -27,975    -17,815    -42,963    -58,763    -69,109:    -6,199      4,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       13.6       17.5       53.1       59.3       91.2       90.5:       8.8        9.5
Old  :     100.0:      16.1       13.6       15.8       56.0       56.6       87.9       86.0:      12.1       14.0
Other:     100.0:      28.0       18.5       13.6       51.5       60.8       93.1       92.9:       6.9        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        67         72         87         69         76        195        198:
Old  :       172:        52         43         49         61         66        134        138:
Other:       223:        64         78         56         56         62        158        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       27.7       23.2       37.7       11.2       20.0       18.4       26.8
Old  :                 22.5       21.8       34.9       32.7       15.6       16.9       24.1       24.2
Other:                 15.0       32.7       26.5       44.3       14.6       28.6       25.7       38.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   717,208:    81,602    135,220     42,058    433,410    394,986    557,070    572,264:   160,138    144,944
Old  :   717,208:    81,602    135,220     42,058    433,410    394,986    557,070    572,264:   160,138    144,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -29,478:    -4,466     -2,533    -12,032     -3,192    -18,398    -19,690    -32,963:    -9,788      3,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       18.9        5.9       60.4       55.1       77.7       79.8:      22.3       20.2
Old  :     100.0:      11.4       18.9        5.9       60.4       55.1       77.7       79.8:      22.3       20.2
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  :       159:        29         31         37         76         78        124        127:
Old  :       159:        29         31         37         76         78        124        127:
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  :                 18.7       17.3       28.1       26.3       18.4       16.9       26.2       25.0
Old  :                 18.7       17.3       28.1       26.3       18.4       16.9       26.2       25.0
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 28, 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  :   394,106:    52,235     59,553      3,607    272,466    286,097    328,308    349,257:    65,798     44,849
Old  :   394,106:    52,235     59,553      3,607    272,466    286,097    328,308    349,257:    65,798     44,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -20,645:      -822     -2,314       -448    -21,397    -15,838    -22,667    -18,600:     2,021     -2,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       15.1        0.9       69.1       72.6       83.3       88.6:      16.7       11.4
Old  :     100.0:      13.3       15.1        0.9       69.1       72.6       83.3       88.6:      16.7       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  :        74:         8         11          6         42         35         53         49:
Old  :        74:         8         11          6         42         35         53         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  :                 25.9       50.1       46.1       63.6       24.8       49.6       42.8       62.5
Old  :                 25.9       50.1       46.1       63.6       24.8       49.6       42.8       62.5
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 28, 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  :     9,015:       510        465        439      7,606      7,786      8,555      8,690:       460        325
Old  :     9,015:       510        465        439      7,606      7,786      8,555      8,690:       460        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :      -303:        26        314       -161       -116       -292       -251       -139:       -52       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        5.2        4.9       84.4       86.4       94.9       96.4:       5.1        3.6
Old  :     100.0:       5.7        5.2        4.9       84.4       86.4       94.9       96.4:       5.1        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          6          5         22         26         30         33:
Old  :        38:         4          6          5         22         26         30         33:
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  :                 42.7       43.6       64.3       65.0       28.3       25.1       37.1       34.4
Old  :                 42.7       43.6       64.3       65.0       28.3       25.1       37.1       34.4
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 28, 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  :   226,599:    37,763     32,014     43,776    106,688    118,608    188,228    194,398:    38,371     32,201
Old  :    96,214:    18,282      7,302     12,505     46,055     61,693     76,842     81,500:    19,371     14,713
Other:   130,385:    27,329     32,560     23,423     60,633     56,915    111,386    112,898:    19,000     17,488
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -19,909:    -7,169     11,093    -11,168      2,102    -24,020    -16,235    -24,095:    -3,674      4,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       14.1       19.3       47.1       52.3       83.1       85.8:      16.9       14.2
Old  :     100.0:      19.0        7.6       13.0       47.9       64.1       79.9       84.7:      20.1       15.3
Other:     100.0:      21.0       25.0       18.0       46.5       43.7       85.4       86.6:      14.6       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        46         35         56         67         64        148        139:
Old  :       130:        33         20         39         61         54        115         99:
Other:       154:        39         39         36         56         49        116        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       28.0       25.2       37.3        8.4       19.6       14.4       25.7
Old  :                 18.4       38.5       28.0       47.9       17.4       37.5       25.0       44.5
Other:                 20.9       24.0       32.1       37.6       12.0       16.8       20.5       26.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    18,790:     4,059      2,697      2,599      7,994     11,539     14,652     16,835:     4,137      1,955
Old  :     1,783:       689        212          0        481      1,355      1,170      1,567:       613        216
Other:    17,007:     3,957      3,072      2,012      7,513     10,184     13,482     15,268:     3,524      1,739
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -2,008:      -229        424       -430       -710     -2,318     -1,369     -2,324:      -639        316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.4       13.8       42.5       61.4       78.0       89.6:      22.0       10.4
Old  :     100.0:      38.6       11.9        0.0       27.0       76.0       65.6       87.9:      34.4       12.1
Other:     100.0:      23.3       18.1       11.8       44.2       59.9       79.3       89.8:      20.7       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        32         16         22         29         20         73         48:
Old  :        33:        15          3          0          8          7         23         10:
Other:        85:        30         18         16         26         20         64         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       39.2       37.1       52.6       25.4       38.7       37.1       51.3
Old  :                 27.8       67.7       43.6       87.1       27.8       67.7       43.6       87.1
Other:                 28.1       37.3       40.7       51.2       28.1       36.7       40.7       49.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,085,256:   255,362    182,942     60,581    660,218    689,642    976,161    933,166:   109,095    152,090
Old  : 1,085,256:   255,362    182,942     60,581    660,218    689,642    976,161    933,166:   109,095    152,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :   -11,593:   -55,348     -1,535      7,079     43,010    -15,768     -5,259    -10,224:    -6,334     -1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       16.9        5.6       60.8       63.5       89.9       86.0:      10.1       14.0
Old  :     100.0:      23.5       16.9        5.6       60.8       63.5       89.9       86.0:      10.1       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:        52         56         31         93        131        164        199:
Old  :       269:        52         56         31         93        131        164        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       13.1       38.4       22.8       24.6       10.7       37.7       19.8
Old  :                 24.6       13.1       38.4       22.8       24.6       10.7       37.7       19.8
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 28, 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  : 2,247,580:   234,628    246,422    247,690  1,440,761  1,369,276  1,923,079  1,863,388:   324,501    384,192
Old  : 2,247,580:   234,628    246,422    247,690  1,440,761  1,369,276  1,923,079  1,863,388:   324,501    384,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :  -177,678:   -51,075      7,616    -70,752    -61,014   -126,065   -182,841   -189,201:     5,163     11,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       11.0       11.0       64.1       60.9       85.6       82.9:      14.4       17.1
Old  :     100.0:      10.4       11.0       11.0       64.1       60.9       85.6       82.9:      14.4       17.1
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  :       281:        57         48         61        135        163        217        247:
Old  :       281:        57         48         61        135        163        217        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       17.9       29.0       25.1       20.0       14.9       27.0       21.3
Old  :                 21.1       17.9       29.0       25.1       20.0       14.9       27.0       21.3
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 28, 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  : 1,704,983:   448,880    145,911    100,406    911,873  1,157,649  1,461,159  1,403,966:   243,824    301,017
Old  : 1,704,983:   448,880    145,911    100,406    911,873  1,157,649  1,461,159  1,403,966:   243,824    301,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :  -154,914:   -63,697     -2,287    -25,464    -59,718   -108,253   -148,879   -136,003:    -6,036    -18,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        8.6        5.9       53.5       67.9       85.7       82.3:      14.3       17.7
Old  :     100.0:      26.3        8.6        5.9       53.5       67.9       85.7       82.3:      14.3       17.7
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  :       215:        30         45         35         83        123        137        179:
Old  :       215:        30         45         35         83        123        137        179:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       20.4       42.8       30.5       34.4       18.9       42.3       26.8
Old  :                 34.6       20.4       42.8       30.5       34.4       18.9       42.3       26.8
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 28, 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  : 1,063,868:    81,581     69,344    360,842    579,233    572,816  1,021,657  1,003,002:    42,211     60,866
Old  : 1,063,868:    81,581     69,344    360,842    579,233    572,816  1,021,657  1,003,002:    42,211     60,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    36,146:     3,540    -17,052     32,554      4,715     23,085     40,809     38,587:    -4,663     -2,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        6.5       33.9       54.4       53.8       96.0       94.3:       4.0        5.7
Old  :     100.0:       7.7        6.5       33.9       54.4       53.8       96.0       94.3:       4.0        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        32         31         47         69         79        123        141:
Old  :       150:        32         31         47         69         79        123        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       24.7       48.2       37.5       19.2       10.0       22.0       13.6
Old  :                 34.6       24.7       48.2       37.5       19.2       10.0       22.0       13.6
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 28, 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  :    40,969:    10,805      2,499        644     23,466     33,676     34,916     36,819:     6,053      4,150
Old  :    40,969:    10,805      2,499        644     23,466     33,676     34,916     36,819:     6,053      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -1,581:       413       -902        200     -2,092       -911     -1,480     -1,613:      -101         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        6.1        1.6       57.3       82.2       85.2       89.9:      14.8       10.1
Old  :     100.0:      26.4        6.1        1.6       57.3       82.2       85.2       89.9:      14.8       10.1
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  :        89:        23         13          6         35         27         60         44:
Old  :        89:        23         13          6         35         27         60         44:
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  :                 26.4       48.1       41.1       63.5       26.4       47.9       40.8       62.4
Old  :                 26.4       48.1       41.1       63.5       26.4       47.9       40.8       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    81,939:    21,611      4,998      1,289     46,933     67,352     69,833     73,639:    12,106      8,300
Old  :    81,939:    21,611      4,998      1,289     46,933     67,352     69,833     73,639:    12,106      8,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -3,163:       825     -1,804        400     -4,185     -1,822     -2,960     -3,226:      -203         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        6.1        1.6       57.3       82.2       85.2       89.9:      14.8       10.1
Old  :     100.0:      26.4        6.1        1.6       57.3       82.2       85.2       89.9:      14.8       10.1
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  :        89:        23         13          6         35         27         60         44:
Old  :        89:        23         13          6         35         27         60         44:
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  :                 26.4       48.1       41.1       63.5       26.4       47.9       40.8       62.4
Old  :                 26.4       48.1       41.1       63.5       26.4       47.9       40.8       62.4
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, June 28, 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  :     6,161:     2,938      1,753        486      1,818      3,813      5,242      6,052:       919        109
Old  :     6,161:     2,938      1,753        486      1,818      3,813      5,242      6,052:       919        109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    -2,911:    -1,475        323       -504        126     -1,977     -1,853     -2,158:    -1,058       -753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       28.5        7.9       29.5       61.9       85.1       98.2:      14.9        1.8
Old  :     100.0:      47.7       28.5        7.9       29.5       61.9       85.1       98.2:      14.9        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  :        20:        10          6          1          3          1         14          7:
Old  :        20:        10          6          1          3          1         14          7:
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  :                 57.0       88.4       77.6       98.2       57.0       80.5       72.2       90.3
Old  :                 57.0       88.4       77.6       98.2       57.0       80.5       72.2       90.3
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 28, 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  :    13,404:     3,318        759         12      9,715     12,579     13,045     13,350:       359         54
Old  :    13,404:     3,318        759         12      9,715     12,579     13,045     13,350:       359         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :       105:       665         21          1       -561         98        105        120:         0        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        5.7        0.1       72.5       93.8       97.3       99.6:       2.7        0.4
Old  :     100.0:      24.8        5.7        0.1       72.5       93.8       97.3       99.6:       2.7        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  :        29:         6          6          1          7         12         13         19:
Old  :        29:         6          6          1          7         12         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       82.9       93.6       93.7       71.2       82.9       93.5       93.7
Old  :                 71.2       82.9       93.6       93.7       71.2       82.9       93.5       93.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :    25,566:     5,188        833          0     20,062     24,653     25,250     25,486:       316         80
Old  :    25,566:     5,188        833          0     20,062     24,653     25,250     25,486:       316         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     2,709:       525        210          0      2,200      2,518      2,725      2,728:       -16        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.3        0.0       78.5       96.4       98.8       99.7:       1.2        0.3
Old  :     100.0:      20.3        3.3        0.0       78.5       96.4       98.8       99.7:       1.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         8          5          0          8         13         16         18:
Old  :        33:         8          5          0          8         13         16         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  :                 85.5       74.6       95.8       90.7       85.5       74.6       95.8       90.7
Old  :                 85.5       74.6       95.8       90.7       85.5       74.6       95.8       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 1, 2011