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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   522,496:    73,524    119,285    129,679    275,383    204,652    478,586    453,616:    43,910     68,880
Old  :   391,643:    62,693     96,321     90,739    203,486    155,589    356,917    342,649:    34,725     48,993
Other:   130,853:    29,030     41,163     20,741     71,897     49,063    121,669    110,967:     9,185     19,887
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -13,276:    -1,868      7,602    -10,397     -1,372    -13,175    -13,637    -15,970:       361      2,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       22.8       24.8       52.7       39.2       91.6       86.8:       8.4       13.2
Old  :     100.0:      16.0       24.6       23.2       52.0       39.7       91.1       87.5:       8.9       12.5
Other:     100.0:      22.2       31.5       15.9       54.9       37.5       93.0       84.8:       7.0       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       101        171        175        107        122        322        364:
Old  :       402:       111        153        146         99        117        293        338:
Other:       241:        49         82         69         49         91        147        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       10.0       31.4       15.5       17.8        8.2       27.8       12.7
Old  :                 20.6       11.8       30.7       18.2       18.8       10.5       28.1       16.0
Other:                 31.6       13.3       45.5       23.3       27.9       10.9       41.4       18.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  : 1,910,946:   324,363    103,755    586,139    825,639    976,216  1,736,142  1,666,111:   174,804    244,834
Old  : 1,660,682:   303,390     93,176    512,013    689,989    850,269  1,505,392  1,455,457:   155,290    205,225
Other:   250,263:    61,839     51,446     33,261    135,650    125,947    230,749    210,654:    19,514     39,609
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    20,943:    -6,218     12,164        864     31,628     13,209     26,275     26,238:    -5,332     -5,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        5.4       30.7       43.2       51.1       90.9       87.2:       9.1       12.8
Old  :     100.0:      18.3        5.6       30.8       41.5       51.2       90.6       87.6:       9.4       12.4
Other:     100.0:      24.7       20.6       13.3       54.2       50.3       92.2       84.2:       7.8       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       814:       228        176        307        294        362        662        721:
Old  :       805:       244        162        290        291        354        644        704:
Other:       483:        69        102         67         92        270        196        406:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       10.8       20.8       16.3        9.2        6.8       14.0       10.2
Old  :                 12.5       10.9       20.1       16.2        9.4        7.5       14.7       10.7
Other:                 30.7       18.7       43.3       27.5       21.8       13.2       31.6       19.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :    20,244:     2,169      2,403      2,503     12,780     13,036     17,452     17,942:     2,792      2,302
Old  :    19,964:     2,222      2,394      2,415     12,560     12,891     17,196     17,699:     2,767      2,265
Other:       281:         2         64         33        220        146        256        243:        25         38
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       643:      -227         54         11      1,079        475        862        540:      -220        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.9       12.4       63.1       64.4       86.2       88.6:      13.8       11.4
Old  :     100.0:      11.1       12.0       12.1       62.9       64.6       86.1       88.7:      13.9       11.3
Other:     100.0:       0.7       22.8       11.9       78.5       51.9       91.1       86.6:       8.9       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14         10          6         17         10         32         25:
Old  :        42:        13         11          6         17         10         32         25:
Other:        15:         2          4          3          6          5         11          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.1       63.7       57.7       77.3       35.3       50.8       46.5       57.0
Old  :                 41.4       64.1       57.5       77.8       35.9       52.1       47.3       58.3
Other:                 80.2       73.2       90.1       84.8       64.3       58.2       68.3       63.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   702,174:   109,433     83,620    206,924    329,572    319,985    645,929    610,529:    56,246     91,645
Old  :   627,338:    98,132     91,107    181,428    295,946    274,468    575,505    547,003:    51,833     80,335
Other:    74,836:    27,560      8,772      9,238     33,626     45,517     70,423     63,527:     4,413     11,310
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    21,142:       409     21,512      5,087     10,395    -13,446     15,891     13,153:     5,251      7,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.9       29.5       46.9       45.6       92.0       86.9:       8.0       13.1
Old  :     100.0:      15.6       14.5       28.9       47.2       43.8       91.7       87.2:       8.3       12.8
Other:     100.0:      36.8       11.7       12.3       44.9       60.8       94.1       84.9:       5.9       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       507:       132        154        199        140        183        398        433:
Old  :       503:       135        155        185        138        179        384        424:
Other:       251:        61         48         40         46        120        126        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       15.1       20.6       22.3       10.4       10.5       16.6       14.7
Old  :                 13.1       15.7       22.6       22.8       11.9       12.2       19.0       17.0
Other:                 36.9       26.1       50.1       42.7       26.2       22.8       37.6       35.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   365,937:    57,249     64,936     77,363    199,993    190,905    334,605    333,204:    31,333     32,733
Old  :   346,980:    56,041     65,980     73,155    188,360    176,328    317,556    315,463:    29,424     31,517
Other:    18,957:     3,403      1,153      2,012     11,633     14,577     17,048     17,742:     1,909      1,216
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -6,556:     1,556     -1,115     -2,060     -6,178     -1,130     -6,683     -4,305:       127     -2,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       17.7       21.1       54.7       52.2       91.4       91.1:       8.6        8.9
Old  :     100.0:      16.2       19.0       21.1       54.3       50.8       91.5       90.9:       8.5        9.1
Other:     100.0:      18.0        6.1       10.6       61.4       76.9       89.9       93.6:      10.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        77         82         94         77         74        209        213:
Old  :       264:        74         92         93         75         73        205        212:
Other:        67:        20          8         14         28         23         54         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       20.4       24.3       34.0        9.8       15.5       16.5       22.8
Old  :                 14.5       19.4       24.4       32.7       10.0       14.7       17.1       22.1
Other:                 35.5       53.7       52.6       69.4       23.3       43.0       38.0       55.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   768,775:    60,215     98,191     65,850    487,213    467,293    613,278    631,334:   155,497    137,441
Old  :   768,775:    60,215     98,191     65,850    487,213    467,293    613,278    631,334:   155,497    137,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    12,990:      -346        777     -1,205      4,307      6,945      2,757      6,518:    10,233      6,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       12.8        8.6       63.4       60.8       79.8       82.1:      20.2       17.9
Old  :     100.0:       7.8       12.8        8.6       63.4       60.8       79.8       82.1:      20.2       17.9
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:        35         23         37         83         84        133        129:
Old  :       160:        35         23         37         83         84        133        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       19.6       29.1       30.3       18.1       19.2       26.2       27.8
Old  :                 19.1       19.6       29.1       30.3       18.1       19.2       26.2       27.8
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, November 15, 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  :   395,602:    56,066     29,081      2,836    265,903    321,606    324,805    353,523:    70,797     42,079
Old  :   395,602:    56,066     29,081      2,836    265,903    321,606    324,805    353,523:    70,797     42,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    10,662:     2,248        425       -415      5,755     13,683      7,588     13,693:     3,074     -3,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        7.4        0.7       67.2       81.3       82.1       89.4:      17.9       10.6
Old  :     100.0:      14.2        7.4        0.7       67.2       81.3       82.1       89.4:      17.9       10.6
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  :        72:         8          5          3         44         40         54         46:
Old  :        72:         8          5          3         44         40         54         46:
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  :                 25.3       46.2       41.4       61.4       21.3       46.0       36.5       60.6
Old  :                 25.3       46.2       41.4       61.4       21.3       46.0       36.5       60.6
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, November 15, 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  :    11,148:     1,180        840      1,341      7,539      7,954     10,060     10,135:     1,088      1,013
Old  :    11,148:     1,180        840      1,341      7,539      7,954     10,060     10,135:     1,088      1,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       254:       126          2        149        -76       -116        199         35:        55        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        7.5       12.0       67.6       71.3       90.2       90.9:       9.8        9.1
Old  :     100.0:      10.6        7.5       12.0       67.6       71.3       90.2       90.9:       9.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          4          5         19         25         29         30:
Old  :        35:         5          4          5         19         25         29         30:
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  :                 44.7       46.5       65.3       69.2       22.8       22.0       31.4       32.6
Old  :                 44.7       46.5       65.3       69.2       22.8       22.0       31.4       32.6
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, November 15, 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  :   243,329:    32,060     59,368     48,623    125,735     98,889    206,418    206,880:    36,912     36,449
Old  :   222,416:    32,654     59,025     40,827    114,693     88,236    188,174    188,088:    34,241     34,327
Other:    20,914:     2,253      3,190      4,949     11,041     10,653     18,243     18,792:     2,671      2,122
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    12,579:     1,107      9,396      4,097      9,793      1,304     14,997     14,798:    -2,418     -2,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       24.4       20.0       51.7       40.6       84.8       85.0:      15.2       15.0
Old  :     100.0:      14.7       26.5       18.4       51.6       39.7       84.6       84.6:      15.4       15.4
Other:     100.0:      10.8       15.3       23.7       52.8       50.9       87.2       89.9:      12.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        37         72         57         75         65        149        165:
Old  :       203:        41         74         53         75         64        149        160:
Other:        66:         8         17         16         30         21         47         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       21.8       30.3       30.6       13.1       14.7       20.2       21.0
Old  :                 20.4       21.5       31.4       30.0       14.6       14.6       21.1       21.4
Other:                 41.1       39.5       61.2       55.9       35.1       31.4       45.1       40.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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:     2,993      3,905      2,679      9,290     10,398     14,961     16,981:     3,828      1,809
Old  :    18,621:     2,994      3,903      2,675      9,215     10,243     14,884     16,821:     3,736      1,800
Other:       169:         0          3          2         75        155         77        160:        92          9
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,084:      -177        588         31        248     -1,027        102       -408:       982      1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       20.8       14.3       49.4       55.3       79.6       90.4:      20.4        9.6
Old  :     100.0:      16.1       21.0       14.4       49.5       55.0       79.9       90.3:      20.1        9.7
Other:     100.0:       0.0        1.8        1.2       44.4       91.7       45.6       94.7:      54.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        23         28         18         26         20         61         58:
Old  :        87:        24         27         18         26         20         61         58:
Other:         9:         0          1          1          1          6          2          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       39.8       37.3       50.2       24.8       33.5       36.0       43.0
Old  :                 25.1       39.6       37.6       49.9       25.0       33.2       36.3       43.1
Other:                 45.6       88.8       45.6       94.7       44.4       88.8       44.4       93.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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  :   810,830:   221,681    136,318     47,004    437,629    521,140    706,314    704,462:   104,516    106,368
Old  :   810,830:   221,681    136,318     47,004    437,629    521,140    706,314    704,462:   104,516    106,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -8,618:   -11,256      9,046      2,891      6,271    -17,247     -2,094     -5,309:    -6,524     -3,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       16.8        5.8       54.0       64.3       87.1       86.9:      12.9       13.1
Old  :     100.0:      27.3       16.8        5.8       54.0       64.3       87.1       86.9:      12.9       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        43         43         26         85        110        146        162:
Old  :       223:        43         43         26         85        110        146        162:
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  :                 26.0       16.9       35.9       27.0       25.3       13.5       32.7       21.4
Old  :                 26.0       16.9       35.9       27.0       25.3       13.5       32.7       21.4
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, November 15, 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  : 1,809,456:   185,494    283,030    193,931  1,125,714  1,033,723  1,505,139  1,510,684:   304,317    298,772
Old  : 1,809,456:   185,494    283,030    193,931  1,125,714  1,033,723  1,505,139  1,510,684:   304,317    298,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    12,267:    12,073     16,603     19,115     -7,406     21,630     23,783     57,348:   -11,515    -45,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       15.6       10.7       62.2       57.1       83.2       83.5:      16.8       16.5
Old  :     100.0:      10.3       15.6       10.7       62.2       57.1       83.2       83.5:      16.8       16.5
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  :       254:        43         51         62        133        145        206        228:
Old  :       254:        43         51         62        133        145        206        228:
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       12.9       28.4       19.1       16.9        8.2       24.3       13.9
Old  :                 18.5       12.9       28.4       19.1       16.9        8.2       24.3       13.9
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, November 15, 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  : 1,412,616:   430,592    127,475    102,350    669,833    947,125  1,202,776  1,176,950:   209,840    235,665
Old  : 1,412,616:   430,592    127,475    102,350    669,833    947,125  1,202,776  1,176,950:   209,840    235,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -7,059:    12,419      6,323      4,430    -23,146    -11,172     -6,297       -419:      -762     -6,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        9.0        7.2       47.4       67.0       85.1       83.3:      14.9       16.7
Old  :     100.0:      30.5        9.0        7.2       47.4       67.0       85.1       83.3:      14.9       16.7
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  :       188:        33         29         37         85        110        138        157:
Old  :       188:        33         29         37         85        110        138        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       16.7       36.3       25.2       23.5       15.5       31.1       22.6
Old  :                 26.1       16.7       36.3       25.2       23.5       15.5       31.1       22.6
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, November 15, 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  :   768,944:    68,034     61,369    236,317    416,529    421,746    720,880    719,432:    48,063     49,512
Old  :   768,944:    68,034     61,369    236,317    416,529    421,746    720,880    719,432:    48,063     49,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    11,059:     3,511      1,092     -3,061     -2,936       -243     -2,485     -2,212:    13,544     13,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        8.0       30.7       54.2       54.8       93.7       93.6:       6.3        6.4
Old  :     100.0:       8.8        8.0       30.7       54.2       54.8       93.7       93.6:       6.3        6.4
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  :       120:        21         27         36         58         65         97        111:
Old  :       120:        21         27         36         58         65         97        111:
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  :                 35.5       28.3       51.2       44.4       25.5       21.0       30.0       27.6
Old  :                 35.5       28.3       51.2       44.4       25.5       21.0       30.0       27.6
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, November 15, 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  :    47,581:     9,906      4,071      1,038     29,214     36,895     40,158     42,004:     7,423      5,577
Old  :    47,581:     9,906      4,071      1,038     29,214     36,895     40,158     42,004:     7,423      5,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     2,868:     2,691       -288        112       -822      2,506      1,980      2,329:       887        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        8.6        2.2       61.4       77.5       84.4       88.3:      15.6       11.7
Old  :     100.0:      20.8        8.6        2.2       61.4       77.5       84.4       88.3:      15.6       11.7
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  :        93:        23         11         10         37         31         67         45:
Old  :        93:        23         11         10         37         31         67         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  :                 22.1       48.1       35.0       60.9       22.1       48.0       35.0       58.4
Old  :                 22.1       48.1       35.0       60.9       22.1       48.0       35.0       58.4
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, November 15, 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  :    95,161:    19,812      8,143      2,076     58,428     73,789     80,316     84,007:    14,845     11,154
Old  :    95,161:    19,812      8,143      2,076     58,428     73,789     80,316     84,007:    14,845     11,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     5,735:     5,381       -576        223     -1,643      5,012      3,961      4,659:     1,774      1,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        8.6        2.2       61.4       77.5       84.4       88.3:      15.6       11.7
Old  :     100.0:      20.8        8.6        2.2       61.4       77.5       84.4       88.3:      15.6       11.7
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  :        93:        23         11         10         37         31         67         45:
Old  :        93:        23         11         10         37         31         67         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  :                 22.1       48.1       35.0       60.9       22.1       48.0       35.0       58.4
Old  :                 22.1       48.1       35.0       60.9       22.1       48.0       35.0       58.4
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, November 15, 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  :    15,023:     6,398     14,359        514      7,767          0     14,679     14,873:       344        150
Old  :    15,023:     6,398     14,359        514      7,767          0     14,679     14,873:       344        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,251:       366      1,105          0      1,027          0      1,393      1,105:      -142        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       95.6        3.4       51.7        0.0       97.7       99.0:       2.3        1.0
Old  :     100.0:      42.6       95.6        3.4       51.7        0.0       97.7       99.0:       2.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11         12          2          3          0         16         12:
Old  :        26:        11         12          2          3          0         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       81.9       91.5       94.8       72.7       78.5       90.1       91.4
Old  :                 72.7       81.9       91.5       94.8       72.7       78.5       90.1       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,029:     1,206        550          0      8,591      9,361      9,797      9,911:       232        118
Old  :    10,029:     1,206        550          0      8,591      9,361      9,797      9,911:       232        118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -678:        67       -813          0       -750        127       -683       -686:         5          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        5.5        0.0       85.7       93.3       97.7       98.8:       2.3        1.2
Old  :     100.0:      12.0        5.5        0.0       85.7       93.3       97.7       98.8:       2.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          5          0          5         11         13         16:
Old  :        28:         8          5          0          5         11         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.8       80.0       95.7       92.3       86.8       80.0       95.7       92.2
Old  :                 86.8       80.0       95.7       92.3       86.8       80.0       95.7       92.2
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, November 15, 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  :    15,062:       904      1,309          0     13,827     13,609     14,731     14,918:       331        144
Old  :    15,062:       904      1,309          0     13,827     13,609     14,731     14,918:       331        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -576:      -397       -733          0       -228        196       -625       -537:        49        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        8.7        0.0       91.8       90.4       97.8       99.0:       2.2        1.0
Old  :     100.0:       6.0        8.7        0.0       91.8       90.4       97.8       99.0:       2.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          4          0          5         12         12         16:
Old  :        28:         7          4          0          5         12         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.0       71.3       96.9       89.9       94.0       71.3       96.9       89.9
Old  :                 94.0       71.3       96.9       89.9       94.0       71.3       96.9       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 18, 2011