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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   524,518:    67,809    113,028    137,220    285,139    216,809    490,168    467,058:    34,350     57,460
Old  :   426,524:    61,723    105,491     99,903    237,475    179,849    399,100    385,243:    27,423     41,281
Other:    97,994:    25,534     26,986     17,869     47,664     36,960     91,068     81,815:     6,927     16,180
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -2,030:    -2,488        318        474      3,505       -193      1,492        600:    -3,522     -2,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       21.5       26.2       54.4       41.3       93.5       89.0:       6.5       11.0
Old  :     100.0:      14.5       24.7       23.4       55.7       42.2       93.6       90.3:       6.4        9.7
Other:     100.0:      26.1       27.5       18.2       48.6       37.7       92.9       83.5:       7.1       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:       107        175        177        105        123        331        370:
Old  :       416:       112        169        155         97        119        305        352:
Other:       230:        60         64         57         45         92        134        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       11.4       32.3       16.9       18.3        9.2       29.3       13.8
Old  :                 21.5       13.8       34.4       19.6       20.1       12.0       32.0       17.6
Other:                 28.6       16.5       42.2       25.5       23.0        8.9       34.8       16.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  : 1,925,148:   296,467    115,772    646,392    804,463    891,280  1,747,321  1,653,444:   177,827    271,704
Old  : 1,739,679:   278,761    118,655    591,466    706,106    787,749  1,576,333  1,497,869:   163,346    241,809
Other:   185,470:    49,814     29,225     22,818     98,357    103,531    170,988    155,574:    14,481     29,895
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    12,237:     1,373     19,507      6,782      9,600     -2,523     17,755     23,765:    -5,518    -11,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        6.0       33.6       41.8       46.3       90.8       85.9:       9.2       14.1
Old  :     100.0:      16.0        6.8       34.0       40.6       45.3       90.6       86.1:       9.4       13.9
Other:     100.0:      26.9       15.8       12.3       53.0       55.8       92.2       83.9:       7.8       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       827:       217        188        294        296        365        662        709:
Old  :       822:       215        192        281        293        362        647        701:
Other:       448:        81         69         54         86        259        188        363:
     :----------------------------------------------------------------------------------------------------
     :             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        9.7       19.8       14.7        9.3        6.5       14.1        9.3
Old  :                 11.4        9.6       19.4       14.6        9.4        6.8       14.3        9.4
Other:                 31.5       19.7       41.6       28.4       24.3       15.3       33.5       22.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    17,540:     2,509      2,093      1,584     10,609     11,933     14,702     15,610:     2,838      1,930
Old  :    17,357:     2,536      2,093      1,514     10,473     11,837     14,523     15,444:     2,834      1,912
Other:       183:         0         27         43        137         96        179        166:         4         18
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       -97:       302       -190       -200       -215        509       -113        118:        16       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       11.9        9.0       60.5       68.0       83.8       89.0:      16.2       11.0
Old  :     100.0:      14.6       12.1        8.7       60.3       68.2       83.7       89.0:      16.3       11.0
Other:     100.0:       0.0       15.0       23.3       74.6       52.2       97.8       90.4:       2.2        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15         12          7         16         10         33         28:
Old  :        45:        15         12          7         16         10         33         28:
Other:        10:         0          3          2          4          4          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       66.2       56.2       78.0       36.5       58.1       49.7       63.7
Old  :                 38.2       66.6       55.8       78.2       36.8       59.1       50.1       64.7
Other:                 91.8       83.3       97.8       90.4       53.0       44.4       53.0       45.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   870,469:   111,902     56,701    309,763    396,209    413,122    817,874    779,587:    52,595     90,883
Old  :   804,218:    99,728     59,022    290,374    364,992    373,078    755,094    722,474:    49,124     81,744
Other:    66,251:    24,073      9,577      7,490     31,217     40,045     62,780     57,113:     3,471      9,139
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -18,633:     1,795      4,882    -18,592        277       -267    -16,520    -13,977:    -2,114     -4,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.5       35.6       45.5       47.5       94.0       89.6:       6.0       10.4
Old  :     100.0:      12.4        7.3       36.1       45.4       46.4       93.9       89.8:       6.1       10.2
Other:     100.0:      36.3       14.5       11.3       47.1       60.4       94.8       86.2:       5.2       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       155        181        259        136        186        447        497:
Old  :       562:       153        191        249        135        185        437        493:
Other:       238:        54         52         27         40        119        104        188:
     :----------------------------------------------------------------------------------------------------
     :             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       15.7       22.0       23.7        9.4        8.6       14.7       11.5
Old  :                 14.1       15.8       23.5       24.0       10.2        9.4       16.0       12.2
Other:                 40.3       30.4       53.1       46.1       30.6       27.7       41.4       39.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    18,164:    14,696      2,353        214         62      3,638     14,972      6,205:     3,192     11,959
Old  :    15,267:    12,292      2,290        208         62      2,920     12,562      5,418:     2,705      9,849
Other:     2,897:     2,404         63          6          0        718      2,410        787:       487      2,110
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -1,804:    -1,656       -718         28         53       -560     -1,575     -1,250:      -229       -554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.9       13.0        1.2        0.3       20.0       82.4       34.2:      17.6       65.8
Old  :     100.0:      80.5       15.0        1.4        0.4       19.1       82.3       35.5:      17.7       64.5
Other:     100.0:      83.0        2.2        0.2        0.0       24.8       83.2       27.2:      16.8       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        14          8          7          2          9         17         23:
Old  :        31:        14          8          6          2          9         17         22:
Other:        18:         7          3          2          0          8          7         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       16.3       70.1       23.4       47.9       16.0       69.8       23.0
Old  :                 44.6       15.2       68.3       23.0       44.3       15.0       68.0       22.6
Other:                 74.4       22.7       83.2       25.8       74.2       22.7       83.0       25.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   373,211:    60,742     70,621     79,521    208,746    191,234    349,009    341,376:    24,202     31,835
Old  :   358,882:    61,157     72,349     76,018    199,094    179,589    336,269    327,956:    22,613     30,925
Other:    14,329:     1,876        563      1,212      9,652     11,645     12,740     13,420:     1,589        909
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -1,185:     3,417      5,894     -2,413      2,184     -1,452      3,188      2,029:    -4,373     -3,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.9       21.3       55.9       51.2       93.5       91.5:       6.5        8.5
Old  :     100.0:      17.0       20.2       21.2       55.5       50.0       93.7       91.4:       6.3        8.6
Other:     100.0:      13.1        3.9        8.5       67.4       81.3       88.9       93.7:      11.1        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        77         82         80         73         77        192        212:
Old  :       265:        76         87         78         72         77        190        211:
Other:        51:        14          7         12         21         18         39         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       18.6       28.2       30.9       10.8       13.0       17.2       19.6
Old  :                 17.9       18.6       28.1       29.7       11.4       12.8       18.0       19.1
Other:                 45.4       52.9       61.0       73.2       26.9       39.6       39.7       54.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   757,918:    71,070     95,588     81,599    462,741    444,291    615,409    621,478:   142,508    136,440
Old  :   757,918:    71,070     95,588     81,599    462,741    444,291    615,409    621,478:   142,508    136,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -51,697:     6,892      8,359    -17,758    -34,970    -27,740    -45,836    -37,140:    -5,861    -14,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       12.6       10.8       61.1       58.6       81.2       82.0:      18.8       18.0
Old  :     100.0:       9.4       12.6       10.8       61.1       58.6       81.2       82.0:      18.8       18.0
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  :       171:        40         29         44         83         82        142        136:
Old  :       171:        40         29         44         83         82        142        136:
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  :                 20.0       16.9       30.0       27.1       19.1       16.4       27.0       24.5
Old  :                 20.0       16.9       30.0       27.1       19.1       16.4       27.0       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   378,964:    58,313     33,250      2,548    252,102    295,013    312,964    330,811:    66,000     48,153
Old  :   378,964:    58,313     33,250      2,548    252,102    295,013    312,964    330,811:    66,000     48,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -4,142:     2,620     -2,658       -709     -3,446        259     -1,535     -3,107:    -2,607     -1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        8.8        0.7       66.5       77.8       82.6       87.3:      17.4       12.7
Old  :     100.0:      15.4        8.8        0.7       66.5       77.8       82.6       87.3:      17.4       12.7
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  :        76:         8          6          2         40         42         49         49:
Old  :        76:         8          6          2         40         42         49         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       45.7       43.2       58.5       21.8       45.5       37.9       57.4
Old  :                 25.9       45.7       43.2       58.5       21.8       45.5       37.9       57.4
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, October 11, 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  :     9,549:     1,025        242        878      7,177      7,881      9,080      9,001:       469        548
Old  :     9,549:     1,025        242        878      7,177      7,881      9,080      9,001:       469        548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       677:       -89        -33        292        487        343        690        602:       -13         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        2.5        9.2       75.2       82.5       95.1       94.3:       4.9        5.7
Old  :     100.0:      10.7        2.5        9.2       75.2       82.5       95.1       94.3:       4.9        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  :        31:         7          2          5         19         21         28         26:
Old  :        31:         7          2          5         19         21         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       46.9       67.9       71.4       22.1       26.7       34.2       34.4
Old  :                 46.5       46.9       67.9       71.4       22.1       26.7       34.2       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, October 11, 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  :   215,760:    31,161     45,696     39,733    108,584     98,843    179,478    184,271:    36,282     31,489
Old  :   204,250:    31,193     45,802     36,032    102,277     92,149    169,503    173,984:    34,747     30,266
Other:    11,510:     1,238      1,163      2,431      6,307      6,693      9,976     10,287:     1,534      1,223
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       281:    -3,879      3,869     -2,237      3,963     -1,205     -2,153        427:     2,434       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       21.2       18.4       50.3       45.8       83.2       85.4:      16.8       14.6
Old  :     100.0:      15.3       22.4       17.6       50.1       45.1       83.0       85.2:      17.0       14.8
Other:     100.0:      10.8       10.1       21.1       54.8       58.2       86.7       89.4:      13.3       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        42         56         47         79         66        147        150:
Old  :       195:        44         57         45         79         66        147        148:
Other:        49:         5          9          8         26         16         36         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       23.0       27.9       33.1       13.1       15.7       19.7       21.4
Old  :                 18.3       22.8       28.4       33.0       13.4       15.4       19.9       21.2
Other:                 37.8       40.9       60.2       62.6       35.1       34.7       50.5       48.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,391:     3,243      3,588      2,893      9,728     11,477     15,863     17,958:     3,527      1,432
Old  :    19,348:     3,245      3,587      2,891      9,696     11,438     15,831     17,916:     3,516      1,431
Other:        43:         0          3          0         32         39         32         42:        11          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :       289:      -551       -150        777        -59       -526        167        102:       121        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.5       14.9       50.2       59.2       81.8       92.6:      18.2        7.4
Old  :     100.0:      16.8       18.5       14.9       50.1       59.1       81.8       92.6:      18.2        7.4
Other:     100.0:       0.0        7.0        0.0       74.4       90.7       74.4       97.7:      25.6        2.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        28         21         20         27         20         69         50:
Old  :        85:        28         21         20         27         20         69         50:
Other:         8:         0          2          0          1          5          1          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       43.4       39.7       55.5       27.5       38.8       37.6       49.1
Old  :                 27.6       43.4       39.8       55.6       27.6       39.0       37.7       49.3
Other:                 74.4       86.0       74.4       97.7       74.4       86.0       74.4       97.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :   765,710:   206,057    183,804     51,710    410,134    415,049    667,901    650,563:    97,809    115,147
Old  :   765,710:   206,057    183,804     51,710    410,134    415,049    667,901    650,563:    97,809    115,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -23,256:     7,729      2,417      6,262    -29,071    -15,326    -15,080     -6,646:    -8,177    -16,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       24.0        6.8       53.6       54.2       87.2       85.0:      12.8       15.0
Old  :     100.0:      26.9       24.0        6.8       53.6       54.2       87.2       85.0:      12.8       15.0
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  :       220:        36         52         28         87        106        143        167:
Old  :       220:        36         52         28         87        106        143        167:
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  :                 23.9       15.8       36.5       24.1       23.3       13.5       31.9       20.2
Old  :                 23.9       15.8       36.5       24.1       23.3       13.5       31.9       20.2
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, October 11, 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  : 1,877,815:   124,150    307,720    180,517  1,268,599  1,045,589  1,573,266  1,533,826:   304,549    343,989
Old  : 1,877,815:   124,150    307,720    180,517  1,268,599  1,045,589  1,573,266  1,533,826:   304,549    343,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    92,564:   -22,993     49,171     20,282    103,202     -1,136    100,491     68,317:    -7,927     24,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       16.4        9.6       67.6       55.7       83.8       81.7:      16.2       18.3
Old  :     100.0:       6.6       16.4        9.6       67.6       55.7       83.8       81.7:      16.2       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        36         47         52        134        144        192        221:
Old  :       245:        36         47         52        134        144        192        221:
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  :                 23.1       12.8       31.2       19.1       22.1        8.7       29.9       14.8
Old  :                 23.1       12.8       31.2       19.1       22.1        8.7       29.9       14.8
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, October 11, 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  : 1,330,760:   327,706     98,421     80,925    734,016    909,805  1,142,648  1,089,152:   188,112    241,608
Old  : 1,330,760:   327,706     98,421     80,925    734,016    909,805  1,142,648  1,089,152:   188,112    241,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -25,598:   -46,201    -16,795      3,484     23,680    -16,775    -19,037    -30,086:    -6,561      4,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.4        6.1       55.2       68.4       85.9       81.8:      14.1       18.2
Old  :     100.0:      24.6        7.4        6.1       55.2       68.4       85.9       81.8:      14.1       18.2
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  :       181:        30         32         35         79        105        126        155:
Old  :       181:        30         32         35         79        105        126        155:
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  :                 26.8       18.1       40.2       27.5       26.4       15.4       39.0       23.0
Old  :                 26.8       18.1       40.2       27.5       26.4       15.4       39.0       23.0
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, October 11, 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  :   813,099:    60,972     45,330    245,701    474,235    476,355    780,907    767,386:    32,191     45,712
Old  :   813,099:    60,972     45,330    245,701    474,235    476,355    780,907    767,386:    32,191     45,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :    -4,851:     1,068     -1,152     -3,672        216       -205     -2,388     -5,029:    -2,463        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        5.6       30.2       58.3       58.6       96.0       94.4:       4.0        5.6
Old  :     100.0:       7.5        5.6       30.2       58.3       58.6       96.0       94.4:       4.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        29         24         39         66         70        112        119:
Old  :       131:        29         24         39         66         70        112        119:
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  :                 35.1       27.7       50.5       44.5       26.2       20.0       31.2       28.4
Old  :                 35.1       27.7       50.5       44.5       26.2       20.0       31.2       28.4
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, October 11, 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  :    41,399:    10,410      4,303        712     26,126     30,066     37,248     35,081:     4,151      6,318
Old  :    41,399:    10,410      4,303        712     26,126     30,066     37,248     35,081:     4,151      6,318
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :   -11,300:     1,791      2,419     -4,193     -7,141     -9,987     -9,542    -11,761:    -1,758        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       10.4        1.7       63.1       72.6       90.0       84.7:      10.0       15.3
Old  :     100.0:      25.1       10.4        1.7       63.1       72.6       90.0       84.7:      10.0       15.3
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  :        76:        12         13          9         36         25         55         40:
Old  :        76:        12         13          9         36         25         55         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       41.7       46.1       56.2       31.0       41.7       46.0       52.9
Old  :                 31.0       41.7       46.1       56.2       31.0       41.7       46.0       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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  :    82,799:    20,821      8,606      1,423     52,252     60,133     74,496     70,162:     8,303     12,637
Old  :    82,799:    20,821      8,606      1,423     52,252     60,133     74,496     70,162:     8,303     12,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     2,248:     2,809        854     -1,674      1,185        374      2,319       -447:       -71      2,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       10.4        1.7       63.1       72.6       90.0       84.7:      10.0       15.3
Old  :     100.0:      25.1       10.4        1.7       63.1       72.6       90.0       84.7:      10.0       15.3
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  :        76:        12         13          9         36         25         55         40:
Old  :        76:        12         13          9         36         25         55         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       41.7       46.1       56.2       31.0       41.7       46.0       52.9
Old  :                 31.0       41.7       46.1       56.2       31.0       41.7       46.0       52.9
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, October 11, 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  :    13,119:     6,066     12,656        460      6,269          0     12,795     13,116:       324          3
Old  :    13,119:     6,066     12,656        460      6,269          0     12,795     13,116:       324          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :     1,687:       612      1,853        -86      1,261          0      1,787      1,767:      -100        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2       96.5        3.5       47.8        0.0       97.5      100.0:       2.5        0.0
Old  :     100.0:      46.2       96.5        3.5       47.8        0.0       97.5      100.0:       2.5        0.0
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:        12         11          2          3          0         17         11:
Old  :        26:        12         11          2          3          0         17         11:
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  :                 72.1       83.2       89.9       96.7       72.1       79.7       88.6       93.2
Old  :                 72.1       83.2       89.9       96.7       72.1       79.7       88.6       93.2
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, October 11, 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  :    10,057:     1,892        701        263      7,628      9,026      9,783      9,990:       274         67
Old  :    10,057:     1,892        701        263      7,628      9,026      9,783      9,990:       274         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :      -913:        90     -1,064        223     -1,187        -79       -874       -920:       -39          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        7.0        2.6       75.8       89.7       97.3       99.3:       2.7        0.7
Old  :     100.0:      18.8        7.0        2.6       75.8       89.7       97.3       99.3:       2.7        0.7
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  :        31:         9          5          2          5         13         15         19:
Old  :        31:         9          5          2          5         13         15         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  :                 80.8       77.3       94.8       88.5       79.9       77.2       92.3       87.9
Old  :                 80.8       77.3       94.8       88.5       79.9       77.2       92.3       87.9
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, October 11, 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  :    13,538:       967        904          0     12,239     12,484     13,206     13,388:       332        150
Old  :    13,538:       967        904          0     12,239     12,484     13,206     13,388:       332        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 4, 2011                      :
     :      -896:       108        134          0     -1,005     -1,055       -897       -921:         1         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        6.7        0.0       90.4       92.2       97.5       98.9:       2.5        1.1
Old  :     100.0:       7.1        6.7        0.0       90.4       92.2       97.5       98.9:       2.5        1.1
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  :        27:         6          4          0          6         12         12         16:
Old  :        27:         6          4          0          6         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  :                 90.7       74.0       96.5       89.8       90.7       74.0       96.1       89.8
Old  :                 90.7       74.0       96.5       89.8       90.7       74.0       96.1       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 14, 2011