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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   434,641:    75,009    129,506     92,192    233,247    155,652    400,448    377,350:    34,193     57,291
Old  :   286,974:    65,368     95,761     47,970    148,776    106,742    262,114    250,472:    24,860     36,502
Other:   147,667:    27,114     51,219     26,749     84,470     48,911    138,333    126,878:     9,333     20,788
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     5,590:    -1,998      2,680      3,019      2,916     -1,461      3,937      4,238:     1,653      1,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       29.8       21.2       53.7       35.8       92.1       86.8:       7.9       13.2
Old  :     100.0:      22.8       33.4       16.7       51.8       37.2       91.3       87.3:       8.7       12.7
Other:     100.0:      18.4       34.7       18.1       57.2       33.1       93.7       85.9:       6.3       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:        98        168        159         93        114        293        355:
Old  :       389:       107        154        119         78        101        252        311:
Other:       242:        56         78         65         54         88        150        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       10.1       35.9       16.0       22.1        8.6       34.2       13.4
Old  :                 24.9       13.2       35.6       20.3       24.7       11.6       35.3       18.7
Other:                 29.1       13.2       45.1       21.8       25.2        9.6       41.0       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  : 1,544,339:   296,214    156,526    390,674    696,142    735,213  1,383,030  1,282,413:   161,309    261,926
Old  : 1,247,543:   275,403    153,364    293,098    540,165    588,707  1,108,667  1,035,169:   138,877    212,375
Other:   296,796:    75,365     57,717     43,022    155,977    146,506    274,364    247,244:    22,432     49,552
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    45,053:     9,022     10,833     22,417     15,198      2,680     46,636     35,929:    -1,583      9,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       10.1       25.3       45.1       47.6       89.6       83.0:      10.4       17.0
Old  :     100.0:      22.1       12.3       23.5       43.3       47.2       88.9       83.0:      11.1       17.0
Other:     100.0:      25.4       19.4       14.5       52.6       49.4       92.4       83.3:       7.6       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       160        197        236        239        319        532        637:
Old  :       721:       165        190        208        233        310        506        612:
Other:       463:        75         98         76         98        242        216        378:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8        9.4       21.6       14.4       10.6        6.4       16.3       10.2
Old  :                 13.4        9.0       21.5       14.0       12.0        7.4       18.7       11.8
Other:                 25.6       19.8       38.1       28.0       18.3       11.8       26.2       17.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,894:     2,360      2,176        732      8,781      8,942     11,873     11,851:     2,021      2,043
Old  :    13,465:     2,424      2,176        611      8,535      8,711     11,570     11,499:     1,895      1,966
Other:       429:         0         64         57        246        231        303        352:       126         77
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :      -145:      -129       -307         17       -152         56       -265       -235:       120         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       15.7        5.3       63.2       64.4       85.5       85.3:      14.5       14.7
Old  :     100.0:      18.0       16.2        4.5       63.4       64.7       85.9       85.4:      14.1       14.6
Other:     100.0:       0.0       15.0       13.2       57.3       53.8       70.6       82.1:      29.4       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          9          4         15          8         27         20:
Old  :        36:        11          9          4         15          8         27         20:
Other:        13:         0          4          3          6          6          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       68.2       58.8       77.8       38.5       63.7       55.7       70.7
Old  :                 41.0       69.9       59.4       79.1       39.9       66.5       57.7       73.7
Other:                 62.6       63.2       69.9       80.4       45.1       52.7       46.3       57.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   767,702:    99,015     82,058    262,627    354,076    335,625    715,718    680,311:    51,983     87,391
Old  :   680,347:    86,833     91,875    231,620    315,750    283,630    634,202    607,125:    46,145     73,222
Other:    87,355:    29,771      7,771     13,420     38,326     51,995     81,516     73,186:     5,839     14,169
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    26,297:     3,003     -5,615     24,557      1,923     13,305     29,484     32,247:    -3,187     -5,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       10.7       34.2       46.1       43.7       93.2       88.6:       6.8       11.4
Old  :     100.0:      12.8       13.5       34.0       46.4       41.7       93.2       89.2:       6.8       10.8
Other:     100.0:      34.1        8.9       15.4       43.9       59.5       93.3       83.8:       6.7       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       503:       141        157        246        129        150        418        448:
Old  :       499:       145        156        231        127        147        405        438:
Other:       244:        58         60         52         53        101        143        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       14.7       20.9       22.3        9.0        9.0       14.2       13.2
Old  :                 13.1       15.0       23.1       22.3       11.0       10.2       17.0       14.8
Other:                 34.8       27.3       48.1       42.8       27.9       25.2       38.3       36.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :    11,218:     7,109      1,501        448        389      2,137      7,946      4,086:     3,272      7,132
Old  :     7,883:     4,627      1,401        421        389      1,464      5,437      3,286:     2,446      4,597
Other:     3,335:     2,507        125          2          0        673      2,509        800:       826      2,535
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4       13.4        4.0        3.5       19.0       70.8       36.4:      29.2       63.6
Old  :     100.0:      58.7       17.8        5.3        4.9       18.6       69.0       41.7:      31.0       58.3
Other:     100.0:      75.2        3.7        0.1        0.0       20.2       75.2       24.0:      24.8       76.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          6          6          1          4         11         16:
Old  :        20:        10          6          6          1          4         11         16:
Other:        12:         6          2          1          0          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  :                 47.9       21.2       65.8       29.7       46.3       21.2       61.2       29.7
Old  :                 41.9       22.4       62.2       33.1       39.7       22.4       56.8       33.1
Other:                 74.2       22.6       75.2       24.0       74.1       22.6       75.2       23.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   363,495:    62,574     72,870     68,737    205,236    185,328    336,547    326,935:    26,948     36,560
Old  :   338,536:    62,148     74,786     61,726    191,519    167,281    315,394    303,793:    23,142     34,742
Other:    24,960:     4,441      2,099      2,996     13,718     18,047     21,154     23,142:     3,806      1,818
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     1,275:     2,809       -973      2,138     -3,903     -1,401      1,044       -236:       231      1,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       20.0       18.9       56.5       51.0       92.6       89.9:       7.4       10.1
Old  :     100.0:      18.4       22.1       18.2       56.6       49.4       93.2       89.7:       6.8       10.3
Other:     100.0:      17.8        8.4       12.0       55.0       72.3       84.8       92.7:      15.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        65         80         80         69         80        183        210:
Old  :       257:        67         86         76         68         79        178        208:
Other:        77:        20         12         19         32         26         61         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       20.3       24.0       31.1       11.1       15.0       17.9       21.4
Old  :                 14.5       19.7       24.9       29.5       11.7       14.6       18.9       21.1
Other:                 30.7       43.6       47.5       62.6       21.7       38.4       35.5       51.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   681,946:    57,948     82,291     41,667    435,484    418,524    535,099    542,483:   146,847    139,464
Old  :   681,946:    57,948     82,291     41,667    435,484    418,524    535,099    542,483:   146,847    139,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    18,134:    -1,830     -5,323      4,187     14,465     19,359     16,822     18,223:     1,312        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       12.1        6.1       63.9       61.4       78.5       79.5:      21.5       20.5
Old  :     100.0:       8.5       12.1        6.1       63.9       61.4       78.5       79.5:      21.5       20.5
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  :       143:        25         26         30         82         72        125        110:
Old  :       143:        25         26         30         82         72        125        110:
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       21.1       32.3       33.9       22.1       19.7       27.5       28.6
Old  :                 23.1       21.1       32.3       33.9       22.1       19.7       27.5       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   381,700:    54,858     32,949      1,183    262,726    303,939    318,767    338,071:    62,933     43,629
Old  :   381,700:    54,858     32,949      1,183    262,726    303,939    318,767    338,071:    62,933     43,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :   -24,141:     3,158     -3,716     -5,674    -21,340    -18,022    -23,856    -27,412:      -285      3,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        8.6        0.3       68.8       79.6       83.5       88.6:      16.5       11.4
Old  :     100.0:      14.4        8.6        0.3       68.8       79.6       83.5       88.6:      16.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         6          6          3         42         40         50         47:
Old  :        69:         6          6          3         42         40         50         47:
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  :                 25.5       49.7       43.2       62.3       21.6       48.6       37.2       59.4
Old  :                 25.5       49.7       43.2       62.3       21.6       48.6       37.2       59.4
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, December 13, 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  :    10,138:     1,217      1,192        964      7,305      7,414      9,486      9,570:       652        568
Old  :    10,138:     1,217      1,192        964      7,305      7,414      9,486      9,570:       652        568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :        66:        50       -148        178       -170         29         58         59:         8          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.8        9.5       72.1       73.1       93.6       94.4:       6.4        5.6
Old  :     100.0:      12.0       11.8        9.5       72.1       73.1       93.6       94.4:       6.4        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  :        35:         9          3          5         19         20         30         26:
Old  :        35:         9          3          5         19         20         30         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  :                 46.9       48.0       64.9       72.4       27.3       24.0       35.9       36.9
Old  :                 46.9       48.0       64.9       72.4       27.3       24.0       35.9       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   234,500:    29,947     63,869     40,394    130,392     95,470    200,733    199,733:    33,767     34,767
Old  :   205,560:    28,530     62,660     30,688    116,078     80,378    175,296    173,726:    30,264     31,834
Other:    28,940:     4,000      3,791      7,124     14,313     15,092     25,437     26,007:     3,503      2,933
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     6,823:     1,640      1,372      1,918      3,445      3,739      7,002      7,029:      -180       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       27.2       17.2       55.6       40.7       85.6       85.2:      14.4       14.8
Old  :     100.0:      13.9       30.5       14.9       56.5       39.1       85.3       84.5:      14.7       15.5
Other:     100.0:      13.8       13.1       24.6       49.5       52.1       87.9       89.9:      12.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        34         66         57         71         67        147        164:
Old  :       202:        35         73         51         71         66        145        158:
Other:        77:        15         18         20         34         19         59         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       20.5       31.6       30.1       14.3       12.6       20.1       19.4
Old  :                 22.1       20.1       32.2       29.1       16.2       12.5       22.3       20.1
Other:                 36.2       41.1       53.3       55.5       32.3       32.8       42.8       42.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :    19,644:     2,794      5,202      3,704      9,831      8,016     16,329     16,922:     3,316      2,722
Old  :    19,457:     2,779      5,195      3,699      9,752      7,852     16,230     16,746:     3,228      2,711
Other:       187:        17          9          3         79        164         99        176:        88         11
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       -22:      -168        167         65        219       -611        116       -378:      -138        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       26.5       18.9       50.0       40.8       83.1       86.1:      16.9       13.9
Old  :     100.0:      14.3       26.7       19.0       50.1       40.4       83.4       86.1:      16.6       13.9
Other:     100.0:       9.1        4.8        1.6       42.2       87.7       52.9       94.1:      47.1        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        25         28         20         25         19         64         59:
Old  :        89:        24         29         20         25         19         64         59:
Other:        12:         3          1          2          2          5          7          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       27.1       37.6       38.8       25.2       20.7       37.4       30.3
Old  :                 25.5       26.8       38.0       38.5       25.5       20.3       37.8       30.3
Other:                 50.8       84.0       52.9       94.1       50.8       84.0       51.3       92.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   740,340:   212,864    116,136     29,347    393,742    492,726    635,952    638,209:   104,388    102,131
Old  :   740,340:   212,864    116,136     29,347    393,742    492,726    635,952    638,209:   104,388    102,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    64,491:    49,312      2,338     21,866     -8,536     42,387     62,643     66,591:     1,848     -2,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       15.7        4.0       53.2       66.6       85.9       86.2:      14.1       13.8
Old  :     100.0:      28.8       15.7        4.0       53.2       66.6       85.9       86.2:      14.1       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        39         41         24         83        103        140        150:
Old  :       208:        39         41         24         83        103        140        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       20.4       39.4       28.3       26.3       16.9       37.2       24.6
Old  :                 27.3       20.4       39.4       28.3       26.3       16.9       37.2       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  : 1,714,868:   208,637    188,629    146,616  1,050,818  1,079,765  1,406,072  1,415,011:   308,796    299,857
Old  : 1,714,868:   208,637    188,629    146,616  1,050,818  1,079,765  1,406,072  1,415,011:   308,796    299,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    79,594:    12,711        479      7,374     41,515     71,874     61,599     79,728:    17,995       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.0        8.5       61.3       63.0       82.0       82.5:      18.0       17.5
Old  :     100.0:      12.2       11.0        8.5       61.3       63.0       82.0       82.5:      18.0       17.5
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  :       237:        37         53         61        119        128        191        207:
Old  :       237:        37         53         61        119        128        191        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       19.4       30.7       26.5       19.6       14.0       27.0       20.6
Old  :                 21.3       19.4       30.7       26.5       19.6       14.0       27.0       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  : 1,448,658:   364,464    124,171     79,815    764,451  1,029,108  1,208,730  1,233,094:   239,928    215,564
Old  : 1,448,658:   364,464    124,171     79,815    764,451  1,029,108  1,208,730  1,233,094:   239,928    215,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :   109,515:    22,281     15,763     23,444     41,027     82,441     86,752    121,649:    22,763    -12,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        8.6        5.5       52.8       71.0       83.4       85.1:      16.6       14.9
Old  :     100.0:      25.2        8.6        5.5       52.8       71.0       83.4       85.1:      16.6       14.9
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  :       173:        32         21         30         81        104        126        142:
Old  :       173:        32         21         30         81        104        126        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       19.8       41.2       30.3       27.8       18.0       37.2       25.3
Old  :                 30.4       19.8       41.2       30.3       27.8       18.0       37.2       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   717,354:    85,278     64,443    200,125    399,776    411,475    685,178    676,043:    32,176     41,311
Old  :   717,354:    85,278     64,443    200,125    399,776    411,475    685,178    676,043:    32,176     41,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    14,844:     4,142      4,377      4,133      5,380     10,489     13,654     18,998:     1,190     -4,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        9.0       27.9       55.7       57.4       95.5       94.2:       4.5        5.8
Old  :     100.0:      11.9        9.0       27.9       55.7       57.4       95.5       94.2:       4.5        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        21         24         36         58         60         97        105:
Old  :       115:        21         24         36         58         60         97        105:
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  :                 35.8       29.0       52.1       45.9       27.1       21.7       32.6       30.9
Old  :                 35.8       29.0       52.1       45.9       27.1       21.7       32.6       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   107,998:    12,735      3,183     11,171     74,978     85,019     98,884     99,373:     9,115      8,626
Old  :   107,998:    12,735      3,183     11,171     74,978     85,019     98,884     99,373:     9,115      8,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    39,307:     1,476        634      6,391     30,219     31,559     38,086     38,584:     1,221        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        2.9       10.3       69.4       78.7       91.6       92.0:       8.4        8.0
Old  :     100.0:      11.8        2.9       10.3       69.4       78.7       91.6       92.0:       8.4        8.0
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  :       101:        22         17         21         46         41         83         68:
Old  :       101:        22         17         21         46         41         83         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       45.7       47.3       63.1       15.0       27.5       23.8       35.3
Old  :                 34.8       45.7       47.3       63.1       15.0       27.5       23.8       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :    26,843:     3,228        761      3,961     17,898     19,151     25,087     23,873:     1,757      2,970
Old  :    26,843:     3,228        761      3,961     17,898     19,151     25,087     23,873:     1,757      2,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     8,096:       221       -495      3,521      4,256      4,783      7,998      7,809:        98        288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        2.8       14.8       66.7       71.3       93.5       88.9:       6.5       11.1
Old  :     100.0:      12.0        2.8       14.8       66.7       71.3       93.5       88.9:       6.5       11.1
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  :        25:         7          2          7         13         13         21         21:
Old  :        25:         7          2          7         13         13         21         21:
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  :                 53.3       59.4       75.5       75.4       44.4       51.6       57.4       59.1
Old  :                 53.3       59.4       75.5       75.4       44.4       51.6       57.4       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :   162,310:    25,666     11,494      7,769    114,160    131,736    147,594    150,999:    14,716     11,312
Old  :   162,310:    25,666     11,494      7,769    114,160    131,736    147,594    150,999:    14,716     11,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    62,421:     2,134      1,884      6,115     51,926     53,552     60,175     61,550:     2,246        871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.1        4.8       70.3       81.2       90.9       93.0:       9.1        7.0
Old  :     100.0:      15.8        7.1        4.8       70.3       81.2       90.9       93.0:       9.1        7.0
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  :        98:        23         18         21         41         36         77         63:
Old  :        98:        23         18         21         41         36         77         63:
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  :                 40.0       48.7       51.9       63.2       18.0       31.4       28.7       41.1
Old  :                 40.0       48.7       51.9       63.2       18.0       31.4       28.7       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,944:     7,459     15,589      1,345      8,004          0     16,808     16,934:       136         10
Old  :    16,944:     7,459     15,589      1,345      8,004          0     16,808     16,934:       136         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :        62:        53       -219        280       -219          0        114         61:       -52          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       92.0        7.9       47.2        0.0       99.2       99.9:       0.8        0.1
Old  :     100.0:      44.0       92.0        7.9       47.2        0.0       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        11         13          5          3          0         18         14:
Old  :        27:        11         13          5          3          0         18         14:
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  :                 70.6       79.5       92.1       94.4       70.1       73.7       87.5       87.0
Old  :                 70.6       79.5       92.1       94.4       70.1       73.7       87.5       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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  :    11,784:     1,208      2,302        336      9,160      8,268     10,704     10,906:     1,080        878
Old  :    11,784:     1,208      2,302        336      9,160      8,268     10,704     10,906:     1,080        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       757:        42      1,075       -420        324       -668        -54        -13:       811        770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       19.5        2.9       77.7       70.2       90.8       92.5:       9.2        7.5
Old  :     100.0:      10.3       19.5        2.9       77.7       70.2       90.8       92.5:       9.2        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          6          1          6         11         13         17:
Old  :        28:         6          6          1          6         11         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       68.4       87.9       85.1       77.1       68.4       86.1       82.2
Old  :                 77.1       68.4       87.9       85.1       77.1       68.4       86.1       82.2
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, December 13, 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  :    14,300:       842        909        969     12,105     12,213     13,916     14,091:       384        209
Old  :    14,300:       842        909        969     12,105     12,213     13,916     14,091:       384        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       531:        -4       -417        969       -410        -33        555        519:       -24         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.4        6.8       84.7       85.4       97.3       98.5:       2.7        1.5
Old  :     100.0:       5.9        6.4        6.8       84.7       85.4       97.3       98.5:       2.7        1.5
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  :        30:         6          6          2          7         12         14         19:
Old  :        30:         6          6          2          7         12         14         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  :                 87.3       67.1       94.8       85.6       84.9       65.7       87.9       79.1
Old  :                 87.3       67.1       94.8       85.6       84.9       65.7       87.9       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 16, 2011