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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   543,834:    73,272    121,848    144,011    287,556    217,404    504,839    483,263:    38,996     60,571
Old  :   423,659:    62,640    107,513    100,350    229,198    172,220    392,188    380,084:    31,471     43,575
Other:   120,175:    32,216     35,919     22,077     58,358     45,183    112,650    103,180:     7,525     16,996
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     6,664:      -502      4,897      4,095      5,291       -486      8,884      8,506:    -2,220     -1,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       22.4       26.5       52.9       40.0       92.8       88.9:       7.2       11.1
Old  :     100.0:      14.8       25.4       23.7       54.1       40.7       92.6       89.7:       7.4       10.3
Other:     100.0:      26.8       29.9       18.4       48.6       37.6       93.7       85.9:       6.3       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       118        162        180        112        125        338        371:
Old  :       420:       121        158        157        103        120        312        351:
Other:       240:        57         73         65         48         91        144        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       10.6       31.5       16.1       17.3        8.8       28.0       13.1
Old  :                 21.0       12.7       32.5       18.7       19.3       11.3       29.2       16.4
Other:                 28.6       14.4       41.7       25.1       24.1       10.7       36.5       18.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  : 1,862,592:   318,791     94,705    579,831    780,049    919,759  1,678,671  1,594,294:   183,921    268,297
Old  : 1,649,092:   297,847     87,964    521,124    665,220    806,896  1,484,191  1,415,983:   164,901    233,108
Other:   213,500:    53,785     39,582     25,866    114,829    112,863    194,480    178,311:    19,020     35,189
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    19,261:    15,374      4,784     -7,160     10,447     24,747     18,660     22,370:       601     -3,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.1       31.1       41.9       49.4       90.1       85.6:       9.9       14.4
Old  :     100.0:      18.1        5.3       31.6       40.3       48.9       90.0       85.9:      10.0       14.1
Other:     100.0:      25.2       18.5       12.1       53.8       52.9       91.1       83.5:       8.9       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       220        179        297        289        359        650        706:
Old  :       798:       211        189        285        286        352        637        693:
Other:       462:        81         80         59         85        264        192        379:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0       10.3       19.6       15.3        9.1        6.7       14.1        9.9
Old  :                 11.1       10.1       19.1       15.2        9.3        7.4       14.4       10.6
Other:                 28.6       18.8       38.7       27.2       21.1       14.3       30.3       20.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    18,084:     2,742      2,112      1,760     10,558     11,998     15,060     15,870:     3,024      2,214
Old  :    17,820:     2,770      2,104      1,687     10,363     11,898     14,820     15,690:     3,000      2,130
Other:       264:         1         37         44        195         99        240        180:        24         84
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -155:        35         28        177       -420       -614       -207       -408:        51        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       11.7        9.7       58.4       66.3       83.3       87.8:      16.7       12.2
Old  :     100.0:      15.5       11.8        9.5       58.2       66.8       83.2       88.0:      16.8       12.0
Other:     100.0:       0.4       14.0       16.6       74.0       37.6       91.0       68.2:       9.0       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16         11          8         16          9         34         26:
Old  :        44:        17         10          8         15          9         33         26:
Other:        12:         2          3          3          5          3          9          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  :                 37.8       63.8       54.0       77.5       35.5       58.5       48.4       64.1
Old  :                 38.0       64.5       54.4       78.1       36.2       59.8       49.3       65.6
Other:                 81.8       61.3       90.8       68.2       58.4       35.6       60.3       37.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   680,576:   112,347     59,208    195,570    319,008    341,081    626,924    595,858:    53,651     84,717
Old  :   609,183:    98,274     65,604    174,570    287,317    294,552    560,161    534,727:    49,023     74,457
Other:    71,392:    26,897      6,428      8,175     31,691     46,529     66,764     61,132:     4,629     10,261
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -16,307:    -4,951      5,487      9,489    -19,344    -27,834    -14,806    -12,858:    -1,501     -3,449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        8.7       28.7       46.9       50.1       92.1       87.6:       7.9       12.4
Old  :     100.0:      16.1       10.8       28.7       47.2       48.4       92.0       87.8:       8.0       12.2
Other:     100.0:      37.7        9.0       11.5       44.4       65.2       93.5       85.6:       6.5       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       481:       140        116        189        136        186        370        423:
Old  :       476:       134        122        178        133        184        356        417:
Other:       234:        57         38         29         43        125        113        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       17.0       21.1       25.2       10.9       11.8       17.5       16.6
Old  :                 13.7       17.2       22.9       25.4       12.8       13.2       20.2       18.5
Other:                 39.4       26.6       51.7       45.5       27.5       23.5       37.7       36.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   386,447:    53,111     69,727     82,863    221,296    200,681    357,271    353,271:    29,176     33,176
Old  :   368,853:    53,806     70,979     78,120    209,660    187,716    341,586    336,816:    27,266     32,037
Other:    17,594:     1,953      1,395      2,095     11,636     12,965     15,684     16,455:     1,910      1,139
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     5,970:    -1,151      1,112      3,381        825      2,728      3,055      7,221:     2,916     -1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.0       21.4       57.3       51.9       92.5       91.4:       7.5        8.6
Old  :     100.0:      14.6       19.2       21.2       56.8       50.9       92.6       91.3:       7.4        8.7
Other:     100.0:      11.1        7.9       11.9       66.1       73.7       89.1       93.5:      10.9        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        70         82         93         74         76        201        221:
Old  :       270:        74         87         92         72         75        198        220:
Other:        63:        15          9         13         28         21         50         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       19.9       27.4       32.7        9.6       11.6       15.7       18.2
Old  :                 16.6       19.7       27.3       31.6        9.8       10.8       16.1       17.4
Other:                 36.9       52.3       55.4       71.1       22.8       41.8       37.6       54.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   755,826:    58,893     93,878     67,264    478,945    456,701    605,102    617,843:   150,724    137,984
Old  :   755,826:    58,893     93,878     67,264    478,945    456,701    605,102    617,843:   150,724    137,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    25,565:   -20,611      8,602      6,373     38,547      2,657     24,310     17,633:     1,254      7,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       12.4        8.9       63.4       60.4       80.1       81.7:      19.9       18.3
Old  :     100.0:       7.8       12.4        8.9       63.4       60.4       80.1       81.7:      19.9       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  :       156:        32         25         35         79         74        128        117:
Old  :       156:        32         25         35         79         74        128        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       19.1       29.7       30.8       18.5       18.5       27.2       27.4
Old  :                 19.6       19.1       29.7       30.8       18.5       18.5       27.2       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   383,162:    55,492     31,021      2,929    262,006    306,147    320,427    340,097:    62,736     43,066
Old  :   383,162:    55,492     31,021      2,929    262,006    306,147    320,427    340,097:    62,736     43,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     5,856:      -647     -1,037     -1,469     10,816      7,015      8,700      4,509:    -2,844      1,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        8.1        0.8       68.4       79.9       83.6       88.8:      16.4       11.2
Old  :     100.0:      14.5        8.1        0.8       68.4       79.9       83.6       88.8:      16.4       11.2
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  :        72:         8          5          3         39         42         49         48:
Old  :        72:         8          5          3         39         42         49         48:
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  :                 26.7       46.1       43.3       59.6       22.4       46.1       38.4       58.4
Old  :                 26.7       46.1       43.3       59.6       22.4       46.1       38.4       58.4
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, November 1, 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  :    10,689:       947        917      1,132      7,773      7,939      9,852      9,988:       837        701
Old  :    10,689:       947        917      1,132      7,773      7,939      9,852      9,988:       837        701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -144:        34        -83        215       -228          6         21        138:      -165       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.6       10.6       72.7       74.3       92.2       93.4:       7.8        6.6
Old  :     100.0:       8.9        8.6       10.6       72.7       74.3       92.2       93.4:       7.8        6.6
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  :        34:         4          7          7         18         21         29         29:
Old  :        34:         4          7          7         18         21         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       45.5       65.6       69.9       21.4       23.6       31.9       35.8
Old  :                 44.3       45.5       65.6       69.9       21.4       23.6       31.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   218,180:    28,444     47,620     37,870    118,074    102,213    184,388    187,703:    33,793     30,478
Old  :   202,124:    28,904     46,981     32,142    109,437     94,574    170,483    173,696:    31,641     28,428
Other:    16,056:     1,641      2,741      3,627      8,637      7,639     13,904     14,007:     2,152      2,050
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     1,292:    -1,355      3,064     -1,166      5,477      2,078      2,955      3,975:    -1,663     -2,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       21.8       17.4       54.1       46.8       84.5       86.0:      15.5       14.0
Old  :     100.0:      14.3       23.2       15.9       54.1       46.8       84.3       85.9:      15.7       14.1
Other:     100.0:      10.2       17.1       22.6       53.8       47.6       86.6       87.2:      13.4       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        34         59         52         74         68        143        158:
Old  :       192:        37         62         49         74         68        143        155:
Other:        57:         8         10          9         29         19         41         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       22.1       29.1       32.5       11.3       16.6       18.7       23.1
Old  :                 19.4       21.6       30.3       32.3       11.9       16.6       19.4       23.4
Other:                 41.4       40.7       59.8       58.1       37.5       34.6       46.7       45.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    18,323:     3,888      3,364      2,376      8,353     11,580     14,617     17,320:     3,706      1,003
Old  :    18,166:     3,897      3,361      2,367      8,278     11,437     14,542     17,165:     3,624      1,001
Other:       157:         0         12          0         75        143         75        155:        82          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :      -759:       195       -153       -413       -346        -84       -563       -649:      -196       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.4       13.0       45.6       63.2       79.8       94.5:      20.2        5.5
Old  :     100.0:      21.5       18.5       13.0       45.6       63.0       80.0       94.5:      20.0        5.5
Other:     100.0:       0.0        7.6        0.0       47.8       91.1       47.8       98.7:      52.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        25         19         17         27         20         64         47:
Old  :        80:        25         19         17         27         20         64         47:
Other:         9:         0          2          0          1          6          1          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.3       39.1       60.3       26.6       44.2       37.5       54.5
Old  :                 26.8       48.2       39.4       60.2       26.8       44.4       37.8       54.8
Other:                 47.8       90.4       47.8       98.7       47.8       90.4       47.8       98.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   762,055:   194,808    138,674     42,542    414,663    474,048    652,012    655,263:   110,043    106,792
Old  :   762,055:   194,808    138,674     42,542    414,663    474,048    652,012    655,263:   110,043    106,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -11,077:   -25,193    -28,536      1,727     13,477     21,155     -9,989     -5,654:    -1,088     -5,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       18.2        5.6       54.4       62.2       85.6       86.0:      14.4       14.0
Old  :     100.0:      25.6       18.2        5.6       54.4       62.2       85.6       86.0:      14.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        43         46         26         81        104        141        160:
Old  :       219:        43         46         26         81        104        141        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       16.3       36.5       27.4       24.9       14.3       31.5       22.4
Old  :                 25.3       16.3       36.5       27.4       24.9       14.3       31.5       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  : 1,783,752:   173,662    292,798    178,775  1,123,541    992,746  1,475,979  1,464,319:   307,773    319,433
Old  : 1,783,752:   173,662    292,798    178,775  1,123,541    992,746  1,475,979  1,464,319:   307,773    319,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    40,579:   -25,442     23,784     48,032      7,186     -9,561     29,776     62,255:    10,802    -21,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       16.4       10.0       63.0       55.7       82.7       82.1:      17.3       17.9
Old  :     100.0:       9.7       16.4       10.0       63.0       55.7       82.7       82.1:      17.3       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        32         60         59        129        141        199        222:
Old  :       248:        32         60         59        129        141        199        222:
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  :                 20.1       13.9       29.4       20.6       18.8        9.9       26.4       16.3
Old  :                 20.1       13.9       29.4       20.6       18.8        9.9       26.4       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  : 1,390,164:   369,420    108,139    104,946    706,499    930,843  1,180,865  1,143,928:   209,299    246,236
Old  : 1,390,164:   369,420    108,139    104,946    706,499    930,843  1,180,865  1,143,928:   209,299    246,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :    21,223:   -16,031     13,220     34,773     -8,102    -34,070     10,640     13,922:    10,583      7,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        7.8        7.5       50.8       67.0       84.9       82.3:      15.1       17.7
Old  :     100.0:      26.6        7.8        7.5       50.8       67.0       84.9       82.3:      15.1       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        29         28         34         83        104        129        149:
Old  :       178:        29         28         34         83        104        129        149:
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  :                 23.2       18.1       35.1       27.2       20.3       16.5       29.4       23.3
Old  :                 23.2       18.1       35.1       27.2       20.3       16.5       29.4       23.3
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, November 1, 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  :   765,748:    59,747     60,597    239,225    426,758    428,478    725,730    728,300:    40,017     37,447
Old  :   765,748:    59,747     60,597    239,225    426,758    428,478    725,730    728,300:    40,017     37,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :   -68,764:    -1,105      2,649    -25,038    -44,019    -39,199    -70,162    -61,588:     1,398     -7,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        7.9       31.2       55.7       56.0       94.8       95.1:       5.2        4.9
Old  :     100.0:       7.8        7.9       31.2       55.7       56.0       94.8       95.1:       5.2        4.9
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  :       124:        17         31         39         61         67        102        116:
Old  :       124:        17         31         39         61         67        102        116:
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       28.3       50.4       44.2       24.8       21.0       30.1       27.7
Old  :                 34.8       28.3       50.4       44.2       24.8       21.0       30.1       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    58,965:     8,045      2,314      4,988     37,349     43,227     50,382     50,529:     8,583      8,436
Old  :    58,965:     8,045      2,314      4,988     37,349     43,227     50,382     50,529:     8,583      8,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     3,258:     1,365       -159        405      1,330      3,520      3,100      3,766:       158       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        3.9        8.5       63.3       73.3       85.4       85.7:      14.6       14.3
Old  :     100.0:      13.6        3.9        8.5       63.3       73.3       85.4       85.7:      14.6       14.3
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  :        98:        23         13         13         41         35         71         55:
Old  :        98:        23         13         13         41         35         71         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       41.8       34.6       55.0       21.4       39.1       32.6       49.2
Old  :                 22.6       41.8       34.6       55.0       21.4       39.1       32.6       49.2
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, November 1, 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  :    14,874:     3,251      1,224        205      9,543      9,778     12,999     11,207:     1,875      3,666
Old  :    14,874:     3,251      1,224        205      9,543      9,778     12,999     11,207:     1,875      3,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       427:       -46        -25          1        398        398        353        374:        74         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        8.2        1.4       64.2       65.7       87.4       75.3:      12.6       24.7
Old  :     100.0:      21.9        8.2        1.4       64.2       65.7       87.4       75.3:      12.6       24.7
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  :        20:         4          2          2          8          8         12         12:
Old  :        20:         4          2          2          8          8         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       58.1       75.8       72.9       50.0       58.1       73.3       72.9
Old  :                 51.1       58.1       75.8       72.9       50.0       58.1       73.3       72.9
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, November 1, 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  :    88,184:    16,707      9,299      2,447     55,612     66,898     74,767     78,644:    13,417      9,540
Old  :    88,184:    16,707      9,299      2,447     55,612     66,898     74,767     78,644:    13,417      9,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :     5,662:     2,862       -228        767      1,865      6,244      5,494      6,783:       168     -1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       10.5        2.8       63.1       75.9       84.8       89.2:      15.2       10.8
Old  :     100.0:      18.9       10.5        2.8       63.1       75.9       84.8       89.2:      15.2       10.8
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  :        94:        23         12         12         38         30         67         48:
Old  :        94:        23         12         12         38         30         67         48:
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  :                 21.9       44.9       35.3       59.0       21.9       44.9       35.3       55.9
Old  :                 21.9       44.9       35.3       59.0       21.9       44.9       35.3       55.9
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, November 1, 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  :    13,636:     6,133     13,111        514      6,656          0     13,303     13,625:       333         11
Old  :    13,636:     6,133     13,111        514      6,656          0     13,303     13,625:       333         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       232:        23        223          9        243          0        275        232:       -43          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       96.1        3.8       48.8        0.0       97.6       99.9:       2.4        0.1
Old  :     100.0:      45.0       96.1        3.8       48.8        0.0       97.6       99.9:       2.4        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  :        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  :                 73.6       82.2       90.1       96.3       73.6       78.4       88.5       92.5
Old  :                 73.6       82.2       90.1       96.3       73.6       78.4       88.5       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    10,146:     1,024        772          1      8,888      9,263      9,913     10,036:       233        110
Old  :    10,146:     1,024        772          1      8,888      9,263      9,913     10,036:       233        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       644:      -562        344          0      1,253        303        691        647:       -47         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        7.6        0.0       87.6       91.3       97.7       98.9:       2.3        1.1
Old  :     100.0:      10.1        7.6        0.0       87.6       91.3       97.7       98.9:       2.3        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:         7          5          1          5         12         13         17:
Old  :        27:         7          5          1          5         12         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  :                 87.5       80.5       96.4       91.7       87.4       80.4       96.2       91.6
Old  :                 87.5       80.5       96.4       91.7       87.4       80.4       96.2       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    14,852:       496      1,652          0     14,108     13,065     14,604     14,717:       248        135
Old  :    14,852:       496      1,652          0     14,108     13,065     14,604     14,717:       248        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2011                     :
     :       717:      -628      1,197          0      1,390       -460        762        737:       -45        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       11.1        0.0       95.0       88.0       98.3       99.1:       1.7        0.9
Old  :     100.0:       3.3       11.1        0.0       95.0       88.0       98.3       99.1:       1.7        0.9
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  :        29:         4          7          0          5         14          9         21:
Old  :        29:         4          7          0          5         14          9         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  :                 95.7       67.6       98.2       84.7       95.7       67.6       97.9       84.7
Old  :                 95.7       67.6       98.2       84.7       95.7       67.6       97.9       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 10, 2011