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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   416,371:    70,050    123,572     77,397    234,375    156,461    381,822    357,430:    34,549     58,941
Old  :   283,361:    59,396     93,780     38,645    159,523    110,261    257,564    242,687:    25,797     40,674
Other:   133,010:    25,330     44,468     24,076     74,852     46,200    124,258    114,743:     8,752     18,267
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -98,385:      -954     -5,183    -52,610    -41,107    -36,057    -94,670    -93,849:    -3,714     -4,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       29.7       18.6       56.3       37.6       91.7       85.8:       8.3       14.2
Old  :     100.0:      21.0       33.1       13.6       56.3       38.9       90.9       85.6:       9.1       14.4
Other:     100.0:      19.0       33.4       18.1       56.3       34.7       93.4       86.3:       6.6       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:        88        163        139         94        112        272        331:
Old  :       366:        92        147        105         84        100        237        295:
Other:       236:        51         78         65         50         90        141        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  :                 23.2       11.1       36.2       17.3       22.4        9.3       35.0       14.6
Old  :                 25.8       14.1       37.9       22.0       25.6       12.8       37.4       20.4
Other:                 31.5       13.4       45.9       22.2       28.7        9.4       42.6       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  : 1,479,265:   285,786    126,123    337,381    699,928    773,098  1,323,095  1,236,602:   156,170    242,663
Old  : 1,207,482:   261,725    114,256    260,830    548,581    632,868  1,071,136  1,007,955:   136,346    199,527
Other:   271,783:    62,484     50,290     38,128    151,347    140,230    251,960    228,648:    19,824     43,136
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :  -418,212:   -10,292      2,663   -247,578   -143,437   -147,080   -401,308   -391,995:   -16,904    -26,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        8.5       22.8       47.3       52.3       89.4       83.6:      10.6       16.4
Old  :     100.0:      21.7        9.5       21.6       45.4       52.4       88.7       83.5:      11.3       16.5
Other:     100.0:      23.0       18.5       14.0       55.7       51.6       92.7       84.1:       7.3       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       718:       166        166        232        257        331        544        628:
Old  :       709:       183        154        206        250        323        518        605:
Other:       470:        68        104         67         95        251        200        389:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       10.9       22.4       16.3       11.2        7.5       17.1       11.5
Old  :                 13.9       10.1       22.2       15.6       12.5        8.2       19.5       12.7
Other:                 28.3       21.9       41.4       29.1       20.1       12.3       29.6       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    15,064:     2,469      2,613        793      9,687      9,369     12,949     12,776:     2,115      2,288
Old  :    14,650:     2,516      2,595        676      9,447      9,155     12,640     12,426:     2,011      2,224
Other:       414:         1         66         69        239        215        310        350:       104         64
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    -4,821:       295       -138     -2,405     -2,344     -2,291     -4,454     -4,835:      -368         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       17.3        5.3       64.3       62.2       86.0       84.8:      14.0       15.2
Old  :     100.0:      17.2       17.7        4.6       64.5       62.5       86.3       84.8:      13.7       15.2
Other:     100.0:       0.3       15.9       16.7       57.9       51.9       74.9       84.6:      25.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        12         12          4         15          8         29         22:
Old  :        40:        12         12          4         15          8         29         22:
Other:        13:         2          2          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  :                 38.8       66.0       57.6       76.0       36.9       57.5       52.7       64.9
Old  :                 38.5       67.3       57.8       77.0       38.2       59.9       54.4       67.4
Other:                 62.1       64.0       73.7       81.2       47.3       54.4       49.0       58.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   720,395:    95,729     86,120    230,060    339,425    312,271    665,215    628,451:    55,181     91,945
Old  :   644,108:    86,537     94,294    202,940    304,347    267,652    593,824    564,887:    50,284     79,222
Other:    76,287:    26,131      8,765     10,180     35,078     44,619     71,390     63,564:     4,897     12,723
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    -1,415:      -287     -1,963     -1,134     -7,258     -1,828     -8,680     -4,925:     7,265      3,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.0       31.9       47.1       43.3       92.3       87.2:       7.7       12.8
Old  :     100.0:      13.4       14.6       31.5       47.3       41.6       92.2       87.7:       7.8       12.3
Other:     100.0:      34.3       11.5       13.3       46.0       58.5       93.6       83.3:       6.4       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       129        153        204        134        156        389        412:
Old  :       474:       129        157        190        132        152        374        402:
Other:       234:        54         49         37         49        107        128        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       14.9       21.7       22.1        9.8       10.0       15.5       14.5
Old  :                 13.9       15.3       23.6       22.6       11.2       11.6       18.1       16.0
Other:                 36.0       25.1       49.2       40.6       26.4       21.2       36.8       33.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   367,164:    57,519     75,878     71,417    207,558    181,045    336,494    328,340:    30,670     38,824
Old  :   345,456:    57,015     77,304     65,693    194,855    164,961    317,563    307,959:    27,893     37,497
Other:    21,708:     3,310      1,380      2,917     12,704     16,084     18,931     20,381:     2,777      1,327
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -18,658:     7,287      5,133    -13,030    -14,667    -13,932    -20,410    -21,828:     1,752      3,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       20.7       19.5       56.5       49.3       91.6       89.4:       8.4       10.6
Old  :     100.0:      16.5       22.4       19.0       56.4       47.8       91.9       89.1:       8.1       10.9
Other:     100.0:      15.2        6.4       13.4       58.5       74.1       87.2       93.9:      12.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        68         87         87         74         79        193        225:
Old  :       271:        66         96         85         72         77        188        223:
Other:        73:        21         11         18         30         25         58         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       20.9       25.7       30.9       11.1       16.5       19.3       23.8
Old  :                 15.9       20.3       25.9       29.7       11.7       16.0       20.4       23.5
Other:                 33.2       45.8       49.5       63.7       22.3       36.3       35.2       50.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   731,641:    61,357     90,220     52,024    463,992    450,372    577,372    592,616:   154,269    139,025
Old  :   731,641:    61,357     90,220     52,024    463,992    450,372    577,372    592,616:   154,269    139,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -79,166:     3,379        397    -41,195    -24,702    -26,759    -62,517    -67,557:   -16,649    -11,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       12.3        7.1       63.4       61.6       78.9       81.0:      21.1       19.0
Old  :     100.0:       8.4       12.3        7.1       63.4       61.6       78.9       81.0:      21.1       19.0
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  :       142:        25         22         27         83         77        122        112:
Old  :       142:        25         22         27         83         77        122        112:
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  :                 20.7       25.2       30.3       36.2       19.8       20.9       26.2       29.7
Old  :                 20.7       25.2       30.3       36.2       19.8       20.9       26.2       29.7
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 29, 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  :   405,812:    54,428     31,992      7,362    275,665    321,324    337,456    360,678:    68,357     45,134
Old  :   405,812:    54,428     31,992      7,362    275,665    321,324    337,456    360,678:    68,357     45,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    -5,540:    -3,758        157      2,199     -3,362     -6,643     -4,921     -4,288:      -619     -1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        7.9        1.8       67.9       79.2       83.2       88.9:      16.8       11.1
Old  :     100.0:      13.4        7.9        1.8       67.9       79.2       83.2       88.9:      16.8       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  :        72:         9          5          5         46         40         58         47:
Old  :        72:         9          5          5         46         40         58         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  :                 24.1       46.3       41.1       60.3       20.3       46.0       35.7       58.3
Old  :                 24.1       46.3       41.1       60.3       20.3       46.0       35.7       58.3
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 29, 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  :    10,144:     1,061      1,509        658      7,769      7,377      9,488      9,544:       656        600
Old  :    10,144:     1,061      1,509        658      7,769      7,377      9,488      9,544:       656        600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :      -164:         4        354       -314        255        -97        -55        -57:      -109       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       14.9        6.5       76.6       72.7       93.5       94.1:       6.5        5.9
Old  :     100.0:      10.5       14.9        6.5       76.6       72.7       93.5       94.1:       6.5        5.9
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  :        35:         7          3          5         20         22         30         27:
Old  :        35:         7          3          5         20         22         30         27:
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  :                 48.0       44.3       66.7       69.4       27.4       26.2       36.4       37.9
Old  :                 48.0       44.3       66.7       69.4       27.4       26.2       36.4       37.9
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, November 29, 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  :   228,919:    29,936     59,711     38,760    124,556     92,296    193,252    190,767:    35,667     38,152
Old  :   203,543:    29,691     58,298     30,154    111,307     79,772    171,152    168,224:    32,391     35,319
Other:    25,376:     2,318      3,486      6,533     13,248     12,524     22,099     22,543:     3,276      2,832
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -16,673:     1,921     -1,156     -8,883     -9,784     -8,464    -16,746    -18,503:        73      1,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       26.1       16.9       54.4       40.3       84.4       83.3:      15.6       16.7
Old  :     100.0:      14.6       28.6       14.8       54.7       39.2       84.1       82.6:      15.9       17.4
Other:     100.0:       9.1       13.7       25.7       52.2       49.4       87.1       88.8:      12.9       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        38         69         55         71         61        149        158:
Old  :       202:        42         72         51         70         60        148        153:
Other:        71:         8         20         20         34         19         55         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       20.1       31.4       29.6       17.5       15.7       24.3       21.9
Old  :                 23.0       19.9       31.6       28.8       19.3       16.1       25.8       23.1
Other:                 40.8       40.6       59.3       54.3       37.2       32.5       46.1       41.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :    19,846:     2,713      5,089      3,652      9,729      8,901     16,094     17,642:     3,752      2,204
Old  :    19,660:     2,703      5,087      3,649      9,651      8,735     16,003     17,471:     3,657      2,189
Other:       186:        10          2          3         78        166         91        171:        95         15
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       418:       -91        730        454          2       -594        365        590:        53       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       25.6       18.4       49.0       44.9       81.1       88.9:      18.9       11.1
Old  :     100.0:      13.7       25.9       18.6       49.1       44.4       81.4       88.9:      18.6       11.1
Other:     100.0:       5.4        1.1        1.6       41.9       89.2       48.9       91.9:      51.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        23         30         19         25         17         59         59:
Old  :        88:        23         30         19         25         17         59         59:
Other:        11:         2          1          2          1          6          5          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       30.8       36.8       41.4       24.3       24.2       36.2       33.2
Old  :                 24.5       30.4       37.2       41.1       24.5       23.9       36.6       33.2
Other:                 48.4       83.9       48.9       91.9       47.3       83.9       47.3       90.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   746,732:   185,157    145,301     23,048    426,713    476,764    634,919    645,114:   111,812    101,618
Old  :   746,732:   185,157    145,301     23,048    426,713    476,764    634,919    645,114:   111,812    101,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -62,072:      -878    -16,666    -20,936    -43,501    -11,915    -65,314    -49,517:     3,242    -12,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       19.5        3.1       57.1       63.8       85.0       86.4:      15.0       13.6
Old  :     100.0:      24.8       19.5        3.1       57.1       63.8       85.0       86.4:      15.0       13.6
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  :       203:        41         38         22         82        103        138        148:
Old  :       203:        41         38         22         82        103        138        148:
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  :                 27.6       19.0       39.5       29.1       26.9       14.2       34.5       21.9
Old  :                 27.6       19.0       39.5       29.1       26.9       14.2       34.5       21.9
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 29, 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  : 1,769,548:   209,281    194,818    154,464  1,101,804  1,107,273  1,465,549  1,456,555:   303,999    312,993
Old  : 1,769,548:   209,281    194,818    154,464  1,101,804  1,107,273  1,465,549  1,456,555:   303,999    312,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :  -121,855:    -1,104    -22,931    -68,261    -36,693    -13,941   -106,058   -105,133:   -15,797    -16,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.0        8.7       62.3       62.6       82.8       82.3:      17.2       17.7
Old  :     100.0:      11.8       11.0        8.7       62.3       62.6       82.8       82.3:      17.2       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  :       225:        34         47         51        114        129        178        197:
Old  :       225:        34         47         51        114        129        178        197:
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  :                 22.3       17.6       33.6       26.0       18.4       12.0       26.3       18.0
Old  :                 22.3       17.6       33.6       26.0       18.4       12.0       26.3       18.0
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 29, 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  : 1,425,692:   398,859    116,066     46,007    758,057  1,012,656  1,202,923  1,174,729:   222,769    250,962
Old  : 1,425,692:   398,859    116,066     46,007    758,057  1,012,656  1,202,923  1,174,729:   222,769    250,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :   -13,068:   -11,997    -15,849    -52,074     48,808     40,254    -15,263    -27,668:     2,195     14,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.1        3.2       53.2       71.0       84.4       82.4:      15.6       17.6
Old  :     100.0:      28.0        8.1        3.2       53.2       71.0       84.4       82.4:      15.6       17.6
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  :       172:        27         22         26         85        109        126        143:
Old  :       172:        27         22         26         85        109        126        143:
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  :                 27.6       21.6       39.7       31.2       24.6       17.5       33.9       24.8
Old  :                 27.6       21.6       39.7       31.2       24.6       17.5       33.9       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   784,793:    90,549     66,637    233,634    427,086    440,173    751,269    740,444:    33,523     44,349
Old  :   784,793:    90,549     66,637    233,634    427,086    440,173    751,269    740,444:    33,523     44,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    15,948:    14,397      4,432     -1,527      8,352     15,929     21,223     18,835:    -5,276     -2,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        8.5       29.8       54.4       56.1       95.7       94.3:       4.3        5.7
Old  :     100.0:      11.5        8.5       29.8       54.4       56.1       95.7       94.3:       4.3        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        31         23         41         58         64        103        115:
Old  :       125:        31         23         41         58         64        103        115:
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  :                 37.0       28.8       52.6       44.8       27.4       21.8       32.7       30.0
Old  :                 37.0       28.8       52.6       44.8       27.4       21.8       32.7       30.0
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 29, 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  :    61,536:     8,287      4,661      4,819     41,277     44,761     54,383     54,240:     7,153      7,295
Old  :    61,536:     8,287      4,661      4,819     41,277     44,761     54,383     54,240:     7,153      7,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    -2,106:        60        561       -377       -998     -2,858     -1,315     -2,674:      -790        568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        7.6        7.8       67.1       72.7       88.4       88.1:      11.6       11.9
Old  :     100.0:      13.5        7.6        7.8       67.1       72.7       88.4       88.1:      11.6       11.9
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  :        86:        21         12         10         36         31         63         47:
Old  :        86:        21         12         10         36         31         63         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  :                 26.5       40.7       40.1       56.5       22.2       33.1       34.1       45.1
Old  :                 26.5       40.7       40.1       56.5       22.2       33.1       34.1       45.1
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 29, 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  :    17,715:     3,029      1,236        425     12,642     13,387     16,097     15,048:     1,618      2,667
Old  :    17,715:     3,029      1,236        425     12,642     13,387     16,097     15,048:     1,618      2,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :        28:        11         18         -0          0         -5         11         13:        17         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        7.0        2.4       71.4       75.6       90.9       84.9:       9.1       15.1
Old  :     100.0:      17.1        7.0        2.4       71.4       75.6       90.9       84.9:       9.1       15.1
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  :        20:         4          2          3          8          8         12         13:
Old  :        20:         4          2          3          8          8         12         13:
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  :                 60.8       66.8       82.5       81.9       58.9       66.8       78.7       81.0
Old  :                 60.8       66.8       82.5       81.9       58.9       66.8       78.7       81.0
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 29, 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  :    87,642:    17,787     14,121      1,516     57,271     62,747     76,573     78,384:    11,068      9,257
Old  :    87,642:    17,787     14,121      1,516     57,271     62,747     76,573     78,384:    11,068      9,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :    -4,266:       283      1,272       -939     -1,995     -5,706     -2,652     -5,373:    -1,614      1,106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       16.1        1.7       65.3       71.6       87.4       89.4:      12.6       10.6
Old  :     100.0:      20.3       16.1        1.7       65.3       71.6       87.4       89.4:      12.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        20         12          8         33         27         59         41:
Old  :        84:        20         12          8         33         27         59         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       42.5       39.2       57.4       24.6       42.1       39.2       53.9
Old  :                 24.6       42.5       39.2       57.4       24.6       42.1       39.2       53.9
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 29, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    15,942:     6,349     15,317        616      8,781          0     15,746     15,933:       196          9
Old  :    15,942:     6,349     15,317        616      8,781          0     15,746     15,933:       196          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       -98:      -182       -199        100        -16          0        -98        -99:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       96.1        3.9       55.1        0.0       98.8       99.9:       1.2        0.1
Old  :     100.0:      39.8       96.1        3.9       55.1        0.0       98.8       99.9:       1.2        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:        11         12          2          3          0         16         12:
Old  :        26:        11         12          2          3          0         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.9       83.7       93.1       96.3       73.9       79.9       90.9       92.5
Old  :                 73.9       83.7       93.1       96.3       73.9       79.9       90.9       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 29, 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  :    11,637:     2,767      1,105        287      8,311     10,109     11,365     11,501:       272        136
Old  :    11,637:     2,767      1,105        287      8,311     10,109     11,365     11,501:       272        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       855:       619        396        287        -56        174        850        857:         5         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        9.5        2.5       71.4       86.9       97.7       98.8:       2.3        1.2
Old  :     100.0:      23.8        9.5        2.5       71.4       86.9       97.7       98.8:       2.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          5          1          5         11         13         17:
Old  :        28:         8          5          1          5         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  :                 83.0       74.3       95.7       90.8       80.6       74.3       93.2       90.1
Old  :                 83.0       74.3       95.7       90.8       80.6       74.3       93.2       90.1
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 29, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,572:       752      1,568        595     13,830     13,209     15,177     15,372:       395        200
Old  :    15,572:       752      1,568        595     13,830     13,209     15,177     15,372:       395        200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2011                    :
     :       544:        31         26        595       -164       -132        462        489:        82         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       10.1        3.8       88.8       84.8       97.5       98.7:       2.5        1.3
Old  :     100.0:       4.8       10.1        3.8       88.8       84.8       97.5       98.7:       2.5        1.3
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  :        30:         6          6          1          5         13         12         19:
Old  :        30:         6          6          1          5         13         12         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  :                 91.9       68.6       96.5       87.6       90.8       64.8       93.0       83.7
Old  :                 91.9       68.6       96.5       87.6       90.8       64.8       93.0       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 2, 2011