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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   508,587:    71,709    110,096    127,660    270,355    209,515    469,724    447,272:    38,863     61,316
Old  :   417,313:    68,833    105,035     89,586    226,944    177,303    385,363    371,924:    31,950     45,388
Other:    91,275:    24,535     26,720     16,415     43,411     32,212     84,361     75,347:     6,913     15,927
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    17,798:      -656     12,282      8,243      7,786     -5,045     15,373     15,480:     2,425      2,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       21.6       25.1       53.2       41.2       92.4       87.9:       7.6       12.1
Old  :     100.0:      16.5       25.2       21.5       54.4       42.5       92.3       89.1:       7.7       10.9
Other:     100.0:      26.9       29.3       18.0       47.6       35.3       92.4       82.6:       7.6       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       114        156        173        101        118        321        356:
Old  :       401:       121        151        151         94        112        299        335:
Other:       215:        47         63         47         42         92        118        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       11.6       33.8       17.4       19.3       10.0       31.2       14.6
Old  :                 22.4       13.7       35.2       19.5       21.3       12.4       33.1       17.8
Other:                 30.5       17.3       45.0       27.7       25.1        9.8       35.9       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  : 1,892,130:   366,240     79,615    602,791    738,476    929,113  1,707,507  1,611,519:   184,624    280,611
Old  : 1,718,606:   346,520     91,627    551,059    651,777    823,304  1,549,357  1,465,990:   169,249    252,616
Other:   173,524:    53,554     21,823     17,897     86,698    105,809    158,149    145,529:    15,375     27,995
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -13,132:   -50,178    -11,201      7,577     32,916     -5,000     -9,685     -8,624:    -3,447     -4,508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        4.2       31.9       39.0       49.1       90.2       85.2:       9.8       14.8
Old  :     100.0:      20.2        5.3       32.1       37.9       47.9       90.2       85.3:       9.8       14.7
Other:     100.0:      30.9       12.6       10.3       50.0       61.0       91.1       83.9:       8.9       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       882:       273        166        292        265        395        658        747:
Old  :       879:       269        172        279        263        395        647        740:
Other:       448:        74         66         50         70        277        167        373:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       10.5       20.3       15.6        9.5        6.5       13.8        9.5
Old  :                 11.5        9.9       19.9       15.1        9.8        6.8       14.6        9.6
Other:                 32.2       25.2       45.2       34.2       19.9       16.1       32.0       23.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    15,668:     2,521      1,364      1,695      8,511     11,132     12,727     14,192:     2,941      1,476
Old  :    15,526:     2,530      1,364      1,638      8,421     11,052     12,589     14,054:     2,937      1,472
Other:       142:         0         10         47         90         81        138        138:         4          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :        -6:      -187        173        109         49       -395        -29       -113:        23        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        8.7       10.8       54.3       71.1       81.2       90.6:      18.8        9.4
Old  :     100.0:      16.3        8.8       10.5       54.2       71.2       81.1       90.5:      18.9        9.5
Other:     100.0:       0.1        7.0       33.4       63.7       56.8       97.2       97.2:       2.8        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          9          6         15         12         32         25:
Old  :        42:        15          9          6         14         12         31         25:
Other:         7:         1          1          2          4          2          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       71.3       57.8       79.0       37.4       63.2       50.7       69.2
Old  :                 40.2       71.3       57.6       79.1       37.6       63.9       51.0       69.9
Other:                 92.6       97.2       97.2       97.2       31.6       31.6       31.6       31.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   812,514:   155,482     38,744    246,523    347,473    445,515    749,477    730,782:    63,036     81,732
Old  :   762,986:   149,975     43,517    229,021    324,215    415,132    703,211    687,671:    59,775     75,315
Other:    49,528:    17,809      7,530      5,199     23,258     30,383     46,266     43,111:     3,262      6,417
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -24,040:   -48,540     -4,386       -967     32,290    -22,077    -17,217    -27,430:    -6,822      3,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        4.8       30.3       42.8       54.8       92.2       89.9:       7.8       10.1
Old  :     100.0:      19.7        5.7       30.0       42.5       54.4       92.2       90.1:       7.8        9.9
Other:     100.0:      36.0       15.2       10.5       47.0       61.3       93.4       87.0:       6.6       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       210        145        247        129        206        460        495:
Old  :       589:       206        151        239        129        206        454        491:
Other:       249:        44         57         27         38        131         98        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       18.2       21.5       26.5       10.5       10.7       15.1       15.5
Old  :                 13.4       18.3       22.5       26.9       11.0       11.8       16.5       16.2
Other:                 35.9       37.3       48.4       48.5       33.7       36.3       45.5       44.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,106:    17,812      2,445         13          8      4,057     17,833      6,515:     3,273     14,591
Old  :    18,363:    15,468      2,404         13          8      3,311     15,489      5,728:     2,874     12,635
Other:     2,743:     2,344         41          0          0        746      2,344        787:       399      1,956
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    -1,607:    -1,441        394        -33          0       -262     -1,474         99:      -133     -1,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.4       11.6        0.1        0.0       19.2       84.5       30.9:      15.5       69.1
Old  :     100.0:      84.2       13.1        0.1        0.0       18.0       84.3       31.2:      15.7       68.8
Other:     100.0:      85.5        1.5        0.0        0.0       27.2       85.5       28.7:      14.5       71.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        18          9          4          1         10         19         23:
Old  :        37:        18          9          4          1         10         19         23:
Other:        21:         8          3          0          0         10          8         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       15.7       70.3       21.5       52.3       15.7       70.3       21.5
Old  :                 49.3       14.9       68.5       20.9       49.3       14.9       68.5       20.9
Other:                 76.9       23.3       85.5       26.5       76.9       23.3       85.5       26.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   334,341:    70,240     40,542     60,290    173,348    207,365    303,878    308,196:    30,463     26,145
Old  :   326,427:    70,007     41,393     59,103    167,866    200,236    296,976    300,731:    29,451     25,696
Other:     7,914:     1,084          0        336      5,482      7,129      6,902      7,465:     1,012        449
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    -4,644:    -5,999      6,915     -2,543      7,319    -11,505     -1,223     -7,132:    -3,421      2,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       12.1       18.0       51.8       62.0       90.9       92.2:       9.1        7.8
Old  :     100.0:      21.4       12.7       18.1       51.4       61.3       91.0       92.1:       9.0        7.9
Other:     100.0:      13.7        0.0        4.2       69.3       90.1       87.2       94.3:      12.8        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        89         63         81         72         74        204        190:
Old  :       256:        88         69         80         72         74        203        190:
Other:        39:        15          0          4         13         15         28         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       21.7       24.5       36.0       11.0       17.5       17.3       25.5
Old  :                 14.5       22.1       24.1       35.5       11.4       18.2       17.9       25.9
Other:                 62.4       66.2       72.6       87.4       28.6       38.0       37.7       53.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   831,895:    66,805     94,427    106,933    501,597    495,132    675,334    696,492:   156,561    135,403
Old  :   831,895:    66,805     94,427    106,933    501,597    495,132    675,334    696,492:   156,561    135,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    24,837:     9,625        199      8,931     13,678     23,424     32,234     32,554:    -7,397     -7,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.4       12.9       60.3       59.5       81.2       83.7:      18.8       16.3
Old  :     100.0:       8.0       11.4       12.9       60.3       59.5       81.2       83.7:      18.8       16.3
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  :       170:        27         39         44         78         82        133        137:
Old  :       170:        27         39         44         78         82        133        137:
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  :                 19.3       15.8       27.3       25.5       16.6       13.9       22.1       22.1
Old  :                 19.3       15.8       27.3       25.5       16.6       13.9       22.1       22.1
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, September 20, 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  :   382,748:    52,670     45,477      3,154    259,567    290,162    315,392    338,793:    67,357     43,956
Old  :   382,748:    52,670     45,477      3,154    259,567    290,162    315,392    338,793:    67,357     43,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -18,368:    -1,910      1,134     -4,726    -11,374    -13,534    -18,010    -17,126:      -359     -1,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       11.9        0.8       67.8       75.8       82.4       88.5:      17.6       11.5
Old  :     100.0:      13.8       11.9        0.8       67.8       75.8       82.4       88.5:      17.6       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:         6          8          3         43         41         51         50:
Old  :        76:         6          8          3         43         41         51         50:
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  :                 27.2       48.7       44.1       61.2       24.0       48.6       40.2       60.3
Old  :                 27.2       48.7       44.1       61.2       24.0       48.6       40.2       60.3
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, September 20, 2011              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,868:       810        935        865      7,607      7,663      9,282      9,463:       586        405
Old  :     9,868:       810        935        865      7,607      7,663      9,282      9,463:       586        405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :      -601:      -257         27         70       -507       -772       -694       -675:        93         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.5        8.8       77.1       77.7       94.1       95.9:       5.9        4.1
Old  :     100.0:       8.2        9.5        8.8       77.1       77.7       94.1       95.9:       5.9        4.1
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  :        34:         5          4          4         22         24         30         29:
Old  :        34:         5          4          4         22         24         30         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  :                 52.3       47.5       72.6       68.2       27.5       23.8       35.9       34.4
Old  :                 52.3       47.5       72.6       68.2       27.5       23.8       35.9       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   199,938:    51,900     26,363     30,205     82,988    118,645    165,092    175,212:    34,846     24,726
Old  :   194,967:    51,103     26,429     28,870     80,916    115,674    160,888    170,973:    34,079     23,994
Other:     4,971:     1,107        243      1,025      2,072      2,971      4,204      4,239:       767        732
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -15,439:   -17,506      5,685     -3,056      9,523    -21,872    -11,040    -19,243:    -4,400      3,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.2       15.1       41.5       59.3       82.6       87.6:      17.4       12.4
Old  :     100.0:      26.2       13.6       14.8       41.5       59.3       82.5       87.7:      17.5       12.3
Other:     100.0:      22.3        4.9       20.6       41.7       59.8       84.6       85.3:      15.4       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        63         35         44         70         66        158        128:
Old  :       190:        65         35         44         70         66        158        128:
Other:        35:         6          5          6         17          9         26         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       27.7       24.2       38.4        9.6       19.1       15.4       26.7
Old  :                 15.1       27.8       23.9       37.9        9.7       19.6       15.6       27.0
Other:                 45.1       52.3       65.7       72.7       36.3       44.2       47.6       53.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    18,711:     5,298      3,418      1,069      7,674     13,096     14,041     17,583:     4,670      1,128
Old  :    18,709:     5,298      3,418      1,069      7,674     13,094     14,041     17,581:     4,668      1,128
Other:         2:         0          0          0          0          2          0          2:         2          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :      -551:      -611         12       -109        356       -479       -365       -576:      -186         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       18.3        5.7       41.0       70.0       75.0       94.0:      25.0        6.0
Old  :     100.0:      28.3       18.3        5.7       41.0       70.0       75.0       94.0:      25.0        6.0
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        35         21         12         29         20         71         46:
Old  :        90:        35         21         12         29         20         71         46:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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       54.6       35.4       66.2       22.6       52.0       35.4       63.5
Old  :                 22.6       54.6       35.4       66.2       22.6       52.1       35.4       63.5
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   830,153:   240,075    166,086     46,505    437,606    497,812    724,186    710,403:   105,967    119,750
Old  :   830,153:   240,075    166,086     46,505    437,606    497,812    724,186    710,403:   105,967    119,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    32,674:    68,717     -1,120     -2,177    -30,335     35,917     36,204     32,620:    -3,530         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       20.0        5.6       52.7       60.0       87.2       85.6:      12.8       14.4
Old  :     100.0:      28.9       20.0        5.6       52.7       60.0       87.2       85.6:      12.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        41         50         24         83        127        141        185:
Old  :       237:        41         50         24         83        127        141        185:
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  :                 27.2       16.6       39.6       24.8       26.7       11.0       35.5       18.2
Old  :                 27.2       16.6       39.6       24.8       26.7       11.0       35.5       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  : 1,907,366:   144,222    245,036    201,850  1,253,539  1,127,539  1,599,611  1,574,425:   307,754    332,940
Old  : 1,907,366:   144,222    245,036    201,850  1,253,539  1,127,539  1,599,611  1,574,425:   307,754    332,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -52,183:    -6,633     15,937     22,197    -46,701    -89,212    -31,137    -51,078:   -21,047     -1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       12.8       10.6       65.7       59.1       83.9       82.5:      16.1       17.5
Old  :     100.0:       7.6       12.8       10.6       65.7       59.1       83.9       82.5:      16.1       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        41         41         53        124        137        185        211:
Old  :       233:        41         41         53        124        137        185        211:
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  :                 28.6       14.5       35.5       22.0       27.0       11.0       32.6       17.6
Old  :                 28.6       14.5       35.5       22.0       27.0       11.0       32.6       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  : 1,457,186:   396,821    105,052     90,474    755,859  1,003,712  1,243,154  1,199,238:   214,032    257,949
Old  : 1,457,186:   396,821    105,052     90,474    755,859  1,003,712  1,243,154  1,199,238:   214,032    257,949
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     5,245:    12,602    -10,374     13,273    -19,275      5,721      6,600      8,620:    -1,355     -3,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        7.2        6.2       51.9       68.9       85.3       82.3:      14.7       17.7
Old  :     100.0:      27.2        7.2        6.2       51.9       68.9       85.3       82.3:      14.7       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  :       187:        39         23         35         83        113        133        160:
Old  :       187:        39         23         35         83        113        133        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  :                 27.6       18.6       40.3       26.6       27.3       15.7       39.7       22.7
Old  :                 27.6       18.6       40.3       26.6       27.3       15.7       39.7       22.7
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, September 20, 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  :   952,287:    61,729     63,875    318,487    532,519    525,946    912,734    908,308:    39,552     43,979
Old  :   952,287:    61,729     63,875    318,487    532,519    525,946    912,734    908,308:    39,552     43,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     2,291:   -16,701        728      9,228     11,493     -5,462      4,020      4,495:    -1,729     -2,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        6.7       33.4       55.9       55.2       95.8       95.4:       4.2        4.6
Old  :     100.0:       6.5        6.7       33.4       55.9       55.2       95.8       95.4:       4.2        4.6
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  :       146:        26         34         44         71         75        123        130:
Old  :       146:        26         34         44         71         75        123        130:
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  :                 33.6       26.0       49.8       43.0       24.0       17.7       28.6       25.1
Old  :                 33.6       26.0       49.8       43.0       24.0       17.7       28.6       25.1
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, September 20, 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  :    34,318:     7,554      2,912        414     22,605     25,912     30,573     29,237:     3,746      5,081
Old  :    34,318:     7,554      2,912        414     22,605     25,912     30,573     29,237:     3,746      5,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -30,332:      -749        -84     -5,126    -19,133    -21,439    -25,009    -26,650:    -5,324     -3,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        8.5        1.2       65.9       75.5       89.1       85.2:      10.9       14.8
Old  :     100.0:      22.0        8.5        1.2       65.9       75.5       89.1       85.2:      10.9       14.8
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  :        70:         8          9          5         33         30         44         41:
Old  :        70:         8          9          5         33         30         44         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  :                 34.6       37.0       49.3       53.5       34.6       37.0       49.2       53.0
Old  :                 34.6       37.0       49.3       53.5       34.6       37.0       49.2       53.0
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, September 20, 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  :    68,636:    15,108      5,823        828     45,209     51,824     61,145     58,475:     7,491     10,162
Old  :    68,636:    15,108      5,823        828     45,209     51,824     61,145     58,475:     7,491     10,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :   -28,858:    -3,619     -1,660     -1,923    -18,628    -21,796    -24,169    -25,379:    -4,689     -3,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        8.5        1.2       65.9       75.5       89.1       85.2:      10.9       14.8
Old  :     100.0:      22.0        8.5        1.2       65.9       75.5       89.1       85.2:      10.9       14.8
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  :        70:         8          9          5         33         30         44         41:
Old  :        70:         8          9          5         33         30         44         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  :                 34.6       37.0       49.3       53.5       34.6       37.0       49.2       53.0
Old  :                 34.6       37.0       49.3       53.5       34.6       37.0       49.2       53.0
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, September 20, 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  :    14,381:     5,142      6,214      4,337      4,498      3,813     13,977     14,364:       404         17
Old  :    14,381:     5,142      6,214      4,337      4,498      3,813     13,977     14,364:       404         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :     2,507:       -88       -111      2,601         -3          0      2,510      2,490:        -3         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       43.2       30.2       31.3       26.5       97.2       99.9:       2.8        0.1
Old  :     100.0:      35.8       43.2       30.2       31.3       26.5       97.2       99.9:       2.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10         10          5          3          1         17         12:
Old  :        24:        10         10          5          3          1         17         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  :                 62.4       76.2       86.6       92.5       56.4       55.3       64.3       66.5
Old  :                 62.4       76.2       86.6       92.5       56.4       55.3       64.3       66.5
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, September 20, 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  :    10,807:     2,437        582          4      8,046     10,140     10,487     10,726:       320         81
Old  :    10,807:     2,437        582          4      8,046     10,140     10,487     10,726:       320         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :        88:      -572        -40          4        608        108         40         72:        48         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        5.4        0.0       74.5       93.8       97.0       99.3:       3.0        0.7
Old  :     100.0:      22.6        5.4        0.0       74.5       93.8       97.0       99.3:       3.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9          4          1          6         13         15         18:
Old  :        31:         9          4          1          6         13         15         18:
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  :                 79.0       79.8       93.6       92.7       78.9       79.8       93.5       92.6
Old  :                 79.0       79.8       93.6       92.7       78.9       79.8       93.5       92.6
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, September 20, 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  :    15,557:     1,480        435          0     13,749     15,074     15,229     15,509:       328         48
Old  :    15,557:     1,480        435          0     13,749     15,074     15,229     15,509:       328         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2011                   :
     :    -5,546:      -226       -260          0     -5,405     -5,266     -5,631     -5,526:        85        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.8        0.0       88.4       96.9       97.9       99.7:       2.1        0.3
Old  :     100.0:       9.5        2.8        0.0       88.4       96.9       97.9       99.7:       2.1        0.3
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  :        26:         6          2          0          6         13         12         15:
Old  :        26:         6          2          0          6         13         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.1       80.0       97.2       93.0       94.1       80.0       97.2       93.0
Old  :                 94.1       80.0       97.2       93.0       94.1       80.0       97.2       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 23, 2011