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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   536,561:    82,243    106,024    134,374    274,392    230,958    491,009    471,356:    45,553     65,205
Old  :   472,188:    78,318    102,474    112,116    241,148    206,904    431,582    421,495:    40,605     50,693
Other:    64,373:    15,796     15,421     10,387     33,243     24,053     59,426     49,861:     4,947     14,512
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    13,739:       635      7,043     10,049      4,541     -3,345     15,224     13,747:    -1,485         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       19.8       25.0       51.1       43.0       91.5       87.8:       8.5       12.2
Old  :     100.0:      16.6       21.7       23.7       51.1       43.8       91.4       89.3:       8.6       10.7
Other:     100.0:      24.5       24.0       16.1       51.6       37.4       92.3       77.5:       7.7       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       132        151        172         91        122        321        364:
Old  :       424:       138        151        160         87        118        309        353:
Other:       185:        37         54         30         35         82         93        149:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       16.2       32.9       21.8       19.0       14.7       30.4       19.1
Old  :                 21.6       18.1       33.5       24.2       21.0       17.2       31.8       22.5
Other:                 41.5       18.3       56.6       28.4       34.1       10.8       46.6       18.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  : 1,719,396:   325,765     93,911    468,943    733,143    889,453  1,527,852  1,452,307:   191,544    267,089
Old  :   552,933:   109,216     52,282    127,284    256,401    313,030    492,902    492,597:    60,031     60,336
Other: 1,166,463:   264,523     89,603    293,684    476,742    576,423  1,034,950    959,710:   131,513    206,752
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -60,511:   -26,163     10,005    -13,438      2,780    -48,283    -36,822    -51,716:   -23,690     -8,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        5.5       27.3       42.6       51.7       88.9       84.5:      11.1       15.5
Old  :     100.0:      19.8        9.5       23.0       46.4       56.6       89.1       89.1:      10.9       10.9
Other:     100.0:      22.7        7.7       25.2       40.9       49.4       88.7       82.3:      11.3       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       821:       230        157        274        287        386        639        707:
Old  :       668:       168        117        142        186        312        401        524:
Other:       784:       198        166        225        252        369        565        652:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       12.3       21.3       17.9       11.0        7.2       15.6       10.3
Old  :                 21.1       23.9       30.0       30.2       21.0       21.9       28.3       26.3
Other:                 13.3        9.5       21.6       14.8        8.8        6.1       15.6        8.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,844:     3,067        769      1,474      6,933     10,084     11,474     12,327:     2,370      1,517
Old  :    13,815:     3,066        769      1,474      6,905     10,056     11,445     12,299:     2,370      1,516
Other:        29:         1          0          0         28         28         29         28:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       699:       168        170        197        534         82        899        450:      -201        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        5.6       10.6       50.1       72.8       82.9       89.0:      17.1       11.0
Old  :     100.0:      22.2        5.6       10.7       50.0       72.8       82.8       89.0:      17.2       11.0
Other:     100.0:       3.4        0.0        0.0       96.6       96.6      100.0       96.6:       0.0        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          5          6         15         12         33         22:
Old  :        41:        17          5          6         15         12         33         22:
Other:         3:         1          0          0          1          1          2          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  :                 30.1       55.7       50.4       74.9       26.8       48.2       42.5       63.2
Old  :                 30.0       55.9       50.3       74.9       26.6       48.3       42.4       63.1
Other:                100.0       96.6      100.0       96.6      100.0       96.6      100.0       96.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   701,227:   117,064     63,590    193,873    338,135    356,901    649,073    614,364:    52,154     86,862
Old  :   101,311:    19,645      4,120     25,327     46,940     59,843     91,913     89,290:     9,398     12,021
Other:   599,915:   112,495     74,547    153,470    291,194    297,058    557,160    525,074:    42,756     74,841
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -11,498:     1,752      1,575     -8,011     -3,850     -2,657    -10,108     -9,092:    -1,389     -2,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        9.1       27.6       48.2       50.9       92.6       87.6:       7.4       12.4
Old  :     100.0:      19.4        4.1       25.0       46.3       59.1       90.7       88.1:       9.3       11.9
Other:     100.0:      18.8       12.4       25.6       48.5       49.5       92.9       87.5:       7.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       526:       162        137        197        128        202        381        460:
Old  :       310:        76         66         68         67        130        179        230:
Other:       518:       151        147        174        114        199        347        447:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       15.2       24.0       23.6       12.7        9.1       18.5       13.3
Old  :                 31.7       24.2       41.6       35.2       25.5       21.6       32.9       29.5
Other:                 15.5       15.4       25.4       24.0       14.6       11.4       21.1       16.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    21,681:    18,855      1,623        171          6      4,958     19,032      6,752:     2,649     14,929
Old  :       679:       518         46         18          6        170        542        234:       137        445
Other:    21,002:    18,380      1,620        110          0      4,788     18,490      6,518:     2,512     14,484
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -198:      -485        348         25          0       -302       -460         71:       262       -269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0        7.5        0.8        0.0       22.9       87.8       31.1:      12.2       68.9
Old  :     100.0:      76.3        6.8        2.7        0.9       25.0       79.8       34.5:      20.2       65.5
Other:     100.0:      87.5        7.7        0.5        0.0       22.8       88.0       31.0:      12.0       69.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15          5          7          2         13         17         25:
Old  :        20:         8          2          2          2          8         11         11:
Other:        33:        15          5          7          0         13         15         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.2       13.9       76.5       20.8       59.1       13.9       76.1       20.8
Old  :                 69.7       30.3       78.6       33.3       69.2       28.1       76.4       31.1
Other:                 59.8       13.7       76.5       20.7       59.7       13.7       76.4       20.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   328,507:    63,521     52,098     60,414    174,498    187,305    298,434    299,817:    30,074     28,690
Old  :   103,916:    11,765     14,751     19,101     61,258     57,811     92,124     91,663:    11,792     12,252
Other:   224,592:    61,026     46,616     32,044    113,240    129,494    206,310    208,154:    18,282     16,438
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -3,942:    -5,119      6,781      2,135     -1,936     -9,977     -4,920     -1,061:       979     -2,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       15.9       18.4       53.1       57.0       90.8       91.3:       9.2        8.7
Old  :     100.0:      11.3       14.2       18.4       58.9       55.6       88.7       88.2:      11.3       11.8
Other:     100.0:      27.2       20.8       14.3       50.4       57.7       91.9       92.7:       8.1        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        64         81         90         66         71        194        202:
Old  :       168:        51         42         51         52         60        127        132:
Other:       224:        64         83         59         54         61        158        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       26.5       23.7       36.4       11.4       18.6       18.7       25.8
Old  :                 23.2       21.5       35.3       33.6       17.3       17.0       24.9       23.5
Other:                 14.9       30.2       26.5       41.2       14.3       26.2       25.0       35.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :   676,182:    62,151    135,376     43,331    417,117    348,335    522,599    527,043:   153,582    149,139
Old  :   676,182:    62,151    135,376     43,331    417,117    348,335    522,599    527,043:   153,582    149,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -41,026:   -19,451        156      1,274    -16,293    -46,651    -34,470    -45,221:    -6,556      4,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       20.0        6.4       61.7       51.5       77.3       77.9:      22.7       22.1
Old  :     100.0:       9.2       20.0        6.4       61.7       51.5       77.3       77.9:      22.7       22.1
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  :       154:        26         31         34         78         75        123        121:
Old  :       154:        26         31         34         78         75        123        121:
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  :                 19.7       19.1       28.8       28.3       19.3       17.9       26.4       25.9
Old  :                 19.7       19.1       28.8       28.3       19.3       17.9       26.4       25.9
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, July 5, 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  :   386,953:    58,162     60,265      3,125    263,960    277,822    325,247    341,213:    61,707     45,741
Old  :   386,953:    58,162     60,265      3,125    263,960    277,822    325,247    341,213:    61,707     45,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    -7,152:     5,927        713       -482     -8,506     -8,275     -3,061     -8,045:    -4,091        892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.6        0.8       68.2       71.8       84.1       88.2:      15.9       11.8
Old  :     100.0:      15.0       15.6        0.8       68.2       71.8       84.1       88.2:      15.9       11.8
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  :        76:         8         11          5         39         36         50         49:
Old  :        76:         8         11          5         39         36         50         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       47.6       47.2       60.6       25.7       47.1       43.2       60.1
Old  :                 27.5       47.6       47.2       60.6       25.7       47.1       43.2       60.1
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, July 5, 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  :     8,896:       651        516        308      7,575      7,868      8,534      8,692:       362        204
Old  :     8,896:       651        516        308      7,575      7,868      8,534      8,692:       362        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -119:       141         51       -131        -31         82        -21          2:       -98       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        5.8        3.5       85.2       88.4       95.9       97.7:       4.1        2.3
Old  :     100.0:       7.3        5.8        3.5       85.2       88.4       95.9       97.7:       4.1        2.3
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  :        39:         6          4          4         22         28         30         34:
Old  :        39:         6          4          4         22         28         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       41.0       66.8       63.4       26.2       21.2       36.4       31.5
Old  :                 46.7       41.0       66.8       63.4       26.2       21.2       36.4       31.5
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, July 5, 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  :   214,849:    36,737     33,212     41,961    103,080    110,733    181,778    185,906:    33,071     28,943
Old  :    80,811:    16,470      5,816     10,261     38,979     53,778     65,711     69,855:    15,100     10,956
Other:   134,038:    27,566     34,696     24,401     64,101     56,955    116,068    116,051:    17,970     17,987
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -11,750:    -1,027      1,199     -1,815     -3,608     -7,875     -6,450     -8,492:    -5,300     -3,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       15.5       19.5       48.0       51.5       84.6       86.5:      15.4       13.5
Old  :     100.0:      20.4        7.2       12.7       48.2       66.5       81.3       86.4:      18.7       13.6
Other:     100.0:      20.6       25.9       18.2       47.8       42.5       86.6       86.6:      13.4       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        43         45         52         65         68        140        143:
Old  :       132:        31         21         36         58         57        110        100:
Other:       154:        37         41         36         57         53        112        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       27.0       26.6       35.8        9.0       17.8       15.8       24.5
Old  :                 21.4       41.4       31.2       51.2       18.6       39.7       28.1       47.0
Other:                 20.6       22.1       32.2       34.3       12.2       14.3       20.9       23.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    18,648:     4,197      2,893      2,583      7,842     11,405     14,623     16,881:     4,026      1,767
Old  :    18,648:     4,197      2,893      2,583      7,842     11,405     14,623     16,881:     4,026      1,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -141:       138        197        -16       -152       -134        -30         47:      -112       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       15.5       13.9       42.1       61.2       78.4       90.5:      21.6        9.5
Old  :     100.0:      22.5       15.5       13.9       42.1       61.2       78.4       90.5:      21.6        9.5
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  :        87:        30         21         21         27         18         71         48:
Old  :        87:        30         21         21         27         18         71         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       39.6       37.8       53.5       25.9       39.1       37.7       52.2
Old  :                 25.9       39.6       37.8       53.5       25.9       39.1       37.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  : 1,040,582:   240,484    176,756     54,635    638,590    657,983    933,709    889,374:   106,873    151,208
Old  : 1,040,582:   240,484    176,756     54,635    638,590    657,983    933,709    889,374:   106,873    151,208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -44,674:   -14,878     -6,186     -5,946    -21,628    -31,659    -42,452    -43,791:    -2,222       -882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       17.0        5.3       61.4       63.2       89.7       85.5:      10.3       14.5
Old  :     100.0:      23.1       17.0        5.3       61.4       63.2       89.7       85.5:      10.3       14.5
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  :       266:        48         61         33         94        127        165        198:
Old  :       266:        48         61         33         94        127        165        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       12.6       40.5       22.1       24.5       11.0       37.8       18.7
Old  :                 25.8       12.6       40.5       22.1       24.5       11.0       37.8       18.7
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, July 5, 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  : 2,236,819:   222,511    273,324    250,594  1,449,041  1,349,301  1,922,146  1,873,219:   314,673    363,600
Old  : 2,236,819:   222,511    273,324    250,594  1,449,041  1,349,301  1,922,146  1,873,219:   314,673    363,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -10,760:   -12,117     26,902      2,904      8,280    -19,974       -933      9,831:    -9,828    -20,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       12.2       11.2       64.8       60.3       85.9       83.7:      14.1       16.3
Old  :     100.0:       9.9       12.2       11.2       64.8       60.3       85.9       83.7:      14.1       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  :       290:        55         52         65        146        169        231        256:
Old  :       290:        55         52         65        146        169        231        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       15.4       29.2       22.5       19.9       11.2       26.1       17.0
Old  :                 21.3       15.4       29.2       22.5       19.9       11.2       26.1       17.0
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, July 5, 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  : 1,601,414:   383,768    143,973     97,711    891,409  1,055,576  1,372,888  1,297,260:   228,525    304,154
Old  : 1,601,414:   383,768    143,973     97,711    891,409  1,055,576  1,372,888  1,297,260:   228,525    304,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :  -103,569:   -65,112     -1,938     -2,694    -20,464   -102,073    -88,270   -106,706:   -15,299      3,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        9.0        6.1       55.7       65.9       85.7       81.0:      14.3       19.0
Old  :     100.0:      24.0        9.0        6.1       55.7       65.9       85.7       81.0:      14.3       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  :       206:        38         36         35         84        114        139        168:
Old  :       206:        38         36         35         84        114        139        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       20.7       44.0       30.0       35.4       19.0       43.0       25.9
Old  :                 35.7       20.7       44.0       30.0       35.4       19.0       43.0       25.9
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, July 5, 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  :   968,139:    65,752     64,905    311,012    555,556    539,265    932,320    915,182:    35,819     52,957
Old  :   968,139:    65,752     64,905    311,012    555,556    539,265    932,320    915,182:    35,819     52,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :   -95,729:   -15,829     -4,439    -49,830    -23,677    -33,551    -89,337    -87,820:    -6,392     -7,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        6.7       32.1       57.4       55.7       96.3       94.5:       3.7        5.5
Old  :     100.0:       6.8        6.7       32.1       57.4       55.7       96.3       94.5:       3.7        5.5
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  :       146:        30         32         43         68         78        119        136:
Old  :       146:        30         32         43         68         78        119        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       24.0       49.9       37.2       21.3       10.0       23.9       14.2
Old  :                 35.3       24.0       49.9       37.2       21.3       10.0       23.9       14.2
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, July 5, 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  :    51,303:    18,083      4,825        741     26,066     41,660     44,890     47,226:     6,413      4,078
Old  :    51,303:    18,083      4,825        741     26,066     41,660     44,890     47,226:     6,413      4,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    10,334:     7,277      2,326         97      2,600      7,984      9,974     10,406:       360        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        9.4        1.4       50.8       81.2       87.5       92.1:      12.5        7.9
Old  :     100.0:      35.2        9.4        1.4       50.8       81.2       87.5       92.1:      12.5        7.9
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  :        91:        23         13          6         36         28         63         43:
Old  :        91:        23         13          6         36         28         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       44.0       46.0       60.8       31.1       43.8       46.0       60.6
Old  :                 31.1       44.0       46.0       60.8       31.1       43.8       46.0       60.6
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, July 5, 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  :   102,607:    36,165      9,650      1,482     52,132     83,319     89,780     94,452:    12,827      8,155
Old  :   102,607:    36,165      9,650      1,482     52,132     83,319     89,780     94,452:    12,827      8,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :    20,668:    14,554      4,652        193      5,199     15,967     19,947     20,813:       721       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        9.4        1.4       50.8       81.2       87.5       92.1:      12.5        7.9
Old  :     100.0:      35.2        9.4        1.4       50.8       81.2       87.5       92.1:      12.5        7.9
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  :        91:        23         13          6         36         28         63         43:
Old  :        91:        23         13          6         36         28         63         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       44.0       46.0       60.8       31.1       43.8       46.0       60.6
Old  :                 31.1       44.0       46.0       60.8       31.1       43.8       46.0       60.6
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, July 5, 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  :     6,219:     2,998      1,783        486      1,814      3,813      5,298      6,082:       921        137
Old  :     6,219:     2,998      1,783        486      1,814      3,813      5,298      6,082:       921        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :        58:        60         30          0         -4          0         56         30:         2         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2       28.7        7.8       29.2       61.3       85.2       97.8:      14.8        2.2
Old  :     100.0:      48.2       28.7        7.8       29.2       61.3       85.2       97.8:      14.8        2.2
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  :        20:        10          6          1          3          1         14          7:
Old  :        20:        10          6          1          3          1         14          7:
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  :                 56.5       87.6       77.0       97.8       56.5       79.8       71.6       90.0
Old  :                 56.5       87.6       77.0       97.8       56.5       79.8       71.6       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,911:     1,402        733         16     12,211     13,112     13,629     13,861:       282         50
Old  :    13,911:     1,402        733         16     12,211     13,112     13,629     13,861:       282         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :       507:    -1,916        -26          4      2,496        533        584        511:       -77         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.3        0.1       87.8       94.3       98.0       99.6:       2.0        0.4
Old  :     100.0:      10.1        5.3        0.1       87.8       94.3       98.0       99.6:       2.0        0.4
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  :        29:         5          6          1          8         12         13         19:
Old  :        29:         5          6          1          8         12         13         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  :                 81.1       83.5       94.8       94.0       81.1       83.5       94.6       93.9
Old  :                 81.1       83.5       94.8       94.0       81.1       83.5       94.6       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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  :    25,408:     4,542      1,488          0     20,608     23,850     25,150     25,338:       258         70
Old  :    25,408:     4,542      1,488          0     20,608     23,850     25,150     25,338:       258         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 28, 2011                        :
     :      -158:      -646        655          0        546       -803       -100       -148:       -58        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        5.9        0.0       81.1       93.9       99.0       99.7:       1.0        0.3
Old  :     100.0:      17.9        5.9        0.0       81.1       93.9       99.0       99.7:       1.0        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  :        32:         5          7          0          8         13         13         20:
Old  :        32:         5          7          0          8         13         13         20:
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  :                 89.0       71.2       97.9       89.1       89.0       71.2       97.9       89.1
Old  :                 89.0       71.2       97.9       89.1       89.0       71.2       97.9       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 8, 2011