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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   541,878:    70,567    121,025    145,662    286,137    215,862    502,366    482,549:    39,512     59,329
Old  :   433,912:    61,607    110,116    105,008    235,974    176,570    402,589    391,693:    31,323     42,219
Other:   107,966:    29,543     31,492     20,072     50,163     39,292     99,777     90,856:     8,189     17,110
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    17,360:     2,758      7,997      8,442        998       -948     12,198     15,491:     5,162      1,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       22.3       26.9       52.8       39.8       92.7       89.1:       7.3       10.9
Old  :     100.0:      14.2       25.4       24.2       54.4       40.7       92.8       90.3:       7.2        9.7
Other:     100.0:      27.4       29.2       18.6       46.5       36.4       92.4       84.2:       7.6       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       434:       117        169        184        111        125        344        374:
Old  :       424:       123        162        166        102        121        320        358:
Other:       237:        55         70         60         47         94        139        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       11.1       31.5       16.6       17.8        9.0       28.7       13.4
Old  :                 21.3       13.5       33.6       19.6       19.7       11.8       31.3       17.5
Other:                 26.6       16.1       39.3       25.1       21.5        9.8       32.9       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  : 1,921,134:   295,711    111,180    638,172    796,974    893,741  1,730,857  1,643,092:   190,277    278,042
Old  : 1,726,204:   282,021    114,467    576,434    695,156    791,492  1,553,611  1,482,394:   172,593    243,810
Other:   194,930:    52,701     35,722     22,728    101,818    102,248    177,246    160,698:    17,684     34,232
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -4,014:      -755     -4,592     -8,220     -7,488      2,460    -16,464    -10,352:    12,450      6,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        5.8       33.2       41.5       46.5       90.1       85.5:       9.9       14.5
Old  :     100.0:      16.3        6.6       33.4       40.3       45.9       90.0       85.9:      10.0       14.1
Other:     100.0:      27.0       18.3       11.7       52.2       52.5       90.9       82.4:       9.1       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       221        183        301        290        360        655        711:
Old  :       811:       217        191        287        288        356        641        702:
Other:       455:        77         80         57         82        259        186        372:
     :----------------------------------------------------------------------------------------------------
     :             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        9.8       20.0       14.8        9.5        6.4       14.2        9.4
Old  :                 11.8        9.7       19.6       14.7        9.4        6.7       14.3        9.9
Other:                 30.1       18.2       40.0       27.7       23.8       15.3       32.9       22.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :    17,825:     2,648      2,050      1,541     10,754     12,336     14,942     15,927:     2,883      1,898
Old  :    17,593:     2,674      2,050      1,471     10,578     12,203     14,723     15,724:     2,870      1,869
Other:       232:         0         26         43        176        133        219        202:        13         29
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       285:       139        -43        -43        144        403        240        317:        45        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       11.5        8.6       60.3       69.2       83.8       89.3:      16.2       10.7
Old  :     100.0:      15.2       11.7        8.4       60.1       69.4       83.7       89.4:      16.3       10.6
Other:     100.0:       0.0       11.3       18.6       75.8       57.4       94.4       87.3:       5.6       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15         10          6         17         10         33         25:
Old  :        43:        15         10          6         16         10         32         25:
Other:        11:         1          2          2          5          4          7          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       66.2       55.2       78.7       35.8       59.6       48.3       65.1
Old  :                 37.5       66.8       54.9       79.1       36.3       60.8       49.0       66.4
Other:                 84.8       81.1       94.4       87.3       56.8       50.6       58.6       51.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   877,888:   123,625     58,552    293,432    404,512    436,492    821,569    788,476:    56,319     89,412
Old  :   809,978:   111,025     62,805    273,392    372,676    393,133    757,093    729,330:    52,884     80,648
Other:    67,910:    24,675      7,822      7,964     31,836     43,359     64,476     59,146:     3,435      8,764
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     7,418:    11,723      1,851    -16,332      8,303     23,370      3,695      8,889:     3,724     -1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        6.7       33.4       46.1       49.7       93.6       89.8:       6.4       10.2
Old  :     100.0:      13.7        7.8       33.8       46.0       48.5       93.5       90.0:       6.5       10.0
Other:     100.0:      36.3       11.5       11.7       46.9       63.8       94.9       87.1:       5.1       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       179        157        250        149        189        450        490:
Old  :       554:       166        172        241        148        187        441        485:
Other:       242:        52         53         28         43        122        107        191:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       16.6       21.6       24.7        8.9        9.3       14.0       12.5
Old  :                 14.3       16.8       23.1       24.6        9.6        9.1       15.4       12.2
Other:                 40.6       32.4       52.9       47.1       24.2       23.2       34.7       32.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   371,213:    57,290     63,637     77,644    209,804    195,485    344,738    336,767:    26,475     34,446
Old  :   355,884:    57,786     64,836     74,284    199,240    183,453    331,309    322,573:    24,574     33,310
Other:    15,329:     1,355        653      1,509     10,564     12,032     13,428     14,193:     1,901      1,136
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -1,998:    -3,453     -6,983     -1,877      1,058      4,251     -4,271     -4,609:     2,273      2,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.1       20.9       56.5       52.7       92.9       90.7:       7.1        9.3
Old  :     100.0:      16.2       18.2       20.9       56.0       51.5       93.1       90.6:       6.9        9.4
Other:     100.0:       8.8        4.3        9.8       68.9       78.5       87.6       92.6:      12.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        70         80         78         71         75        185        206:
Old  :       258:        70         88         77         71         75        184        206:
Other:        58:        17          7         13         25         19         47         34:
     :----------------------------------------------------------------------------------------------------
     :             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       20.8       27.6       32.7       10.0       14.2       16.8       20.6
Old  :                 17.5       20.8       27.6       31.5       10.6       14.3       17.5       20.1
Other:                 42.5       52.2       59.7       72.4       26.3       39.6       39.2       54.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   747,192:    68,157     81,989     76,127    451,870    446,392    596,154    604,507:   151,039    142,685
Old  :   747,192:    68,157     81,989     76,127    451,870    446,392    596,154    604,507:   151,039    142,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :   -10,726:    -2,913    -13,599     -5,472    -10,871      2,101    -19,256    -16,971:     8,530      6,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       11.0       10.2       60.5       59.7       79.8       80.9:      20.2       19.1
Old  :     100.0:       9.1       11.0       10.2       60.5       59.7       79.8       80.9:      20.2       19.1
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  :       164:        36         28         40         84         83        140        131:
Old  :       164:        36         28         40         84         83        140        131:
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  :                 18.9       18.0       29.0       28.9       17.7       17.6       26.0       25.8
Old  :                 18.9       18.0       29.0       28.9       17.7       17.6       26.0       25.8
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, October 18, 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  :   382,677:    58,296     30,851      2,626    254,363    301,440    315,285    334,916:    67,392     47,761
Old  :   382,677:    58,296     30,851      2,626    254,363    301,440    315,285    334,916:    67,392     47,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     3,713:       -17     -2,399         77      2,261      6,427      2,321      4,105:     1,392       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.1        0.7       66.5       78.8       82.4       87.5:      17.6       12.5
Old  :     100.0:      15.2        8.1        0.7       66.5       78.8       82.4       87.5:      17.6       12.5
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  :        74:         8          5          3         38         42         48         48:
Old  :        74:         8          5          3         38         42         48         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  :                 25.6       46.7       42.7       60.1       21.6       46.4       37.5       59.1
Old  :                 25.6       46.7       42.7       60.1       21.6       46.4       37.5       59.1
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, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,414:       893        789        844      8,085      8,182      9,822      9,815:       592        599
Old  :    10,414:       893        789        844      8,085      8,182      9,822      9,815:       592        599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       865:      -132        547        -34        908        301        742        814:       123         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        7.6        8.1       77.6       78.6       94.3       94.2:       5.7        5.8
Old  :     100.0:       8.6        7.6        8.1       77.6       78.6       94.3       94.2:       5.7        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          6          5         18         21         27         27:
Old  :        31:         4          6          5         18         21         27         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       46.0       67.9       71.1       22.9       23.6       34.8       32.7
Old  :                 47.3       46.0       67.9       71.1       22.9       23.6       34.8       32.7
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, October 18, 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  :   215,558:    28,860     47,151     38,585    112,455     97,062    179,900    182,798:    35,658     32,760
Old  :   202,689:    29,298     47,117     34,003    105,625     90,542    168,926    171,662:    33,764     31,028
Other:    12,868:     1,484      1,955      2,660      6,830      6,520     10,974     11,136:     1,894      1,733
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :      -202:    -2,301      1,456     -1,148      3,871     -1,781        422     -1,474:      -624      1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.9       17.9       52.2       45.0       83.5       84.8:      16.5       15.2
Old  :     100.0:      14.5       23.2       16.8       52.1       44.7       83.3       84.7:      16.7       15.3
Other:     100.0:      11.5       15.2       20.7       53.1       50.7       85.3       86.5:      14.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        42         58         46         80         66        147        153:
Old  :       200:        45         60         44         80         66        147        151:
Other:        51:         6          8          8         27         18         37         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       23.4       27.8       33.0       11.7       16.3       18.5       21.5
Old  :                 17.8       23.2       28.6       33.0       12.1       16.4       18.9       21.7
Other:                 38.4       39.2       58.4       59.6       34.8       33.2       47.6       47.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    19,867:     3,521      3,673      3,328      9,237     11,452     16,087     18,453:     3,780      1,414
Old  :    19,795:     3,525      3,672      3,323      9,189     11,387     16,037     18,382:     3,758      1,413
Other:        72:         2          6          0         48         65         50         71:        22          1
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       477:       279         85        435       -490        -26        224        494:       253        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       18.5       16.8       46.5       57.6       81.0       92.9:      19.0        7.1
Old  :     100.0:      17.8       18.6       16.8       46.4       57.5       81.0       92.9:      19.0        7.1
Other:     100.0:       2.8        8.3        0.0       66.7       90.3       69.4       98.6:      30.6        1.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        29         22         23         27         21         73         54:
Old  :        89:        30         21         23         27         21         73         54:
Other:         8:         1          1          0          1          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       42.1       37.3       54.2       25.5       38.2       35.2       48.2
Old  :                 25.6       42.1       37.4       54.2       25.6       38.3       35.3       48.4
Other:                 69.4       91.7       69.4       98.6       69.4       91.7       69.4       98.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   764,749:   211,697    170,431     45,914    404,019    437,562    661,629    653,907:   103,120    110,842
Old  :   764,749:   211,697    170,431     45,914    404,019    437,562    661,629    653,907:   103,120    110,842
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :      -961:     5,639    -13,373     -5,796     -6,115     22,513     -6,272      3,344:     5,311     -4,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       22.3        6.0       52.8       57.2       86.5       85.5:      13.5       14.5
Old  :     100.0:      27.7       22.3        6.0       52.8       57.2       86.5       85.5:      13.5       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  :       216:        34         49         25         83        109        135        166:
Old  :       216:        34         49         25         83        109        135        166:
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  :                 25.4       15.5       36.8       25.0       24.1       12.3       33.2       19.2
Old  :                 25.4       15.5       36.8       25.0       24.1       12.3       33.2       19.2
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, October 18, 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  : 1,846,060:   133,558    295,633    184,211  1,244,029  1,056,505  1,561,798  1,536,349:   284,262    309,711
Old  : 1,846,060:   133,558    295,633    184,211  1,244,029  1,056,505  1,561,798  1,536,349:   284,262    309,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :   -31,755:     9,409    -12,087      3,694    -24,570     10,916    -11,468      2,523:   -20,287    -34,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       16.0       10.0       67.4       57.2       84.6       83.2:      15.4       16.8
Old  :     100.0:       7.2       16.0       10.0       67.4       57.2       84.6       83.2:      15.4       16.8
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  :       252:        36         51         57        138        147        203        226:
Old  :       252:        36         51         57        138        147        203        226:
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  :                 21.0       13.3       29.3       19.8       19.9        8.7       27.2       15.0
Old  :                 21.0       13.3       29.3       19.8       19.9        8.7       27.2       15.0
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, October 18, 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  : 1,343,555:   330,075     87,085     99,831    711,541    918,738  1,141,446  1,105,654:   202,109    237,901
Old  : 1,343,555:   330,075     87,085     99,831    711,541    918,738  1,141,446  1,105,654:   202,109    237,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    12,795:     2,369    -11,336     18,905    -22,476      8,933     -1,201     16,502:    13,996     -3,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.5        7.4       53.0       68.4       85.0       82.3:      15.0       17.7
Old  :     100.0:      24.6        6.5        7.4       53.0       68.4       85.0       82.3:      15.0       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  :       183:        31         29         37         83        109        130        159:
Old  :       183:        31         29         37         83        109        130        159:
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  :                 25.6       17.4       38.2       26.6       25.2       14.9       36.4       21.8
Old  :                 25.6       17.4       38.2       26.6       25.2       14.9       36.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :   816,121:    59,287     59,811    263,324    459,357    451,093    781,968    774,227:    34,152     41,893
Old  :   816,121:    59,287     59,811    263,324    459,357    451,093    781,968    774,227:    34,152     41,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :     3,022:    -1,684     14,481     17,623    -14,877    -25,263      1,061      6,841:     1,961     -3,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        7.3       32.3       56.3       55.3       95.8       94.9:       4.2        5.1
Old  :     100.0:       7.3        7.3       32.3       56.3       55.3       95.8       94.9:       4.2        5.1
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  :       129:        26         26         40         67         70        111        120:
Old  :       129:        26         26         40         67         70        111        120:
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       27.9       50.8       44.5       25.0       20.2       30.0       27.7
Old  :                 35.3       27.9       50.8       44.5       25.0       20.2       30.0       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :    52,506:     7,179        913      4,238     35,074     40,846     46,491     45,997:     6,014      6,509
Old  :    52,506:     7,179        913      4,238     35,074     40,846     46,491     45,997:     6,014      6,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    11,106:    -3,232     -3,390      3,527      8,948     10,780      9,243     10,916:     1,863        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        1.7        8.1       66.8       77.8       88.5       87.6:      11.5       12.4
Old  :     100.0:      13.7        1.7        8.1       66.8       77.8       88.5       87.6:      11.5       12.4
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  :        86:        22          6         10         39         34         66         46:
Old  :        86:        22          6         10         39         34         66         46:
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  :                 25.1       43.8       37.9       57.8       24.7       43.8       35.1       55.2
Old  :                 25.1       43.8       37.9       57.8       24.7       43.8       35.1       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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  :    12,466:     3,146      1,249          3      7,733     10,164     10,882     11,416:     1,584      1,050
Old  :    12,466:     3,146      1,249          3      7,733     10,164     10,882     11,416:     1,584      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :        42:       182       -110         -2          0        -10        180       -122:      -138        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       10.0        0.0       62.0       81.5       87.3       91.6:      12.7        8.4
Old  :     100.0:      25.2       10.0        0.0       62.0       81.5       87.3       91.6:      12.7        8.4
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  :        20:         4          2          2          7          7         11         11:
Old  :        20:         4          2          2          7          7         11         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       67.7       78.8       89.5       57.2       67.7       78.8       89.5
Old  :                 57.2       67.7       78.8       89.5       57.2       67.7       78.8       89.5
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, October 18, 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  :    80,078:    14,604      5,865      1,932     54,682     61,364     71,219     69,161:     8,859     10,917
Old  :    80,078:    14,604      5,865      1,932     54,682     61,364     71,219     69,161:     8,859     10,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :    -2,721:    -6,217     -2,741        509      2,430      1,231     -3,277     -1,000:       557     -1,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        7.3        2.4       68.3       76.6       88.9       86.4:      11.1       13.6
Old  :     100.0:      18.2        7.3        2.4       68.3       76.6       88.9       86.4:      11.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        20          7          8         37         30         62         40:
Old  :        83:        20          7          8         37         30         62         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       43.0       38.1       58.3       24.4       43.0       37.9       54.8
Old  :                 24.4       43.0       38.1       58.3       24.4       43.0       37.9       54.8
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, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,306:     6,245     12,835        460      6,266          0     12,971     13,295:       335         11
Old  :    13,306:     6,245     12,835        460      6,266          0     12,971     13,295:       335         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       187:       179        179          0         -3          0        176        179:        11          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       96.5        3.5       47.1        0.0       97.5       99.9:       2.5        0.1
Old  :     100.0:      46.9       96.5        3.5       47.1        0.0       97.5       99.9:       2.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12         11          2          3          0         17         11:
Old  :        26:        12         11          2          3          0         17         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       83.2       88.9       96.5       71.0       79.8       88.8       93.1
Old  :                 71.0       83.2       88.9       96.5       71.0       79.8       88.8       93.1
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, October 18, 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  :     9,791:     2,055        566        366      7,095      8,732      9,516      9,664:       275        127
Old  :     9,791:     2,055        566        366      7,095      8,732      9,516      9,664:       275        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :      -266:       163       -135        103       -533       -294       -267       -326:         1         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        5.8        3.7       72.5       89.2       97.2       98.7:       2.8        1.3
Old  :     100.0:      21.0        5.8        3.7       72.5       89.2       97.2       98.7:       2.8        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          4          1          5         11         14         16:
Old  :        28:         9          4          1          5         11         14         16:
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  :                 79.5       77.9       94.4       90.7       77.5       77.8       90.7       88.8
Old  :                 79.5       77.9       94.4       90.7       77.5       77.8       90.7       88.8
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, October 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,276:     1,790        450          0     12,218     13,684     14,008     14,134:       268        142
Old  :    14,276:     1,790        450          0     12,218     13,684     14,008     14,134:       268        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2011                     :
     :       738:       823       -454          0        -21      1,200        802        746:       -64         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        3.2        0.0       85.6       95.9       98.1       99.0:       1.9        1.0
Old  :     100.0:      12.5        3.2        0.0       85.6       95.9       98.1       99.0:       1.9        1.0
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  :        29:         8          3          0          6         13         14         16:
Old  :        29:         8          3          0          6         13         14         16:
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  :                 86.7       77.1       95.4       91.1       86.7       77.1       95.1       91.1
Old  :                 86.7       77.1       95.4       91.1       86.7       77.1       95.1       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 21, 2011