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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   535,772:    75,392    111,683    140,076    276,755    217,828    492,223    469,587:    43,548     66,185
Old  :   409,159:    66,971     94,631     97,177    210,869    170,760    375,017    362,569:    34,142     46,590
Other:   126,613:    30,129     38,760     21,191     65,886     47,068    117,206    107,018:     9,407     19,595
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -8,062:     2,120    -10,166     -3,935    -10,800        424    -12,615    -13,677:     4,553      5,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       20.8       26.1       51.7       40.7       91.9       87.6:       8.1       12.4
Old  :     100.0:      16.4       23.1       23.8       51.5       41.7       91.7       88.6:       8.3       11.4
Other:     100.0:      23.8       30.6       16.7       52.0       37.2       92.6       84.5:       7.4       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       106        159        181        112        124        336        363:
Old  :       408:       116        148        151        105        118        310        335:
Other:       238:        60         70         70         47         89        142        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       11.3       31.3       17.2       17.7        9.6       28.1       13.9
Old  :                 20.7       13.3       31.6       20.1       19.0       12.4       28.5       17.7
Other:                 29.7       14.1       42.6       23.8       27.0        9.5       38.6       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,890,003:   330,581     91,592    585,275    794,011    963,007  1,709,867  1,639,874:   180,136    250,129
Old  : 1,648,729:   311,632     80,958    514,682    659,748    841,362  1,486,062  1,437,002:   162,666    211,727
Other:   241,274:    62,919     54,604     26,623    134,262    121,645    223,804    202,872:    17,470     38,403
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    27,411:    11,790     -3,113      5,445     13,962     43,248     31,196     45,580:    -3,785    -18,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        4.8       31.0       42.0       51.0       90.5       86.8:       9.5       13.2
Old  :     100.0:      18.9        4.9       31.2       40.0       51.0       90.1       87.2:       9.9       12.8
Other:     100.0:      26.1       22.6       11.0       55.6       50.4       92.8       84.1:       7.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       811:       229        169        303        292        364        656        716:
Old  :       803:       237        163        286        288        358        641        698:
Other:       477:        74         95         61         83        270        183        402:
     :----------------------------------------------------------------------------------------------------
     :             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       10.5       19.9       16.1        9.3        7.2       14.2       10.7
Old  :                 11.9       10.9       19.9       15.9        9.2        8.0       14.5       11.5
Other:                 30.9       17.5       44.2       26.5       22.1       13.8       34.5       20.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    19,602:     2,397      2,349      2,492     11,701     12,561     16,590     17,402:     3,012      2,199
Old  :    19,332:     2,446      2,345      2,404     11,493     12,470     16,343     17,219:     2,989      2,113
Other:       270:         2         55         37        208         91        247        183:        23         87
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     1,518:      -345        237        732      1,143        564      1,530      1,532:       -12        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.0       12.7       59.7       64.1       84.6       88.8:      15.4       11.2
Old  :     100.0:      12.7       12.1       12.4       59.4       64.5       84.5       89.1:      15.5       10.9
Other:     100.0:       0.6       20.4       13.6       77.3       33.9       91.5       67.8:       8.5       32.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17         10          8         16         10         34         27:
Old  :        44:        18          9          8         16         10         34         27:
Other:        14:         2          5          3          5          3         10          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       63.9       55.5       78.1       34.7       53.0       46.6       59.3
Old  :                 39.7       64.3       55.4       78.7       35.4       54.3       47.4       60.7
Other:                 82.2       60.1       90.9       67.8       64.9       40.8       67.0       43.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   681,033:   109,024     62,108    201,837    319,177    333,431    630,037    597,376:    50,995     83,657
Old  :   608,200:    95,468     69,707    179,399    287,364    286,444    562,231    535,550:    45,969     72,650
Other:    72,833:    27,897      6,742      8,097     31,813     46,987     67,806     61,826:     5,026     11,007
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       457:    -3,323      2,901      6,267        169     -7,650      3,113      1,517:    -2,656     -1,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        9.1       29.6       46.9       49.0       92.5       87.7:       7.5       12.3
Old  :     100.0:      15.7       11.5       29.5       47.2       47.1       92.4       88.1:       7.6       11.9
Other:     100.0:      38.3        9.3       11.1       43.7       64.5       93.1       84.9:       6.9       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       490:       141        129        199        140        187        385        433:
Old  :       485:       140        133        185        137        184        370        424:
Other:       248:        58         48         35         44        123        118        193:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       16.7       21.5       24.7       10.9       11.7       17.3       16.5
Old  :                 13.8       17.4       23.4       25.5       12.8       13.6       20.3       18.9
Other:                 38.9       26.7       51.8       45.7       27.8       24.6       39.2       38.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   372,493:    55,693     66,051     79,423    206,171    192,035    341,287    337,509:    31,206     34,984
Old  :   354,304:    55,358     66,816     74,941    194,663    178,616    324,962    320,373:    29,342     33,930
Other:    18,189:     2,873      1,773      1,943     11,508     13,419     16,325     17,136:     1,864      1,053
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -13,954:     2,582     -3,676     -3,440    -15,125     -8,646    -15,983    -15,762:     2,029      1,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       17.7       21.3       55.3       51.6       91.6       90.6:       8.4        9.4
Old  :     100.0:      15.6       18.9       21.2       54.9       50.4       91.7       90.4:       8.3        9.6
Other:     100.0:      15.8        9.7       10.7       63.3       73.8       89.8       94.2:      10.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        66         87         93         73         73        202        215:
Old  :       266:        67         95         92         71         72        198        214:
Other:        67:        18          9         15         28         21         53         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.9       24.7       32.6        9.8       14.1       16.5       21.0
Old  :                 14.2       19.1       24.6       31.5       10.0       13.4       17.1       20.3
Other:                 36.0       52.6       53.4       69.8       22.4       42.7       38.1       56.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   755,785:    60,561     97,414     67,055    482,906    460,348    610,521    624,816:   145,264    130,969
Old  :   755,785:    60,561     97,414     67,055    482,906    460,348    610,521    624,816:   145,264    130,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       -41:     1,668      3,536       -209      3,960      3,647      5,419      6,973:    -5,460     -7,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.9        8.9       63.9       60.9       80.8       82.7:      19.2       17.3
Old  :     100.0:       8.0       12.9        8.9       63.9       60.9       80.8       82.7:      19.2       17.3
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  :       158:        32         28         42         79         83        132        132:
Old  :       158:        32         28         42         79         83        132        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       19.0       29.9       30.6       18.0       18.5       26.7       27.5
Old  :                 19.6       19.0       29.9       30.6       18.0       18.5       26.7       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   384,940:    53,818     28,656      3,251    260,149    307,922    317,217    339,829:    67,723     45,111
Old  :   384,940:    53,818     28,656      3,251    260,149    307,922    317,217    339,829:    67,723     45,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     1,778:    -1,674     -2,364        322     -1,857      1,775     -3,209       -267:     4,987      2,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0        7.4        0.8       67.6       80.0       82.4       88.3:      17.6       11.7
Old  :     100.0:      14.0        7.4        0.8       67.6       80.0       82.4       88.3:      17.6       11.7
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  :        70:         8          4          4         40         42         50         48:
Old  :        70:         8          4          4         40         42         50         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       45.8       42.8       59.5       22.1       45.7       37.9       58.8
Old  :                 26.2       45.8       42.8       59.5       22.1       45.7       37.9       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    10,894:     1,054        838      1,192      7,615      8,070      9,861     10,100:     1,033        794
Old  :    10,894:     1,054        838      1,192      7,615      8,070      9,861     10,100:     1,033        794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       205:       107        -79         60       -158        131          9        112:       196         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        7.7       10.9       69.9       74.1       90.5       92.7:       9.5        7.3
Old  :     100.0:       9.7        7.7       10.9       69.9       74.1       90.5       92.7:       9.5        7.3
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  :        34:         6          5          6         18         22         29         29:
Old  :        34:         6          5          6         18         22         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       48.0       63.1       72.0       19.2       22.4       29.8       33.2
Old  :                 42.9       48.0       63.1       72.0       19.2       22.4       29.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   230,751:    30,953     49,972     44,525    115,942     97,585    191,420    192,082:    39,330     38,668
Old  :   213,704:    31,327     49,554     38,060    107,026     89,061    176,414    176,675:    37,290     37,029
Other:    17,047:     2,182      2,975      3,909      8,916      8,524     15,007     15,407:     2,040      1,640
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    12,570:     2,509      2,352      6,656     -2,132     -4,628      7,033      4,380:     5,537      8,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.7       19.3       50.2       42.3       83.0       83.2:      17.0       16.8
Old  :     100.0:      14.7       23.2       17.8       50.1       41.7       82.6       82.7:      17.4       17.3
Other:     100.0:      12.8       17.4       22.9       52.3       50.0       88.0       90.4:      12.0        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        35         66         57         71         65        145        160:
Old  :       195:        39         69         54         71         64        145        156:
Other:        57:         8         10         10         29         20         41         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       21.1       27.5       30.3       10.9       15.4       18.5       21.3
Old  :                 19.0       20.4       28.8       29.8       11.8       15.1       19.4       21.4
Other:                 44.0       39.3       62.0       57.0       40.2       33.4       48.9       43.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    17,705:     3,169      3,317      2,647      9,042     11,425     14,859     17,389:     2,846        316
Old  :    17,548:     3,172      3,314      2,644      8,967     11,275     14,784     17,234:     2,764        314
Other:       157:         0          5          0         75        150         75        155:        82          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :      -617:      -719        -48        271        690       -154        243         69:      -860       -687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.7       15.0       51.1       64.5       83.9       98.2:      16.1        1.8
Old  :     100.0:      18.1       18.9       15.1       51.1       64.3       84.2       98.2:      15.8        1.8
Other:     100.0:       0.0        3.2        0.0       47.8       95.5       47.8       98.7:      52.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        23         24         20         28         20         67         53:
Old  :        86:        24         23         20         28         20         67         53:
Other:         9:         0          2          0          1          6          1          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       47.8       39.1       58.9       26.8       40.8       37.1       51.8
Old  :                 27.2       47.5       39.4       58.8       27.0       40.8       37.4       52.0
Other:                 47.8       92.4       47.8       98.7       47.8       92.4       47.8       98.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :   819,448:   232,937    127,272     44,113    431,358    538,387    708,408    709,771:   111,040    109,677
Old  :   819,448:   232,937    127,272     44,113    431,358    538,387    708,408    709,771:   111,040    109,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    57,393:    38,129    -11,403      1,571     16,695     64,339     56,396     54,508:       997      2,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.5        5.4       52.6       65.7       86.4       86.6:      13.6       13.4
Old  :     100.0:      28.4       15.5        5.4       52.6       65.7       86.4       86.6:      13.6       13.4
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  :       229:        49         42         25         88        109        153        161:
Old  :       229:        49         42         25         88        109        153        161:
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  :                 24.0       17.2       34.9       28.5       23.0       14.9       29.3       23.7
Old  :                 24.0       17.2       34.9       28.5       23.0       14.9       29.3       23.7
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, November 8, 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  : 1,797,189:   173,421    266,427    174,815  1,133,120  1,012,093  1,481,356  1,453,336:   315,832    343,853
Old  : 1,797,189:   173,421    266,427    174,815  1,133,120  1,012,093  1,481,356  1,453,336:   315,832    343,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    13,436:      -242    -26,371     -3,960      9,579     19,348      5,377    -10,983:     8,059     24,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.8        9.7       63.0       56.3       82.4       80.9:      17.6       19.1
Old  :     100.0:       9.6       14.8        9.7       63.0       56.3       82.4       80.9:      17.6       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  :       247:        40         53         61        128        141        200        223:
Old  :       247:        40         53         61        128        141        200        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       13.8       27.5       20.3       17.9       10.3       25.1       16.2
Old  :                 19.3       13.8       27.5       20.3       17.9       10.3       25.1       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  : 1,419,675:   418,173    121,152     97,921    692,979    958,296  1,209,073  1,177,370:   210,602    242,305
Old  : 1,419,675:   418,173    121,152     97,921    692,979    958,296  1,209,073  1,177,370:   210,602    242,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    29,511:    48,753     13,014     -7,025    -13,520     27,453     28,208     33,442:     1,303     -3,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        8.5        6.9       48.8       67.5       85.2       82.9:      14.8       17.1
Old  :     100.0:      29.5        8.5        6.9       48.8       67.5       85.2       82.9:      14.8       17.1
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  :       189:        34         27         34         90        112        140        157:
Old  :       189:        34         27         34         90        112        140        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       16.8       35.8       25.8       21.2       15.5       30.2       22.9
Old  :                 23.9       16.8       35.8       25.8       21.2       15.5       30.2       22.9
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, November 8, 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  :   757,885:    64,523     60,277    239,378    419,465    421,988    723,366    721,644:    34,519     36,241
Old  :   757,885:    64,523     60,277    239,378    419,465    421,988    723,366    721,644:    34,519     36,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -7,863:     4,776       -320        153     -7,293     -6,489     -2,365     -6,656:    -5,498     -1,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        8.0       31.6       55.3       55.7       95.4       95.2:       4.6        4.8
Old  :     100.0:       8.5        8.0       31.6       55.3       55.7       95.4       95.2:       4.6        4.8
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  :       122:        19         29         38         60         66        101        113:
Old  :       122:        19         29         38         60         66        101        113:
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  :                 35.5       28.5       51.3       44.9       25.0       21.2       29.4       27.9
Old  :                 35.5       28.5       51.3       44.9       25.0       21.2       29.4       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    44,713:     7,216      4,359        926     30,036     34,389     38,178     39,674:     6,535      5,039
Old  :    44,713:     7,216      4,359        926     30,036     34,389     38,178     39,674:     6,535      5,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -14,252:      -829      2,046     -4,062     -7,313     -8,838    -12,205    -10,855:    -2,048     -3,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        9.7        2.1       67.2       76.9       85.4       88.7:      14.6       11.3
Old  :     100.0:      16.1        9.7        2.1       67.2       76.9       85.4       88.7:      14.6       11.3
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  :        88:        17         12          7         37         30         60         43:
Old  :        88:        17         12          7         37         30         60         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  :                 22.6       43.9       36.9       58.2       22.6       43.8       36.9       55.9
Old  :                 22.6       43.9       36.9       58.2       22.6       43.8       36.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    89,426:    14,431      8,719      1,853     60,072     68,777     76,355     79,348:    13,071     10,078
Old  :    89,426:    14,431      8,719      1,853     60,072     68,777     76,355     79,348:    13,071     10,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     1,243:    -2,276       -580       -594      4,459      1,880      1,589        705:      -346        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        9.7        2.1       67.2       76.9       85.4       88.7:      14.6       11.3
Old  :     100.0:      16.1        9.7        2.1       67.2       76.9       85.4       88.7:      14.6       11.3
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  :        88:        17         12          7         37         30         60         43:
Old  :        88:        17         12          7         37         30         60         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  :                 22.6       43.9       36.9       58.2       22.6       43.8       36.9       55.9
Old  :                 22.6       43.9       36.9       58.2       22.6       43.8       36.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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  :    13,772:     6,032     13,254        514      6,740          0     13,286     13,768:       486          4
Old  :    13,772:     6,032     13,254        514      6,740          0     13,286     13,768:       486          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       136:      -101        143          0         84          0        -17        143:       153         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       96.2        3.7       48.9        0.0       96.5      100.0:       3.5        0.0
Old  :     100.0:      43.8       96.2        3.7       48.9        0.0       96.5      100.0:       3.5        0.0
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  :        26:        11         12          2          3          0         16         12:
Old  :        26:        11         12          2          3          0         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       81.7       90.0       95.8       73.3       77.9       88.4       92.1
Old  :                 73.3       81.7       90.0       95.8       73.3       77.9       88.4       92.1
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, November 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,707:     1,139      1,363          0      9,341      9,234     10,480     10,597:       227        110
Old  :    10,707:     1,139      1,363          0      9,341      9,234     10,480     10,597:       227        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       561:       115        591         -1        453        -29        567        561:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.7        0.0       87.2       86.2       97.9       99.0:       2.1        1.0
Old  :     100.0:      10.6       12.7        0.0       87.2       86.2       97.9       99.0:       2.1        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  :        27:         7          5          0          5         11         12         16:
Old  :        27:         7          5          0          5         11         12         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  :                 87.2       78.1       96.6       91.5       87.2       78.1       96.6       91.5
Old  :                 87.2       78.1       96.6       91.5       87.2       78.1       96.6       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,638:     1,301      2,042          0     14,055     13,413     15,356     15,455:       282        183
Old  :    15,638:     1,301      2,042          0     14,055     13,413     15,356     15,455:       282        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       786:       805        390          0        -53        348        752        738:        34         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       13.1        0.0       89.9       85.8       98.2       98.8:       1.8        1.2
Old  :     100.0:       8.3       13.1        0.0       89.9       85.8       98.2       98.8:       1.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          3          0          5         12         13         15:
Old  :        28:         8          3          0          5         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.9       69.6       96.6       90.3       90.9       69.6       96.6       90.3
Old  :                 90.9       69.6       96.6       90.3       90.9       69.6       96.6       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 14, 2011