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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   514,755:    71,005    128,755    130,006    275,482    192,518    476,492    451,279:    38,263     63,477
Old  :   384,652:    60,665    102,068     91,075    201,964    145,797    353,703    338,940:    30,949     45,712
Other:   130,103:    27,648     43,995     21,623     73,518     46,720    122,789    112,339:     7,314     17,764
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -7,740:    -2,520      9,470        327         99    -12,135     -2,094     -2,337:    -5,647     -5,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       25.0       25.3       53.5       37.4       92.6       87.7:       7.4       12.3
Old  :     100.0:      15.8       26.5       23.7       52.5       37.9       92.0       88.1:       8.0       11.9
Other:     100.0:      21.3       33.8       16.6       56.5       35.9       94.4       86.3:       5.6       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       103        171        174        107        121        317        370:
Old  :       403:       112        152        146        100        114        290        342:
Other:       244:        47         87         67         49         91        144        205:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8        9.4       31.4       15.8       18.2        7.2       28.0       11.4
Old  :                 19.9       10.9       30.0       18.4       18.5        8.9       27.0       14.6
Other:                 31.9       13.2       47.5       22.1       28.8       10.0       43.5       17.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  : 1,897,477:   296,079    123,460    584,959    843,365    920,178  1,724,403  1,628,597:   173,073    268,879
Old  : 1,634,008:   277,258    115,964    507,098    696,764    784,160  1,481,120  1,407,222:   152,888    226,786
Other:   263,469:    59,483     48,158     37,199    146,601    136,018    243,283    221,375:    20,186     42,094
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :   -13,469:   -28,284     19,704     -1,180     17,726    -56,038    -11,738    -37,514:    -1,731     24,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        6.5       30.8       44.4       48.5       90.9       85.8:       9.1       14.2
Old  :     100.0:      17.0        7.1       31.0       42.6       48.0       90.6       86.1:       9.4       13.9
Other:     100.0:      22.6       18.3       14.1       55.6       51.6       92.3       84.0:       7.7       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       802:       201        198        302        302        348        660        708:
Old  :       792:       224        178        284        297        342        640        691:
Other:       482:        67        106         70         96        260        201        405:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       10.1       20.4       15.5        8.6        5.4       13.2        8.4
Old  :                 11.6        9.5       19.7       14.8        8.9        5.4       13.9        8.5
Other:                 29.1       20.8       42.1       28.4       20.7       12.7       30.0       18.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :    19,885:     2,174      2,751      3,198     12,031     11,661     17,403     17,610:     2,483      2,275
Old  :    19,518:     2,261      2,717      3,062     11,785     11,523     17,108     17,302:     2,410      2,215
Other:       368:         4        125         46        245        138        295        308:        73         60
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :      -359:         5        348        695       -750     -1,375        -49       -332:      -309        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       13.8       16.1       60.5       58.6       87.5       88.6:      12.5       11.4
Old  :     100.0:      11.6       13.9       15.7       60.4       59.0       87.7       88.6:      12.3       11.4
Other:     100.0:       1.2       34.0       12.4       66.7       37.4       80.2       83.8:      19.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        13         15          8         17         10         34         29:
Old  :        45:        14         14          8         17         10         34         29:
Other:        15:         3          4          4          6          4         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       61.6       60.8       73.5       36.6       49.2       47.3       55.1
Old  :                 44.4       62.2       60.8       74.1       37.5       51.0       48.3       57.0
Other:                 65.0       65.8       77.4       82.0       58.7       60.6       62.9       66.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   721,811:    96,016     88,083    231,194    346,684    314,098    673,894    633,376:    47,916     88,435
Old  :   646,600:    86,330     95,785    204,900    312,219    269,334    603,449    570,018:    43,151     76,582
Other:    75,211:    26,601      9,213      9,380     34,465     44,765     70,446     63,357:     4,765     11,853
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    19,636:   -13,417      4,463     24,270     17,112     -5,887     27,966     22,847:    -8,330     -3,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.2       32.0       48.0       43.5       93.4       87.7:       6.6       12.3
Old  :     100.0:      13.4       14.8       31.7       48.3       41.7       93.3       88.2:       6.7       11.8
Other:     100.0:      35.4       12.2       12.5       45.8       59.5       93.7       84.2:       6.3       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       126        164        198        132        158        385        417:
Old  :       488:       131        164        183        130        154        370        408:
Other:       240:        55         54         39         45        108        126        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       15.4       21.8       22.6       10.0       10.0       16.1       14.2
Old  :                 14.0       15.9       23.7       23.2       11.5       11.6       18.4       16.0
Other:                 36.7       24.9       49.8       41.8       26.7       22.4       37.5       35.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   385,822:    50,233     70,745     84,446    222,225    194,977    356,904    350,168:    28,918     35,653
Old  :   365,759:    49,736     72,223     79,126    210,228    179,967    339,090    331,316:    26,670     34,443
Other:    20,062:     3,263      1,289      2,553     11,998     15,010     17,814     18,852:     2,248      1,210
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    19,885:    -7,016      5,809      7,083     22,233      4,072     22,299     16,964:    -2,415      2,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       18.3       21.9       57.6       50.5       92.5       90.8:       7.5        9.2
Old  :     100.0:      13.6       19.7       21.6       57.5       49.2       92.7       90.6:       7.3        9.4
Other:     100.0:      16.3        6.4       12.7       59.8       74.8       88.8       94.0:      11.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        66         92         97         76         76        203        227:
Old  :       268:        65        101         95         74         75        198        226:
Other:        67:        21          8         17         27         23         54         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       20.0       25.8       33.6        9.8       15.2       17.2       22.1
Old  :                 16.0       19.3       26.2       32.4       10.1       14.7       17.9       21.6
Other:                 34.2       49.5       51.0       66.2       22.3       38.7       36.2       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   810,808:    57,977     89,823     93,218    488,694    477,132    639,890    660,173:   170,918    150,635
Old  :   810,808:    57,977     89,823     93,218    488,694    477,132    639,890    660,173:   170,918    150,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    42,033:    -2,238     -8,368     27,368      1,481      9,838     26,612     28,839:    15,421     13,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       11.1       11.5       60.3       58.8       78.9       81.4:      21.1       18.6
Old  :     100.0:       7.2       11.1       11.5       60.3       58.8       78.9       81.4:      21.1       18.6
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  :       156:        27         30         37         83         82        131        128:
Old  :       156:        27         30         37         83         82        131        128:
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  :                 19.4       20.3       28.4       30.7       18.0       18.6       24.7       26.5
Old  :                 19.4       20.3       28.4       30.7       18.0       18.6       24.7       26.5
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 22, 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  :   411,352:    58,186     31,835      5,164    279,027    327,967    342,377    364,966:    68,975     46,386
Old  :   411,352:    58,186     31,835      5,164    279,027    327,967    342,377    364,966:    68,975     46,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    15,750:     2,120      2,754      2,328     13,124      6,361     17,571     11,443:    -1,822      4,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        7.7        1.3       67.8       79.7       83.2       88.7:      16.8       11.3
Old  :     100.0:      14.1        7.7        1.3       67.8       79.7       83.2       88.7:      16.8       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  :        73:         9          5          3         43         40         54         46:
Old  :        73:         9          5          3         43         40         54         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  :                 24.3       47.5       40.1       61.1       20.7       45.6       35.2       58.3
Old  :                 24.3       47.5       40.1       61.1       20.7       45.6       35.2       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :    10,308:     1,057      1,155        972      7,514      7,474      9,543      9,601:       765        707
Old  :    10,308:     1,057      1,155        972      7,514      7,474      9,543      9,601:       765        707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :      -840:      -123        315       -369        -25       -480       -517       -534:      -323       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.2        9.4       72.9       72.5       92.6       93.1:       7.4        6.9
Old  :     100.0:      10.3       11.2        9.4       72.9       72.5       92.6       93.1:       7.4        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         7          3          5         19         23         29         28:
Old  :        34:         7          3          5         19         23         29         28:
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  :                 45.7       46.0       65.6       69.7       27.0       27.3       36.1       37.7
Old  :                 45.7       46.0       65.6       69.7       27.0       27.3       36.1       37.7
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, November 22, 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  :   245,592:    28,015     60,867     47,643    134,340    100,760    209,998    209,270:    35,594     36,321
Old  :   222,485:    28,587     60,234     39,151    122,214     89,274    189,953    188,659:    32,533     33,827
Other:    23,106:     2,301      3,506      5,619     12,126     11,486     20,046     20,612:     3,061      2,495
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     2,262:    -4,045      1,499       -980      8,605      1,871      3,580      2,390:    -1,318       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       24.8       19.4       54.7       41.0       85.5       85.2:      14.5       14.8
Old  :     100.0:      12.8       27.1       17.6       54.9       40.1       85.4       84.8:      14.6       15.2
Other:     100.0:      10.0       15.2       24.3       52.5       49.7       86.8       89.2:      13.2       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        38         71         55         78         70        149        171:
Old  :       204:        42         74         50         77         69        148        165:
Other:        71:         6         21         17         32         23         50         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       20.7       30.9       30.0       15.1       14.8       21.1       20.6
Old  :                 21.2       20.4       31.5       29.2       16.3       15.0       22.0       21.3
Other:                 41.5       41.1       60.4       55.5       36.4       33.3       45.8       41.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :    19,429:     2,805      4,359      3,198      9,727      9,495     15,730     17,052:     3,699      2,376
Old  :    19,249:     2,798      4,356      3,196      9,652      9,331     15,646     16,883:     3,603      2,365
Other:       180:         7          3          2         75        164         84        169:        96         11
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       639:      -188        455        519        437       -903        768         71:      -129        568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       22.4       16.5       50.1       48.9       81.0       87.8:      19.0       12.2
Old  :     100.0:      14.5       22.6       16.6       50.1       48.5       81.3       87.7:      18.7       12.3
Other:     100.0:       3.9        1.7        1.1       41.7       91.1       46.7       93.9:      53.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        20         29         19         27         19         61         57:
Old  :        86:        20         29         19         27         19         61         57:
Other:        11:         1          1          1          1          7          3          9:
     :----------------------------------------------------------------------------------------------------
     :             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       34.4       37.1       44.4       24.4       27.5       36.3       36.5
Old  :                 24.7       34.1       37.5       44.1       24.7       27.1       36.6       36.6
Other:                 46.7       86.1       46.7       92.8       45.6       86.1       45.6       92.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   808,804:   186,035    161,967     43,984    470,214    488,679    700,233    694,631:   108,571    114,174
Old  :   808,804:   186,035    161,967     43,984    470,214    488,679    700,233    694,631:   108,571    114,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -2,026:   -35,646     25,649     -3,019     32,585    -32,461     -6,081     -9,831:     4,055      7,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       20.0        5.4       58.1       60.4       86.6       85.9:      13.4       14.1
Old  :     100.0:      23.0       20.0        5.4       58.1       60.4       86.6       85.9:      13.4       14.1
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  :       218:        36         47         26         86        110        142        164:
Old  :       218:        36         47         26         86        110        142        164:
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  :                 26.8       16.1       37.6       25.4       25.4       12.9       33.2       20.5
Old  :                 26.8       16.1       37.6       25.4       25.4       12.9       33.2       20.5
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 22, 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  : 1,891,403:   210,385    217,749    222,725  1,138,496  1,121,214  1,571,607  1,561,688:   319,796    329,715
Old  : 1,891,403:   210,385    217,749    222,725  1,138,496  1,121,214  1,571,607  1,561,688:   319,796    329,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    81,947:    24,891    -65,281     28,795     12,782     87,491     66,468     51,004:    15,479     30,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.5       11.8       60.2       59.3       83.1       82.6:      16.9       17.4
Old  :     100.0:      11.1       11.5       11.8       60.2       59.3       83.1       82.6:      16.9       17.4
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  :       257:        49         48         62        131        147        207        230:
Old  :       257:        49         48         62        131        147        207        230:
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  :                 18.7       13.8       28.2       19.7       16.4        9.9       23.7       15.2
Old  :                 18.7       13.8       28.2       19.7       16.4        9.9       23.7       15.2
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 22, 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  : 1,438,760:   410,856    131,915     98,080    709,249    972,402  1,218,186  1,202,397:   220,574    236,362
Old  : 1,438,760:   410,856    131,915     98,080    709,249    972,402  1,218,186  1,202,397:   220,574    236,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    26,144:   -19,736      4,440     -4,270     39,416     25,278     15,410     25,447:    10,734        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        9.2        6.8       49.3       67.6       84.7       83.6:      15.3       16.4
Old  :     100.0:      28.6        9.2        6.8       49.3       67.6       84.7       83.6:      15.3       16.4
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  :       190:        36         26         38         90        111        143        159:
Old  :       190:        36         26         38         90        111        143        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  :                 28.1       16.5       37.9       25.6       25.4       15.4       33.1       22.9
Old  :                 28.1       16.5       37.9       25.6       25.4       15.4       33.1       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 22, 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  :   768,845:    76,152     62,205    235,161    418,733    424,243    730,046    721,609:    38,799     47,236
Old  :   768,845:    76,152     62,205    235,161    418,733    424,243    730,046    721,609:    38,799     47,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       -99:     8,117        836     -1,156      2,205      2,497      9,166      2,177:    -9,264     -2,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.1       30.6       54.5       55.2       95.0       93.9:       5.0        6.1
Old  :     100.0:       9.9        8.1       30.6       54.5       55.2       95.0       93.9:       5.0        6.1
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  :       119:        23         25         36         57         64         96        110:
Old  :       119:        23         25         36         57         64         96        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       28.7       52.6       44.9       26.7       21.1       31.6       29.2
Old  :                 37.0       28.7       52.6       44.9       26.7       21.1       31.6       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :    63,642:     8,227      4,099      5,196     42,275     47,619     55,698     56,914:     7,943      6,727
Old  :    63,642:     8,227      4,099      5,196     42,275     47,619     55,698     56,914:     7,943      6,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    16,061:    -1,679         28      4,159     13,061     10,724     15,540     14,910:       521      1,150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.4        8.2       66.4       74.8       87.5       89.4:      12.5       10.6
Old  :     100.0:      12.9        6.4        8.2       66.4       74.8       87.5       89.4:      12.5       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        24         15         11         40         34         71         53:
Old  :        97:        24         15         11         40         34         71         53:
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  :                 25.5       43.7       37.9       59.2       20.6       36.4       31.8       48.2
Old  :                 25.5       43.7       37.9       59.2       20.6       36.4       31.8       48.2
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, November 22, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    17,687:     3,019      1,218        425     12,642     13,392     16,086     15,036:     1,602      2,652
Old  :    17,687:     3,019      1,218        425     12,642     13,392     16,086     15,036:     1,602      2,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        6.9        2.4       71.5       75.7       90.9       85.0:       9.1       15.0
Old  :     100.0:      17.1        6.9        2.4       71.5       75.7       90.9       85.0:       9.1       15.0
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  :        20:         4          2          3          8          8         12         13:
Old  :        20:         4          2          3          8          8         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       66.9       82.6       82.0       59.0       66.9       78.8       81.1
Old  :                 60.9       66.9       82.6       82.0       59.0       66.9       78.8       81.1
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 22, 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  :    91,908:    17,504     12,849      2,455     59,266     68,453     79,225     83,757:    12,683      8,151
Old  :    91,908:    17,504     12,849      2,455     59,266     68,453     79,225     83,757:    12,683      8,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :    -3,253:    -2,309      4,706        380        838     -5,336     -1,091       -250:    -2,162     -3,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.0        2.7       64.5       74.5       86.2       91.1:      13.8        8.9
Old  :     100.0:      19.0       14.0        2.7       64.5       74.5       86.2       91.1:      13.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        25         13          9         37         30         67         47:
Old  :        95:        25         13          9         37         30         67         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       45.9       36.2       60.1       22.5       45.5       36.2       56.9
Old  :                 22.5       45.9       36.2       60.1       22.5       45.5       36.2       56.9
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 22, 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  :    16,040:     6,531     15,516        516      8,797          0     15,844     16,032:       196          8
Old  :    16,040:     6,531     15,516        516      8,797          0     15,844     16,032:       196          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :     1,017:       133      1,157          2      1,030          0      1,165      1,159:      -148       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       96.7        3.2       54.8        0.0       98.8      100.0:       1.2        0.0
Old  :     100.0:      40.7       96.7        3.2       54.8        0.0       98.8      100.0:       1.2        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  :                 74.1       83.1       93.0       95.9       74.1       79.9       91.6       92.7
Old  :                 74.1       83.1       93.0       95.9       74.1       79.9       91.6       92.7
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 22, 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  :    10,782:     2,148        709          0      8,367      9,935     10,515     10,644:       267        138
Old  :    10,782:     2,148        709          0      8,367      9,935     10,515     10,644:       267        138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       753:       942        159          0       -224        574        718        733:        35         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        6.6        0.0       77.6       92.1       97.5       98.7:       2.5        1.3
Old  :     100.0:      19.9        6.6        0.0       77.6       92.1       97.5       98.7:       2.5        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         8          4          0          5         11         13         15:
Old  :        27:         8          4          0          5         11         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  :                 81.5       77.7       95.4       93.4       81.5       77.7       95.4       93.3
Old  :                 81.5       77.7       95.4       93.4       81.5       77.7       95.4       93.3
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 22, 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  :    15,028:       721      1,542          0     13,994     13,341     14,715     14,883:       313        145
Old  :    15,028:       721      1,542          0     13,994     13,341     14,715     14,883:       313        145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2011                    :
     :       -34:      -183        233          0        167       -268        -16        -35:       -18          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       10.3        0.0       93.1       88.8       97.9       99.0:       2.1        1.0
Old  :     100.0:       4.8       10.3        0.0       93.1       88.8       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  :        29:         5          6          0          5         13         10         19:
Old  :        29:         5          6          0          5         13         10         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.6       68.6       97.4       87.1       94.6       68.6       97.4       87.1
Old  :                 94.6       68.6       97.4       87.1       94.6       68.6       97.4       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 28, 2011