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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   633,208:   103,950     78,874    166,454    314,328    323,400    584,732    568,729:    48,476     64,480
Old  :   351,983:    87,861     73,125     73,103    155,622    177,666    316,586    323,895:    35,397     28,088
Other:   281,226:    47,919     37,579     61,521    158,706    145,734    268,146    244,834:    13,080     36,392
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    16,965:     1,267      2,571      8,608      5,409      5,336     15,284     16,515:     1,680        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.5       26.3       49.6       51.1       92.3       89.8:       7.7       10.2
Old  :     100.0:      25.0       20.8       20.8       44.2       50.5       89.9       92.0:      10.1        8.0
Other:     100.0:      17.0       13.4       21.9       56.4       51.8       95.3       87.1:       4.7       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       479:       156        159        192         95        142        379        381:
Old  :       450:       172        134        143         85        131        333        333:
Other:       318:        79        102        110         72        123        221        272:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       18.4       29.3       25.0       15.8       14.5       25.3       18.2
Old  :                 20.6       24.8       29.5       31.7       20.4       23.5       29.2       29.7
Other:                 28.7       16.7       40.2       25.0       21.8       12.3       30.3       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,441,969:   541,711    111,218    799,804    873,896  1,229,558  2,215,411  2,140,579:   226,558    301,389
Old  : 1,901,742:   421,568    106,720    634,842    669,700    944,287  1,726,111  1,685,849:   175,631    215,893
Other:   540,227:   157,597     41,951    127,508    204,196    285,271    489,300    454,730:    50,927     85,497
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :   148,265:    36,154     -1,940     82,849     12,951     52,110    131,954    133,018:    16,311     15,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        4.6       32.8       35.8       50.4       90.7       87.7:       9.3       12.3
Old  :     100.0:      22.2        5.6       33.4       35.2       49.7       90.8       88.6:       9.2       11.4
Other:     100.0:      29.2        7.8       23.6       37.8       52.8       90.6       84.2:       9.4       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       948:       277        174        311        296        430        723        792:
Old  :       924:       266        179        270        271        420        664        755:
Other:       687:       147        121        128        167        361        378        557:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       11.6       18.3       17.0        8.6        7.0       12.3       10.5
Old  :                 11.3       12.6       18.9       17.9        9.0        8.5       13.2       11.5
Other:                 16.5       12.5       26.9       19.4       15.5        9.3       22.6       13.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,921:     4,059         77      1,976      5,975     11,796     12,011     13,850:     2,910      1,071
Old  :    12,555:     4,099         89      1,452      4,442     10,149      9,993     11,690:     2,562        865
Other:     2,366:        38         66        447      1,533      1,647      2,018      2,160:       348        206
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     1,751:       419       -122        867        369      1,011      1,654      1,756:        97         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        0.5       13.2       40.0       79.1       80.5       92.8:      19.5        7.2
Old  :     100.0:      32.6        0.7       11.6       35.4       80.8       79.6       93.1:      20.4        6.9
Other:     100.0:       1.6        2.8       18.9       64.8       69.6       85.3       91.3:      14.7        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        23          4          9         17         14         43         26:
Old  :        49:        21          6          7         14         14         39         24:
Other:        23:         5          2          7          9         13         16         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       61.1       41.1       79.1       22.5       52.0       36.1       62.8
Old  :                 24.7       67.8       44.0       85.8       24.1       63.2       40.3       72.7
Other:                 56.5       51.2       73.8       70.7       45.8       46.5       48.4       53.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   965,579:   208,482     25,200    334,602    352,428    514,067    895,512    873,869:    70,068     91,710
Old  :   735,806:   171,513     18,530    252,947    254,900    404,597    679,360    676,073:    56,446     59,732
Other:   229,773:    61,710     31,412     56,913     97,528    109,470    216,152    197,796:    13,622     31,978
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    56,482:    11,917       -789     32,519      5,979     21,457     50,416     53,188:     6,066      3,294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        2.6       34.7       36.5       53.2       92.7       90.5:       7.3        9.5
Old  :     100.0:      23.3        2.5       34.4       34.6       55.0       92.3       91.9:       7.7        8.1
Other:     100.0:      26.9       13.7       24.8       42.4       47.6       94.1       86.1:       5.9       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       232        114        216        135        232        459        484:
Old  :       583:       222        110        188        113        227        410        458:
Other:       405:       101         90         73         85        182        228        308:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       21.0       26.9        9.7       13.0       14.6       18.5
Old  :                 13.9       21.6       22.4       30.2       11.7       17.0       17.4       24.6
Other:                 22.2       16.9       34.2       27.1       18.6       16.0       27.4       22.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    25,357:    22,704      2,355         12         21      5,729     22,737      8,096:     2,620     17,261
Old  :    10,438:     8,349      1,561          3         21      2,122      8,373      3,686:     2,065      6,752
Other:    14,919:    14,355        794          9          0      3,607     14,364      4,410:       555     10,509
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     2,093:     2,125        659          6         -7        663      2,124      1,328:       -31        765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.5        9.3        0.0        0.1       22.6       89.7       31.9:      10.3       68.1
Old  :     100.0:      80.0       15.0        0.0        0.2       20.3       80.2       35.3:      19.8       64.7
Other:     100.0:      96.2        5.3        0.1        0.0       24.2       96.3       29.6:       3.7       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          8          3          2         13         22         23:
Old  :        38:        18          7          1          2         13         20         21:
Other:        33:        15          5          3          0         13         16         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       12.6       76.5       19.3       57.1       12.6       76.5       19.3
Old  :                 48.5       13.6       66.3       22.3       48.5       13.6       66.3       22.3
Other:                 66.0       13.5       86.5       19.9       66.0       13.5       86.5       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   460,591:    89,393     25,664     99,881    235,616    315,665    424,890    441,210:    35,701     19,381
Old  :   420,944:    88,857     28,674     87,915    210,878    286,884    387,650    403,472:    33,294     17,472
Other:    39,646:     7,071      3,525      5,431     24,738     28,781     37,240     37,737:     2,406      1,909
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    12,516:       136       -909      6,559      6,470      7,446     13,165     13,096:      -649       -580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        5.6       21.7       51.2       68.5       92.2       95.8:       7.8        4.2
Old  :     100.0:      21.1        6.8       20.9       50.1       68.2       92.1       95.8:       7.9        4.2
Other:     100.0:      17.8        8.9       13.7       62.4       72.6       93.9       95.2:       6.1        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:       104         51         81         69         72        221        173:
Old  :       261:       102         61         76         67         71        215        169:
Other:        83:        26          8         14         33         26         65         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       33.0       25.8       48.0        9.5       20.5       16.0       29.9
Old  :                 16.2       32.6       27.0       47.1       10.5       23.3       17.7       31.5
Other:                 43.8       57.6       64.6       77.1       37.6       56.3       52.2       69.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   622,506:    56,932     66,044     37,474    392,490    360,479    486,896    463,997:   135,610    158,509
Old  :   622,506:    56,932     66,044     37,474    392,490    360,479    486,896    463,997:   135,610    158,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    12,542:     7,072      1,622      4,062     -3,128      4,043      8,006      9,727:     4,536      2,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       10.6        6.0       63.1       57.9       78.2       74.5:      21.8       25.5
Old  :     100.0:       9.1       10.6        6.0       63.1       57.9       78.2       74.5:      21.8       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        31         30         34         73         76        117        127:
Old  :       157:        31         30         34         73         76        117        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       15.7       30.7       24.4       19.1       14.8       28.2       22.8
Old  :                 21.4       15.7       30.7       24.4       19.1       14.8       28.2       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   307,633:    43,253     57,123        648    199,728    204,261    243,629    262,033:    64,004     45,601
Old  :   307,633:    43,253     57,123        648    199,728    204,261    243,629    262,033:    64,004     45,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :      -465:       388      5,665         78     -4,622     -5,119     -4,156        625:     3,691     -1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.6        0.2       64.9       66.4       79.2       85.2:      20.8       14.8
Old  :     100.0:      14.1       18.6        0.2       64.9       66.4       79.2       85.2:      20.8       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         5         12          3         27         31         34         44:
Old  :        58:         5         12          3         27         31         34         44:
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       44.3       47.2       60.0       26.6       43.4       46.0       58.7
Old  :                 26.8       44.3       47.2       60.0       26.6       43.4       46.0       58.7
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,773:     1,357        497        459      5,759      6,623      7,575      7,579:       198        194
Old  :     7,773:     1,357        497        459      5,759      6,623      7,575      7,579:       198        194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       602:       390       -196         22        227        736        639        562:       -37         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        6.4        5.9       74.1       85.2       97.5       97.5:       2.5        2.5
Old  :     100.0:      17.5        6.4        5.9       74.1       85.2       97.5       97.5:       2.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         7          6          6         21         23         32         31:
Old  :        39:         7          6          6         21         23         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       46.7       72.1       67.8       40.7       33.6       50.1       43.9
Old  :                 52.5       46.7       72.1       67.8       40.7       33.6       50.1       43.9
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   251,314:    55,171     11,402     48,295    103,511    173,213    206,978    232,910:    44,336     18,404
Old  :   215,876:    54,150     10,604     39,072     83,498    149,925    176,720    199,601:    39,156     16,275
Other:    35,438:     2,798      2,574      7,447     20,013     23,288     30,258     33,309:     5,180      2,129
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    18,001:      -244     -1,440      9,097      6,829      7,926     15,683     15,584:     2,318      2,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        4.5       19.2       41.2       68.9       82.4       92.7:      17.6        7.3
Old  :     100.0:      25.1        4.9       18.1       38.7       69.4       81.9       92.5:      18.1        7.5
Other:     100.0:       7.9        7.3       21.0       56.5       65.7       85.4       94.0:      14.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        74         25         53         70         65        174        126:
Old  :       190:        72         27         52         69         62        169        123:
Other:        84:        16         13         18         41         29         71         49:
     :----------------------------------------------------------------------------------------------------
     :             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       38.9       19.9       49.7        6.7       33.5       12.2       40.4
Old  :                 11.4       37.7       18.8       48.6        7.2       32.5       13.2       39.9
Other:                 30.1       49.3       43.5       68.1       28.3       42.9       35.0       55.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,797:     6,077      2,632      2,365      6,584     14,366     15,027     19,364:     5,770      1,433
Old  :    19,204:     6,305      2,648      1,889      5,634     13,422     13,828     17,960:     5,375      1,244
Other:     1,594:        87        299        161        950        944      1,199      1,404:       395        189
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       877:       722        -14        -32       -408        895        282        849:       594         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       12.7       11.4       31.7       69.1       72.3       93.1:      27.7        6.9
Old  :     100.0:      32.8       13.8        9.8       29.3       69.9       72.0       93.5:      28.0        6.5
Other:     100.0:       5.5       18.8       10.1       59.6       59.2       75.2       88.1:      24.8       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        42         12         23         28         19         80         50:
Old  :        91:        41         15         20         26         19         77         47:
Other:        34:         9          5          7         10         11         22         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       49.6       27.8       63.5       18.2       46.7       27.6       59.1
Old  :                 18.5       50.4       28.6       64.8       18.5       49.7       28.3       62.6
Other:                 48.3       53.7       60.7       68.0       47.6       53.7       56.5       68.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   750,673:   138,451    125,699     25,309    482,518    466,748    646,279    617,756:   104,394    132,917
Old  :   750,673:   138,451    125,699     25,309    482,518    466,748    646,279    617,756:   104,394    132,917
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    34,562:    34,078     -7,524        241     -8,528     38,415     25,792     31,133:     8,770      3,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       16.7        3.4       64.3       62.2       86.1       82.3:      13.9       17.7
Old  :     100.0:      18.4       16.7        3.4       64.3       62.2       86.1       82.3:      13.9       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        36         36         27         76        100        127        148:
Old  :       193:        36         36         27         76        100        127        148:
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  :                 29.7       17.0       41.6       26.3       24.8       12.7       34.4       21.1
Old  :                 29.7       17.0       41.6       26.3       24.8       12.7       34.4       21.1
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,746,039:   136,873    235,197    194,437  1,132,810    973,723  1,464,120  1,403,357:   281,918    342,682
Old  : 1,746,039:   136,873    235,197    194,437  1,132,810    973,723  1,464,120  1,403,357:   281,918    342,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :   -30,404:    -7,217        437     -4,900    -14,016    -24,383    -26,132    -28,846:    -4,272     -1,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       13.5       11.1       64.9       55.8       83.9       80.4:      16.1       19.6
Old  :     100.0:       7.8       13.5       11.1       64.9       55.8       83.9       80.4:      16.1       19.6
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  :       256:        40         60         66        128        139        208        225:
Old  :       256:        40         60         66        128        139        208        225:
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  :                 23.3       11.2       30.2       18.0       18.9        9.3       23.4       14.0
Old  :                 23.3       11.2       30.2       18.0       18.9        9.3       23.4       14.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,208,462:   240,073     61,307     68,878    714,096    823,303  1,023,048    953,488:   185,414    254,974
Old  : 1,208,462:   240,073     61,307     68,878    714,096    823,303  1,023,048    953,488:   185,414    254,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    48,254:     4,860    -14,332      5,815     33,857     55,179     44,532     46,662:     3,722      1,592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        5.1        5.7       59.1       68.1       84.7       78.9:      15.3       21.1
Old  :     100.0:      19.9        5.1        5.7       59.1       68.1       84.7       78.9:      15.3       21.1
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  :       181:        36         25         32         95         93        144        137:
Old  :       181:        36         25         32         95         93        144        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       19.4       28.2       31.6       17.6       16.3       25.0       26.8
Old  :                 18.5       19.4       28.2       31.6       17.6       16.3       25.0       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   826,707:   116,629     37,937    295,479    381,439    444,382    793,547    777,798:    33,160     48,908
Old  :   826,707:   116,629     37,937    295,479    381,439    444,382    793,547    777,798:    33,160     48,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :    31,391:    -9,701     -3,958     21,062     18,478     10,411     29,839     27,514:     1,552      3,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.6       35.7       46.1       53.8       96.0       94.1:       4.0        5.9
Old  :     100.0:      14.1        4.6       35.7       46.1       53.8       96.0       94.1:       4.0        5.9
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  :       110:        26         23         31         51         52         95         90:
Old  :       110:        26         23         31         51         52         95         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       28.5       52.0       45.4       17.1       12.8       20.6       17.2
Old  :                 34.2       28.5       52.0       45.4       17.1       12.8       20.6       17.2
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    47,149:    16,100      5,025        654     23,177     36,446     39,931     42,126:     7,218      5,024
Old  :    47,149:    16,100      5,025        654     23,177     36,446     39,931     42,126:     7,218      5,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     2,923:     1,027      1,841        118      1,201       -204      2,345      1,754:       577      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       10.7        1.4       49.2       77.3       84.7       89.3:      15.3       10.7
Old  :     100.0:      34.1       10.7        1.4       49.2       77.3       84.7       89.3:      15.3       10.7
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  :       101:        30         17          6         30         34         63         54:
Old  :       101:        30         17          6         30         34         63         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       35.7       38.7       51.4       27.3       35.6       38.4       49.7
Old  :                 27.6       35.7       38.7       51.4       27.3       35.6       38.4       49.7
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    94,299:    32,200     10,051      1,308     46,354     72,893     79,862     84,252:    14,437     10,047
Old  :    94,299:    32,200     10,051      1,308     46,354     72,893     79,862     84,252:    14,437     10,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     5,845:     2,054      3,681        236      2,401       -409      4,691      3,509:     1,154      2,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       10.7        1.4       49.2       77.3       84.7       89.3:      15.3       10.7
Old  :     100.0:      34.1       10.7        1.4       49.2       77.3       84.7       89.3:      15.3       10.7
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  :       101:        30         17          6         30         34         63         54:
Old  :       101:        30         17          6         30         34         63         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       35.7       38.7       51.4       27.3       35.6       38.4       49.7
Old  :                 27.6       35.7       38.7       51.4       27.3       35.6       38.4       49.7
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     5,092:     3,464      1,776         37      1,510      3,260      5,011      5,073:        81         19
Old  :     5,092:     3,464      1,776         37      1,510      3,260      5,011      5,073:        81         19
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :        27:       228          0          0        -14         22        214         22:      -187          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       34.9        0.7       29.7       64.0       98.4       99.6:       1.6        0.4
Old  :     100.0:      68.0       34.9        0.7       29.7       64.0       98.4       99.6:       1.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          5          1          1          3         13          9:
Old  :        21:        12          5          1          1          3         13          9:
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       92.7       91.9       99.0       73.3       92.7       91.9       98.9
Old  :                 73.3       92.7       91.9       99.0       73.3       92.7       91.9       98.9
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, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,645:     1,448      1,594         17     13,095     12,809     14,560     14,420:        85        225
Old  :    14,645:     1,448      1,594         17     13,095     12,809     14,560     14,420:        85        225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :       535:      -127       -148         17        746        790        636        659:      -101       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.9        0.1       89.4       87.5       99.4       98.5:       0.6        1.5
Old  :     100.0:       9.9       10.9        0.1       89.4       87.5       99.4       98.5:       0.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          9          1          9         14         12         23:
Old  :        31:         2          9          1          9         14         12         23:
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  :                 76.0       65.9       98.0       82.4       76.0       64.7       91.6       77.9
Old  :                 76.0       65.9       98.0       82.4       76.0       64.7       91.6       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    48,263:     3,213      1,934          0     44,480     45,908     47,693     47,842:       570        421
Old  :    48,263:     3,213      1,934          0     44,480     45,908     47,693     47,842:       570        421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2011                     :
     :     5,709:       583        210          0      4,638      5,516      5,221      5,726:       488        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        4.0        0.0       92.2       95.1       98.8       99.1:       1.2        0.9
Old  :     100.0:       6.7        4.0        0.0       92.2       95.1       98.8       99.1:       1.2        0.9
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  :        33:         3          9          0          7         17         10         26:
Old  :        33:         3          9          0          7         17         10         26:
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  :                 96.1       64.7       98.6       89.1       85.0       63.9       87.5       79.7
Old  :                 96.1       64.7       98.6       89.1       85.0       63.9       87.5       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 21, 2011