```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 13, 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  :   375,516:    78,580    130,671     49,642    216,236    140,954    344,458    321,267:    31,058     54,249
Old  :   243,271:    69,828     97,674     15,763    135,376     95,622    220,967    209,059:    22,304     34,212
Other:   132,245:    26,592     50,837     16,039     80,860     45,332    123,491    112,208:     8,754     20,037
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     1,309:    -1,465      2,948        296      1,165     -3,120         -4        124:     1,313      1,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       34.8       13.2       57.6       37.5       91.7       85.6:       8.3       14.4
Old  :     100.0:      28.7       40.2        6.5       55.6       39.3       90.8       85.9:       9.2       14.1
Other:     100.0:      20.1       38.4       12.1       61.1       34.3       93.4       84.8:       6.6       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       107        150        116         73        105        255        312:
Old  :       373:       113        139         65         57         86        211        253:
Other:       238:        48         82         42         50         87        128        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       11.4       40.5       18.3       25.3       10.2       39.1       15.7
Old  :                 28.7       15.2       41.3       23.5       28.7       14.0       41.3       22.3
Other:                 31.5       13.8       49.1       22.6       28.0        9.1       45.6       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 13, 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  : 1,166,155:   299,966    158,008    139,915    596,515    640,160  1,036,396    938,083:   129,759    228,072
Old  :   924,575:   286,654    156,443     70,911    455,377    510,883    812,942    738,237:   111,633    186,338
Other:   241,580:    71,108     59,361     11,208    141,138    129,277    223,454    199,846:    18,126     41,734
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    19,249:     5,819      9,919      6,281      9,556     -4,140     21,656     12,060:    -2,407      7,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       13.5       12.0       51.2       54.9       88.9       80.4:      11.1       19.6
Old  :     100.0:      31.0       16.9        7.7       49.3       55.3       87.9       79.8:      12.1       20.2
Other:     100.0:      29.4       24.6        4.6       58.4       53.5       92.5       82.7:       7.5       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       166        161        164        191        303        444        565:
Old  :       682:       168        156        125        183        289        416        518:
Other:       445:        71         91         28         79        231        164        341:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       10.7       26.2       16.6       14.3        8.9       22.3       14.1
Old  :                 17.0       10.9       26.8       16.8       16.4       10.9       25.8       16.7
Other:                 30.3       23.8       44.2       32.9       22.5       14.2       33.3       21.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 13, 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  :    12,801:     2,831      2,193         48      8,018      8,745     10,897     10,986:     1,904      1,815
Old  :    12,529:     2,809      2,198         32      7,901      8,529     10,742     10,759:     1,787      1,770
Other:       272:        27          0         11        117        216        155        227:       117         45
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :      -145:      -164       -301         31       -120         44       -253       -226:       108         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       17.1        0.4       62.6       68.3       85.1       85.8:      14.9       14.2
Old  :     100.0:      22.4       17.5        0.3       63.1       68.1       85.7       85.9:      14.3       14.1
Other:     100.0:       9.9        0.0        4.0       43.0       79.4       57.0       83.5:      43.0       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10         10          3         15          7         27         18:
Old  :        36:        10         10          1         14          5         25         15:
Other:        11:         3          0          1          5          5          8          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       73.8       60.2       81.5       40.7       72.3       59.6       79.9
Old  :                 41.8       75.0       60.9       82.8       41.8       73.9       60.9       81.7
Other:                 49.3       77.9       57.0       83.5       38.6       68.8       42.3       68.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 13, 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  :   558,278:   115,633     95,724     92,684    304,760    290,075    513,077    478,483:    45,201     79,795
Old  :   486,163:   104,683    104,892     71,454    270,354    243,458    446,491    419,804:    39,672     66,359
Other:    72,115:    29,374      9,256      2,806     34,406     46,617     66,586     58,679:     5,529     13,436
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    16,908:     5,705     -5,618     16,057     -1,206     11,948     20,556     22,387:    -3,648     -5,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       17.1       16.6       54.6       52.0       91.9       85.7:       8.1       14.3
Old  :     100.0:      21.5       21.6       14.7       55.6       50.1       91.8       86.4:       8.2       13.6
Other:     100.0:      40.7       12.8        3.9       47.7       64.6       92.3       81.4:       7.7       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       474:       136        128        184        104        138        352        390:
Old  :       468:       139        132        166        103        128        338        371:
Other:       234:        58         53         30         41         95        118        165:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       17.5       24.2       25.5       12.6       13.1       19.9       19.2
Old  :                 15.8       18.6       27.0       25.8       15.5       15.2       24.1       21.8
Other:                 41.8       30.8       57.1       49.1       33.7       28.8       46.3       42.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 13, 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  :    11,218:     7,109      1,501        448        389      2,137      7,946      4,086:     3,272      7,132
Old  :     7,883:     4,627      1,401        421        389      1,464      5,437      3,286:     2,446      4,597
Other:     3,335:     2,507        125          2          0        673      2,509        800:       826      2,535
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.4       13.4        4.0        3.5       19.0       70.8       36.4:      29.2       63.6
Old  :     100.0:      58.7       17.8        5.3        4.9       18.6       69.0       41.7:      31.0       58.3
Other:     100.0:      75.2        3.7        0.1        0.0       20.2       75.2       24.0:      24.8       76.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          6          6          1          4         11         16:
Old  :        20:        10          6          6          1          4         11         16:
Other:        12:         6          2          1          0          4          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       21.2       65.8       29.7       46.3       21.2       61.2       29.7
Old  :                 41.9       22.4       62.2       33.1       39.7       22.4       56.8       33.1
Other:                 74.2       22.6       75.2       24.0       74.1       22.6       75.2       23.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 13, 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  :   314,868:    65,215     79,830     36,170    188,002    163,561    289,387    279,561:    25,481     35,307
Old  :   291,574:    64,765     81,864     29,974    175,160    146,247    269,899    258,085:    21,675     33,489
Other:    23,294:     4,443      1,959      2,203     12,842     17,314     19,488     21,476:     3,806      1,818
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :      -698:     2,779         69      1,375     -5,110     -3,269       -956     -1,825:       258      1,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       25.4       11.5       59.7       51.9       91.9       88.8:       8.1       11.2
Old  :     100.0:      22.2       28.1       10.3       60.1       50.2       92.6       88.5:       7.4       11.5
Other:     100.0:      19.1        8.4        9.5       55.1       74.3       83.7       92.2:      16.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        63         78         75         66         67        178        190:
Old  :       250:        65         83         69         65         66        171        187:
Other:        75:        17         14         11         32         22         55         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  :                 14.3       21.5       25.2       31.9       12.6       16.5       21.1       24.5
Old  :                 15.3       20.2       25.9       30.5       13.9       16.2       23.0       24.1
Other:                 31.0       46.7       47.2       66.9       23.3       41.1       37.3       54.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 13, 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  :   601,710:    59,268     86,238      3,273    402,990    384,793    465,531    474,304:   136,179    127,406
Old  :   601,710:    59,268     86,238      3,273    402,990    384,793    465,531    474,304:   136,179    127,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     9,849:    -1,560     -4,701        -97      9,205     15,552      7,548     10,754:     2,301       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       14.3        0.5       67.0       63.9       77.4       78.8:      22.6       21.2
Old  :     100.0:       9.8       14.3        0.5       67.0       63.9       77.4       78.8:      22.6       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        25         23         10         71         65        101         93:
Old  :       140:        25         23         10         71         65        101         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       23.1       36.6       37.2       25.0       22.5       31.0       32.8
Old  :                 26.2       23.1       36.6       37.2       25.0       22.5       31.0       32.8
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 - Futures Only, December 13, 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  :   381,228:    54,858     32,966      1,120    262,726    303,939    318,704    338,025:    62,524     43,203
Old  :   381,228:    54,858     32,966      1,120    262,726    303,939    318,704    338,025:    62,524     43,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :   -24,193:     3,158     -3,673     -5,694    -21,319    -17,943    -23,855    -27,310:      -338      3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        8.6        0.3       68.9       79.7       83.6       88.7:      16.4       11.3
Old  :     100.0:      14.4        8.6        0.3       68.9       79.7       83.6       88.7:      16.4       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  :        69:         6          6          3         42         40         50         47:
Old  :        69:         6          6          3         42         40         50         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  :                 25.6       49.8       43.2       62.3       21.6       48.6       37.3       59.5
Old  :                 25.6       49.8       43.2       62.3       21.6       48.6       37.3       59.5
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 - Futures Only, December 13, 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  :    10,138:     1,217      1,192        964      7,305      7,414      9,486      9,570:       652        568
Old  :    10,138:     1,217      1,192        964      7,305      7,414      9,486      9,570:       652        568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :        66:        50       -148        178       -170         29         58         59:         8          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.8        9.5       72.1       73.1       93.6       94.4:       6.4        5.6
Old  :     100.0:      12.0       11.8        9.5       72.1       73.1       93.6       94.4:       6.4        5.6
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  :        35:         9          3          5         19         20         30         26:
Old  :        35:         9          3          5         19         20         30         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  :                 46.9       48.0       64.9       72.4       27.3       24.0       35.9       36.9
Old  :                 46.9       48.0       64.9       72.4       27.3       24.0       35.9       36.9
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 - Futures Only, December 13, 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  :   213,142:    31,039     62,357     28,615    121,429     89,348    181,083    180,320:    32,059     32,822
Old  :   186,399:    29,136     62,190     19,730    108,925     74,532    157,791    156,452:    28,608     29,947
Other:    26,743:     4,563      2,827      6,225     12,504     14,816     23,292     23,868:     3,451      2,875
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     6,096:     1,019      1,318      2,104      3,048      2,713      6,171      6,135:       -75        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       29.3       13.4       57.0       41.9       85.0       84.6:      15.0       15.4
Old  :     100.0:      15.6       33.4       10.6       58.4       40.0       84.7       83.9:      15.3       16.1
Other:     100.0:      17.1       10.6       23.3       46.8       55.4       87.1       89.2:      12.9       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        33         64         52         66         62        139        154:
Old  :       197:        36         69         46         66         61        137        148:
Other:        76:        19         14         13         33         18         57         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       21.0       31.5       30.2       15.4       14.2       21.6       21.7
Old  :                 22.7       20.4       32.7       29.9       17.3       14.2       23.8       22.6
Other:                 38.5       41.3       53.9       55.2       34.2       32.7       44.3       42.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,785:     3,843      5,147      2,165      8,526      7,811     14,534     15,123:     3,251      2,662
Old  :    17,598:     3,837      5,149      2,151      8,447      7,647     14,435     14,947:     3,163      2,651
Other:       187:        17          9          3         79        164         99        176:        88         11
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :      -329:        64        154       -200        -36       -626       -172       -672:      -157        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       28.9       12.2       47.9       43.9       81.7       85.0:      18.3       15.0
Old  :     100.0:      21.8       29.3       12.2       48.0       43.5       82.0       84.9:      18.0       15.1
Other:     100.0:       9.1        4.8        1.6       42.2       87.7       52.9       94.1:      47.1        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        27         23         16         22         17         59         53:
Old  :        86:        26         24         16         21         17         58         53:
Other:        12:         3          1          2          2          5          7          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.8       39.7       42.7       27.0       25.7       39.1       37.7
Old  :                 27.3       29.5       40.2       42.5       27.3       25.8       39.5       37.8
Other:                 50.8       84.0       52.9       94.1       50.8       84.0       51.3       92.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 13, 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  :   720,971:   213,555    119,062     14,564    389,836    487,095    617,955    620,721:   103,016    100,250
Old  :   720,971:   213,555    119,062     14,564    389,836    487,095    617,955    620,721:   103,016    100,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    51,605:    51,533      5,191      9,695    -12,256     38,206     48,972     53,092:     2,633     -1,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       16.5        2.0       54.1       67.6       85.7       86.1:      14.3       13.9
Old  :     100.0:      29.6       16.5        2.0       54.1       67.6       85.7       86.1:      14.3       13.9
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  :       206:        36         43         16         81        102        129        149:
Old  :       206:        36         43         16         81        102        129        149:
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       20.9       40.0       29.0       27.0       17.4       38.4       25.3
Old  :                 28.1       20.9       40.0       29.0       27.0       17.4       38.4       25.3
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 - Futures Only, December 13, 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  : 1,452,990:   205,417    193,625     14,767    942,787    963,753  1,162,971  1,172,145:   290,019    280,845
Old  : 1,452,990:   205,417    193,625     14,767    942,787    963,753  1,162,971  1,172,145:   290,019    280,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    46,090:     6,894      4,881     -7,606     29,742     48,849     29,030     46,124:    17,060        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       13.3        1.0       64.9       66.3       80.0       80.7:      20.0       19.3
Old  :     100.0:      14.1       13.3        1.0       64.9       66.3       80.0       80.7:      20.0       19.3
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  :       228:        39         46         24         97        117        149        174:
Old  :       228:        39         46         24         97        117        149        174:
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  :                 24.2       22.5       34.2       31.0       23.1       16.6       31.4       24.3
Old  :                 24.2       22.5       34.2       31.0       23.1       16.6       31.4       24.3
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 - Futures Only, December 13, 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  : 1,314,506:   372,768    137,468     11,976    701,797    959,045  1,086,541  1,108,489:   227,965    206,017
Old  : 1,314,506:   372,768    137,468     11,976    701,797    959,045  1,086,541  1,108,489:   227,965    206,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    70,145:    23,345     20,797      1,587     24,828     58,363     49,760     80,747:    20,385    -10,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       10.5        0.9       53.4       73.0       82.7       84.3:      17.3       15.7
Old  :     100.0:      28.4       10.5        0.9       53.4       73.0       82.7       84.3:      17.3       15.7
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  :       171:        26         26         11         68         98        100        129:
Old  :       171:        26         26         11         68         98        100        129:
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  :                 33.4       21.8       45.3       33.0       30.7       19.8       41.1       27.8
Old  :                 33.4       21.8       45.3       33.0       30.7       19.8       41.1       27.8
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 - Futures Only, December 13, 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  :   573,418:    84,891     63,405     75,947    384,120    396,483    544,958    535,835:    28,460     37,583
Old  :   573,418:    84,891     63,405     75,947    384,120    396,483    544,958    535,835:    28,460     37,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    13,465:     4,283      3,203      3,538      4,577     10,780     12,398     17,521:     1,067     -4,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.1       13.2       67.0       69.1       95.0       93.4:       5.0        6.6
Old  :     100.0:      14.8       11.1       13.2       67.0       69.1       95.0       93.4:       5.0        6.6
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  :       104:        24         17         23         49         54         79         91:
Old  :       104:        24         17         23         49         54         79         91:
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  :                 41.9       35.9       53.0       52.9       32.9       27.3       39.2       38.8
Old  :                 41.9       35.9       53.0       52.9       32.9       27.3       39.2       38.8
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 - Futures Only, December 13, 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  :   106,167:    12,678      3,423     10,426     74,083     83,826     97,187     97,674:     8,981      8,493
Old  :   106,167:    12,678      3,423     10,426     74,083     83,826     97,187     97,674:     8,981      8,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    39,424:     1,471        638      6,437     30,307     31,618     38,215     38,692:     1,210        732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        3.2        9.8       69.8       79.0       91.5       92.0:       8.5        8.0
Old  :     100.0:      11.9        3.2        9.8       69.8       79.0       91.5       92.0:       8.5        8.0
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  :       100:        21         16         18         46         40         81         65:
Old  :       100:        21         16         18         46         40         81         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       46.5       47.6       63.8       15.3       28.0       24.2       35.7
Old  :                 35.4       46.5       47.6       63.8       15.3       28.0       24.2       35.7
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 - Futures Only, December 13, 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  :    26,816:     3,228        761      3,959     17,898     19,151     25,085     23,871:     1,731      2,945
Old  :    26,816:     3,228        761      3,959     17,898     19,151     25,085     23,871:     1,731      2,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     8,096:       220       -495      3,521      4,256      4,783      7,997      7,809:        99        287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        2.8       14.8       66.7       71.4       93.5       89.0:       6.5       11.0
Old  :     100.0:      12.0        2.8       14.8       66.7       71.4       93.5       89.0:       6.5       11.0
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  :        25:         7          2          7         13         13         21         21:
Old  :        25:         7          2          7         13         13         21         21:
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  :                 53.4       59.5       75.6       75.4       44.5       51.6       57.5       59.2
Old  :                 53.4       59.5       75.6       75.4       44.5       51.6       57.5       59.2
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 - Futures Only, December 13, 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  :   158,702:    25,551     11,974      6,282    112,370    129,350    144,203    147,606:    14,499     11,096
Old  :   158,702:    25,551     11,974      6,282    112,370    129,350    144,203    147,606:    14,499     11,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    62,656:     2,124      1,887      6,210     52,101     53,669     60,435     61,766:     2,221        890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        7.5        4.0       70.8       81.5       90.9       93.0:       9.1        7.0
Old  :     100.0:      16.1        7.5        4.0       70.8       81.5       90.9       93.0:       9.1        7.0
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  :        97:        22         18         18         41         35         75         60:
Old  :        97:        22         18         18         41         35         75         60:
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  :                 40.9       49.8       53.0       64.1       18.4       32.1       29.4       42.3
Old  :                 40.9       49.8       53.0       64.1       18.4       32.1       29.4       42.3
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 - Futures Only, December 13, 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  :    16,944:     7,459     15,589      1,345      8,004          0     16,808     16,934:       136         10
Old  :    16,944:     7,459     15,589      1,345      8,004          0     16,808     16,934:       136         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :        62:        53       -219        280       -219          0        114         61:       -52          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       92.0        7.9       47.2        0.0       99.2       99.9:       0.8        0.1
Old  :     100.0:      44.0       92.0        7.9       47.2        0.0       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        11         13          5          3          0         18         14:
Old  :        27:        11         13          5          3          0         18         14:
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  :                 70.6       79.5       92.1       94.4       70.1       73.7       87.5       87.0
Old  :                 70.6       79.5       92.1       94.4       70.1       73.7       87.5       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, December 13, 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  :    11,784:     1,208      2,302        336      9,160      8,268     10,704     10,906:     1,080        878
Old  :    11,784:     1,208      2,302        336      9,160      8,268     10,704     10,906:     1,080        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       757:        42      1,075       -420        324       -668        -54        -13:       811        770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       19.5        2.9       77.7       70.2       90.8       92.5:       9.2        7.5
Old  :     100.0:      10.3       19.5        2.9       77.7       70.2       90.8       92.5:       9.2        7.5
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  :        28:         6          6          1          6         11         13         17:
Old  :        28:         6          6          1          6         11         13         17:
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  :                 77.1       68.4       87.9       85.1       77.1       68.4       86.1       82.2
Old  :                 77.1       68.4       87.9       85.1       77.1       68.4       86.1       82.2
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 - Futures Only, December 13, 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  :    14,300:       842        909        969     12,105     12,213     13,916     14,091:       384        209
Old  :    14,300:       842        909        969     12,105     12,213     13,916     14,091:       384        209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :       531:        -4       -417        969       -410        -33        555        519:       -24         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.4        6.8       84.7       85.4       97.3       98.5:       2.7        1.5
Old  :     100.0:       5.9        6.4        6.8       84.7       85.4       97.3       98.5:       2.7        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  :        30:         6          6          2          7         12         14         19:
Old  :        30:         6          6          2          7         12         14         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  :                 87.3       67.1       94.8       85.6       84.9       65.7       87.9       79.1
Old  :                 87.3       67.1       94.8       85.6       84.9       65.7       87.9       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 16, 2011