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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   525,871:    92,095    135,613    132,132    259,333    201,259    483,560    469,004:    42,311     56,867
Old  :   225,424:    64,404     85,990     34,107    105,710     83,173    204,221    203,269:    21,203     22,155
Other:   300,447:    58,917     80,849     66,799    153,622    118,086    279,339    265,735:    21,108     34,712
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    12,342:    -1,563     10,460      7,481      3,886     -5,322      9,804     12,619:     2,538       -277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       25.8       25.1       49.3       38.3       92.0       89.2:       8.0       10.8
Old  :     100.0:      28.6       38.1       15.1       46.9       36.9       90.6       90.2:       9.4        9.8
Other:     100.0:      19.6       26.9       22.2       51.1       39.3       93.0       88.4:       7.0       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       123        149        165         87        107        305        335:
Old  :       340:       122        113         85         66         74        219        241:
Other:       311:        88        105        107         72         99        223        254:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       13.5       33.3       20.5       19.6       11.5       30.2       17.0
Old  :                 27.5       25.3       37.5       35.5       27.3       24.5       37.3       34.3
Other:                 26.1       11.4       37.8       19.6       25.0       10.1       35.2       16.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,764,358:   375,595    101,373    517,539    706,501    853,713  1,599,635  1,472,625:   164,722    291,732
Old  : 1,250,330:   300,412    113,319    342,246    495,544    606,119  1,138,202  1,061,683:   112,128    188,647
Other:   514,027:   159,877     72,748     90,599    210,957    247,594    461,433    410,942:    52,594    103,085
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    80,326:     7,611      6,473     37,911     25,463     26,559     70,985     70,943:     9,341      9,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.7       29.3       40.0       48.4       90.7       83.5:       9.3       16.5
Old  :     100.0:      24.0        9.1       27.4       39.6       48.5       91.0       84.9:       9.0       15.1
Other:     100.0:      31.1       14.2       17.6       41.0       48.2       89.8       79.9:      10.2       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       729:       202        154        251        239        336        558        634:
Old  :       702:       185        158        207        214        322        495        593:
Other:       569:       139        104        123        145        290        333        470:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       10.9       18.5       16.2        9.0        5.9       14.7        9.9
Old  :                 11.9        9.6       20.9       15.9       10.6        6.4       17.9        9.8
Other:                 18.5       17.9       28.7       24.3       14.3       11.9       22.2       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,181:     1,696      2,742        542      7,522      6,632      9,760      9,916:     2,421      2,265
Old  :     7,821:     1,695      2,088        208      4,256      3,782      6,160      6,079:     1,661      1,742
Other:     4,360:       144        797        190      3,266      2,850      3,601      3,838:       759        522
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       577:       183      1,154         22        310       -604        515        572:        62          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       22.5        4.5       61.8       54.4       80.1       81.4:      19.9       18.6
Old  :     100.0:      21.7       26.7        2.7       54.4       48.4       78.8       77.7:      21.2       22.3
Other:     100.0:       3.3       18.3        4.4       74.9       65.4       82.6       88.0:      17.4       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        12         11          6         18         11         31         27:
Old  :        40:        12         10          4         16          7         28         21:
Other:        24:         2          7          4         14         10         20         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       59.9       50.2       69.7       28.1       58.3       47.3       63.6
Old  :                 33.4       56.8       51.4       65.0       33.4       56.7       49.6       63.7
Other:                 38.4       71.7       64.6       84.6       35.2       68.0       56.2       70.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   846,793:   221,019     32,766    266,259    298,734    451,365    786,012    750,389:    60,781     96,404
Old  :   575,515:   177,285     43,930    172,231    185,603    304,611    535,119    520,772:    40,396     54,744
Other:   271,278:    71,230     16,333     66,532    113,131    146,753    250,893    229,618:    20,385     41,660
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    57,261:    15,978       -795     25,489     13,226     31,840     54,693     56,534:     2,567        727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        3.9       31.4       35.3       53.3       92.8       88.6:       7.2       11.4
Old  :     100.0:      30.8        7.6       29.9       32.2       52.9       93.0       90.5:       7.0        9.5
Other:     100.0:      26.3        6.0       24.5       41.7       54.1       92.5       84.6:       7.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       554:       207        129        223        144        194        457        455:
Old  :       530:       179        146        173        115        185        392        410:
Other:       394:       120         84        123        102        160        279        321:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       16.3       18.0       24.3        8.2       11.6       13.4       18.3
Old  :                 11.4       15.8       18.5       24.8        9.3       14.1       14.8       21.6
Other:                 16.0       23.2       28.1       31.6       14.3       18.0       22.4       23.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   387,146:    89,814     63,144     70,063    188,363    226,922    348,240    360,129:    38,906     27,017
Old  :   306,480:    84,758     64,488     44,935    145,883    175,816    275,576    285,239:    30,904     21,240
Other:    80,667:    16,684     10,283     13,500     42,480     51,106     72,664     74,890:     8,003      5,777
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    30,715:    15,569      5,435      7,933      4,185     17,149     27,688     30,517:     3,028        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.3       18.1       48.7       58.6       90.0       93.0:      10.0        7.0
Old  :     100.0:      27.7       21.0       14.7       47.6       57.4       89.9       93.1:      10.1        6.9
Other:     100.0:      20.7       12.7       16.7       52.7       63.4       90.1       92.8:       9.9        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        95         73         87         67         73        217        190:
Old  :       265:        99         74         71         64         71        200        181:
Other:       123:        37         26         32         41         40         95         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       25.7       23.8       37.0       11.4       21.8       18.4       29.8
Old  :                 15.6       26.3       25.5       35.3       12.3       24.9       20.2       32.1
Other:                 23.6       37.5       39.5       57.9       20.5       36.0       32.9       50.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   732,277:    60,638     91,826     62,459    457,312    412,595    580,409    566,880:   151,868    165,397
Old  :   732,277:    60,638     91,826     62,459    457,312    412,595    580,409    566,880:   151,868    165,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    13,665:   -17,626      6,814     13,371     20,409     -8,393     16,155     11,793:    -2,489      1,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.5        8.5       62.5       56.3       79.3       77.4:      20.7       22.6
Old  :     100.0:       8.3       12.5        8.5       62.5       56.3       79.3       77.4:      20.7       22.6
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  :       174:        38         31         42         89         85        146        139:
Old  :       174:        38         31         42         89         85        146        139:
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  :                 15.6       18.8       23.3       27.6       13.3       16.1       18.7       23.3
Old  :                 15.6       18.8       23.3       27.6       13.3       16.1       18.7       23.3
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   352,500:    39,914     28,945        889    247,107    265,702    287,910    295,536:    64,591     56,964
Old  :   352,500:    39,914     28,945        889    247,107    265,702    287,910    295,536:    64,591     56,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -4,271:       -46      1,734        202    -10,642     -9,660    -10,486     -7,724:     6,215      3,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        8.2        0.3       70.1       75.4       81.7       83.8:      18.3       16.2
Old  :     100.0:      11.3        8.2        0.3       70.1       75.4       81.7       83.8:      18.3       16.2
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  :        63:         6          8          4         35         37         43         47:
Old  :        63:         6          8          4         35         37         43         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  :                 27.0       44.3       45.7       58.1       24.4       43.0       41.1       55.8
Old  :                 27.0       44.3       45.7       58.1       24.4       43.0       41.1       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,095:     1,580        450      1,495      7,529      8,772     10,604     10,717:       491        378
Old  :    11,095:     1,580        450      1,495      7,529      8,772     10,604     10,717:       491        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -120:       149        -74         -3         82        279        228        202:      -348       -322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        4.1       13.5       67.9       79.1       95.6       96.6:       4.4        3.4
Old  :     100.0:      14.2        4.1       13.5       67.9       79.1       95.6       96.6:       4.4        3.4
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  :        45:        11          5          7         20         25         35         35:
Old  :        45:        11          5          7         20         25         35         35:
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  :                 44.6       44.6       62.3       63.0       12.8       10.4       18.8       17.1
Old  :                 44.6       44.6       62.3       63.0       12.8       10.4       18.8       17.1
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   252,030:    81,051     16,550     43,279     84,166    171,450    208,496    231,279:    43,534     20,751
Old  :   197,367:    71,345     14,618     28,492     61,911    137,939    161,748    181,049:    35,620     16,318
Other:    54,663:    12,511      4,737     11,982     22,256     33,511     46,748     50,230:     7,915      4,433
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    17,576:    12,606        616      1,638        524     18,369     14,768     20,624:     2,808     -3,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        6.6       17.2       33.4       68.0       82.7       91.8:      17.3        8.2
Old  :     100.0:      36.1        7.4       14.4       31.4       69.9       82.0       91.7:      18.0        8.3
Other:     100.0:      22.9        8.7       21.9       40.7       61.3       85.5       91.9:      14.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        77         38         47         64         77        172        139:
Old  :       208:        74         40         42         60         71        159        133:
Other:       104:        32         14         26         38         37         81         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       31.7       22.2       46.3        9.7       24.7       16.9       32.7
Old  :                 12.6       33.0       22.0       45.6       11.2       28.1       19.9       35.9
Other:                 32.3       43.4       44.7       59.0       28.8       34.8       38.3       47.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,201:     3,766      6,340      1,017      7,489      5,663     12,272     13,020:     2,929      2,181
Old  :    14,163:     4,137      6,341        527      6,894      5,189     11,558     12,057:     2,605      2,106
Other:     1,038:        44        414         76        595        474        714        963:       324         75
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       106:       207        163        -16        -30        -31        161        116:       -55        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       41.7        6.7       49.3       37.3       80.7       85.7:      19.3       14.3
Old  :     100.0:      29.2       44.8        3.7       48.7       36.6       81.6       85.1:      18.4       14.9
Other:     100.0:       4.2       39.8        7.3       57.3       45.7       68.8       92.8:      31.2        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        25         26         11         21         17         51         51:
Old  :        82:        27         26         10         20         15         50         48:
Other:        25:         4          7          6          8          8         15         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.1       21.1       45.8       37.6       30.5       18.3       45.1       33.8
Old  :                 33.1       22.5       48.6       39.1       33.0       21.7       48.5       38.3
Other:                 51.9       61.6       63.1       79.1       51.0       61.6       58.8       79.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   874,011:   171,180    159,266     56,618    548,010    544,192    775,808    760,076:    98,202    113,935
Old  :   874,011:   171,180    159,266     56,618    548,010    544,192    775,808    760,076:    98,202    113,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :   -26,317:   -25,855     23,812      5,139      6,456    -56,657    -14,260    -27,706:   -12,057      1,389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       18.2        6.5       62.7       62.3       88.8       87.0:      11.2       13.0
Old  :     100.0:      19.6       18.2        6.5       62.7       62.3       88.8       87.0:      11.2       13.0
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  :       207:        39         34         28        106         97        152        152:
Old  :       207:        39         34         28        106         97        152        152:
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  :                 20.0       28.2       34.2       37.5       19.4       24.5       32.6       32.4
Old  :                 20.0       28.2       34.2       37.5       19.4       24.5       32.6       32.4
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,176,397:   217,690    289,480    201,103  1,454,057  1,304,493  1,872,851  1,795,077:   303,546    381,320
Old  : 2,176,397:   217,690    289,480    201,103  1,454,057  1,304,493  1,872,851  1,795,077:   303,546    381,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -812:   -25,561     28,353     30,334     -6,456    -63,872     -1,684     -5,185:       872      4,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       13.3        9.2       66.8       59.9       86.1       82.5:      13.9       17.5
Old  :     100.0:      10.0       13.3        9.2       66.8       59.9       86.1       82.5:      13.9       17.5
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  :       292:        38         75         66        147        158        230        254:
Old  :       292:        38         75         66        147        158        230        254:
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  :                 28.9       21.6       36.0       28.8       28.4       17.9       34.2       24.2
Old  :                 28.9       21.6       36.0       28.8       28.4       17.9       34.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,498,138:   314,681    163,784     67,540    912,381  1,005,659  1,294,602  1,236,983:   203,537    261,155
Old  : 1,498,138:   314,681    163,784     67,540    912,381  1,005,659  1,294,602  1,236,983:   203,537    261,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    33,930:   -57,530     18,353     14,873     94,574    -15,701     51,917     17,526:   -17,987     16,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       10.9        4.5       60.9       67.1       86.4       82.6:      13.6       17.4
Old  :     100.0:      21.0       10.9        4.5       60.9       67.1       86.4       82.6:      13.6       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        33         36         30         89        107        138        157:
Old  :       192:        33         36         30         89        107        138        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       27.0       38.9       36.2       26.8       26.0       35.2       34.2
Old  :                 29.2       27.0       38.9       36.2       26.8       26.0       35.2       34.2
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   617,826:    79,272     75,795    131,152    378,269    365,961    588,692    572,908:    29,134     44,918
Old  :   617,826:    79,272     75,795    131,152    378,269    365,961    588,692    572,908:    29,134     44,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    42,184:     7,735      3,867     12,554     26,871     23,785     47,160     40,206:    -4,976      1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       12.3       21.2       61.2       59.2       95.3       92.7:       4.7        7.3
Old  :     100.0:      12.8       12.3       21.2       61.2       59.2       95.3       92.7:       4.7        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        21         18         29         47         52         80         88:
Old  :        93:        21         18         29         47         52         80         88:
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  :                 40.0       27.1       54.4       43.0       29.0       17.7       32.3       25.2
Old  :                 40.0       27.1       54.4       43.0       29.0       17.7       32.3       25.2
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    97,989:    23,589      4,847      8,100     56,004     77,496     87,693     90,443:    10,296      7,547
Old  :    97,989:    23,589      4,847      8,100     56,004     77,496     87,693     90,443:    10,296      7,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    42,187:     4,544     -2,048      6,771     27,497     35,790     38,813     40,513:     3,374      1,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.9        8.3       57.2       79.1       89.5       92.3:      10.5        7.7
Old  :     100.0:      24.1        4.9        8.3       57.2       79.1       89.5       92.3:      10.5        7.7
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  :       109:        38         13         12         40         40         82         62:
Old  :       109:        38         13         12         40         40         82         62:
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  :                 20.3       42.1       33.9       58.7       16.8       33.7       25.0       43.3
Old  :                 20.3       42.1       33.9       58.7       16.8       33.7       25.0       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,082:     2,851      2,224      1,913     13,328     14,455     18,092     18,592:     1,990      1,490
Old  :    20,082:     2,851      2,224      1,913     13,328     14,455     18,092     18,592:     1,990      1,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       11.1        9.5       66.4       72.0       90.1       92.6:       9.9        7.4
Old  :     100.0:      14.2       11.1        9.5       66.4       72.0       90.1       92.6:       9.9        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          2          5          8         12         13         18:
Old  :        20:         4          2          5          8         12         13         18:
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  :                 53.2       51.4       82.3       76.0       45.5       44.1       52.4       52.5
Old  :                 53.2       51.4       82.3       76.0       45.5       44.1       52.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   155,815:    47,175     10,944      6,676     85,351    126,082    139,202    143,702:    16,613     12,113
Old  :   155,815:    47,175     10,944      6,676     85,351    126,082    139,202    143,702:    16,613     12,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    44,210:     9,084     -2,847      4,019     28,339     42,670     41,441     43,842:     2,769        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        7.0        4.3       54.8       80.9       89.3       92.2:      10.7        7.8
Old  :     100.0:      30.3        7.0        4.3       54.8       80.9       89.3       92.2:      10.7        7.8
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  :       107:        35         16         12         38         38         80         59:
Old  :       107:        35         16         12         38         38         80         59:
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  :                 24.8       47.5       39.1       63.3       21.2       42.8       32.0       51.6
Old  :                 24.8       47.5       39.1       63.3       21.2       42.8       32.0       51.6
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    17,370:    14,519      7,773      1,439      1,361      8,118     17,319     17,330:        51         40
Old  :    17,370:    14,519      7,773      1,439      1,361      8,118     17,319     17,330:        51         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :       196:       343        367        371          0       -460        714        278:      -518        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.6       44.7        8.3        7.8       46.7       99.7       99.8:       0.3        0.2
Old  :     100.0:      83.6       44.7        8.3        7.8       46.7       99.7       99.8:       0.3        0.2
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  :        25:        11         10          3          1          3         14         14:
Old  :        25:        11         10          3          1          3         14         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  :                 81.0       76.5       94.8       91.1       81.0       72.9       90.1       84.9
Old  :                 81.0       76.5       94.8       91.1       81.0       72.9       90.1       84.9
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,315:     1,949        290         45      7,092      8,875      9,086      9,210:       229        105
Old  :     9,315:     1,949        290         45      7,092      8,875      9,086      9,210:       229        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :      -359:      -181       -178       -270        138         70       -313       -378:       -46         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        3.1        0.5       76.1       95.3       97.5       98.9:       2.5        1.1
Old  :     100.0:      20.9        3.1        0.5       76.1       95.3       97.5       98.9:       2.5        1.1
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  :        28:        10          4          2          5         10         15         16:
Old  :        28:        10          4          2          5         10         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       86.9       92.8       93.8       80.3       86.8       92.6       93.7
Old  :                 80.3       86.9       92.8       93.8       80.3       86.8       92.6       93.7
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, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,535:     2,537        482          0      5,710      7,961      8,247      8,443:       288         92
Old  :     8,535:     2,537        482          0      5,710      7,961      8,247      8,443:       288         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 6, 2012                        :
     :    -2,921:      -628       -687       -814     -1,528     -1,088     -2,970     -2,589:        49       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        5.6        0.0       66.9       93.3       96.6       98.9:       3.4        1.1
Old  :     100.0:      29.7        5.6        0.0       66.9       93.3       96.6       98.9:       3.4        1.1
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  :        31:         7          7          0          5         13         12         20:
Old  :        31:         7          7          0          5         13         12         20:
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  :                 83.7       65.5       94.7       84.4       83.7       65.5       94.7       84.4
Old  :                 83.7       65.5       94.7       84.4       83.7       65.5       94.7       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 16, 2012