```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 3, 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  :   386,401:    72,938    117,031     62,267    218,806    153,304    354,011    332,602:    32,390     53,799
Old  :   242,543:    68,635     86,832     21,635    129,345    103,619    219,615    212,086:    22,928     30,457
Other:   143,858:    26,968     52,864     17,967     89,461     49,685    134,396    120,516:     9,462     23,342
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     5,509:    -1,511     -2,159      7,021       -797        342      4,713      5,204:       796        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       30.3       16.1       56.6       39.7       91.6       86.1:       8.4       13.9
Old  :     100.0:      28.3       35.8        8.9       53.3       42.7       90.5       87.4:       9.5       12.6
Other:     100.0:      18.7       36.7       12.5       62.2       34.5       93.4       83.8:       6.6       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       101        148        132         77        102        265        309:
Old  :       358:       114        128         75         58         85        219        245:
Other:       244:        47         94         48         53         84        131        200:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       12.2       39.6       19.4       24.8       10.6       37.5       16.6
Old  :                 28.0       16.3       39.6       25.7       27.9       15.0       38.7       24.4
Other:                 31.9       12.5       49.4       21.3       28.8        8.8       46.2       16.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 3, 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  : 1,176,009:   308,639    117,910    155,927    579,892    661,571  1,044,458    935,408:   131,551    240,601
Old  :   926,421:   287,423    114,370     92,264    435,612    526,072    815,299    732,706:   111,122    193,715
Other:   249,588:    73,767     56,091     11,112    144,280    135,499    229,159    202,702:    20,429     46,886
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    22,031:    14,908    -21,014      9,035      1,658     27,844     25,601     15,865:    -3,570      6,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       10.0       13.3       49.3       56.3       88.8       79.5:      11.2       20.5
Old  :     100.0:      31.0       12.3       10.0       47.0       56.8       88.0       79.1:      12.0       20.9
Other:     100.0:      29.6       22.5        4.5       57.8       54.3       91.8       81.2:       8.2       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       688:       164        155        170        185        305        441        558:
Old  :       671:       164        150        139        173        295        409        521:
Other:       452:        70         97         35         78        237        165        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2        9.7       24.3       15.4       14.3        8.8       21.3       14.0
Old  :                 16.3       10.2       24.9       16.4       16.2       10.2       24.1       16.0
Other:                 28.8       20.9       41.9       29.7       21.4       13.2       31.4       20.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 3, 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  :    12,890:     2,688      2,482         38      8,193      8,552     10,919     11,072:     1,971      1,818
Old  :    12,616:     2,661      2,486         28      8,079      8,286     10,768     10,800:     1,848      1,816
Other:       274:        31          0          6        114        266        151        272:       123          2
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       272:        88        378        -11         57       -143        134        224:       138         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       19.3        0.3       63.6       66.3       84.7       85.9:      15.3       14.1
Old  :     100.0:      21.1       19.7        0.2       64.0       65.7       85.4       85.6:      14.6       14.4
Other:     100.0:      11.3        0.0        2.2       41.6       97.1       55.1       99.3:      44.9        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          9          3         16          8         30         19:
Old  :        39:        13          9          1         15          4         28         14:
Other:        12:         3          0          1          4          7          7          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       75.1       58.7       81.5       41.7       73.6       57.9       79.9
Old  :                 43.1       76.3       59.5       82.8       43.1       75.2       59.5       81.7
Other:                 49.3       79.2       55.1       99.3       42.0       79.2       43.8       88.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 3, 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  :   460,650:   110,219     70,808     67,574    239,308    251,208    417,101    389,590:    43,549     71,060
Old  :   382,769:    96,976     76,467     46,475    202,555    205,013    346,006    327,955:    36,763     54,814
Other:    77,881:    30,217     11,315      4,125     36,753     46,195     71,095     61,635:     6,786     16,246
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :   -19,357:     5,396     -5,006     -2,888    -17,733     -6,407    -15,225    -14,301:    -4,132     -5,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.4       14.7       52.0       54.5       90.5       84.6:       9.5       15.4
Old  :     100.0:      25.3       20.0       12.1       52.9       53.6       90.4       85.7:       9.6       14.3
Other:     100.0:      38.8       14.5        5.3       47.2       59.3       91.3       79.1:       8.7       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       141        114        145         87        144        314        346:
Old  :       435:       140        115        126         85        130        298        321:
Other:       240:        54         57         30         42        106        114        180:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       16.8       27.3       25.5       15.4       14.1       24.7       21.0
Old  :                 19.2       17.9       30.7       26.8       18.0       16.3       29.4       24.8
Other:                 38.6       29.3       53.4       43.0       31.7       26.6       43.5       34.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 3, 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  :   273,454:    61,463     63,823     31,137    152,959    151,103    245,559    246,063:    27,895     27,391
Old  :   246,510:    62,558     65,865     24,086    137,181    131,909    223,825    221,860:    22,685     24,650
Other:    26,944:     3,422      2,475      2,534     15,778     19,194     21,734     24,203:     5,210      2,741
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :   -16,885:    -2,560     -8,393     -2,603    -11,085     -2,424    -16,248    -13,420:      -637     -3,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       23.3       11.4       55.9       55.3       89.8       90.0:      10.2       10.0
Old  :     100.0:      25.4       26.7        9.8       55.6       53.5       90.8       90.0:       9.2       10.0
Other:     100.0:      12.7        9.2        9.4       58.6       71.2       80.7       89.8:      19.3       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        67         65         66         61         62        168        170:
Old  :       233:        69         72         58         58         61        160        165:
Other:        73:        15         12          9         34         24         55         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       22.3       25.8       34.7       13.6       19.4       21.9       30.7
Old  :                 16.4       21.6       27.1       33.2       15.1       20.1       23.9       30.8
Other:                 35.3       44.0       48.4       64.3       28.6       39.9       39.4       53.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 3, 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  :   585,528:    63,467     97,014      2,844    381,042    364,598    447,353    464,456:   138,175    121,072
Old  :   585,528:    63,467     97,014      2,844    381,042    364,598    447,353    464,456:   138,175    121,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     3,626:     3,443      4,518        473     -3,223     -2,512        693      2,479:     2,933      1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       16.6        0.5       65.1       62.3       76.4       79.3:      23.6       20.7
Old  :     100.0:      10.8       16.6        0.5       65.1       62.3       76.4       79.3:      23.6       20.7
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  :       141:        21         32          9         64         63         90         99:
Old  :       141:        21         32          9         64         63         90         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       22.9       35.2       36.0       22.6       22.8       29.7       34.6
Old  :                 23.7       22.9       35.2       36.0       22.6       22.8       29.7       34.6
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, January 3, 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  :   362,292:    59,119     31,999        555    244,493    289,614    304,167    322,168:    58,125     40,124
Old  :   362,292:    59,119     31,999        555    244,493    289,614    304,167    322,168:    58,125     40,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -6,322:        91     -3,465       -591     -3,166     -3,615     -3,666     -7,671:    -2,656      1,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        8.8        0.2       67.5       79.9       84.0       88.9:      16.0       11.1
Old  :     100.0:      16.3        8.8        0.2       67.5       79.9       84.0       88.9:      16.0       11.1
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  :        69:         7          7          4         39         39         49         47:
Old  :        69:         7          7          4         39         39         49         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       50.6       44.7       64.4       21.6       50.6       38.9       63.8
Old  :                 25.6       50.6       44.7       64.4       21.6       50.6       38.9       63.8
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 - Futures Only, January 3, 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  :    10,050:     1,109        968      1,040      7,333      7,507      9,482      9,515:       568        535
Old  :    10,050:     1,109        968      1,040      7,333      7,507      9,482      9,515:       568        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       252:        -5       -166         88        195        302        278        224:       -26         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.6       10.3       73.0       74.7       94.3       94.7:       5.7        5.3
Old  :     100.0:      11.0        9.6       10.3       73.0       74.7       94.3       94.7:       5.7        5.3
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  :        32:         7          3          5         19         18         28         24:
Old  :        32:         7          3          5         19         18         28         24:
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  :                 50.6       53.0       69.6       74.7       24.6       21.0       31.9       31.0
Old  :                 50.6       53.0       69.6       74.7       24.6       21.0       31.9       31.0
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, January 3, 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  :   195,357:    29,988     48,099     27,853    107,969     91,426    165,810    167,378:    29,547     27,979
Old  :   168,736:    27,332     48,546     19,232     96,202     75,900    142,766    143,678:    25,970     25,058
Other:    26,621:     5,050      1,947      6,227     11,767     15,526     23,044     23,700:     3,577      2,921
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -1,223:      -801       -141      1,179     -2,447     -1,817     -2,069       -779:       846       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       24.6       14.3       55.3       46.8       84.9       85.7:      15.1       14.3
Old  :     100.0:      16.2       28.8       11.4       57.0       45.0       84.6       85.1:      15.4       14.9
Other:     100.0:      19.0        7.3       23.4       44.2       58.3       86.6       89.0:      13.4       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        36         47         58         65         62        142        143:
Old  :       184:        37         54         53         65         61        140        138:
Other:        77:        22         10         10         33         22         57         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       24.9       32.5       34.8       17.5       18.8       24.5       26.0
Old  :                 24.2       25.4       33.7       34.9       19.7       20.0       27.1       28.2
Other:                 38.4       41.9       55.7       56.3       35.6       33.9       44.9       43.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 3, 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  :    14,699:     3,048      5,355        937      7,987      6,358     11,972     12,650:     2,727      2,049
Old  :    14,489:     3,046      5,355        931      7,907      6,171     11,884     12,457:     2,605      2,032
Other:       210:         5          3          3         80        187         88        193:       122         17
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -1,933:        78       -287       -990       -538       -316     -1,450     -1,593:      -483       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       36.4        6.4       54.3       43.3       81.4       86.1:      18.6       13.9
Old  :     100.0:      21.0       37.0        6.4       54.6       42.6       82.0       86.0:      18.0       14.0
Other:     100.0:       2.4        1.4        1.4       38.1       89.0       41.9       91.9:      58.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        24         22         15         18         14         51         45:
Old  :        77:        24         22         14         17         14         50         44:
Other:        11:         1          1          2          2          5          5          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       32.6       48.6       49.0       32.7       27.5       48.6       43.7
Old  :                 33.1       32.1       49.3       48.7       33.1       27.3       49.3       43.9
Other:                 41.4       85.7       41.9       91.9       40.5       85.7       40.5       90.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 3, 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  :   697,412:   160,598    142,127      5,220    420,341    448,086    586,159    595,433:   111,253    101,979
Old  :   697,412:   160,598    142,127      5,220    420,341    448,086    586,159    595,433:   111,253    101,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     5,708:   -12,202     14,327     -3,981     17,828     -4,570      1,645      5,776:     4,063        -68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       20.4        0.7       60.3       64.2       84.0       85.4:      16.0       14.6
Old  :     100.0:      23.0       20.4        0.7       60.3       64.2       84.0       85.4:      16.0       14.6
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  :       201:        34         41         13         80         98        123        143:
Old  :       201:        34         41         13         80         98        123        143:
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  :                 27.2       21.6       39.1       30.7       26.7       18.9       37.5       27.1
Old  :                 27.2       21.6       39.1       30.7       26.7       18.9       37.5       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 3, 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  : 1,497,556:   211,727    205,491     19,933    992,990    982,531  1,224,650  1,207,955:   272,906    289,601
Old  : 1,497,556:   211,727    205,491     19,933    992,990    982,531  1,224,650  1,207,955:   272,906    289,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    21,678:     5,542     -3,675      4,020        809     17,948     10,371     18,293:    11,307      3,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       13.7        1.3       66.3       65.6       81.8       80.7:      18.2       19.3
Old  :     100.0:      14.1       13.7        1.3       66.3       65.6       81.8       80.7:      18.2       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  :       224:        33         48         15         93        110        134        165:
Old  :       224:        33         48         15         93        110        134        165:
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  :                 28.6       20.7       38.8       30.0       27.9       16.4       36.8       24.6
Old  :                 28.6       20.7       38.8       30.0       27.9       16.4       36.8       24.6
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, January 3, 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  : 1,286,469:   381,297    129,424      8,071    673,993    927,619  1,063,361  1,065,114:   223,108    221,355
Old  : 1,286,469:   381,297    129,424      8,071    673,993    927,619  1,063,361  1,065,114:   223,108    221,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    62,780:    10,926    -17,273       -129     25,982     77,307     36,779     59,905:    26,001      2,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       10.1        0.6       52.4       72.1       82.7       82.8:      17.3       17.2
Old  :     100.0:      29.6       10.1        0.6       52.4       72.1       82.7       82.8:      17.3       17.2
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  :       166:        26         25         10         61         97         92        127:
Old  :       166:        26         25         10         61         97         92        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       17.4       49.3       27.8       34.6       15.6       45.8       24.0
Old  :                 37.3       17.4       49.3       27.8       34.6       15.6       45.8       24.0
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, January 3, 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  :   513,191:    79,367     67,050     66,108    335,750    346,176    481,225    479,334:    31,966     33,857
Old  :   513,191:    79,367     67,050     66,108    335,750    346,176    481,225    479,334:    31,966     33,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :   -62,462:   -18,008     -4,616     -3,249    -46,558    -52,072    -67,815    -59,937:     5,353     -2,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       13.1       12.9       65.4       67.5       93.8       93.4:       6.2        6.6
Old  :     100.0:      15.5       13.1       12.9       65.4       67.5       93.8       93.4:       6.2        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  :        88:        17         18         20         44         46         70         76:
Old  :        88:        17         18         20         44         46         70         76:
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  :                 44.8       36.4       54.3       54.5       34.7       26.2       40.5       39.8
Old  :                 44.8       36.4       54.3       54.5       34.7       26.2       40.5       39.8
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, January 3, 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  :    47,962:    13,816      3,864        180     27,865     40,251     41,861     44,295:     6,102      3,668
Old  :    47,962:    13,816      3,864        180     27,865     40,251     41,861     44,295:     6,102      3,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     3,198:     1,166       -320       -106      1,133      3,843      2,193      3,418:     1,005       -221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        8.1        0.4       58.1       83.9       87.3       92.4:      12.7        7.6
Old  :     100.0:      28.8        8.1        0.4       58.1       83.9       87.3       92.4:      12.7        7.6
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  :        87:        25         10          3         28         29         55         40:
Old  :        87:        25         10          3         28         29         55         40:
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  :                 35.3       60.9       48.6       72.6       35.3       60.9       48.3       72.6
Old  :                 35.3       60.9       48.6       72.6       35.3       60.9       48.3       72.6
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, January 3, 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  :    95,924:    27,632      7,728        359     55,730     80,502     83,721     88,589:    12,203      7,335
Old  :    95,924:    27,632      7,728        359     55,730     80,502     83,721     88,589:    12,203      7,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     6,395:     2,331       -639       -211      2,265      7,686      4,385      6,836:     2,010       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        8.1        0.4       58.1       83.9       87.3       92.4:      12.7        7.6
Old  :     100.0:      28.8        8.1        0.4       58.1       83.9       87.3       92.4:      12.7        7.6
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  :        87:        25         10          3         28         29         55         40:
Old  :        87:        25         10          3         28         29         55         40:
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  :                 35.3       60.9       48.6       72.6       35.3       60.9       48.3       72.6
Old  :                 35.3       60.9       48.6       72.6       35.3       60.9       48.3       72.6
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 - Futures Only, January 3, 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  :    15,631:    13,599     14,380        490      1,331        747     15,420     15,617:       211         14
Old  :    15,631:    13,599     14,380        490      1,331        747     15,420     15,617:       211         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :      -431:      -185       -989       -195        -54        747       -434       -437:         3          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0       92.0        3.1        8.5        4.8       98.7       99.9:       1.3        0.1
Old  :     100.0:      87.0       92.0        3.1        8.5        4.8       98.7       99.9:       1.3        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  :        24:         7         14          3          1          2         11         16:
Old  :        24:         7         14          3          1          2         11         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  :                 92.5       70.2       97.2       86.4       92.5       67.6       95.5       83.9
Old  :                 92.5       70.2       97.2       86.4       92.5       67.6       95.5       83.9
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 - Futures Only, January 3, 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  :    10,575:     1,209      2,513         25      9,069      7,945     10,303     10,483:       272         92
Old  :    10,575:     1,209      2,513         25      9,069      7,945     10,303     10,483:       272         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :        92:         5        601          0         63       -507         68         94:        24         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       23.8        0.2       85.8       75.1       97.4       99.1:       2.6        0.9
Old  :     100.0:      11.4       23.8        0.2       85.8       75.1       97.4       99.1:       2.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 82.3       76.4       95.0       92.3       82.3       76.4       95.0       92.0
Old  :                 82.3       76.4       95.0       92.3       82.3       76.4       95.0       92.0
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, January 3, 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  :    12,322:     1,186        794          0     10,695     11,339     11,881     12,133:       441        189
Old  :    12,322:     1,186        794          0     10,695     11,339     11,881     12,133:       441        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       383:       295        215          0          6        168        301        383:        82          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        6.4        0.0       86.8       92.0       96.4       98.5:       3.6        1.5
Old  :     100.0:       9.6        6.4        0.0       86.8       92.0       96.4       98.5:       3.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          6          0          6         12         14         18:
Old  :        32:         8          6          0          6         12         14         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  :                 87.5       75.0       93.8       87.1       87.5       75.0       93.8       87.1
Old  :                 87.5       75.0       93.8       87.1       87.5       75.0       93.8       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 6, 2012