```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   547,226:    84,208    142,188    143,211    278,413    198,302    505,833    483,701:    41,394     63,525
Old  :   335,372:    71,038    118,349     73,560    162,363    106,513    306,962    298,423:    28,410     36,949
Other:   211,854:    44,093     54,762     38,728    116,050     91,789    198,871    185,279:    12,983     26,575
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    27,474:    11,741      9,023      8,697      5,118     10,924     25,556     28,644:     1,918     -1,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       26.0       26.2       50.9       36.2       92.4       88.4:       7.6       11.6
Old  :     100.0:      21.2       35.3       21.9       48.4       31.8       91.5       89.0:       8.5       11.0
Other:     100.0:      20.8       25.8       18.3       54.8       43.3       93.9       87.5:       6.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       403:       113        165        180         84        103        305        355:
Old  :       379:       109        157        134         76         95        263        313:
Other:       262:        75         86         86         55         81        177        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       11.5       32.5       16.7       19.1        8.1       29.0       12.5
Old  :                 21.1       12.1       31.2       19.5       20.8        9.6       28.8       16.1
Other:                 27.4       14.2       45.6       22.4       24.6       12.2       42.4       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,689,901:   324,624    142,776    499,336    688,088    758,818  1,512,048  1,400,931:   177,853    288,970
Old  : 1,331,571:   289,586    140,519    378,580    517,350    592,719  1,185,516  1,111,818:   146,055    219,753
Other:   358,330:    98,174     65,393     57,620    170,738    166,100    326,532    289,113:    31,798     69,217
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    30,498:     5,617     20,621     14,530     12,044     -2,306     32,191     32,845:    -1,693     -2,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        8.4       29.5       40.7       44.9       89.5       82.9:      10.5       17.1
Old  :     100.0:      21.7       10.6       28.4       38.9       44.5       89.0       83.5:      11.0       16.5
Other:     100.0:      27.4       18.2       16.1       47.6       46.4       91.1       80.7:       8.9       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       737:       166        205        270        260        318        579        652:
Old  :       722:       163        199        248        249        313        549        631:
Other:       502:        96        115         91        120        249        262        413:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        8.3       17.6       13.0        9.1        5.7       13.9        9.2
Old  :                 11.1        8.5       18.4       13.2       10.2        6.6       15.9       10.4
Other:                 20.4       13.4       31.7       21.1       14.8       10.0       22.9       16.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    15,088:     1,914      2,852      1,017      9,878      8,839     12,809     12,709:     2,279      2,379
Old  :    13,493:     1,942      2,850        794      8,664      7,611     11,400     11,255:     2,093      2,238
Other:     1,595:         0         30        195      1,214      1,229      1,410      1,454:       186        141
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       245:        82        180         95        162        148        339        423:       -94       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.9        6.7       65.5       58.6       84.9       84.2:      15.1       15.8
Old  :     100.0:      14.4       21.1        5.9       64.2       56.4       84.5       83.4:      15.5       16.6
Other:     100.0:       0.0        1.9       12.2       76.1       77.0       88.4       91.2:      11.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8         16          5         16         10         28         27:
Old  :        41:        11         13          5         16          8         28         25:
Other:        18:         0          5          5         10          9         15         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.6       61.2       54.4       72.7       34.8       56.9       49.4       63.0
Old  :                 37.1       60.9       55.3       72.7       35.7       57.4       50.1       64.2
Other:                 60.1       75.6       80.9       86.5       58.2       67.7       66.7       69.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   684,919:   116,392     54,731    241,655    278,989    304,904    637,036    601,289:    47,884     83,631
Old  :   567,646:    97,751     60,809    199,290    230,968    244,131    528,009    504,230:    39,636     63,416
Other:   117,274:    37,421     12,701     23,585     48,020     60,773    109,027     97,059:     8,247     20,215
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    13,004:     9,599     -3,352     12,945     -8,807      2,919     13,736     12,511:      -732        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        8.0       35.3       40.7       44.5       93.0       87.8:       7.0       12.2
Old  :     100.0:      17.2       10.7       35.1       40.7       43.0       93.0       88.8:       7.0       11.2
Other:     100.0:      31.9       10.8       20.1       40.9       51.8       93.0       82.8:       7.0       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       146        142        212        128        155        390        407:
Old  :       462:       136        150        194        123        149        370        394:
Other:       258:        66         63         66         64        109        167        203:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       13.6       21.3       20.9       10.2       10.4       16.8       15.5
Old  :                 14.3       13.5       23.5       20.5       11.9       11.7       18.8       17.4
Other:                 24.6       25.6       35.9       35.9       18.4       19.8       27.0       27.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    12,852:     9,199      1,310        407        349      2,437      9,955      4,154:     2,897      8,698
Old  :     7,849:     5,078      1,381        210        349      1,533      5,637      3,124:     2,212      4,725
Other:     5,003:     4,317        125          1          0        904      4,318      1,030:       685      3,973
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       129:       240       -475        -16         -6         -4        218       -495:       -89        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       10.2        3.2        2.7       19.0       77.5       32.3:      22.5       67.7
Old  :     100.0:      64.7       17.6        2.7        4.4       19.5       71.8       39.8:      28.2       60.2
Other:     100.0:      86.3        2.5        0.0        0.0       18.1       86.3       20.6:      13.7       79.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          3          8          1          5         15         16:
Old  :        22:        13          4          6          1          5         14         15:
Other:        14:         7          2          1          0          5          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  :                 40.9       20.7       63.7       29.2       39.8       20.7       61.9       28.0
Old  :                 40.1       25.2       60.8       36.6       39.8       25.2       57.9       36.5
Other:                 75.2       18.0       86.3       20.6       75.1       18.0       86.3       20.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   366,993:    65,312     72,586     73,692    199,015    188,919    338,019    335,197:    28,974     31,796
Old  :   326,968:    64,882     75,449     61,616    175,874    160,147    302,373    297,213:    24,594     29,754
Other:    40,025:     7,994      4,700      4,512     23,140     28,771     35,646     37,983:     4,379      2,042
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    21,482:     8,146      7,746      9,390      3,713      6,270     21,249     23,405:       233     -1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       19.8       20.1       54.2       51.5       92.1       91.3:       7.9        8.7
Old  :     100.0:      19.8       23.1       18.8       53.8       49.0       92.5       90.9:       7.5        9.1
Other:     100.0:      20.0       11.7       11.3       57.8       71.9       89.1       94.9:      10.9        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        64         83         98         75         75        205        220:
Old  :       265:        67         90         89         71         74        191        218:
Other:        95:        26         18         23         38         33         74         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       21.5       27.2       32.4       12.1       16.4       19.6       24.5
Old  :                 18.7       21.2       29.5       30.6       14.2       16.3       22.6       24.3
Other:                 32.7       45.1       49.3       62.9       30.6       44.5       43.2       57.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   741,870:    74,010    108,582     56,145    460,114    431,955    590,269    596,682:   151,600    145,187
Old  :   741,870:    74,010    108,582     56,145    460,114    431,955    590,269    596,682:   151,600    145,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    -4,694:   -15,474      4,527      9,755      8,497    -26,826      2,777    -12,544:    -7,471      7,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       14.6        7.6       62.0       58.2       79.6       80.4:      20.4       19.6
Old  :     100.0:      10.0       14.6        7.6       62.0       58.2       79.6       80.4:      20.4       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        33         34         42         85         81        141        134:
Old  :       167:        33         34         42         85         81        141        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       21.5       30.2       31.5       18.8       18.5       24.9       27.2
Old  :                 19.7       21.5       30.2       31.5       18.8       18.5       24.9       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   373,110:    58,020     33,225        517    253,696    291,219    312,233    324,961:    60,877     48,149
Old  :   373,110:    58,020     33,225        517    253,696    291,219    312,233    324,961:    60,877     48,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    -2,027:    -1,145       -626          1        198     -3,086       -946     -3,711:    -1,081      1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        8.9        0.1       68.0       78.1       83.7       87.1:      16.3       12.9
Old  :     100.0:      15.6        8.9        0.1       68.0       78.1       83.7       87.1:      16.3       12.9
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  :        66:         6          7          4         40         37         49         45:
Old  :        66:         6          7          4         40         37         49         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.9       46.1       62.7       23.4       48.9       41.4       62.5
Old  :                 26.6       48.9       46.1       62.7       23.4       48.9       41.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    10,232:     1,042        212      1,470      7,077      8,030      9,589      9,712:       643        520
Old  :    10,232:     1,042        212      1,470      7,077      8,030      9,589      9,712:       643        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       162:      -125         75         15        247         -8        137         82:        25         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        2.1       14.4       69.2       78.5       93.7       94.9:       6.3        5.1
Old  :     100.0:      10.2        2.1       14.4       69.2       78.5       93.7       94.9:       6.3        5.1
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  :        33:         8          2          6         19         18         30         24:
Old  :        33:         8          2          6         19         18         30         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  :                 52.9       50.3       71.7       73.0       15.7       16.4       20.6       22.9
Old  :                 52.9       50.3       71.7       73.0       15.7       16.4       20.6       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   227,407:    32,397     43,444     39,384    123,469    117,598    195,250    200,427:    32,157     26,981
Old  :   189,297:    27,503     44,728     26,155    108,581     94,452    162,239    165,335:    27,058     23,962
Other:    38,110:     7,445      1,267     10,678     14,889     23,146     33,011     35,091:     5,099      3,018
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    12,794:     3,098     -5,149      2,808      3,283     13,894      9,189     11,553:     3,606      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       19.1       17.3       54.3       51.7       85.9       88.1:      14.1       11.9
Old  :     100.0:      14.5       23.6       13.8       57.4       49.9       85.7       87.3:      14.3       12.7
Other:     100.0:      19.5        3.3       28.0       39.1       60.7       86.6       92.1:      13.4        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        39         57         52         71         67        148        153:
Old  :       193:        39         59         50         70         65        143        149:
Other:        88:        19         16         24         38         28         69         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       26.7       32.4       35.9       14.9       16.3       20.1       22.7
Old  :                 24.5       25.8       32.9       34.3       17.5       15.5       23.4       23.1
Other:                 33.4       42.7       50.6       57.8       26.3       33.0       36.4       42.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    14,912:     2,741      5,653      1,128      8,312      6,204     12,181     12,984:     2,731      1,928
Old  :    14,631:     2,749      5,670      1,091      8,220      5,953     12,060     12,713:     2,571      1,918
Other:       281:        22         13          7         92        251        121        271:       160         10
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :        64:        31        163        -19       -192       -211       -180        -67:       243        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       37.9        7.6       55.7       41.6       81.7       87.1:      18.3       12.9
Old  :     100.0:      18.8       38.8        7.5       56.2       40.7       82.4       86.9:      17.6       13.1
Other:     100.0:       7.8        4.6        2.5       32.7       89.3       43.1       96.4:      56.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        21         24         13         22         17         51         49:
Old  :        78:        21         25         13         21         16         50         48:
Other:        14:         3          2          2          2          7          6         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       27.7       48.7       44.1       34.3       23.3       48.7       37.7
Old  :                 35.0       26.9       49.6       43.5       35.0       22.3       49.6       37.6
Other:                 40.6       85.4       43.1       95.0       40.2       85.4       40.6       93.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   866,947:   293,407    134,291     22,364    426,682    606,424    742,453    763,078:   124,494    103,869
Old  :   866,947:   293,407    134,291     22,364    426,682    606,424    742,453    763,078:   124,494    103,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    61,621:    -7,947     -6,924      3,612     63,329     65,449     58,993     62,137:     2,627       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       15.5        2.6       49.2       69.9       85.6       88.0:      14.4       12.0
Old  :     100.0:      33.8       15.5        2.6       49.2       69.9       85.6       88.0:      14.4       12.0
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  :       219:        45         42         23         86        106        146        156:
Old  :       219:        45         42         23         86        106        146        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       22.5       36.2       31.2       20.9       22.0       34.1       29.5
Old  :                 21.3       22.5       36.2       31.2       20.9       22.0       34.1       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,989,575:   229,200    261,168    143,380  1,342,023  1,208,637  1,714,603  1,613,185:   274,972    376,390
Old  : 1,989,575:   229,200    261,168    143,380  1,342,023  1,208,637  1,714,603  1,613,185:   274,972    376,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    62,077:   -68,788     69,092     18,162    145,032    -49,654     94,405     37,600:   -32,328     24,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       13.1        7.2       67.5       60.7       86.2       81.1:      13.8       18.9
Old  :     100.0:      11.5       13.1        7.2       67.5       60.7       86.2       81.1:      13.8       18.9
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  :       256:        38         58         60        127        137        204        216:
Old  :       256:        38         58         60        127        137        204        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       23.4       33.6       29.2       25.9       20.2       32.4       25.9
Old  :                 26.3       23.4       33.6       29.2       25.9       20.2       32.4       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  : 1,571,457:   395,989    148,325     85,568    858,280  1,099,240  1,339,837  1,333,133:   231,620    238,323
Old  : 1,571,457:   395,989    148,325     85,568    858,280  1,099,240  1,339,837  1,333,133:   231,620    238,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     2,754:   -55,265        724      4,722     69,989    -13,990     19,445     -8,544:   -16,691     11,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        9.4        5.4       54.6       70.0       85.3       84.8:      14.7       15.2
Old  :     100.0:      25.2        9.4        5.4       54.6       70.0       85.3       84.8:      14.7       15.2
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  :       184:        28         29         31         84        110        129        153:
Old  :       184:        28         29         31         84        110        129        153:
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  :                 39.0       22.6       47.8       31.3       36.1       21.6       43.7       29.0
Old  :                 39.0       22.6       47.8       31.3       36.1       21.6       43.7       29.0
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 with Delta-adjusted Options and Futures Combined, January 24, 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  :   615,391:    82,016     60,075    146,617    343,026    367,332    571,659    574,024:    43,732     41,367
Old  :   615,391:    82,016     60,075    146,617    343,026    367,332    571,659    574,024:    43,732     41,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :    10,902:     1,233     -3,097      2,205      3,901      7,657      7,338      6,765:     3,563      4,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        9.8       23.8       55.7       59.7       92.9       93.3:       7.1        6.7
Old  :     100.0:      13.3        9.8       23.8       55.7       59.7       92.9       93.3:       7.1        6.7
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  :        93:        23         18         31         43         47         77         87:
Old  :        93:        23         18         31         43         47         77         87:
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  :                 39.5       32.6       53.4       49.6       27.8       22.9       32.2       33.1
Old  :                 39.5       32.6       53.4       49.6       27.8       22.9       32.2       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    53,226:    16,818      4,540        378     28,468     43,086     45,664     48,004:     7,562      5,222
Old  :    53,226:    16,818      4,540        378     28,468     43,086     45,664     48,004:     7,562      5,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       845:     2,345        218       -673       -857        630        815        175:        29        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        8.5        0.7       53.5       80.9       85.8       90.2:      14.2        9.8
Old  :     100.0:      31.6        8.5        0.7       53.5       80.9       85.8       90.2:      14.2        9.8
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  :        96:        27         15          9         31         33         64         51:
Old  :        96:        27         15          9         31         33         64         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       56.8       47.0       68.5       34.1       56.8       47.0       68.3
Old  :                 34.1       56.8       47.0       68.5       34.1       56.8       47.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :   106,452:    33,636      9,080        756     56,936     86,172     91,328     96,008:    15,124     10,444
Old  :   106,452:    33,636      9,080        756     56,936     86,172     91,328     96,008:    15,124     10,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :     1,689:     4,690        436     -1,346     -1,713      1,260      1,631        349:        59      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        8.5        0.7       53.5       80.9       85.8       90.2:      14.2        9.8
Old  :     100.0:      31.6        8.5        0.7       53.5       80.9       85.8       90.2:      14.2        9.8
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  :        96:        27         15          9         31         33         64         51:
Old  :        96:        27         15          9         31         33         64         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       56.8       47.0       68.5       34.1       56.8       47.0       68.3
Old  :                 34.1       56.8       47.0       68.5       34.1       56.8       47.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    16,354:    13,759      7,738        907      1,331      7,696     15,997     16,341:       357         13
Old  :    16,354:    13,759      7,738        907      1,331      7,696     15,997     16,341:       357         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       206:        50       -311         67          0        452        117        208:        89         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.1       47.3        5.5        8.1       47.1       97.8       99.9:       2.2        0.1
Old  :     100.0:      84.1       47.3        5.5        8.1       47.1       97.8       99.9:       2.2        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:         8         13          3          1          2         11         16:
Old  :        24:         8         13          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  :                 87.7       67.7       96.2       86.1       87.7       66.7       91.9       83.2
Old  :                 87.7       67.7       96.2       86.1       87.7       66.7       91.9       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :     9,664:     1,539        668         30      7,868      8,901      9,437      9,599:       227         65
Old  :     9,664:     1,539        668         30      7,868      8,901      9,437      9,599:       227         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       199:       248       -377          0        -36        598        212        221:       -13        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        6.9        0.3       81.4       92.1       97.7       99.3:       2.3        0.7
Old  :     100.0:      15.9        6.9        0.3       81.4       92.1       97.7       99.3:       2.3        0.7
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  :        29:         8          5          1          6         11         15         16:
Old  :        29:         8          5          1          6         11         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  :                 83.7       84.1       93.5       94.7       83.7       84.0       93.5       94.3
Old  :                 83.7       84.1       93.5       94.7       83.7       84.0       93.5       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 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  :    12,575:     2,285      1,556          0      9,974     10,902     12,259     12,458:       316        117
Old  :    12,575:     2,285      1,556          0      9,974     10,902     12,259     12,458:       316        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 17, 2012                     :
     :       147:       237       -211          0        -15        436        222        225:       -75        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       12.4        0.0       79.3       86.7       97.5       99.1:       2.5        0.9
Old  :     100.0:      18.2       12.4        0.0       79.3       86.7       97.5       99.1:       2.5        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  :        34:        11          5          0          5         13         16         18:
Old  :        34:        11          5          0          5         13         16         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  :                 82.9       70.3       92.4       86.4       82.9       70.3       92.4       86.4
Old  :                 82.9       70.3       92.4       86.4       82.9       70.3       92.4       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 27, 2012