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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   519,752:    72,467    133,165    134,514    273,295    187,378    480,277    455,058:    39,476     64,695
Old  :   317,238:    66,481    107,954     65,805    157,536    105,730    289,822    279,489:    27,415     37,749
Other:   202,515:    36,701     55,926     37,994    115,759     81,648    190,454    175,568:    12,060     26,946
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    35,258:      -755      9,806     11,501     23,718      8,048     34,464     29,354:       794      5,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       25.6       25.9       52.6       36.1       92.4       87.6:       7.6       12.4
Old  :     100.0:      21.0       34.0       20.7       49.7       33.3       91.4       88.1:       8.6       11.9
Other:     100.0:      18.1       27.6       18.8       57.2       40.3       94.0       86.7:       6.0       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       105        169        172         93        108        302        355:
Old  :       375:       117        140        128         86         97        268        304:
Other:       259:        59         98         84         54         85        170        215:
     :----------------------------------------------------------------------------------------------------
     :             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       10.5       33.5       16.1       19.7        8.0       30.3       12.0
Old  :                 21.9       10.8       31.5       17.8       21.7        9.0       29.7       15.4
Other:                 27.8       14.1       43.8       21.5       24.5       10.6       40.1       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  : 1,659,403:   319,007    122,155    484,807    676,044    761,124  1,479,857  1,368,085:   179,546    291,317
Old  : 1,311,589:   285,240    121,307    370,559    505,913    594,139  1,161,712  1,086,005:   149,877    225,584
Other:   347,814:    91,490     58,570     56,525    170,131    166,985    318,145    282,081:    29,669     65,734
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :   -16,182:   -22,741     19,497     19,271    -13,143    -49,476    -16,613    -10,708:       431     -5,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        7.4       29.2       40.7       45.9       89.2       82.4:      10.8       17.6
Old  :     100.0:      21.7        9.2       28.3       38.6       45.3       88.6       82.8:      11.4       17.2
Other:     100.0:      26.3       16.8       16.3       48.9       48.0       91.5       81.1:       8.5       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       743:       175        194        262        250        322        571        646:
Old  :       727:       173        187        233        241        317        537        623:
Other:       502:        95        109         96        114        253        258        414:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6        8.8       17.7       13.9        9.1        6.2       13.8        9.9
Old  :                 10.9        9.0       18.2       13.7       10.1        7.5       15.3       11.2
Other:                 20.6       15.1       32.5       23.1       14.7       10.2       22.9       16.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    14,843:     1,832      2,672        923      9,716      8,691     12,471     12,286:     2,372      2,557
Old  :    13,953:     1,850      2,667        731      9,190      8,158     11,771     11,556:     2,181      2,397
Other:       890:         6         30        167        525        533        699        731:       191        159
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       568:        16         58         73        461         92        551        224:        17        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       18.0        6.2       65.5       58.6       84.0       82.8:      16.0       17.2
Old  :     100.0:      13.3       19.1        5.2       65.9       58.5       84.4       82.8:      15.6       17.2
Other:     100.0:       0.7        3.4       18.8       59.0       59.9       78.5       82.1:      21.5       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11         13          4         16         10         29         25:
Old  :        41:        12         12          4         16          8         29         23:
Other:        16:         1          3          4          9          9         13         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       62.9       54.5       73.3       36.2       58.3       49.9       64.3
Old  :                 38.9       64.3       56.1       74.5       38.1       60.9       52.6       67.4
Other:                 57.7       64.3       75.1       77.8       40.0       47.6       45.0       48.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   671,915:   106,794     58,083    228,710    287,796    301,985    623,300    588,778:    48,615     83,137
Old  :   558,532:    87,413     63,908    190,312    240,788    241,098    518,512    495,318:    40,020     63,214
Other:   113,383:    36,288     11,082     21,491     47,009     60,887    104,787     93,460:     8,596     19,923
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    12,167:    -5,651      5,049      9,432      7,767     -7,004     11,548      7,478:       619      4,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        8.6       34.0       42.8       44.9       92.8       87.6:       7.2       12.4
Old  :     100.0:      15.7       11.4       34.1       43.1       43.2       92.8       88.7:       7.2       11.3
Other:     100.0:      32.0        9.8       19.0       41.5       53.7       92.4       82.4:       7.6       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       129        153        201        126        154        378        400:
Old  :       456:       127        157        183        122        148        359        387:
Other:       257:        69         58         61         60        112        157        205:
     :----------------------------------------------------------------------------------------------------
     :             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       13.8       20.8       20.8       10.4       10.1       16.9       14.8
Old  :                 14.2       14.1       23.2       20.8       12.0       11.7       18.8       17.0
Other:                 26.0       24.2       37.4       35.2       21.6       21.1       30.7       28.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    12,723:     8,959      1,785        423        355      2,441      9,737      4,649:     2,986      8,074
Old  :     7,954:     5,065      1,876        236        355      1,572      5,656      3,684:     2,298      4,270
Other:     4,769:     4,080         95          1          0        869      4,081        965:       688      3,804
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       931:       670      1,605        158         -1         57        827      1,820:       104       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       14.0        3.3        2.8       19.2       76.5       36.5:      23.5       63.5
Old  :     100.0:      63.7       23.6        3.0        4.5       19.8       71.1       46.3:      28.9       53.7
Other:     100.0:      85.6        2.0        0.0        0.0       18.2       85.6       20.2:      14.4       79.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          5          6          1          5         13         16:
Old  :        22:        11          6          5          1          5         12         16:
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  :                 44.6       21.3       65.3       30.6       43.2       21.3       62.2       30.6
Old  :                 42.3       26.6       60.4       38.2       41.4       26.6       57.2       38.2
Other:                 74.4       17.6       85.6       20.2       74.4       17.6       85.6       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   345,511:    57,166     64,840     64,302    195,302    182,649    316,770    311,791:    28,741     33,720
Old  :   310,707:    57,957     65,804     55,106    173,361    158,299    286,424    279,208:    24,283     31,499
Other:    34,804:     4,364      4,191      4,041     21,941     24,350     30,346     32,583:     4,458      2,221
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    13,838:    -9,260     12,706       -621     25,428        185     15,546     12,270:    -1,708      1,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       18.8       18.6       56.5       52.9       91.7       90.2:       8.3        9.8
Old  :     100.0:      18.7       21.2       17.7       55.8       50.9       92.2       89.9:       7.8       10.1
Other:     100.0:      12.5       12.0       11.6       63.0       70.0       87.2       93.6:      12.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        67         76         83         74         75        190        208:
Old  :       255:        70         82         75         71         74        180        205:
Other:        84:        19         16         21         36         30         66         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       21.6       26.9       33.6       12.4       17.0       19.7       25.1
Old  :                 17.9       21.1       28.7       31.7       13.5       17.1       21.2       25.0
Other:                 31.0       40.4       46.6       61.2       26.5       39.1       39.5       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   746,564:    89,484    104,055     46,391    451,617    458,781    587,492    609,226:   159,071    137,337
Old  :   746,564:    89,484    104,055     46,391    451,617    458,781    587,492    609,226:   159,071    137,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    65,992:    20,809        686      8,483     42,075     65,180     71,367     74,349:    -5,375     -8,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       13.9        6.2       60.5       61.5       78.7       81.6:      21.3       18.4
Old  :     100.0:      12.0       13.9        6.2       60.5       61.5       78.7       81.6:      21.3       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        34         32         41         87         84        143        135:
Old  :       171:        34         32         41         87         84        143        135:
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  :                 19.1       20.4       29.4       32.2       18.1       18.4       24.8       28.3
Old  :                 19.1       20.4       29.4       32.2       18.1       18.4       24.8       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   375,137:    59,165     33,851        516    253,498    294,305    313,179    328,672:    61,958     46,465
Old  :   375,137:    59,165     33,851        516    253,498    294,305    313,179    328,672:    61,958     46,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     1,102:       245        487       -189     -2,458      1,939     -2,402      2,236:     3,504     -1,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        9.0        0.1       67.6       78.5       83.5       87.6:      16.5       12.4
Old  :     100.0:      15.8        9.0        0.1       67.6       78.5       83.5       87.6:      16.5       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         7          7          4         40         38         50         46:
Old  :        68:         7          7          4         40         38         50         46:
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       49.4       45.9       63.6       23.4       49.3       41.2       63.5
Old  :                 26.6       49.4       45.9       63.6       23.4       49.3       41.2       63.5
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 17, 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  :    10,070:     1,167        137      1,455      6,830      8,038      9,452      9,630:       618        440
Old  :    10,070:     1,167        137      1,455      6,830      8,038      9,452      9,630:       618        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :      -176:        84       -361        202       -492         29       -206       -130:        30        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        1.4       14.4       67.8       79.8       93.9       95.6:       6.1        4.4
Old  :     100.0:      11.6        1.4       14.4       67.8       79.8       93.9       95.6:       6.1        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         8          2          6         18         20         29         26:
Old  :        35:         8          2          6         18         20         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       50.9       71.6       72.7       17.1       15.3       21.4       21.2
Old  :                 51.8       50.9       71.6       72.7       17.1       15.3       21.4       21.2
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 17, 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  :   214,613:    29,299     48,593     36,576    120,187    103,704    186,062    188,874:    28,551     25,739
Old  :   180,473:    24,376     47,945     25,489    106,443     84,222    156,308    157,656:    24,165     22,817
Other:    34,139:     6,739      2,465      9,271     13,744     19,482     29,753     31,218:     4,386      2,922
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     7,334:      -894      7,086     -1,691     10,166        879      7,581      6,274:      -247      1,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       22.6       17.0       56.0       48.3       86.7       88.0:      13.3       12.0
Old  :     100.0:      13.5       26.6       14.1       59.0       46.7       86.6       87.4:      13.4       12.6
Other:     100.0:      19.7        7.2       27.2       40.3       57.1       87.2       91.4:      12.8        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        42         57         50         71         65        145        151:
Old  :       191:        39         62         48         70         65        139        149:
Other:        87:        22         15         22         37         28         67         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       26.2       31.7       35.3       15.2       17.6       22.2       24.4
Old  :                 22.7       25.0       32.8       34.1       16.3       16.8       23.5       24.0
Other:                 30.3       37.5       48.6       54.3       29.1       28.7       37.8       39.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :    14,848:     2,710      5,490      1,147      8,504      6,415     12,360     13,051:     2,488      1,797
Old  :    14,601:     2,705      5,486      1,146      8,415      6,187     12,265     12,818:     2,336      1,783
Other:       247:         5          4          1         89        228         95        233:       152         14
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :        25:       169         73        -36        115         63        249        101:      -223        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       37.0        7.7       57.3       43.2       83.2       87.9:      16.8       12.1
Old  :     100.0:      18.5       37.6        7.8       57.6       42.4       84.0       87.8:      16.0       12.2
Other:     100.0:       2.0        1.6        0.4       36.0       92.3       38.5       94.3:      61.5        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         23         14         20         15         49         47:
Old  :        75:        22         22         14         20         14         49         46:
Other:        11:         1          1          1          1          7          3          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.2       31.1       49.7       47.5       35.2       24.9       49.7       40.5
Old  :                 35.8       30.5       50.6       47.1       35.8       24.1       50.6       40.5
Other:                 38.5       87.9       38.5       93.9       38.1       87.9       38.1       93.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 17, 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  :   805,327:   301,354    141,215     18,752    363,353    540,974    683,460    700,941:   121,867    104,385
Old  :   805,327:   301,354    141,215     18,752    363,353    540,974    683,460    700,941:   121,867    104,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :   106,746:   141,028      5,399     -1,142    -43,392    107,326     96,494    111,584:    10,251     -4,838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       17.5        2.3       45.1       67.2       84.9       87.0:      15.1       13.0
Old  :     100.0:      37.4       17.5        2.3       45.1       67.2       84.9       87.0:      15.1       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        45         39         21         84        105        143        151:
Old  :       215:        45         39         21         84        105        143        151:
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       19.8       33.3       28.3       20.9       19.2       31.7       26.0
Old  :                 21.3       19.8       33.3       28.3       20.9       19.2       31.7       26.0
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 17, 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  : 1,927,497:   297,988    192,076    125,218  1,196,992  1,258,291  1,620,198  1,575,585:   307,300    351,912
Old  : 1,927,497:   297,988    192,076    125,218  1,196,992  1,258,291  1,620,198  1,575,585:   307,300    351,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :   143,766:    57,409    -23,435      4,077     67,676    140,139    129,161    120,780:    14,604     22,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       10.0        6.5       62.1       65.3       84.1       81.7:      15.9       18.3
Old  :     100.0:      15.5       10.0        6.5       62.1       65.3       84.1       81.7:      15.9       18.3
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  :       250:        49         44         56        124        132        199        206:
Old  :       250:        49         44         56        124        132        199        206:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       21.7       34.9       30.6       26.3       17.4       33.2       26.1
Old  :                 26.8       21.7       34.9       30.6       26.3       17.4       33.2       26.1
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 17, 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  : 1,568,703:   451,254    147,601     80,846    788,291  1,113,230  1,320,391  1,341,677:   248,311    227,026
Old  : 1,568,703:   451,254    147,601     80,846    788,291  1,113,230  1,320,391  1,341,677:   248,311    227,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :   122,389:    33,310     32,332     13,365     75,603     92,688    122,278    138,385:       111    -15,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        9.4        5.2       50.3       71.0       84.2       85.5:      15.8       14.5
Old  :     100.0:      28.8        9.4        5.2       50.3       71.0       84.2       85.5:      15.8       14.5
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  :       186:        34         22         29         83        116        131        153:
Old  :       186:        34         22         29         83        116        131        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  :                 36.2       20.6       45.3       29.7       33.9       19.6       42.9       27.6
Old  :                 36.2       20.6       45.3       29.7       33.9       19.6       42.9       27.6
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 17, 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  :   604,489:    80,783     63,172    144,413    339,125    359,674    564,321    567,259:    40,169     37,230
Old  :   604,489:    80,783     63,172    144,413    339,125    359,674    564,321    567,259:    40,169     37,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     3,433:    -1,495     -3,482      3,271       -133      3,366      1,642      3,154:     1,790        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.5       23.9       56.1       59.5       93.4       93.8:       6.6        6.2
Old  :     100.0:      13.4       10.5       23.9       56.1       59.5       93.4       93.8:       6.6        6.2
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  :        94:        18         23         32         44         46         79         86:
Old  :        94:        18         23         32         44         46         79         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       32.4       54.0       48.5       29.1       23.6       33.7       33.9
Old  :                 40.2       32.4       54.0       48.5       29.1       23.6       33.7       33.9
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 17, 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  :    52,381:    14,473      4,322      1,051     29,325     42,456     44,849     47,829:     7,532      4,552
Old  :    52,381:    14,473      4,322      1,051     29,325     42,456     44,849     47,829:     7,532      4,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       662:       524        416        290        -93       -183        721        523:       -60        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.3        2.0       56.0       81.1       85.6       91.3:      14.4        8.7
Old  :     100.0:      27.6        8.3        2.0       56.0       81.1       85.6       91.3:      14.4        8.7
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  :        90:        27         13         10         31         29         64         46:
Old  :        90:        27         13         10         31         29         64         46:
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  :                 34.5       57.3       46.9       69.4       34.5       57.1       46.9       69.1
Old  :                 34.5       57.3       46.9       69.4       34.5       57.1       46.9       69.1
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 17, 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  :   104,763:    28,946      8,644      2,102     58,650     84,912     89,698     95,658:    15,065      9,104
Old  :   104,763:    28,946      8,644      2,102     58,650     84,912     89,698     95,658:    15,065      9,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :     1,324:     1,049        833        581       -186       -367      1,443      1,046:      -119        277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.3        2.0       56.0       81.1       85.6       91.3:      14.4        8.7
Old  :     100.0:      27.6        8.3        2.0       56.0       81.1       85.6       91.3:      14.4        8.7
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  :        90:        27         13         10         31         29         64         46:
Old  :        90:        27         13         10         31         29         64         46:
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  :                 34.5       57.3       46.9       69.4       34.5       57.1       46.9       69.1
Old  :                 34.5       57.3       46.9       69.4       34.5       57.1       46.9       69.1
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 17, 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  :    16,148:    13,709      8,049        840      1,331      7,244     15,880     16,133:       268         15
Old  :    16,148:    13,709      8,049        840      1,331      7,244     15,880     16,133:       268         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :    -1,493:       110     -1,517        343          0      1,681        453        507:    -1,946     -2,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.9       49.8        5.2        8.2       44.9       98.3       99.9:       1.7        0.1
Old  :     100.0:      84.9       49.8        5.2        8.2       44.9       98.3       99.9:       1.7        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  :                 89.5       66.4       96.7       86.0       89.5       65.4       92.8       83.5
Old  :                 89.5       66.4       96.7       86.0       89.5       65.4       92.8       83.5
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 17, 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  :     9,465:     1,291      1,045         30      7,904      8,303      9,225      9,378:       240         87
Old  :     9,465:     1,291      1,045         30      7,904      8,303      9,225      9,378:       240         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :      -848:        -3       -909          3       -818         36       -818       -870:       -30         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       11.0        0.3       83.5       87.7       97.5       99.1:       2.5        0.9
Old  :     100.0:      13.6       11.0        0.3       83.5       87.7       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  :        28:         7          6          1          6         10         14         16:
Old  :        28:         7          6          1          6         10         14         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  :                 85.5       79.7       95.2       92.8       85.5       79.6       95.2       92.3
Old  :                 85.5       79.7       95.2       92.8       85.5       79.6       95.2       92.3
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 17, 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  :    12,428:     2,048      1,767          0      9,989     10,466     12,037     12,233:       391        195
Old  :    12,428:     2,048      1,767          0      9,989     10,466     12,037     12,233:       391        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2012                     :
     :       145:       659       -538          0       -491        681        168        143:       -23          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.2        0.0       80.4       84.2       96.9       98.4:       3.1        1.6
Old  :     100.0:      16.5       14.2        0.0       80.4       84.2       96.9       98.4:       3.1        1.6
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  :        33:        11          5          0          5         12         16         17:
Old  :        33:        11          5          0          5         12         16         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  :                 83.3       69.9       91.5       85.7       83.3       69.9       91.5       85.7
Old  :                 83.3       69.9       91.5       85.7       83.3       69.9       91.5       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 20, 2012