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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   484,495:    73,222    123,359    123,013    249,577    179,331    445,812    425,703:    38,682     58,791
Old  :   307,826:    71,482     92,900     64,206    143,847    116,673    279,536    273,779:    28,290     34,047
Other:   176,669:    26,672     55,392     33,874    105,730     62,658    166,277    151,924:    10,392     24,745
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    20,880:       345     10,917      5,921     11,755      2,966     18,021     19,804:     2,859      1,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       25.5       25.4       51.5       37.0       92.0       87.9:       8.0       12.1
Old  :     100.0:      23.2       30.2       20.9       46.7       37.9       90.8       88.9:       9.2       11.1
Other:     100.0:      15.1       31.4       19.2       59.8       35.5       94.1       86.0:       5.9       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       111        155        170         94        112        305        348:
Old  :       376:       122        134        129         82        101        273        298:
Other:       258:        58         90         78         60         87        166        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  :                 21.6       10.6       33.3       16.8       20.3        8.8       30.7       13.6
Old  :                 21.8       13.3       31.6       21.1       21.4       11.7       30.0       19.1
Other:                 29.0       11.1       44.9       19.6       25.3        8.6       40.7       15.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  : 1,675,585:   341,748    102,658    465,536    689,186    810,600  1,496,470  1,378,793:   179,115    296,792
Old  : 1,347,006:   309,469    100,514    362,938    521,681    647,578  1,194,088  1,111,030:   152,918    235,976
Other:   328,579:    80,627     50,490     54,251    167,505    163,022    302,383    267,763:    26,197     60,816
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    60,017:    24,452    -10,336     21,924      1,281     32,890     47,657     44,478:    12,360     15,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        6.1       27.8       41.1       48.4       89.3       82.3:      10.7       17.7
Old  :     100.0:      23.0        7.5       26.9       38.7       48.1       88.6       82.5:      11.4       17.5
Other:     100.0:      24.5       15.4       16.5       51.0       49.6       92.0       81.5:       8.0       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       733:       186        177        247        240        325        549        638:
Old  :       718:       185        172        218        230        318        516        612:
Other:       480:        85        102         85        104        253        234        397:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7        9.6       19.1       15.2        9.4        7.1       14.1       11.2
Old  :                 11.4        9.5       19.1       14.7       10.4        8.4       15.6       12.7
Other:                 22.8       17.4       34.7       25.2       16.6       10.3       24.3       16.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    14,275:     1,816      2,614        849      9,254      8,599     11,920     12,063:     2,355      2,212
Old  :    13,495:     1,841      2,609        656      8,809      8,132     11,306     11,396:     2,189      2,098
Other:       780:         0         31        168        445        467        613        666:       167        114
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :       179:      -351        139         59        196       -160        -95         38:       274        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.3        6.0       64.8       60.2       83.5       84.5:      16.5       15.5
Old  :     100.0:      13.6       19.3        4.9       65.3       60.3       83.8       84.5:      16.2       15.5
Other:     100.0:       0.0        4.0       21.6       57.1       59.9       78.6       85.4:      21.4       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        10         11          4         16         10         28         23:
Old  :        38:        12          9          4         16          7         28         20:
Other:        16:         0          4          4          8         10         12         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  :                 39.0       66.3       56.1       76.1       37.3       61.7       51.7       68.4
Old  :                 40.9       68.3       56.9       77.6       39.7       64.9       55.0       71.9
Other:                 63.6       56.8       75.5       77.2       44.3       43.7       44.3       49.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   659,748:   112,445     53,034    219,278    280,030    308,989    611,752    581,300:    47,996     78,448
Old  :   552,960:    92,967     58,868    184,077    235,680    249,857    512,723    492,802:    40,237     60,159
Other:   106,787:    34,296      8,984     20,383     44,350     59,132     99,028     88,498:     7,759     18,289
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    24,564:     2,218     -7,827     18,365      4,918     12,634     25,500     23,172:      -936      1,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        8.0       33.2       42.4       46.8       92.7       88.1:       7.3       11.9
Old  :     100.0:      16.8       10.6       33.3       42.6       45.2       92.7       89.1:       7.3       10.9
Other:     100.0:      32.1        8.4       19.1       41.5       55.4       92.7       82.9:       7.3       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       140        123        190        120        157        363        384:
Old  :       440:       134        127        176        116        150        347        370:
Other:       253:        62         56         59         55        116        146        206:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       14.7       21.4       22.1       10.6       10.8       17.1       15.7
Old  :                 14.3       14.9       24.4       22.7       12.4       12.3       20.2       18.5
Other:                 28.6       28.8       39.7       37.9       24.8       26.0       34.0       33.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    11,792:     8,289        180        265        356      2,384      8,910      2,829:     2,882      8,963
Old  :     7,133:     4,347        180        244        356      1,534      4,947      1,958:     2,186      5,175
Other:     4,659:     3,962         20          1          0        850      3,963        871:       696      3,788
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.3        1.5        2.2        3.0       20.2       75.6       24.0:      24.4       76.0
Old  :     100.0:      60.9        2.5        3.4        5.0       21.5       69.4       27.4:      30.6       72.6
Other:     100.0:      85.0        0.4        0.0        0.0       18.2       85.1       18.7:      14.9       81.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        14          1          5          1          5         15         11:
Old  :        20:        14          1          5          1          5         15         11:
Other:        12:         6          1          1          0          5          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       19.1       61.1       23.2       43.9       19.1       59.2       20.6
Old  :                 31.2       21.0       52.0       26.4       30.1       21.0       48.6       23.3
Other:                 74.0       17.4       85.1       18.7       73.9       17.4       85.0       18.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   331,673:    66,426     52,134     64,924    169,874    182,464    301,224    299,521:    30,449     32,151
Old  :   298,729:    66,928     53,643     55,609    151,230    160,217    273,768    269,470:    24,962     29,260
Other:    32,944:     4,572      3,564      4,241     18,644     22,247     27,457     30,052:     5,487      2,892
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     9,500:     6,381     -2,328        202      2,456      8,568      9,039      6,442:       461      3,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       15.7       19.6       51.2       55.0       90.8       90.3:       9.2        9.7
Old  :     100.0:      22.4       18.0       18.6       50.6       53.6       91.6       90.2:       8.4        9.8
Other:     100.0:      13.9       10.8       12.9       56.6       67.5       83.3       91.2:      16.7        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        68         71         79         68         71        185        186:
Old  :       237:        75         70         73         66         70        177        184:
Other:        80:        16         17         22         35         28         65         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       22.3       24.7       34.8       11.6       18.3       19.0       26.9
Old  :                 16.2       21.8       26.1       33.0       12.9       18.7       20.8       27.1
Other:                 32.6       38.9       49.1       60.1       28.7       37.1       40.9       51.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   680,572:    68,675    103,369     37,908    409,543    393,601    516,125    534,877:   164,447    145,695
Old  :   680,572:    68,675    103,369     37,908    409,543    393,601    516,125    534,877:   164,447    145,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    23,575:     3,826      9,792      4,620     -2,092     -5,595      6,353      8,816:    17,222     14,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       15.2        5.6       60.2       57.8       75.8       78.6:      24.2       21.4
Old  :     100.0:      10.1       15.2        5.6       60.2       57.8       75.8       78.6:      24.2       21.4
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  :       152:        31         28         38         80         72        129        120:
Old  :       152:        31         28         38         80         72        129        120:
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  :                 19.8       20.6       29.6       32.4       18.9       18.5       25.2       28.4
Old  :                 19.8       20.6       29.6       32.4       18.9       18.5       25.2       28.4
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 10, 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  :   374,035:    58,920     33,364        706    255,956    292,366    315,582    326,436:    58,454     47,599
Old  :   374,035:    58,920     33,364        706    255,956    292,366    315,582    326,436:    58,454     47,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    11,412:      -199      1,378        136     11,463      2,752     11,400      4,267:        12      7,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.9        0.2       68.4       78.2       84.4       87.3:      15.6       12.7
Old  :     100.0:      15.8        8.9        0.2       68.4       78.2       84.4       87.3:      15.6       12.7
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  :        69:         7          7          5         41         38         52         46:
Old  :        69:         7          7          5         41         38         52         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  :                 25.8       48.9       45.0       63.5       23.5       48.8       41.3       63.4
Old  :                 25.8       48.9       45.0       63.5       23.5       48.8       41.3       63.4
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 10, 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  :    10,246:     1,083        498      1,253      7,322      8,009      9,658      9,760:       588        486
Old  :    10,246:     1,083        498      1,253      7,322      8,009      9,658      9,760:       588        486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :       196:       -26       -470        213        -11        502        176        245:        20        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        4.9       12.2       71.5       78.2       94.3       95.3:       5.7        4.7
Old  :     100.0:      10.6        4.9       12.2       71.5       78.2       94.3       95.3:       5.7        4.7
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  :        33:         7          4          6         19         17         30         23:
Old  :        33:         7          4          6         19         17         30         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       50.6       69.0       71.6       20.9       16.9       26.9       26.9
Old  :                 50.4       50.6       69.0       71.6       20.9       16.9       26.9       26.9
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 10, 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  :   207,279:    30,193     41,507     38,267    110,020    102,825    178,480    182,600:    28,799     24,679
Old  :   177,445:    28,104     41,993     27,656     96,377     85,735    152,138    155,384:    25,307     22,061
Other:    29,834:     4,024      1,450      8,676     13,643     17,090     26,342     27,216:     3,491      2,618
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    -8,445:       584     -6,313     -1,857     -4,799      4,344     -6,072     -3,826:    -2,373     -4,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       20.0       18.5       53.1       49.6       86.1       88.1:      13.9       11.9
Old  :     100.0:      15.8       23.7       15.6       54.3       48.3       85.7       87.6:      14.3       12.4
Other:     100.0:      13.5        4.9       29.1       45.7       57.3       88.3       91.2:      11.7        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        40         49         54         70         64        146        144:
Old  :       183:        41         55         51         70         64        143        141:
Other:        84:        19         16         24         35         28         65         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  :                 20.6       27.7       29.7       37.5       14.0       19.6       19.9       26.3
Old  :                 20.7       27.8       30.0       37.7       14.6       20.1       20.9       27.4
Other:                 34.3       39.7       53.0       54.1       31.6       31.7       38.4       40.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    14,823:     2,541      5,417      1,183      8,388      6,351     12,112     12,951:     2,711      1,872
Old  :    14,589:     2,536      5,411      1,182      8,299      6,138     12,017     12,731:     2,572      1,858
Other:       234:         5          6          1         89        213         95        220:       139         14
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :      -603:      -264         60       -238        -14       -210       -516       -388:       -87       -215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       36.5        8.0       56.6       42.9       81.7       87.4:      18.3       12.6
Old  :     100.0:      17.4       37.1        8.1       56.9       42.1       82.4       87.3:      17.6       12.7
Other:     100.0:       2.1        2.6        0.4       38.0       91.0       40.6       94.0:      59.4        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        19         23         14         20         15         48         46:
Old  :        73:        19         23         14         20         14         48         45:
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  :                 33.1       31.1       49.0       47.4       33.1       24.9       49.0       40.3
Old  :                 33.6       30.5       49.8       47.1       33.6       24.6       49.8       40.5
Other:                 40.6       82.9       40.6       93.6       40.2       82.9       40.2       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 10, 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  :   698,581:   160,326    135,816     19,894    406,746    433,648    586,966    589,358:   111,615    109,223
Old  :   698,581:   160,326    135,816     19,894    406,746    433,648    586,966    589,358:   111,615    109,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :   -17,621:     1,670     -4,529       -604    -17,359    -17,374    -16,293    -22,507:    -1,328      4,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       19.4        2.8       58.2       62.1       84.0       84.4:      16.0       15.6
Old  :     100.0:      23.0       19.4        2.8       58.2       62.1       84.0       84.4:      16.0       15.6
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  :       209:        40         40         25         82        101        137        151:
Old  :       209:        40         40         25         82        101        137        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  :                 26.3       18.3       38.1       27.2       25.8       17.5       34.7       24.8
Old  :                 26.3       18.3       38.1       27.2       25.8       17.5       34.7       24.8
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 10, 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  : 1,783,732:   240,579    215,512    121,141  1,129,316  1,118,152  1,491,037  1,454,805:   292,695    328,927
Old  : 1,783,732:   240,579    215,512    121,141  1,129,316  1,118,152  1,491,037  1,454,805:   292,695    328,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    96,167:    33,955     18,033      7,428     50,071     45,574     91,454     71,035:     4,714     25,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       12.1        6.8       63.3       62.7       83.6       81.6:      16.4       18.4
Old  :     100.0:      13.5       12.1        6.8       63.3       62.7       83.6       81.6:      16.4       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  :       256:        38         60         56        121        134        196        213:
Old  :       256:        38         60         56        121        134        196        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       19.9       35.3       26.9       26.8       16.0       34.5       22.6
Old  :                 27.2       19.9       35.3       26.9       26.8       16.0       34.5       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  : 1,446,314:   417,944    115,269     67,481    712,689  1,020,542  1,198,114  1,203,292:   248,200    243,022
Old  : 1,446,314:   417,944    115,269     67,481    712,689  1,020,542  1,198,114  1,203,292:   248,200    243,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :    56,300:    43,024     -5,445      6,798     -8,950     44,904     40,872     46,257:    15,428     10,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        8.0        4.7       49.3       70.6       82.8       83.2:      17.2       16.8
Old  :     100.0:      28.9        8.0        4.7       49.3       70.6       82.8       83.2:      17.2       16.8
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  :       174:        31         22         29         76        105        122        141:
Old  :       174:        31         22         29         76        105        122        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       20.2       45.1       29.9       33.2       19.2       42.4       26.8
Old  :                 35.7       20.2       45.1       29.9       33.2       19.2       42.4       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   601,057:    82,278     66,655    141,142    339,258    356,308    562,678    564,105:    38,378     36,952
Old  :   601,057:    82,278     66,655    141,142    339,258    356,308    562,678    564,105:    38,378     36,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     3,882:     3,703      1,284      1,286     -5,534        297       -545      2,868:     4,427      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.1       23.5       56.4       59.3       93.6       93.9:       6.4        6.1
Old  :     100.0:      13.7       11.1       23.5       56.4       59.3       93.6       93.9:       6.4        6.1
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  :        95:        19         21         30         47         49         80         87:
Old  :        95:        19         21         30         47         49         80         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       31.6       53.2       47.8       28.9       22.9       34.4       34.2
Old  :                 39.5       31.6       53.2       47.8       28.9       22.9       34.4       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    51,719:    13,949      3,906        761     29,418     42,639     44,127     47,306:     7,592      4,413
Old  :    51,719:    13,949      3,906        761     29,418     42,639     44,127     47,306:     7,592      4,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,297:      -386         22        372        909      1,284        895      1,678:     1,402        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        7.6        1.5       56.9       82.4       85.3       91.5:      14.7        8.5
Old  :     100.0:      27.0        7.6        1.5       56.9       82.4       85.3       91.5:      14.7        8.5
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  :        89:        27         11         10         33         28         65         44:
Old  :        89:        27         11         10         33         28         65         44:
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  :                 34.7       59.8       47.4       71.9       34.7       59.5       47.4       71.6
Old  :                 34.7       59.8       47.4       71.9       34.7       59.5       47.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :   103,439:    27,897      7,812      1,522     58,836     85,279     88,255     94,612:    15,184      8,827
Old  :   103,439:    27,897      7,812      1,522     58,836     85,279     88,255     94,612:    15,184      8,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     4,594:      -771         45        744      1,818      2,567      1,790      3,356:     2,804      1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        7.6        1.5       56.9       82.4       85.3       91.5:      14.7        8.5
Old  :     100.0:      27.0        7.6        1.5       56.9       82.4       85.3       91.5:      14.7        8.5
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  :        89:        27         11         10         33         28         65         44:
Old  :        89:        27         11         10         33         28         65         44:
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  :                 34.7       59.8       47.4       71.9       34.7       59.5       47.4       71.6
Old  :                 34.7       59.8       47.4       71.9       34.7       59.5       47.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    17,641:    13,599      9,566        497      1,331      5,563     15,427     15,626:     2,214      2,015
Old  :    17,641:    13,599      9,566        497      1,331      5,563     15,427     15,626:     2,214      2,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :     2,010:         0     -4,814          7          0      4,816          7          9:     2,003      2,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.1       54.2        2.8        7.5       31.5       87.4       88.6:      12.6       11.4
Old  :     100.0:      77.1       54.2        2.8        7.5       31.5       87.4       88.6:      12.6       11.4
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  :        25:         7         15          3          1          2         11         17:
Old  :        25:         7         15          3          1          2         11         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  :                 81.9       52.3       86.1       72.5       81.9       51.3       84.6       70.1
Old  :                 81.9       52.3       86.1       72.5       81.9       51.3       84.6       70.1
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 10, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,313:     1,294      1,954         27      8,722      8,267     10,043     10,248:       270         65
Old  :    10,313:     1,294      1,954         27      8,722      8,267     10,043     10,248:       270         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :      -262:        85       -559          2       -347        322       -260       -235:        -2        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.9        0.3       84.6       80.2       97.4       99.4:       2.6        0.6
Old  :     100.0:      12.5       18.9        0.3       84.6       80.2       97.4       99.4:       2.6        0.6
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  :        30:         7          6          1          6         12         14         18:
Old  :        30:         7          6          1          6         12         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.8       77.7       94.4       92.5       81.8       77.7       94.4       92.2
Old  :                 81.8       77.7       94.4       92.5       81.8       77.7       94.4       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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  :    12,283:     1,389      2,305          0     10,480      9,785     11,869     12,090:       414        193
Old  :    12,283:     1,389      2,305          0     10,480      9,785     11,869     12,090:       414        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2012                      :
     :       -39:       203      1,511          0       -215     -1,554        -12        -43:       -27          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       18.8        0.0       85.3       79.7       96.6       98.4:       3.4        1.6
Old  :     100.0:      11.3       18.8        0.0       85.3       79.7       96.6       98.4:       3.4        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  :        32:         9          6          0          5         12         14         18:
Old  :        32:         9          6          0          5         12         14         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.2       70.5       93.2       86.4       88.2       70.5       93.2       86.4
Old  :                 88.2       70.5       93.2       86.4       88.2       70.5       93.2       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 13, 2012