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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   544,753:    85,513    123,250    139,530    278,513    220,029    503,556    482,809:    41,197     61,944
Old  :   311,902:    68,965     91,404     64,719    150,812    123,123    284,497    279,247:    27,405     32,655
Other:   232,851:    43,887     59,185     47,471    127,701     96,905    219,059    203,562:    13,792     29,289
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -5,253:    -7,248     -6,363      1,968     -3,061       -543     -8,340     -4,937:     3,088       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       22.6       25.6       51.1       40.4       92.4       88.6:       7.6       11.4
Old  :     100.0:      22.1       29.3       20.7       48.4       39.5       91.2       89.5:       8.8       10.5
Other:     100.0:      18.8       25.4       20.4       54.8       41.6       94.1       87.4:       5.9       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       119        146        177         92        115        325        338:
Old  :       376:       129        125        128         84        103        279        294:
Other:       276:        65         97         91         62         92        189        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       12.8       33.0       18.7       18.5        9.0       29.2       14.2
Old  :                 20.1       15.8       31.3       23.4       19.3       12.3       28.4       19.3
Other:                 26.3       13.3       44.0       22.5       24.4       11.7       41.7       18.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  : 1,737,986:   362,119    128,806    506,746    707,512    814,761  1,576,377  1,450,313:   161,609    287,672
Old  : 1,335,568:   315,005    128,378    366,907    527,576    631,014  1,209,488  1,126,298:   126,080    209,269
Other:   402,418:   122,761     76,076     64,192    179,936    183,747    366,889    324,015:    35,529     78,403
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    61,229:    20,076      2,082     23,987     13,226     23,606     57,289     49,674:     3,940     11,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.4       29.2       40.7       46.9       90.7       83.4:       9.3       16.6
Old  :     100.0:      23.6        9.6       27.5       39.5       47.2       90.6       84.3:       9.4       15.7
Other:     100.0:      30.5       18.9       16.0       44.7       45.7       91.2       80.5:       8.8       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       716:       170        179        258        258        317        566        632:
Old  :       700:       162        180        226        245        308        525        606:
Other:       503:       110        104        105        122        250        280        415:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0        9.9       17.3       14.9        8.7        5.7       13.7        9.1
Old  :                 10.9       10.2       18.7       15.2        9.9        6.8       16.4       10.4
Other:                 19.4       15.0       31.4       21.9       15.0        9.1       23.3       15.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    14,022:     2,336      1,817        981      8,649      9,171     11,966     11,969:     2,056      2,053
Old  :    11,986:     2,303      1,524        749      7,164      7,842     10,216     10,116:     1,771      1,870
Other:     2,036:        41        300        224      1,485      1,329      1,750      1,853:       286        182
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -1,006:       474     -1,198        -91     -1,042        575       -659       -714:      -347       -292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.0        7.0       61.7       65.4       85.3       85.4:      14.7       14.6
Old  :     100.0:      19.2       12.7        6.3       59.8       65.4       85.2       84.4:      14.8       15.6
Other:     100.0:       2.0       14.7       11.0       73.0       65.3       86.0       91.0:      14.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11         13          6         16         10         29         27:
Old  :        40:        10         13          6         16          9         29         25:
Other:        21:         5          3          6         11          9         18         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.8       60.4       53.8       72.6       32.3       55.1       50.2       62.6
Old  :                 36.5       61.0       55.7       73.1       34.3       56.3       52.8       63.8
Other:                 48.4       76.3       74.9       85.9       47.1       73.4       64.2       73.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   710,111:   135,325     54,578    228,759    293,101    340,343    657,185    623,680:    52,927     86,431
Old  :   570,467:   105,198     60,001    185,105    237,072    262,659    527,375    507,766:    43,092     62,702
Other:   139,644:    46,265     10,715     27,515     56,029     77,684    129,810    115,915:     9,834     23,729
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    25,526:    16,777     -7,417      6,675     -3,520     25,640     19,932     24,898:     5,594        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.7       32.2       41.3       47.9       92.5       87.8:       7.5       12.2
Old  :     100.0:      18.4       10.5       32.4       41.6       46.0       92.4       89.0:       7.6       11.0
Other:     100.0:      33.1        7.7       19.7       40.1       55.6       93.0       83.0:       7.0       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       484:       166        133        214        131        158        408        412:
Old  :       474:       144        150        194        125        150        383        395:
Other:       284:        92         59         71         66        114        189        216:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       15.0       20.6       23.2       10.0       10.9       16.2       17.2
Old  :                 13.5       14.6       22.5       22.6       11.7       11.8       18.1       18.5
Other:                 21.5       23.8       33.1       36.3       17.1       21.1       26.7       28.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    13,398:     9,195      1,630        176        320      1,611      9,691      3,417:     3,707      9,981
Old  :     7,261:     4,121      1,605        176        320        614      4,617      2,395:     2,644      4,866
Other:     6,137:     5,074         25          0          0        997      5,074      1,022:     1,063      5,115
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       415:       -99       -145       -153        -26       -457       -278       -755:       693      1,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       12.2        1.3        2.4       12.0       72.3       25.5:      27.7       74.5
Old  :     100.0:      56.8       22.1        2.4        4.4        8.5       63.6       33.0:      36.4       67.0
Other:     100.0:      82.7        0.4        0.0        0.0       16.2       82.7       16.7:      17.3       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          5          3          1          4         12         12:
Old  :        20:        11          5          3          1          4         12         12:
Other:        11:         6          1          0          0          4          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 45.7       16.1       65.1       23.1       45.5       16.1       63.5       22.8
Old  :                 43.3       20.8       58.5       30.7       42.0       20.8       55.8       30.0
Other:                 71.4       16.2       82.7       16.7       71.4       16.2       82.7       16.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   369,025:    68,797     66,377     75,491    192,982    196,894    337,271    338,763:    31,754     30,262
Old  :   326,653:    67,129     69,060     62,941    169,528    166,924    299,598    298,925:    27,055     27,728
Other:    42,372:     8,640      4,289      5,579     23,454     29,970     37,673     39,837:     4,699      2,535
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -7,309:     2,064    -11,332     -1,425    -12,342      8,239    -11,703     -4,518:     4,394     -2,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       18.0       20.5       52.3       53.4       91.4       91.8:       8.6        8.2
Old  :     100.0:      20.6       21.1       19.3       51.9       51.1       91.7       91.5:       8.3        8.5
Other:     100.0:      20.4       10.1       13.2       55.4       70.7       88.9       94.0:      11.1        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        68         79        102         71         72        208        213:
Old  :       259:        71         87         97         66         71        197        211:
Other:        97:        29         17         25         38         32         79         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       21.9       26.4       33.6       12.3       16.8       19.8       25.4
Old  :                 17.6       21.8       28.5       31.3       13.4       17.1       21.6       25.3
Other:                 33.0       44.6       46.9       62.9       30.6       44.0       41.1       57.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   746,640:    77,265     87,830     57,984    456,416    436,712    591,665    582,526:   154,975    164,114
Old  :   746,640:    77,265     87,830     57,984    456,416    436,712    591,665    582,526:   154,975    164,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    20,726:     3,924     -2,296     13,070      3,372      7,093     20,366     17,867:       360      2,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.8        7.8       61.1       58.5       79.2       78.0:      20.8       22.0
Old  :     100.0:      10.3       11.8        7.8       61.1       58.5       79.2       78.0:      20.8       22.0
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  :       165:        32         35         42         78         79        134        132:
Old  :       165:        32         35         42         78         79        134        132:
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  :                 18.6       19.4       28.5       29.7       17.8       16.3       22.6       25.1
Old  :                 18.6       19.4       28.5       29.7       17.8       16.3       22.6       25.1
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, February 7, 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  :   380,149:    45,892     35,112      1,100    275,255    293,093    322,248    329,305:    57,901     50,844
Old  :   380,149:    45,892     35,112      1,100    275,255    293,093    322,248    329,305:    57,901     50,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       425:       106      3,881         56      5,338     -1,643      5,500      2,294:    -5,075     -1,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        9.2        0.3       72.4       77.1       84.8       86.6:      15.2       13.4
Old  :     100.0:      12.1        9.2        0.3       72.4       77.1       84.8       86.6:      15.2       13.4
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  :        70:         5          9          4         42         37         50         47:
Old  :        70:         5          9          4         42         37         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       48.6       46.2       63.6       24.0       48.5       41.3       63.0
Old  :                 26.9       48.6       46.2       63.6       24.0       48.5       41.3       63.0
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, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,140:     1,442        204      1,286      7,585      9,116     10,313     10,606:       827        534
Old  :    11,140:     1,442        204      1,286      7,585      9,116     10,313     10,606:       827        534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       532:       242         22        -97        262        550        407        475:       125         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        1.8       11.5       68.1       81.8       92.6       95.2:       7.4        4.8
Old  :     100.0:      12.9        1.8       11.5       68.1       81.8       92.6       95.2:       7.4        4.8
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  :        40:        11          1          6         22         25         35         31:
Old  :        40:        11          1          6         22         25         35         31:
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  :                 49.6       46.8       67.7       69.8       17.3       17.6       24.8       25.7
Old  :                 49.6       46.8       67.7       69.8       17.3       17.6       24.8       25.7
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, February 7, 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  :   215,651:    36,718     37,006     43,082    103,603    109,846    183,404    189,934:    32,247     25,716
Old  :   175,305:    32,751     38,038     27,259     87,760     87,977    147,770    153,275:    27,535     22,031
Other:    40,345:     6,765      1,765     13,025     15,843     21,869     35,633     36,659:     4,712      3,686
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -12,842:     3,641     -4,964       -357    -18,221     -6,608    -14,936    -11,929:     2,094       -913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       17.2       20.0       48.0       50.9       85.0       88.1:      15.0       11.9
Old  :     100.0:      18.7       21.7       15.5       50.1       50.2       84.3       87.4:      15.7       12.6
Other:     100.0:      16.8        4.4       32.3       39.3       54.2       88.3       90.9:      11.7        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        48         45         60         69         65        156        148:
Old  :       189:        48         50         54         67         63        149        141:
Other:        97:        19         19         29         39         33         74         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       26.0       26.8       35.2       11.7       18.5       17.1       25.0
Old  :                 16.7       24.2       25.6       33.6       12.5       18.2       18.4       25.5
Other:                 33.6       39.2       50.3       54.7       25.7       27.7       34.2       36.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :    16,105:     2,753      6,425      1,881      8,635      5,506     13,268     13,812:     2,837      2,293
Old  :    15,741:     2,812      6,420      1,807      8,490      5,245     13,109     13,472:     2,632      2,268
Other:       364:         6         70          8        145        261        159        339:       205         25
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       465:        75        245        374       -161       -431        289        189:       176        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       39.9       11.7       53.6       34.2       82.4       85.8:      17.6       14.2
Old  :     100.0:      17.9       40.8       11.5       53.9       33.3       83.3       85.6:      16.7       14.4
Other:     100.0:       1.6       19.3        2.2       39.8       71.6       43.6       93.1:      56.4        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        21         28         15         25         17         55         54:
Old  :        83:        23         27         15         24         16         54         53:
Other:        17:         2          4          2          5          7          8         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       22.3       45.9       36.7       32.0       18.8       45.1       31.6
Old  :                 32.8       21.5       46.9       36.2       32.7       18.2       46.2       31.6
Other:                 40.1       81.8       43.6       90.7       40.1       81.8       41.2       89.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   951,306:   290,810    117,594     26,333    518,532    707,288    835,675    851,215:   115,631    100,090
Old  :   951,306:   290,810    117,594     26,333    518,532    707,288    835,675    851,215:   115,631    100,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -2,253:   -32,733     -4,163      4,473     35,700     -3,805      7,440     -3,495:    -9,694      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       12.4        2.8       54.5       74.3       87.8       89.5:      12.2       10.5
Old  :     100.0:      30.6       12.4        2.8       54.5       74.3       87.8       89.5:      12.2       10.5
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  :       220:        50         38         26         90        106        154        156:
Old  :       220:        50         38         26         90        106        154        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       30.9       33.8       39.5       18.4       30.0       31.6       37.9
Old  :                 20.2       30.9       33.8       39.5       18.4       30.0       31.6       37.9
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, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,121,874:   207,727    230,151    180,411  1,428,648  1,333,425  1,816,786  1,743,987:   305,088    377,887
Old  : 2,121,874:   207,727    230,151    180,411  1,428,648  1,333,425  1,816,786  1,743,987:   305,088    377,887
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   103,084:   -19,819     -8,553     48,776     67,274     43,956     96,231     84,180:     6,852     18,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       10.8        8.5       67.3       62.8       85.6       82.2:      14.4       17.8
Old  :     100.0:       9.8       10.8        8.5       67.3       62.8       85.6       82.2:      14.4       17.8
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  :       266:        30         65         56        137        149        208        229:
Old  :       266:        30         65         56        137        149        208        229:
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  :                 26.2       23.2       34.3       29.1       25.7       20.2       33.0       25.5
Old  :                 26.2       23.2       34.3       29.1       25.7       20.2       33.0       25.5
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, February 7, 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  : 1,615,785:   392,635    129,419     97,907    883,306  1,152,494  1,373,848  1,379,820:   241,937    235,965
Old  : 1,615,785:   392,635    129,419     97,907    883,306  1,152,494  1,373,848  1,379,820:   241,937    235,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :    -7,501:   -45,741    -18,842       -760     44,337      4,001     -2,164    -15,601:    -5,337      8,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        8.0        6.1       54.7       71.3       85.0       85.4:      15.0       14.6
Old  :     100.0:      24.3        8.0        6.1       54.7       71.3       85.0       85.4:      15.0       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        37         32         34         89        113        145        160:
Old  :       200:        37         32         34         89        113        145        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       24.1       43.4       32.9       33.0       23.1       39.1       30.3
Old  :                 35.3       24.1       43.4       32.9       33.0       23.1       39.1       30.3
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, February 7, 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  :   586,290:    77,582     53,826    138,417    334,089    354,310    550,088    546,553:    36,202     39,737
Old  :   586,290:    77,582     53,826    138,417    334,089    354,310    550,088    546,553:    36,202     39,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :   -51,565:    -8,152    -13,961    -10,093    -29,118    -26,758    -47,363    -50,812:    -4,202       -753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        9.2       23.6       57.0       60.4       93.8       93.2:       6.2        6.8
Old  :     100.0:      13.2        9.2       23.6       57.0       60.4       93.8       93.2:       6.2        6.8
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  :        93:        20         20         33         46         49         81         89:
Old  :        93:        20         20         33         46         49         81         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       31.8       51.3       48.2       27.0       20.1       31.2       29.0
Old  :                 39.0       31.8       51.3       48.2       27.0       20.1       31.2       29.0
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, February 7, 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  :    56,853:    20,008      5,096        727     28,899     46,545     49,634     52,368:     7,219      4,484
Old  :    56,853:    20,008      5,096        727     28,899     46,545     49,634     52,368:     7,219      4,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     3,293:     2,126        648        152        943      2,717      3,220      3,516:        73       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        9.0        1.3       50.8       81.9       87.3       92.1:      12.7        7.9
Old  :     100.0:      35.2        9.0        1.3       50.8       81.9       87.3       92.1:      12.7        7.9
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  :        98:        31         14          7         30         33         65         50:
Old  :        98:        31         14          7         30         33         65         50:
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  :                 31.9       53.8       45.7       67.0       31.9       53.8       45.7       66.5
Old  :                 31.9       53.8       45.7       67.0       31.9       53.8       45.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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  :   113,705:    40,016     10,192      1,454     57,797     93,090     99,267    104,737:    14,438      8,969
Old  :   113,705:    40,016     10,192      1,454     57,797     93,090     99,267    104,737:    14,438      8,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :     6,586:     4,251      1,296        303      1,885      5,433      6,440      7,032:       147       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        9.0        1.3       50.8       81.9       87.3       92.1:      12.7        7.9
Old  :     100.0:      35.2        9.0        1.3       50.8       81.9       87.3       92.1:      12.7        7.9
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  :        98:        31         14          7         30         33         65         50:
Old  :        98:        31         14          7         30         33         65         50:
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  :                 31.9       53.8       45.7       67.0       31.9       53.8       45.7       66.5
Old  :                 31.9       53.8       45.7       67.0       31.9       53.8       45.7       66.5
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, February 7, 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  :    16,336:    13,944      7,954        683      1,361      7,678     15,988     16,315:       348         21
Old  :    16,336:    13,944      7,954        683      1,361      7,678     15,988     16,315:       348         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       -40:       185        234       -227          0        -46        -42        -39:         2         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.4       48.7        4.2        8.3       47.0       97.9       99.9:       2.1        0.1
Old  :     100.0:      85.4       48.7        4.2        8.3       47.0       97.9       99.9:       2.1        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:        10         11          3          1          2         13         14:
Old  :        24:        10         11          3          1          2         13         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.7       73.6       95.0       89.6       85.7       72.6       92.7       86.6
Old  :                 85.7       73.6       95.0       89.6       85.7       72.6       92.7       86.6
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, February 7, 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  :     9,519:     1,597        594         33      7,667      8,798      9,297      9,425:       222         94
Old  :     9,519:     1,597        594         33      7,667      8,798      9,297      9,425:       222         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :       -52:       209       -104          3       -254         62        -42        -39:       -10        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        6.2        0.3       80.5       92.4       97.7       99.0:       2.3        1.0
Old  :     100.0:      16.8        6.2        0.3       80.5       92.4       97.7       99.0:       2.3        1.0
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  :        30:         9          5          1          6         11         16         16:
Old  :        30:         9          5          1          6         11         16         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  :                 82.5       84.3       93.1       93.9       82.5       84.2       93.1       93.5
Old  :                 82.5       84.3       93.1       93.9       82.5       84.2       93.1       93.5
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, February 7, 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  :    13,177:     2,079      1,043          0     10,841     12,010     12,920     13,053:       257        124
Old  :    13,177:     2,079      1,043          0     10,841     12,010     12,920     13,053:       257        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2012                     :
     :      -395:       970       -740          0     -1,356        345       -386       -395:        -9          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.9        0.0       82.3       91.1       98.0       99.1:       2.0        0.9
Old  :     100.0:      15.8        7.9        0.0       82.3       91.1       98.0       99.1:       2.0        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         8          8          0          5         13         13         21:
Old  :        34:         8          8          0          5         13         13         21:
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  :                 88.7       69.6       96.3       83.9       88.7       69.6       96.3       83.9
Old  :                 88.7       69.6       96.3       83.9       88.7       69.6       96.3       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 10, 2012