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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   550,005:    92,761    129,613    137,562    281,574    220,571    511,896    487,746:    38,109     62,259
Old  :   333,270:    77,834     99,183     70,590    159,948    129,012    308,372    298,784:    24,899     34,486
Other:   216,735:    39,878     55,382     42,020    121,626     91,560    203,524    188,962:    13,211     27,774
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     2,779:     8,552    -12,575     -5,649      3,160     22,269      6,063      4,045:    -3,284     -1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       23.6       25.0       51.2       40.1       93.1       88.7:       6.9       11.3
Old  :     100.0:      23.4       29.8       21.2       48.0       38.7       92.5       89.7:       7.5       10.3
Other:     100.0:      18.4       25.6       19.4       56.1       42.2       93.9       87.2:       6.1       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       122        140        173         90        110        308        343:
Old  :       370:       119        134        126         82         98        269        295:
Other:       263:        68         87         86         59         89        176        220:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       13.2       33.5       19.0       18.7        9.6       29.0       14.3
Old  :                 20.9       15.6       31.6       23.3       19.8       12.5       27.9       19.1
Other:                 27.5       12.6       45.9       21.9       25.2       10.9       43.2       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  : 1,676,757:   342,043    126,725    482,759    694,286    791,155  1,519,088  1,400,639:   157,669    276,118
Old  : 1,300,511:   305,875    129,706    350,881    519,868    615,462  1,176,624  1,096,050:   123,887    204,461
Other:   376,246:   106,875     67,726     61,170    174,418    175,693    342,464    304,589:    33,782     71,657
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :   -13,144:    17,419    -16,051    -16,577      6,198     32,337      7,040       -292:   -20,184    -12,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        7.6       28.8       41.4       47.2       90.6       83.5:       9.4       16.5
Old  :     100.0:      23.5       10.0       27.0       40.0       47.3       90.5       84.3:       9.5       15.7
Other:     100.0:      28.4       18.0       16.3       46.4       46.7       91.0       81.0:       9.0       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       170        180        254        262        323        563        641:
Old  :       709:       164        182        226        251        314        530        616:
Other:       509:       102        108         95        123        257        273        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3        9.3       17.6       14.2        9.1        5.8       14.2        9.4
Old  :                 11.2        9.2       19.1       14.6       10.4        6.9       16.7       10.8
Other:                 19.7       14.6       30.7       22.0       14.1        9.6       21.7       15.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,028:     1,863      3,015      1,072      9,691      8,596     12,625     12,683:     2,403      2,345
Old  :    13,351:     1,867      3,011        842      8,443      7,325     11,153     11,178:     2,198      2,173
Other:     1,677:         5         14        219      1,248      1,272      1,472      1,505:       205        172
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       -60:       -51        163         54       -187       -243       -184        -26:       124        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       20.1        7.1       64.5       57.2       84.0       84.4:      16.0       15.6
Old  :     100.0:      14.0       22.5        6.3       63.2       54.9       83.5       83.7:      16.5       16.3
Other:     100.0:       0.3        0.9       13.1       74.4       75.8       87.8       89.8:      12.2       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10         15          6         16         10         28         29:
Old  :        42:        11         14          6         16          8         28         27:
Other:        19:         2          4          6         11          9         17         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.4       60.5       53.2       71.2       34.2       56.5       49.4       62.9
Old  :                 36.2       60.1       54.4       71.2       35.2       57.1       50.2       64.3
Other:                 56.7       74.0       79.0       84.6       55.0       66.6       64.3       66.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   684,586:   118,548     61,996    222,084    296,621    314,703    637,253    598,783:    47,333     85,803
Old  :   561,393:    94,771     68,015    180,989    246,928    247,504    522,688    496,508:    38,704     64,885
Other:   123,193:    39,940     10,145     24,931     49,693     67,199    114,564    102,275:     8,628     20,918
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :      -334:     2,155      7,265    -19,571     17,632      9,799        217     -2,506:      -551      2,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        9.1       32.4       43.3       46.0       93.1       87.5:       6.9       12.5
Old  :     100.0:      16.9       12.1       32.2       44.0       44.1       93.1       88.4:       6.9       11.6
Other:     100.0:      32.4        8.2       20.2       40.3       54.5       93.0       83.0:       7.0       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       130        150        211        133        156        388        417:
Old  :       461:       125        151        196        128        149        367        404:
Other:       273:        79         59         68         67        114        182        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       14.3       21.3       21.9       10.4       10.2       16.9       15.4
Old  :                 14.5       14.0       23.6       21.3       12.1       11.3       19.1       16.6
Other:                 23.9       23.9       35.8       36.0       18.8       20.3       28.6       28.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    12,983:     9,294      1,775        329        346      2,068      9,969      4,172:     3,014      8,811
Old  :     7,654:     4,895      1,862        217        346      1,189      5,458      3,268:     2,196      4,386
Other:     5,329:     4,511         25          0          0        879      4,511        904:       818      4,425
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       131:        95        465        -78         -3       -369         14         18:       117        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       13.7        2.5        2.7       15.9       76.8       32.1:      23.2       67.9
Old  :     100.0:      64.0       24.3        2.8        4.5       15.5       71.3       42.7:      28.7       57.3
Other:     100.0:      84.7        0.5        0.0        0.0       16.5       84.7       17.0:      15.3       83.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          5          7          1          4         14         16:
Old  :        22:        12          6          6          1          4         13         16:
Other:        12:         7          1          0          0          4          7          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  :                 44.3       20.5       65.5       28.5       44.0       20.5       63.3       28.5
Old  :                 45.7       26.9       62.0       37.7       45.3       26.9       59.6       37.7
Other:                 73.3       16.5       84.7       17.0       73.3       16.5       84.7       17.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   376,334:    66,734     77,710     76,916    205,324    188,655    348,974    343,281:    27,360     33,053
Old  :   333,710:    66,514     80,918     64,125    180,292    157,735    310,931    302,778:    22,779     30,932
Other:    42,624:     7,943      4,515      5,068     25,032     30,920     38,043     40,503:     4,581      2,121
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     9,342:     1,421      5,124      3,224      6,309       -264     10,955      8,084:    -1,613      1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       20.6       20.4       54.6       50.1       92.7       91.2:       7.3        8.8
Old  :     100.0:      19.9       24.2       19.2       54.0       47.3       93.2       90.7:       6.8        9.3
Other:     100.0:      18.6       10.6       11.9       58.7       72.5       89.3       95.0:      10.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        64         90         96         73         72        202        219:
Old  :       265:        65         97         88         69         71        189        217:
Other:        92:        26         16         24         37         32         74         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       20.7       27.4       31.9       11.9       15.1       19.4       23.2
Old  :                 18.5       20.1       29.7       29.4       14.3       15.1       22.8       23.3
Other:                 32.3       47.6       48.9       64.6       30.9       47.0       42.8       59.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   725,914:    73,341     90,126     44,913    453,044    429,619    571,299    564,658:   154,615    161,255
Old  :   725,914:    73,341     90,126     44,913    453,044    429,619    571,299    564,658:   154,615    161,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :   -15,956:      -669    -18,456    -11,232     -7,070     -2,336    -18,970    -32,024:     3,014     16,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       12.4        6.2       62.4       59.2       78.7       77.8:      21.3       22.2
Old  :     100.0:      10.1       12.4        6.2       62.4       59.2       78.7       77.8:      21.3       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        29         35         37         82         77        135        125:
Old  :       162:        29         35         37         82         77        135        125:
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  :                 19.6       22.6       30.1       33.5       18.7       19.4       24.1       28.3
Old  :                 19.6       22.6       30.1       33.5       18.7       19.4       24.1       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   379,724:    45,786     31,231      1,044    269,917    294,736    316,748    327,011:    62,976     52,713
Old  :   379,724:    45,786     31,231      1,044    269,917    294,736    316,748    327,011:    62,976     52,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     6,615:   -12,234     -1,994        528     16,221      3,517      4,515      2,050:     2,100      4,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        8.2        0.3       71.1       77.6       83.4       86.1:      16.6       13.9
Old  :     100.0:      12.1        8.2        0.3       71.1       77.6       83.4       86.1:      16.6       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         5          7          4         40         36         48         44:
Old  :        66:         5          7          4         40         36         48         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  :                 26.4       49.4       45.7       64.1       23.5       49.4       40.8       64.0
Old  :                 26.4       49.4       45.7       64.1       23.5       49.4       40.8       64.0
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, January 31, 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  :    10,608:     1,200        182      1,383      7,323      8,566      9,906     10,131:       702        477
Old  :    10,608:     1,200        182      1,383      7,323      8,566      9,906     10,131:       702        477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       376:       158        -30        -87        246        536        317        419:        59        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        1.7       13.0       69.0       80.8       93.4       95.5:       6.6        4.5
Old  :     100.0:      11.3        1.7       13.0       69.0       80.8       93.4       95.5:       6.6        4.5
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  :        37:        10          1          6         19         23         31         29:
Old  :        37:        10          1          6         19         23         31         29:
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  :                 53.2       47.4       70.9       70.8       18.1       17.7       23.4       25.2
Old  :                 53.2       47.4       70.9       70.8       18.1       17.7       23.4       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   228,493:    33,077     41,970     43,439    121,824    116,454    198,340    201,863:    30,153     26,630
Old  :   187,636:    28,955     43,536     28,326    105,457     92,085    162,738    163,947:    24,898     23,689
Other:    40,857:     7,173      1,485     12,061     16,367     24,370     35,602     37,916:     5,255      2,941
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :     1,086:       680     -1,475      4,055     -1,646     -1,144      3,089      1,436:    -2,004       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       18.4       19.0       53.3       51.0       86.8       88.3:      13.2       11.7
Old  :     100.0:      15.4       23.2       15.1       56.2       49.1       86.7       87.4:      13.3       12.6
Other:     100.0:      17.6        3.6       29.5       40.1       59.6       87.1       92.8:      12.9        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        43         48         57         75         69        152        157:
Old  :       192:        42         57         53         74         68        148        153:
Other:        91:        19         19         25         40         28         71         60:
     :----------------------------------------------------------------------------------------------------
     :             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       25.7       30.9       34.8       13.1       15.9       18.7       22.3
Old  :                 21.6       24.6       30.7       33.1       15.8       15.6       21.4       22.8
Other:                 33.4       42.8       49.8       58.1       24.8       32.6       34.5       41.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    15,641:     2,677      6,180      1,507      8,795      5,936     12,979     13,623:     2,661      2,018
Old  :    15,305:     2,711      6,201      1,443      8,648      5,658     12,802     13,302:     2,502      2,003
Other:       336:        27         40          3        147        278        177        321:       159         15
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       729:       -63        527        379        483       -267        799        639:       -70         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       39.5        9.6       56.2       38.0       83.0       87.1:      17.0       12.9
Old  :     100.0:      17.7       40.5        9.4       56.5       37.0       83.7       86.9:      16.3       13.1
Other:     100.0:       8.0       11.9        0.9       43.8       82.7       52.7       95.5:      47.3        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        19         30         14         23         16         53         53:
Old  :        82:        19         31         14         22         15         52         52:
Other:        15:         3          2          2          3          7          7         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       25.4       47.2       40.5       33.5       20.9       47.1       34.6
Old  :                 34.2       24.5       48.2       39.9       34.2       20.0       48.2       34.5
Other:                 49.4       86.6       52.7       94.9       49.4       86.6       51.8       94.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   953,559:   323,542    121,757     21,860    482,832    711,093    828,234    854,711:   125,325     98,848
Old  :   953,559:   323,542    121,757     21,860    482,832    711,093    828,234    854,711:   125,325     98,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    86,612:    30,135    -12,533       -504     56,149    104,669     85,781     91,632:       831     -5,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       12.8        2.3       50.6       74.6       86.9       89.6:      13.1       10.4
Old  :     100.0:      33.9       12.8        2.3       50.6       74.6       86.9       89.6:      13.1       10.4
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  :       226:        56         36         27         93        104        162        154:
Old  :       226:        56         36         27         93        104        162        154:
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  :                 19.9       31.0       33.3       39.1       18.6       29.4       31.5       36.2
Old  :                 19.9       31.0       33.3       39.1       18.6       29.4       31.5       36.2
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 31, 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  : 2,018,791:   227,546    238,704    131,634  1,361,375  1,289,469  1,720,555  1,659,807:   298,236    358,983
Old  : 2,018,791:   227,546    238,704    131,634  1,361,375  1,289,469  1,720,555  1,659,807:   298,236    358,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    29,216:    -1,654    -22,464    -11,746     19,351     80,832      5,952     46,622:    23,264    -17,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       11.8        6.5       67.4       63.9       85.2       82.2:      14.8       17.8
Old  :     100.0:      11.3       11.8        6.5       67.4       63.9       85.2       82.2:      14.8       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:        48         50         56        133        143        206        224:
Old  :       266:        48         50         56        133        143        206        224:
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       22.3       35.4       30.9       26.4       18.2       33.0       25.8
Old  :                 27.2       22.3       35.4       30.9       26.4       18.2       33.0       25.8
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 31, 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  : 1,623,286:   438,376    148,260     98,667    838,969  1,148,493  1,376,013  1,395,421:   247,273    227,865
Old  : 1,623,286:   438,376    148,260     98,667    838,969  1,148,493  1,376,013  1,395,421:   247,273    227,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    51,829:    42,387        -65     13,099    -19,310     49,253     36,176     62,288:    15,653    -10,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        9.1        6.1       51.7       70.8       84.8       86.0:      15.2       14.0
Old  :     100.0:      27.0        9.1        6.1       51.7       70.8       84.8       86.0:      15.2       14.0
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  :       205:        41         35         37         87        111        149        162:
Old  :       205:        41         35         37         87        111        149        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       23.4       44.8       32.4       34.8       22.4       40.9       29.6
Old  :                 37.1       23.4       44.8       32.4       34.8       22.4       40.9       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   637,855:    85,734     67,787    148,511    363,207    381,067    597,451    597,365:    40,404     40,490
Old  :   637,855:    85,734     67,787    148,511    363,207    381,067    597,451    597,365:    40,404     40,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :    22,464:     3,718      7,712      1,893     20,181     13,736     25,793     23,341:    -3,328       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.6       23.3       56.9       59.7       93.7       93.7:       6.3        6.3
Old  :     100.0:      13.4       10.6       23.3       56.9       59.7       93.7       93.7:       6.3        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        24         14         30         47         49         79         87:
Old  :        94:        24         14         30         47         49         79         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  :                 38.9       33.5       52.6       50.1       27.4       23.8       32.1       33.8
Old  :                 38.9       33.5       52.6       50.1       27.4       23.8       32.1       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    53,559:    17,882      4,448        575     27,956     43,829     46,414     48,852:     7,146      4,707
Old  :    53,559:    17,882      4,448        575     27,956     43,829     46,414     48,852:     7,146      4,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       334:     1,064        -92        197       -512        743        750        848:      -416       -515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.3        1.1       52.2       81.8       86.7       91.2:      13.3        8.8
Old  :     100.0:      33.4        8.3        1.1       52.2       81.8       86.7       91.2:      13.3        8.8
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  :        90:        31         12          8         27         30         63         45:
Old  :        90:        31         12          8         27         30         63         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       56.1       48.2       67.8       34.1       56.1       48.2       67.3
Old  :                 34.1       56.1       48.2       67.8       34.1       56.1       48.2       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :   107,119:    35,765      8,896      1,151     55,912     87,657     92,828     97,704:    14,291      9,415
Old  :   107,119:    35,765      8,896      1,151     55,912     87,657     92,828     97,704:    14,291      9,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       667:     2,129       -184        395     -1,024      1,485      1,499      1,697:      -832     -1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.3        1.1       52.2       81.8       86.7       91.2:      13.3        8.8
Old  :     100.0:      33.4        8.3        1.1       52.2       81.8       86.7       91.2:      13.3        8.8
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  :        90:        31         12          8         27         30         63         45:
Old  :        90:        31         12          8         27         30         63         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       56.1       48.2       67.8       34.1       56.1       48.2       67.3
Old  :                 34.1       56.1       48.2       67.8       34.1       56.1       48.2       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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  :    16,376:    13,759      7,720        910      1,361      7,724     16,030     16,354:       346         22
Old  :    16,376:    13,759      7,720        910      1,361      7,724     16,030     16,354:       346         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :        22:         0        -18          3         30         28         33         13:       -11          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      84.0       47.1        5.6        8.3       47.2       97.9       99.9:       2.1        0.1
Old  :     100.0:      84.0       47.1        5.6        8.3       47.2       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:         9         12          3          1          2         12         15:
Old  :        24:         9         12          3          1          2         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.6       68.4       96.1       86.2       87.6       67.4       91.8       83.3
Old  :                 87.6       68.4       96.1       86.2       87.6       67.4       91.8       83.3
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 31, 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  :     9,571:     1,388        698         30      7,921      8,736      9,339      9,464:       232        107
Old  :     9,571:     1,388        698         30      7,921      8,736      9,339      9,464:       232        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       -93:      -151         30          0         53       -165        -98       -135:         5         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        7.3        0.3       82.8       91.3       97.6       98.9:       2.4        1.1
Old  :     100.0:      14.5        7.3        0.3       82.8       91.3       97.6       98.9:       2.4        1.1
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  :        29:         8          5          1          6         11         15         16:
Old  :        29:         8          5          1          6         11         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.5       82.8       94.4       93.9       83.5       82.7       94.4       93.4
Old  :                 83.5       82.8       94.4       93.9       83.5       82.7       94.4       93.4
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 31, 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  :    13,572:     1,109      1,783          0     12,197     11,665     13,306     13,448:       266        124
Old  :    13,572:     1,109      1,783          0     12,197     11,665     13,306     13,448:       266        124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 24, 2012                     :
     :       997:    -1,176        227          0      2,223        763      1,047        990:       -50          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       13.1        0.0       89.9       85.9       98.0       99.1:       2.0        0.9
Old  :     100.0:       8.2       13.1        0.0       89.9       85.9       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:         6         10          0          5         13         11         23:
Old  :        34:         6         10          0          5         13         11         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  :                 92.6       67.2       96.9       82.6       92.6       67.2       96.9       82.6
Old  :                 92.6       67.2       96.9       82.6       92.6       67.2       96.9       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 3, 2012