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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   513,529:    93,657    125,153    124,651    255,447    206,581    473,756    456,385:    39,773     57,144
Old  :   218,414:    66,616     76,686     30,560    102,065     89,344    199,241    196,590:    19,173     21,824
Other:   295,115:    56,353     77,778     64,780    153,382    117,237    274,515    259,795:    20,600     35,320
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       433:     1,709    -18,159      8,270     -9,540      7,767        439     -2,122:        -5      2,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       24.4       24.3       49.7       40.2       92.3       88.9:       7.7       11.1
Old  :     100.0:      30.5       35.1       14.0       46.7       40.9       91.2       90.0:       8.8       10.0
Other:     100.0:      19.1       26.4       22.0       52.0       39.7       93.0       88.0:       7.0       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       115        146        164         86        110        307        327:
Old  :       335:       114        113         82         64         86        217        242:
Other:       307:        73        109        111         72        101        221        256:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       15.6       33.9       22.6       20.0       13.0       30.9       18.3
Old  :                 25.6       27.7       35.9       37.4       25.4       26.9       35.4       35.6
Other:                 25.8       12.3       40.2       20.5       24.7       11.2       38.1       17.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  : 1,684,032:   367,984     94,900    479,628    681,038    827,154  1,528,650  1,401,682:   155,382    282,350
Old  : 1,205,126:   298,650    106,696    315,187    484,629    598,582  1,098,467  1,020,466:   106,660    184,661
Other:   478,906:   149,478     68,348     84,296    196,409    228,572    430,183    381,216:    48,722     97,689
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    36,104:     6,612    -22,279     36,785     -1,157     24,642     42,241     39,148:    -6,137     -3,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        5.6       28.5       40.4       49.1       90.8       83.2:       9.2       16.8
Old  :     100.0:      24.8        8.9       26.2       40.2       49.7       91.1       84.7:       8.9       15.3
Other:     100.0:      31.2       14.3       17.6       41.0       47.7       89.8       79.6:      10.2       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       714:       203        149        237        235        327        540        618:
Old  :       688:       186        149        196        212        315        479        582:
Other:       538:       128         97        113        141        275        315        442:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       11.3       18.8       16.7        9.2        6.2       15.0       10.2
Old  :                 12.0       10.2       21.6       16.8       10.9        6.5       18.4       10.3
Other:                 19.6       18.0       30.5       24.7       15.2       11.6       22.4       17.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    11,604:     1,513      1,588        520      7,212      7,237      9,245      9,345:     2,359      2,259
Old  :     8,260:     1,536      1,405        197      4,719      4,870      6,452      6,471:     1,809      1,789
Other:     3,343:       134        340        166      2,493      2,367      2,794      2,873:       550        470
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -131:      -245         48         83       -199       -822       -361       -691:       230        560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       13.7        4.5       62.2       62.4       79.7       80.5:      20.3       19.5
Old  :     100.0:      18.6       17.0        2.4       57.1       59.0       78.1       78.3:      21.9       21.7
Other:     100.0:       4.0       10.2        5.0       74.6       70.8       83.6       85.9:      16.4       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         9          9          4         17         10         28         21:
Old  :        34:         9          8          3         14          8         24         18:
Other:        18:         3          3          3         11          9         16         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       63.4       49.8       71.5       28.7       56.9       46.8       63.4
Old  :                 31.9       63.7       51.8       71.0       31.9       59.7       50.2       66.7
Other:                 44.9       71.7       70.1       83.0       40.1       66.7       60.4       68.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   789,533:   205,041     33,561    240,770    285,508    419,524    731,319    693,855:    58,214     95,678
Old  :   559,395:   165,755     45,169    160,119    193,863    295,785    519,736    501,072:    39,658     58,323
Other:   230,138:    68,813     17,920     51,124     91,645    123,739    211,582    192,783:    18,555     37,355
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    52,507:    30,705     -4,973     13,459      5,940     38,753     50,103     47,239:     2,404      5,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        4.3       30.5       36.2       53.1       92.6       87.9:       7.4       12.1
Old  :     100.0:      29.6        8.1       28.6       34.7       52.9       92.9       89.6:       7.1       10.4
Other:     100.0:      29.9        7.8       22.2       39.8       53.8       91.9       83.8:       8.1       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       534:       199        126        214        134        184        431        439:
Old  :       515:       176        138        173        111        178        374        408:
Other:       372:       111         79        104         94        151        257        293:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       16.3       18.8       24.2        8.8       12.1       14.5       18.8
Old  :                 12.7       16.3       19.7       25.6       10.8       14.4       17.2       23.0
Other:                 17.9       21.7       31.2       30.5       16.6       16.6       24.0       22.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    16,066:    12,629        210        605        151      2,473     13,385      3,288:     2,681     12,778
Old  :     5,935:     3,665        474        225        151        703      4,041      1,402:     1,894      4,533
Other:    10,131:     9,328        100         16          0      1,770      9,344      1,886:       787      8,245
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.6        1.3        3.8        0.9       15.4       83.3       20.5:      16.7       79.5
Old  :     100.0:      61.8        8.0        3.8        2.5       11.8       68.1       23.6:      31.9       76.4
Other:     100.0:      92.1        1.0        0.2        0.0       17.5       92.2       18.6:       7.8       81.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        14          1          7          1          6         15         14:
Old  :        21:        11          4          5          1          6         14         13:
Other:        17:        10          1          2          0          6         10          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       12.4       70.6       18.0       51.4       12.4       68.1       15.8
Old  :                 45.9       13.1       62.3       21.0       45.9       12.1       60.8       19.2
Other:                 63.4       15.0       87.6       18.6       63.4       15.0       87.6       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   356,431:    74,245     57,709     62,130    184,177    209,773    320,552    329,612:    35,879     26,819
Old  :   290,392:    70,240     58,450     42,319    148,567    167,752    261,126    268,521:    29,266     21,871
Other:    66,039:    12,317      7,572     11,498     35,611     42,021     59,426     61,091:     6,613      4,948
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :     6,078:    -7,045      9,721     -7,488     22,562      4,024      8,030      6,258:    -1,952       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       16.2       17.4       51.7       58.9       89.9       92.5:      10.1        7.5
Old  :     100.0:      24.2       20.1       14.6       51.2       57.8       89.9       92.5:      10.1        7.5
Other:     100.0:      18.7       11.5       17.4       53.9       63.6       90.0       92.5:      10.0        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        78         79         79         70         75        201        191:
Old  :       256:        85         77         68         65         75        188        185:
Other:       115:        24         32         33         41         37         90         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       24.6       24.3       35.9       12.3       20.3       20.0       28.2
Old  :                 15.2       24.5       26.3       34.0       14.1       22.4       21.1       29.2
Other:                 26.4       35.9       43.6       58.0       23.8       34.5       37.1       48.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   718,611:    78,264     85,012     49,087    436,903    420,988    564,254    555,087:   154,357    163,524
Old  :   718,611:    78,264     85,012     49,087    436,903    420,988    564,254    555,087:   154,357    163,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   -21,247:     9,558        266      5,577    -10,364    -16,500      4,771    -10,658:   -26,018    -10,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       11.8        6.8       60.8       58.6       78.5       77.2:      21.5       22.8
Old  :     100.0:      10.9       11.8        6.8       60.8       58.6       78.5       77.2:      21.5       22.8
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  :       171:        32         36         39         87         82        142        134:
Old  :       171:        32         36         39         87         82        142        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       19.6       26.4       29.6       16.3       17.1       22.6       25.4
Old  :                 17.5       19.6       26.4       29.6       16.3       17.1       22.6       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   356,772:    39,960     27,211        687    257,749    275,362    298,396    303,260:    58,376     53,511
Old  :   356,772:    39,960     27,211        687    257,749    275,362    298,396    303,260:    58,376     53,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   -49,468:    -3,987     -6,472     -5,577    -34,964    -42,080    -44,528    -54,129:    -4,940      4,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        7.6        0.2       72.2       77.2       83.6       85.0:      16.4       15.0
Old  :     100.0:      11.2        7.6        0.2       72.2       77.2       83.6       85.0:      16.4       15.0
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  :        63:         6          7          3         39         36         46         45:
Old  :        63:         6          7          3         39         36         46         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       45.3       44.7       60.6       23.7       41.3       40.2       55.8
Old  :                 26.2       45.3       44.7       60.6       23.7       41.3       40.2       55.8
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, March 6, 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  :    11,215:     1,431        524      1,498      7,447      8,493     10,376     10,515:       839        700
Old  :    11,215:     1,431        524      1,498      7,447      8,493     10,376     10,515:       839        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -168:       -53        318       -150        -89       -390       -292       -222:       124         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        4.7       13.4       66.4       75.7       92.5       93.8:       7.5        6.2
Old  :     100.0:      12.8        4.7       13.4       66.4       75.7       92.5       93.8:       7.5        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        11          5          7         20         25         35         35:
Old  :        44:        11          5          7         20         25         35         35:
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  :                 47.9       46.7       65.4       66.8       14.5       12.2       20.4       20.6
Old  :                 47.9       46.7       65.4       66.8       14.5       12.2       20.4       20.6
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, March 6, 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  :   234,454:    68,445     15,934     41,641     83,642    153,081    193,728    210,656:    40,726     23,798
Old  :   186,482:    61,545     12,710     28,116     62,923    126,336    152,584    167,163:    33,898     19,319
Other:    47,972:     8,953      5,277     11,471     20,719     26,745     41,144     43,493:     6,829      4,479
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    22,972:    16,096     -5,704        402      5,253     30,689     21,752     25,387:     1,221     -2,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        6.8       17.8       35.7       65.3       82.6       89.8:      17.4       10.2
Old  :     100.0:      33.0        6.8       15.1       33.7       67.7       81.8       89.6:      18.2       10.4
Other:     100.0:      18.7       11.0       23.9       43.2       55.8       85.8       90.7:      14.2        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        63         40         47         62         74        156        139:
Old  :       196:        62         41         44         59         69        148        132:
Other:       102:        24         19         28         37         35         77         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       31.0       23.5       45.1        9.7       25.1       17.0       32.3
Old  :                 13.5       32.7       23.0       44.6       10.8       28.7       19.4       35.5
Other:                 33.5       39.8       47.0       54.5       30.7       32.4       38.9       45.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    15,095:     3,560      6,177      1,033      7,519      5,694     12,111     12,904:     2,984      2,192
Old  :    14,149:     3,907      6,177        606      6,972      5,243     11,485     12,025:     2,664      2,124
Other:       946:        36        385         43        547        451        626        879:       320         68
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -875:       403        285     -1,127       -140        -37       -864       -879:       -11          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       40.9        6.8       49.8       37.7       80.2       85.5:      19.8       14.5
Old  :     100.0:      27.6       43.7        4.3       49.3       37.1       81.2       85.0:      18.8       15.0
Other:     100.0:       3.8       40.7        4.5       57.8       47.7       66.2       92.9:      33.8        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        22         27         13         22         18         53         52:
Old  :        82:        26         25         12         21         16         52         49:
Other:        23:         2          7          4          8          8         13         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  :                 31.5       21.7       46.3       37.5       31.1       19.5       45.9       35.1
Old  :                 33.5       21.4       49.1       38.3       33.3       20.3       49.0       36.8
Other:                 54.6       63.3       62.8       80.6       52.8       63.3       59.5       79.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   900,328:   197,035    135,454     51,479    541,554    600,849    790,068    787,782:   110,260    112,546
Old  :   900,328:   197,035    135,454     51,479    541,554    600,849    790,068    787,782:   110,260    112,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   -64,111:     8,984    -29,798      4,988    -59,333    -30,091    -45,361    -54,901:   -18,750     -9,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.0        5.7       60.2       66.7       87.8       87.5:      12.2       12.5
Old  :     100.0:      21.9       15.0        5.7       60.2       66.7       87.8       87.5:      12.2       12.5
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  :       208:        45         35         28        100         97        154        151:
Old  :       208:        45         35         28        100         97        154        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       32.9       31.5       42.0       17.3       27.0       29.0       35.3
Old  :                 18.8       32.9       31.5       42.0       17.3       27.0       29.0       35.3
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, March 6, 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  : 2,177,209:   243,251    261,127    170,769  1,460,513  1,368,365  1,874,534  1,800,261:   302,675    376,947
Old  : 2,177,209:   243,251    261,127    170,769  1,460,513  1,368,365  1,874,534  1,800,261:   302,675    376,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    22,457:    40,993     26,088      9,132        671    -15,438     50,796     19,781:   -28,339      2,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       12.0        7.8       67.1       62.8       86.1       82.7:      13.9       17.3
Old  :     100.0:      11.2       12.0        7.8       67.1       62.8       86.1       82.7:      13.9       17.3
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  :       282:        48         60         60        143        153        220        244:
Old  :       282:        48         60         60        143        153        220        244:
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  :                 28.7       24.4       37.0       31.0       28.3       20.9       35.8       26.7
Old  :                 28.7       24.4       37.0       31.0       28.3       20.9       35.8       26.7
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, March 6, 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  : 1,464,208:   372,211    145,431     52,666    817,807  1,021,360  1,242,685  1,219,457:   221,523    244,751
Old  : 1,464,208:   372,211    145,431     52,666    817,807  1,021,360  1,242,685  1,219,457:   221,523    244,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   -39,249:    23,929      9,666    -10,182    -30,319    -35,774    -16,572    -36,290:   -22,677     -2,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        9.9        3.6       55.9       69.8       84.9       83.3:      15.1       16.7
Old  :     100.0:      25.4        9.9        3.6       55.9       69.8       84.9       83.3:      15.1       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        33         37         30         82        103        133        152:
Old  :       191:        33         37         30         82        103        133        152:
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  :                 27.1       28.1       37.6       36.7       24.6       27.0       33.8       34.6
Old  :                 27.1       28.1       37.6       36.7       24.6       27.0       33.8       34.6
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, March 6, 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  :   575,643:    71,537     71,928    118,598    351,398    342,176    541,532    532,702:    34,110     42,941
Old  :   575,643:    71,537     71,928    118,598    351,398    342,176    541,532    532,702:    34,110     42,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :   -85,153:   -15,156      3,167    -33,626    -37,330    -55,659    -86,112    -86,118:       959        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       12.5       20.6       61.0       59.4       94.1       92.5:       5.9        7.5
Old  :     100.0:      12.4       12.5       20.6       61.0       59.4       94.1       92.5:       5.9        7.5
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  :        87:        20         15         26         45         50         74         83:
Old  :        87:        20         15         26         45         50         74         83:
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  :                 39.2       28.8       53.3       46.2       30.2       18.8       34.1       27.2
Old  :                 39.2       28.8       53.3       46.2       30.2       18.8       34.1       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :    55,802:    19,045      6,895      1,329     28,506     41,706     48,880     49,930:     6,922      5,873
Old  :    55,802:    19,045      6,895      1,329     28,506     41,706     48,880     49,930:     6,922      5,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -2,192:    -2,197      1,738       -119         91     -4,428     -2,225     -2,809:        33        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       12.4        2.4       51.1       74.7       87.6       89.5:      12.4       10.5
Old  :     100.0:      34.1       12.4        2.4       51.1       74.7       87.6       89.5:      12.4       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  :        99:        25         21         14         34         29         72         52:
Old  :        99:        25         21         14         34         29         72         52:
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  :                 29.2       52.4       43.5       63.2       29.2       52.4       43.5       62.1
Old  :                 29.2       52.4       43.5       63.2       29.2       52.4       43.5       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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  :   111,605:    38,091     13,790      2,657     57,013     83,412     97,761     99,859:    13,844     11,745
Old  :   111,605:    38,091     13,790      2,657     57,013     83,412     97,761     99,859:    13,844     11,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :    -4,384:    -4,393      3,477       -239        182     -8,855     -4,450     -5,617:        66      1,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       12.4        2.4       51.1       74.7       87.6       89.5:      12.4       10.5
Old  :     100.0:      34.1       12.4        2.4       51.1       74.7       87.6       89.5:      12.4       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  :        99:        25         21         14         34         29         72         52:
Old  :        99:        25         21         14         34         29         72         52:
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  :                 29.2       52.4       43.5       63.2       29.2       52.4       43.5       62.1
Old  :                 29.2       52.4       43.5       63.2       29.2       52.4       43.5       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    17,174:    14,176      7,406      1,068      1,361      8,578     16,605     17,052:       569        122
Old  :    17,174:    14,176      7,406      1,068      1,361      8,578     16,605     17,052:       569        122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :       206:      -300        349        -10          0       -252       -310         87:       516        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.5       43.1        6.2        7.9       49.9       96.7       99.3:       3.3        0.7
Old  :     100.0:      82.5       43.1        6.2        7.9       49.9       96.7       99.3:       3.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        12         10          2          1          3         15         13:
Old  :        26:        12         10          2          1          3         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       75.5       92.0       90.5       81.9       73.5       88.4       85.4
Old  :                 81.9       75.5       92.0       90.5       81.9       73.5       88.4       85.4
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, March 6, 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  :     9,674:     2,130        468        315      6,954      8,805      9,399      9,588:       275         86
Old  :     9,674:     2,130        468        315      6,954      8,805      9,399      9,588:       275         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -976:      -757        263        205       -415     -1,428       -967       -960:        -9        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        4.8        3.3       71.9       91.0       97.2       99.1:       2.8        0.9
Old  :     100.0:      22.0        4.8        3.3       71.9       91.0       97.2       99.1:       2.8        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  :        29:         9          4          2          7         11         17         16:
Old  :        29:         9          4          2          7         11         17         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  :                 75.7       83.2       90.1       94.5       75.6       83.2       88.7       91.1
Old  :                 75.7       83.2       90.1       94.5       75.6       83.2       88.7       91.1
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, March 6, 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  :    11,456:     3,165      1,169        814      7,238      9,049     11,217     11,032:       239        424
Old  :    11,456:     3,165      1,169        814      7,238      9,049     11,217     11,032:       239        424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2012                    :
     :      -561:       120        605        802     -1,470     -2,296       -548       -889:       -13        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       10.2        7.1       63.2       79.0       97.9       96.3:       2.1        3.7
Old  :     100.0:      27.6       10.2        7.1       63.2       79.0       97.9       96.3:       2.1        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6         10          2          4         12         11         23:
Old  :        32:         6         10          2          4         12         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  :                 81.7       57.8       96.5       75.2       79.2       57.8       90.2       73.1
Old  :                 81.7       57.8       96.5       75.2       79.2       57.8       90.2       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 9, 2012