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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   669,836:   116,817     82,111    176,027    323,606    344,345    616,450    602,483:    53,385     67,352
Old  :   371,315:    97,741     72,252     79,110    155,917    190,802    332,768    342,164:    38,547     29,151
Other:   298,521:    51,575     42,358     64,418    167,689    153,543    283,682    260,320:    14,838     38,201
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    36,627:    12,868      3,237      9,573      9,278     20,945     31,719     33,755:     4,909      2,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       12.3       26.3       48.3       51.4       92.0       89.9:       8.0       10.1
Old  :     100.0:      26.3       19.5       21.3       42.0       51.4       89.6       92.1:      10.4        7.9
Other:     100.0:      17.3       14.2       21.6       56.2       51.4       95.0       87.2:       5.0       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       167        156        187         95        141        382        377:
Old  :       450:       174        131        136         85        129        332        326:
Other:       324:        81        107        111         76        125        228        277:
     :----------------------------------------------------------------------------------------------------
     :             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       18.6       28.0       24.8       14.9       14.7       23.9       18.3
Old  :                 19.5       24.7       27.8       31.5       19.3       24.0       27.3       29.6
Other:                 27.8       16.2       39.3       23.8       21.2       11.8       30.1       16.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,381,171:   520,116    106,426    766,025    866,466  1,195,964  2,152,607  2,068,415:   228,564    312,756
Old  : 1,810,753:   390,467    100,551    595,116    650,539    895,640  1,636,122  1,591,306:   174,631    219,447
Other:   570,417:   166,554     42,781    134,003    215,927    300,325    516,485    477,109:    53,933     93,309
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :   -60,798:   -21,595     -4,792    -33,779     -7,430    -33,594    -62,804    -72,164:     2,006     11,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        4.5       32.2       36.4       50.2       90.4       86.9:       9.6       13.1
Old  :     100.0:      21.6        5.6       32.9       35.9       49.5       90.4       87.9:       9.6       12.1
Other:     100.0:      29.2        7.5       23.5       37.9       52.6       90.5       83.6:       9.5       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       923:       290        147        308        300        419        723        770:
Old  :       896:       266        160        263        274        407        660        728:
Other:       678:       154        111        132        167        357        384        548:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       11.2       18.2       16.7        8.5        6.7       12.3       10.3
Old  :                 11.2       12.3       18.9       17.6        8.9        8.4       13.1       11.4
Other:                 16.5       12.0       26.8       18.9       15.6        9.2       22.9       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,727:     3,426        179      2,065      6,192     11,530     11,683     13,774:     3,044        953
Old  :    12,072:     3,507         82      1,426      4,579      9,805      9,512     11,313:     2,560        759
Other:     2,655:        13        191        545      1,613      1,724      2,171      2,461:       484        194
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :      -194:      -633        102         89        217       -267       -328        -76:       134       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        1.2       14.0       42.0       78.3       79.3       93.5:      20.7        6.5
Old  :     100.0:      29.0        0.7       11.8       37.9       81.2       78.8       93.7:      21.2        6.3
Other:     100.0:       0.5        7.2       20.5       60.7       64.9       81.8       92.7:      18.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        20          6          9         16         14         40         27:
Old  :        47:        20          5          7         14         14         37         24:
Other:        23:         4          4          7          9         13         16         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       62.1       42.8       79.8       23.1       52.5       35.1       62.6
Old  :                 26.0       70.4       45.6       85.9       25.4       65.5       39.9       71.7
Other:                 58.3       48.9       71.8       68.9       41.0       42.6       41.8       51.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   935,166:   198,223     27,284    323,776    344,481    489,652    866,480    840,712:    68,686     94,454
Old  :   691,176:   161,269     22,870    233,748    243,682    374,640    638,699    631,258:    52,477     59,918
Other:   243,990:    66,450     33,910     60,532    100,798    115,012    227,781    209,454:    16,209     34,536
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :   -30,413:   -10,259      2,083    -10,825     -7,947    -24,415    -29,032    -33,157:    -1,381      2,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        2.9       34.6       36.8       52.4       92.7       89.9:       7.3       10.1
Old  :     100.0:      23.3        3.3       33.8       35.3       54.2       92.4       91.3:       7.6        8.7
Other:     100.0:      27.2       13.9       24.8       41.3       47.1       93.4       85.8:       6.6       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       595:       235        102        225        134        226        458        487:
Old  :       571:       231        101        193        116        220        409        458:
Other:       413:       105         97         77         87        182        235        317:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       17.4       20.3       25.6       10.0       12.5       14.4       18.2
Old  :                 13.5       20.4       22.1       29.0       12.4       15.9       18.1       23.4
Other:                 19.5       16.6       31.5       26.6       16.5       15.7       26.1       22.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,012:    22,114      2,566         86         26      5,545     22,226      8,197:     2,786     16,815
Old  :     9,600:     7,321      1,765         69         26      1,803      7,416      3,637:     2,184      5,963
Other:    15,412:    14,800        808         10          0      3,742     14,810      4,560:       602     10,852
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :      -345:      -590        211         74          5       -184       -511        101:       166       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.4       10.3        0.3        0.1       22.2       88.9       32.8:      11.1       67.2
Old  :     100.0:      76.3       18.4        0.7        0.3       18.8       77.3       37.9:      22.8       62.1
Other:     100.0:      96.0        5.2        0.1        0.0       24.3       96.1       29.6:       3.9       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        19         10          5          3         13         22         28:
Old  :        41:        17         11          4          3         13         21         27:
Other:        32:        15          4          2          0         13         15         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.9       12.9       75.8       18.9       54.8       12.9       75.7       18.9
Old  :                 41.9       15.1       61.6       24.3       41.9       15.1       61.4       24.3
Other:                 66.0       13.6       86.5       20.2       66.0       13.6       86.5       20.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   466,701:    82,551     30,430    102,995    248,065    313,315    433,611    446,739:    33,091     19,962
Old  :   420,259:    82,882     33,016     89,027    217,897    280,140    389,806    402,184:    30,453     18,075
Other:    46,443:     7,291      5,035      6,346     30,168     33,174     43,805     44,555:     2,638      1,887
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     6,111:    -6,841      4,766      3,114     12,448     -2,350      8,721      5,529:    -2,610        581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        6.5       22.1       53.2       67.1       92.9       95.7:       7.1        4.3
Old  :     100.0:      19.7        7.9       21.2       51.8       66.7       92.8       95.7:       7.2        4.3
Other:     100.0:      15.7       10.8       13.7       65.0       71.4       94.3       95.9:       5.7        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        93         64         93         67         74        217        194:
Old  :       264:        89         76         87         65         73        211        189:
Other:        92:        30         14         20         34         23         71         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       33.7       26.1       46.6        8.9       20.6       15.3       28.6
Old  :                 17.3       34.4       27.8       45.9       10.2       23.9       17.1       31.6
Other:                 41.6       54.9       62.2       73.1       37.6       53.8       52.2       67.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   620,475:    60,079     64,567     27,537    390,361    375,427    477,977    467,532:   142,498    152,943
Old  :   620,475:    60,079     64,567     27,537    390,361    375,427    477,977    467,532:   142,498    152,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -2,031:     3,147     -1,477     -9,937     -2,130     14,948     -8,919      3,535:     6,888     -5,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       10.4        4.4       62.9       60.5       77.0       75.4:      23.0       24.6
Old  :     100.0:       9.7       10.4        4.4       62.9       60.5       77.0       75.4:      23.0       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        25         30         26         73         76        111        119:
Old  :       149:        25         30         26         73         76        111        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       16.9       31.5       25.7       19.3       15.8       28.3       24.3
Old  :                 21.5       16.9       31.5       25.7       19.3       15.8       28.3       24.3
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 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   303,965:    43,223     56,308        438    195,802    197,275    239,463    254,021:    64,502     49,944
Old  :   303,965:    43,223     56,308        438    195,802    197,275    239,463    254,021:    64,502     49,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    -3,669:       -30       -815       -210     -3,926     -6,987     -4,166     -8,012:       498      4,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       18.5        0.1       64.4       64.9       78.8       83.6:      21.2       16.4
Old  :     100.0:      14.2       18.5        0.1       64.4       64.9       78.8       83.6:      21.2       16.4
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  :        54:         5         11          2         27         28         33         40:
Old  :        54:         5         11          2         27         28         33         40:
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  :                 26.7       43.6       47.4       59.8       26.5       43.2       46.1       58.8
Old  :                 26.7       43.6       47.4       59.8       26.5       43.2       46.1       58.8
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, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,100:     1,378        431        393      6,146      7,044      7,917      7,868:       183        232
Old  :     8,100:     1,378        431        393      6,146      7,044      7,917      7,868:       183        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :       327:        21        -66        -66        387        421        342        289:       -15         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        5.3        4.9       75.9       87.0       97.7       97.1:       2.3        2.9
Old  :     100.0:      17.0        5.3        4.9       75.9       87.0       97.7       97.1:       2.3        2.9
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  :        37:         7          4          5         20         23         30         29:
Old  :        37:         7          4          5         20         23         30         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  :                 55.2       47.1       73.8       68.1       41.5       33.0       50.8       43.7
Old  :                 55.2       47.1       73.8       68.1       41.5       33.0       50.8       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   251,553:    54,584     14,960     46,957    105,709    169,799    207,250    231,715:    44,303     19,838
Old  :   213,862:    53,698     14,101     35,725     85,372    145,919    174,796    195,745:    39,066     18,116
Other:    37,692:     2,757      2,729      9,360     20,337     23,880     32,454     35,970:     5,238      1,722
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :       239:      -587      3,558     -1,339      2,198     -3,414        272     -1,195:       -33      1,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        5.9       18.7       42.0       67.5       82.4       92.1:      17.6        7.9
Old  :     100.0:      25.1        6.6       16.7       39.9       68.2       81.7       91.5:      18.3        8.5
Other:     100.0:       7.3        7.2       24.8       54.0       63.4       86.1       95.4:      13.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        72         28         54         72         66        176        130:
Old  :       195:        70         31         51         72         63        171        125:
Other:        89:        15         17         20         43         28         75         52:
     :----------------------------------------------------------------------------------------------------
     :             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       38.7       19.7       48.8        6.6       33.0       12.1       39.2
Old  :                 11.7       37.8       19.0       47.6        7.5       32.0       13.5       39.0
Other:                 28.6       48.2       40.6       65.3       26.3       40.9       32.9       53.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    22,208:     6,905      2,393      2,019      6,722     16,368     15,646     20,780:     6,562      1,429
Old  :    20,238:     6,937      2,388      1,660      5,621     15,018     14,218     19,067:     6,019      1,171
Other:     1,971:       157        194        169      1,101      1,350      1,428      1,713:       543        258
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     1,411:       828       -239       -346        138      2,002        619      1,416:       792         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       10.8        9.1       30.3       73.7       70.5       93.6:      29.5        6.4
Old  :     100.0:      34.3       11.8        8.2       27.8       74.2       70.3       94.2:      29.7        5.8
Other:     100.0:       8.0        9.8        8.6       55.9       68.5       72.4       86.9:      27.6       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        46         13         20         27         22         84         49:
Old  :        98:        49         12         18         26         22         82         47:
Other:        33:         8          6          6          9         12         21         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       53.6       26.4       67.9       16.4       50.3       26.0       62.8
Old  :                 17.7       54.7       27.7       69.0       17.7       54.4       27.4       67.1
Other:                 49.9       55.7       61.0       68.1       48.0       55.7       55.8       67.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   765,146:   142,045    119,335     22,929    494,973    492,032    659,946    634,296:   105,200    130,850
Old  :   765,146:   142,045    119,335     22,929    494,973    492,032    659,946    634,296:   105,200    130,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    14,473:     3,593     -6,364     -2,381     12,454     25,284     13,667     16,540:       806     -2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.6        3.0       64.7       64.3       86.3       82.9:      13.7       17.1
Old  :     100.0:      18.6       15.6        3.0       64.7       64.3       86.3       82.9:      13.7       17.1
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  :       194:        33         31         23         79        105        125        146:
Old  :       194:        33         31         23         79        105        125        146:
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  :                 29.7       16.9       41.5       26.6       25.4       13.5       35.1       21.8
Old  :                 29.7       16.9       41.5       26.6       25.4       13.5       35.1       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,699,653:   122,378    232,819    148,958  1,144,173    969,783  1,415,509  1,351,560:   284,144    348,092
Old  : 1,699,653:   122,378    232,819    148,958  1,144,173    969,783  1,415,509  1,351,560:   284,144    348,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :   -46,386:   -14,495     -2,378    -45,480     11,363     -3,939    -48,612    -51,797:     2,225      5,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       13.7        8.8       67.3       57.1       83.3       79.5:      16.7       20.5
Old  :     100.0:       7.2       13.7        8.8       67.3       57.1       83.3       79.5:      16.7       20.5
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  :       248:        46         52         63        121        133        197        218:
Old  :       248:        46         52         63        121        133        197        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       11.7       32.3       17.8       21.5        8.4       26.1       12.8
Old  :                 25.9       11.7       32.3       17.8       21.5        8.4       26.1       12.8
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 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,229,991:   256,794     78,884     63,758    714,730    826,324  1,035,282    968,966:   194,709    261,025
Old  : 1,229,991:   256,794     78,884     63,758    714,730    826,324  1,035,282    968,966:   194,709    261,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    21,529:    16,721     17,578     -5,120        634      3,021     12,234     15,478:     9,295      6,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.4        5.2       58.1       67.2       84.2       78.8:      15.8       21.2
Old  :     100.0:      20.9        6.4        5.2       58.1       67.2       84.2       78.8:      15.8       21.2
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  :       189:        39         30         31         92         95        143        144:
Old  :       189:        39         30         31         92         95        143        144:
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  :                 17.4       19.0       27.9       31.0       16.9       16.1       25.3       25.5
Old  :                 17.4       19.0       27.9       31.0       16.9       16.1       25.3       25.5
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 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   851,742:   120,272     39,979    296,947    400,183    466,800    817,401    803,726:    34,341     48,016
Old  :   851,742:   120,272     39,979    296,947    400,183    466,800    817,401    803,726:    34,341     48,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :    25,035:     3,643      2,042      1,468     18,744     22,418     23,855     25,928:     1,181       -893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        4.7       34.9       47.0       54.8       96.0       94.4:       4.0        5.6
Old  :     100.0:      14.1        4.7       34.9       47.0       54.8       96.0       94.4:       4.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        26         24         30         53         55         97         93:
Old  :       112:        26         24         30         53         55         97         93:
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  :                 33.4       28.9       51.5       45.6       17.2       12.4       20.7       16.9
Old  :                 33.4       28.9       51.5       45.6       17.2       12.4       20.7       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    51,533:    18,569      6,502        928     24,802     38,754     44,298     46,184:     7,235      5,349
Old  :    51,533:    18,569      6,502        928     24,802     38,754     44,298     46,184:     7,235      5,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     4,384:     2,469      1,477        273      1,625      2,308      4,367      4,058:        16        325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       12.6        1.8       48.1       75.2       86.0       89.6:      14.0       10.4
Old  :     100.0:      36.0       12.6        1.8       48.1       75.2       86.0       89.6:      14.0       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  :       100:        28         17          6         29         35         60         55:
Old  :       100:        28         17          6         29         35         60         55:
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  :                 26.5       36.3       41.0       50.6       26.2       35.6       40.7       49.2
Old  :                 26.5       36.3       41.0       50.6       26.2       35.6       40.7       49.2
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 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   103,066:    37,138     13,004      1,855     49,603     77,508     88,597     92,368:    14,469     10,698
Old  :   103,066:    37,138     13,004      1,855     49,603     77,508     88,597     92,368:    14,469     10,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     8,767:     4,939      2,954        547      3,249      4,616      8,735      8,116:        32        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       12.6        1.8       48.1       75.2       86.0       89.6:      14.0       10.4
Old  :     100.0:      36.0       12.6        1.8       48.1       75.2       86.0       89.6:      14.0       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  :       100:        28         17          6         29         35         60         55:
Old  :       100:        28         17          6         29         35         60         55:
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  :                 26.5       36.3       41.0       50.6       26.2       35.6       40.7       49.2
Old  :                 26.5       36.3       41.0       50.6       26.2       35.6       40.7       49.2
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 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     5,126:     3,450      1,766         37      1,588      3,290      5,075      5,093:        51         33
Old  :     5,126:     3,450      1,766         37      1,588      3,290      5,075      5,093:        51         33
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :        34:       -14        -10          0         78         30         64         20:       -30         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.3       34.5        0.7       31.0       64.2       99.0       99.4:       1.0        0.6
Old  :     100.0:      67.3       34.5        0.7       31.0       64.2       99.0       99.4:       1.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          5          1          1          2         13          8:
Old  :        20:        12          5          1          1          2         13          8:
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  :                 74.3       91.8       92.8       99.4       74.3       91.8       92.8       98.6
Old  :                 74.3       91.8       92.8       99.4       74.3       91.8       92.8       98.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,296:     1,580      1,549         17     13,640     13,511     15,237     15,077:        59        219
Old  :    15,296:     1,580      1,549         17     13,640     13,511     15,237     15,077:        59        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :       651:       132        -45          0        545        702        677        657:       -26         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       10.1        0.1       89.2       88.3       99.6       98.6:       0.4        1.4
Old  :     100.0:      10.3       10.1        0.1       89.2       88.3       99.6       98.6:       0.4        1.4
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  :        32:         2          9          1         10         14         13         23:
Old  :        32:         2          9          1         10         14         13         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  :                 77.0       67.1       98.2       84.0       77.0       67.1       91.4       79.5
Old  :                 77.0       67.1       98.2       84.0       77.0       67.1       91.4       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,580:     3,184      1,698          0     47,153     48,392     50,337     50,090:       243        490
Old  :    50,580:     3,184      1,698          0     47,153     48,392     50,337     50,090:       243        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2011                     :
     :     2,317:       -29       -236          0      2,673      2,484      2,644      2,248:      -327         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        3.4        0.0       93.2       95.7       99.5       99.0:       0.5        1.0
Old  :     100.0:       6.3        3.4        0.0       93.2       95.7       99.5       99.0:       0.5        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          7          0          7         17         12         24:
Old  :        33:         5          7          0          7         17         12         24:
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  :                 96.4       62.7       99.0       89.8       81.5       57.9       84.0       76.4
Old  :                 96.4       62.7       99.0       89.8       81.5       57.9       84.0       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 28, 2011