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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   529,906:    85,703    136,317    128,173    274,521    203,412    488,397    467,902:    41,509     62,004
Old  :   274,415:    69,630     86,053     49,582    129,204    106,891    248,416    242,526:    25,999     31,889
Other:   255,490:    43,978     78,169     50,686    145,317     96,522    239,981    225,376:    15,510     30,115
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -14,847:       190     13,067    -11,357     -3,992    -16,617    -15,159    -14,906:       312         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       25.7       24.2       51.8       38.4       92.2       88.3:       7.8       11.7
Old  :     100.0:      25.4       31.4       18.1       47.1       39.0       90.5       88.4:       9.5       11.6
Other:     100.0:      17.2       30.6       19.8       56.9       37.8       93.9       88.2:       6.1       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       109        151        176         91        111        314        335:
Old  :       357:       125        120        126         81         96        266        283:
Other:       278:        59        105         94         63         91        189        231:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       12.6       33.5       18.7       19.3        9.9       30.1       15.2
Old  :                 21.0       17.0       30.6       25.7       20.4       16.0       29.5       23.4
Other:                 27.7       13.4       45.3       22.6       26.2       12.0       42.9       19.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 1,779,030:   360,067    131,380    526,544    735,832    831,262  1,622,443  1,489,186:   156,587    289,844
Old  : 1,350,923:   304,245    129,449    373,038    554,321    640,013  1,231,604  1,142,501:   119,319    208,422
Other:   428,107:   138,657     84,766     70,671    181,511    191,249    390,839    346,685:    37,269     81,422
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    41,044:    -2,051      2,574     19,797     28,320     16,502     46,066     38,873:    -5,021      2,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        7.4       29.6       41.4       46.7       91.2       83.7:       8.8       16.3
Old  :     100.0:      22.5        9.6       27.6       41.0       47.4       91.2       84.6:       8.8       15.4
Other:     100.0:      32.4       19.8       16.5       42.4       44.7       91.3       81.0:       8.7       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       725:       196        165        268        260        313        573        646:
Old  :       706:       184        167        233        246        304        530        615:
Other:       520:       123        107        108        122        253        291        426:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.1       17.9       14.9        8.4        5.4       13.3        8.5
Old  :                 11.3       10.6       19.3       15.9        9.6        6.0       15.7        9.4
Other:                 20.1       16.5       32.0       23.4       15.9        9.9       24.2       15.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    13,571:     2,422      1,383      1,054      8,253      9,057     11,728     11,493:     1,843      2,078
Old  :    11,517:     2,417      1,088        830      6,747      7,744      9,995      9,663:     1,521      1,854
Other:     2,055:         7        297        221      1,505      1,312      1,733      1,830:       321        224
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -451:        86       -435         73       -396       -115       -237       -476:      -213         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       10.2        7.8       60.8       66.7       86.4       84.7:      13.6       15.3
Old  :     100.0:      21.0        9.4        7.2       58.6       67.2       86.8       83.9:      13.2       16.1
Other:     100.0:       0.3       14.4       10.8       73.3       63.9       84.4       89.1:      15.6       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12          8          7         15         10         28         24:
Old  :        36:        12          7          7         15          9         28         22:
Other:        21:         5          3          6         11          9         18         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       63.4       52.8       73.7       31.4       58.6       48.4       63.8
Old  :                 35.8       64.7       54.7       74.5       32.8       60.5       49.9       64.6
Other:                 49.6       75.0       71.1       84.1       47.9       72.2       64.1       72.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   756,274:   146,447     46,269    252,516    301,608    364,324    700,570    663,109:    55,704     93,165
Old  :   594,075:   110,704     56,239    200,433    238,564    271,776    549,701    528,448:    44,374     65,627
Other:   162,199:    56,047     10,335     31,779     63,044     92,548    150,869    134,661:    11,330     27,538
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    46,162:    11,122     -8,309     23,757      8,507     23,981     43,385     39,429:     2,777      6,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        6.1       33.4       39.9       48.2       92.6       87.7:       7.4       12.3
Old  :     100.0:      18.6        9.5       33.7       40.2       45.7       92.5       89.0:       7.5       11.0
Other:     100.0:      34.6        6.4       19.6       38.9       57.1       93.0       83.0:       7.0       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       172        128        220        130        167        418        423:
Old  :       484:       158        139        200        123        159        392        403:
Other:       304:        99         60         81         66        125        202        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       15.6       20.1       23.2        9.4        9.9       15.2       15.7
Old  :                 12.8       14.5       21.3       22.7       11.1       11.2       16.7       17.6
Other:                 21.1       24.7       33.4       37.0       17.5       21.7       26.2       28.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    14,508:    10,838      1,465        250        302      1,762     11,390      3,477:     3,118     11,031
Old  :     7,507:     4,713      1,474        215        302        662      5,230      2,351:     2,277      5,156
Other:     7,001:     6,159         25          1          0      1,100      6,160      1,126:       841      5,875
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :     1,110:     1,643       -165         74        -18        151      1,699         60:      -589      1,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       10.1        1.7        2.1       12.1       78.5       24.0:      21.5       76.0
Old  :     100.0:      62.8       19.6        2.9        4.0        8.8       69.7       31.3:      30.3       68.7
Other:     100.0:      88.0        0.4        0.0        0.0       15.7       88.0       16.1:      12.0       83.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          4          5          1          4         14         13:
Old  :        21:        12          5          5          1          4         14         13:
Other:        13:         8          1          1          0          4          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.3       15.1       68.2       22.2       47.8       15.1       66.5       20.8
Old  :                 45.7       19.9       61.3       29.1       44.8       19.9       58.5       27.9
Other:                 70.8       15.7       88.0       16.1       70.7       15.7       88.0       16.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   371,970:    70,276     56,953     80,710    186,215    201,914    337,200    339,577:    34,770     32,392
Old  :   322,724:    69,311     60,396     64,482    159,265    168,898    293,059    293,776:    29,665     28,948
Other:    49,246:    10,622      6,215      6,570     26,950     33,016     44,141     45,801:     5,104      3,445
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :     2,945:     1,478     -9,424      5,218     -6,767      5,020        -71        815:     3,015      2,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       15.3       21.7       50.1       54.3       90.7       91.3:       9.3        8.7
Old  :     100.0:      21.5       18.7       20.0       49.4       52.3       90.8       91.0:       9.2        9.0
Other:     100.0:      21.6       12.6       13.3       54.7       67.0       89.6       93.0:      10.4        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        71         79         98         65         73        199        211:
Old  :       256:        75         85         91         62         73        188        210:
Other:        99:        26         23         27         38         31         81         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       22.4       26.1       34.6       12.3       18.3       20.0       26.6
Old  :                 17.4       21.5       27.9       32.1       13.5       19.0       21.8       27.1
Other:                 28.9       43.5       46.7       63.1       27.8       41.7       41.6       55.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   733,392:    70,650     80,687     58,199    452,669    435,430    581,517    574,315:   151,874    159,077
Old  :   733,392:    70,650     80,687     58,199    452,669    435,430    581,517    574,315:   151,874    159,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -13,248:    -6,616     -7,143        215     -3,747     -1,283    -10,148     -8,211:    -3,100     -5,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       11.0        7.9       61.7       59.4       79.3       78.3:      20.7       21.7
Old  :     100.0:       9.6       11.0        7.9       61.7       59.4       79.3       78.3:      20.7       21.7
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  :       168:        32         38         44         81         79        139        135:
Old  :       168:        32         38         44         81         79        139        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       18.8       28.5       29.1       18.3       16.1       23.3       24.7
Old  :                 19.2       18.8       28.5       29.1       18.3       16.1       23.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   379,832:    47,574     33,142      6,517    269,949    289,957    324,041    329,616:    55,792     50,216
Old  :   379,832:    47,574     33,142      6,517    269,949    289,957    324,041    329,616:    55,792     50,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -316:     1,682     -1,969      5,417     -5,306     -3,136      1,793        311:    -2,109       -628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        8.7        1.7       71.1       76.3       85.3       86.8:      14.7       13.2
Old  :     100.0:      12.5        8.7        1.7       71.1       76.3       85.3       86.8:      14.7       13.2
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  :        72:         6          9          6         43         38         53         49:
Old  :        72:         6          9          6         43         38         53         49:
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  :                 26.0       46.6       44.6       62.1       23.2       46.5       39.6       61.5
Old  :                 26.0       46.6       44.6       62.1       23.2       46.5       39.6       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,992:     1,299        237      1,362      7,463      8,855     10,124     10,454:       868        538
Old  :    10,992:     1,299        237      1,362      7,463      8,855     10,124     10,454:       868        538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -148:      -143         33         76       -122       -261       -189       -152:        41          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        2.2       12.4       67.9       80.6       92.1       95.1:       7.9        4.9
Old  :     100.0:      11.8        2.2       12.4       67.9       80.6       92.1       95.1:       7.9        4.9
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  :        41:        12          2          6         21         24         36         30:
Old  :        41:        12          2          6         21         24         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       47.4       68.9       69.8       17.0       17.1       21.9       23.7
Old  :                 49.8       47.4       68.9       69.8       17.0       17.1       21.9       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   210,310:    36,161     35,430     42,208     97,104    106,582    175,473    184,220:    34,837     26,090
Old  :   171,004:    32,661     34,964     27,737     81,097     86,283    141,495    148,984:    29,509     22,020
Other:    39,305:     6,122      3,088     11,849     16,007     20,299     33,978     35,236:     5,328      4,070
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -5,341:      -557     -1,576       -874     -6,500     -3,264     -7,931     -5,714:     2,590        373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       16.8       20.1       46.2       50.7       83.4       87.6:      16.6       12.4
Old  :     100.0:      19.1       20.4       16.2       47.4       50.5       82.7       87.1:      17.3       12.9
Other:     100.0:      15.6        7.9       30.1       40.7       51.6       86.4       89.6:      13.6       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        45         50         56         67         66        150        147:
Old  :       187:        46         55         51         64         62        143        140:
Other:        94:        17         20         28         38         31         72         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       25.1       25.9       34.1       12.0       19.2       17.6       25.2
Old  :                 15.6       22.4       25.2       32.2       11.4       18.4       17.4       24.5
Other:                 31.3       40.0       47.3       52.2       26.6       29.2       35.8       38.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :    15,776:     3,001      5,859      1,705      8,441      5,872     13,147     13,436:     2,629      2,341
Old  :    15,228:     3,157      5,866      1,510      8,180      5,532     12,847     12,908:     2,380      2,320
Other:       548:        13        162         26        261        340        300        528:       249         21
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -329:       248       -567       -175       -194        366       -121       -376:      -208         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       37.1       10.8       53.5       37.2       83.3       85.2:      16.7       14.8
Old  :     100.0:      20.7       38.5        9.9       53.7       36.3       84.4       84.8:      15.6       15.2
Other:     100.0:       2.4       29.5        4.7       47.6       62.0       54.7       96.2:      45.3        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        20         27         14         25         18         54         54:
Old  :        82:        23         26         13         24         17         53         52:
Other:        20:         3          6          4          4          7          9         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       22.4       46.3       37.2       32.7       19.1       46.1       31.4
Old  :                 34.1       21.9       48.0       37.2       33.9       18.4       47.8       32.7
Other:                 48.7       64.5       54.4       88.2       47.6       64.5       50.0       88.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   922,705:   224,415    136,121     31,557    547,055    645,887    803,026    813,565:   119,679    109,141
Old  :   922,705:   224,415    136,121     31,557    547,055    645,887    803,026    813,565:   119,679    109,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -28,600:   -66,395     18,526      5,224     28,523    -61,401    -32,649    -37,651:     4,048      9,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.8        3.4       59.3       70.0       87.0       88.2:      13.0       11.8
Old  :     100.0:      24.3       14.8        3.4       59.3       70.0       87.0       88.2:      13.0       11.8
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  :       222:        48         40         29         96        103        159        157:
Old  :       222:        48         40         29         96        103        159        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       31.6       32.1       40.8       19.7       30.1       30.9       37.8
Old  :                 20.1       31.6       32.1       40.8       19.7       30.1       30.9       37.8
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, February 14, 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  : 2,157,634:   197,573    233,859    205,963  1,441,633  1,367,976  1,845,168  1,807,797:   312,466    349,837
Old  : 2,157,634:   197,573    233,859    205,963  1,441,633  1,367,976  1,845,168  1,807,797:   312,466    349,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    35,760:   -10,155      3,707     25,552     12,984     34,550     28,382     63,810:     7,378    -28,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       10.8        9.5       66.8       63.4       85.5       83.8:      14.5       16.2
Old  :     100.0:       9.2       10.8        9.5       66.8       63.4       85.5       83.8:      14.5       16.2
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  :       272:        43         57         62        137        153        214        238:
Old  :       272:        43         57         62        137        153        214        238:
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  :                 25.4       23.5       33.4       30.9       24.9       20.1       31.8       26.4
Old  :                 25.4       23.5       33.4       30.9       24.9       20.1       31.8       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  : 1,586,156:   356,482    135,422     95,396    881,789  1,107,724  1,333,666  1,338,542:   252,489    247,613
Old  : 1,586,156:   356,482    135,422     95,396    881,789  1,107,724  1,333,666  1,338,542:   252,489    247,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :   -29,629:   -36,153      6,004     -2,511     -1,517    -44,770    -40,182    -41,278:    10,553     11,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        8.5        6.0       55.6       69.8       84.1       84.4:      15.9       15.6
Old  :     100.0:      22.5        8.5        6.0       55.6       69.8       84.1       84.4:      15.9       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        37         31         37         88        108        142        159:
Old  :       192:        37         31         37         88        108        142        159:
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  :                 33.8       24.9       41.9       33.8       31.5       23.9       38.4       31.2
Old  :                 33.8       24.9       41.9       33.8       31.5       23.9       38.4       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   613,577:    87,772     56,741    144,429    352,105    373,481    584,307    574,651:    29,270     38,926
Old  :   613,577:    87,772     56,741    144,429    352,105    373,481    584,307    574,651:    29,270     38,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    27,287:    10,190      2,915      6,012     18,017     19,171     34,219     28,098:    -6,932       -811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.2       23.5       57.4       60.9       95.2       93.7:       4.8        6.3
Old  :     100.0:      14.3        9.2       23.5       57.4       60.9       95.2       93.7:       4.8        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        19         21         33         47         51         81         91:
Old  :        94:        19         21         33         47         51         81         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       30.4       51.7       46.1       27.9       19.8       32.0       27.6
Old  :                 38.7       30.4       51.7       46.1       27.9       19.8       32.0       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    56,015:    18,538      5,048      1,021     29,256     44,626     48,815     50,694:     7,201      5,321
Old  :    56,015:    18,538      5,048      1,021     29,256     44,626     48,815     50,694:     7,201      5,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -837:    -1,470        -48        294        358     -1,919       -819     -1,674:       -18        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        9.0        1.8       52.2       79.7       87.1       90.5:      12.9        9.5
Old  :     100.0:      33.1        9.0        1.8       52.2       79.7       87.1       90.5:      12.9        9.5
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  :        96:        27         16          7         32         29         64         47:
Old  :        96:        27         16          7         32         29         64         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       53.6       47.1       66.0       33.2       53.6       47.1       65.5
Old  :                 33.2       53.6       47.1       66.0       33.2       53.6       47.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :   112,031:    37,076     10,095      2,041     58,512     89,252     97,630    101,389:    14,401     10,642
Old  :   112,031:    37,076     10,095      2,041     58,512     89,252     97,630    101,389:    14,401     10,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :    -1,674:    -2,940        -96        587        715     -3,839     -1,637     -3,348:       -37      1,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        9.0        1.8       52.2       79.7       87.1       90.5:      12.9        9.5
Old  :     100.0:      33.1        9.0        1.8       52.2       79.7       87.1       90.5:      12.9        9.5
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  :        96:        27         16          7         32         29         64         47:
Old  :        96:        27         16          7         32         29         64         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       53.6       47.1       66.0       33.2       53.6       47.1       65.5
Old  :                 33.2       53.6       47.1       66.0       33.2       53.6       47.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,312:    13,908      7,405        988      1,361      7,893     16,257     16,286:        55         26
Old  :    16,312:    13,908      7,405        988      1,361      7,893     16,257     16,286:        55         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :       -24:       -36       -549        305          0        215        269        -29:      -293          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.3       45.4        6.1        8.3       48.4       99.7       99.8:       0.3        0.2
Old  :     100.0:      85.3       45.4        6.1        8.3       48.4       99.7       99.8:       0.3        0.2
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  :        25:        11         11          3          1          2         14         14:
Old  :        25:        11         11          3          1          2         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       72.7       95.3       88.3       84.9       70.8       92.0       83.5
Old  :                 85.8       72.7       95.3       88.3       84.9       70.8       92.0       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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  :     9,975:     2,225        295         10      7,493      9,560      9,728      9,865:       247        110
Old  :     9,975:     2,225        295         10      7,493      9,560      9,728      9,865:       247        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :       456:       628       -299        -23       -174        762        431        440:        25         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        3.0        0.1       75.1       95.8       97.5       98.9:       2.5        1.1
Old  :     100.0:      22.3        3.0        0.1       75.1       95.8       97.5       98.9:       2.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        10          4          1          6         11         16         16:
Old  :        30:        10          4          1          6         11         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       88.2       92.9       95.0       80.6       88.1       92.9       94.9
Old  :                 80.6       88.2       92.9       95.0       80.6       88.1       92.9       94.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,690:     2,361        489          0     10,082     12,039     12,443     12,528:       247        162
Old  :    12,690:     2,361        489          0     10,082     12,039     12,443     12,528:       247        162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 7, 2012                     :
     :      -487:       282       -554          0       -759         29       -477       -525:       -10         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        3.9        0.0       79.4       94.9       98.1       98.7:       1.9        1.3
Old  :     100.0:      18.6        3.9        0.0       79.4       94.9       98.1       98.7:       1.9        1.3
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  :        29:         7          5          0          4         13         11         18:
Old  :        29:         7          5          0          4         13         11         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.9       72.6       97.2       87.4       88.9       72.6       97.2       87.4
Old  :                 88.9       72.6       97.2       87.4       88.9       72.6       97.2       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 17, 2012