WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   463,614:    72,877    112,442    117,092    237,822    176,365    427,791    405,899:    35,823     57,715
Old  :   300,947:    68,074     83,206     63,139    143,951    121,060    275,164    267,405:    25,784     33,542
Other:   162,667:    27,884     52,317     30,872     93,871     55,305    152,628    138,494:    10,039     24,172
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    12,193:      -793     -5,384     13,502     -1,622      3,592     11,088     11,710:     1,105        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       24.3       25.3       51.3       38.0       92.3       87.6:       7.7       12.4
Old  :     100.0:      22.6       27.6       21.0       47.8       40.2       91.4       88.9:       8.6       11.1
Other:     100.0:      17.1       32.2       19.0       57.7       34.0       93.8       85.1:       6.2       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       106        150        168         92        112        299        342:
Old  :       371:       113        135        128         79        101        267        293:
Other:       250:        59         87         75         57         86        157        212:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.1       10.5       34.0       16.8       20.9        8.9       31.7       13.9
Old  :                 23.2       13.7       32.9       21.6       23.0       12.2       31.6       19.7
Other:                 29.2       11.3       44.8       19.8       25.7        8.7       41.3       15.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  : 1,615,568:   317,297    112,994    443,612    687,905    777,710  1,448,813  1,334,315:   166,754    281,252
Old  : 1,299,690:   289,718    110,714    342,055    526,417    621,866  1,158,190  1,074,636:   141,501    225,055
Other:   315,877:    77,685     52,385     51,451    161,488    155,844    290,624    259,680:    25,254     56,198
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    56,650:    18,856    -27,360     35,917      3,701     38,575     58,475     47,131:    -1,825      9,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        7.0       27.5       42.6       48.1       89.7       82.6:      10.3       17.4
Old  :     100.0:      22.3        8.5       26.3       40.5       47.8       89.1       82.7:      10.9       17.3
Other:     100.0:      24.6       16.6       16.3       51.1       49.3       92.0       82.2:       8.0       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       160        192        242        241        320        539        630:
Old  :       709:       158        188        216        234        314        512        606:
Other:       474:        82        100         89        100        249        226        398:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.0        8.9       19.8       13.8       10.1        6.8       14.8       10.6
Old  :                 12.3        8.9       20.3       13.9       11.2        7.5       16.6       11.8
Other:                 23.7       17.0       35.4       25.0       17.0       10.5       24.7       17.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,096:     2,167      2,475        790      9,058      8,759     12,015     12,025:     2,081      2,072
Old  :    13,639:     2,244      2,475        655      8,784      8,478     11,683     11,608:     1,956      2,031
Other:       457:         0         78         58        274        282        332        417:       125         40
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       338:       -62        379         62        165       -228        165        213:       174        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.6        5.6       64.3       62.1       85.2       85.3:      14.8       14.7
Old  :     100.0:      16.5       18.1        4.8       64.4       62.2       85.7       85.1:      14.3       14.9
Other:     100.0:       0.1       17.0       12.6       60.0       61.6       72.6       91.2:      27.4        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14          8          4         16          8         30         20:
Old  :        39:        14          8          4         16          7         30         19:
Other:        15:         1          3          3          7          8         10         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       68.9       58.3       77.6       39.2       64.3       53.5       70.0
Old  :                 42.1       70.6       58.4       78.7       40.9       67.2       55.6       73.2
Other:                 60.7       59.8       70.4       86.3       46.9       50.0       48.5       67.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   635,183:   110,227     60,861    200,913    275,112    296,354    586,251    558,128:    48,932     77,055
Old  :   536,210:    94,375     68,212    166,532    233,536    241,841    494,443    476,585:    41,767     59,625
Other:    98,973:    32,362      9,159     17,870     41,576     54,514     91,809     81,543:     7,165     17,430
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -4,746:     6,989     -3,842      8,181    -16,251     -4,091     -1,081        247:    -3,665     -4,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        9.6       31.6       43.3       46.7       92.3       87.9:       7.7       12.1
Old  :     100.0:      17.6       12.7       31.1       43.6       45.1       92.2       88.9:       7.8       11.1
Other:     100.0:      32.7        9.3       18.1       42.0       55.1       92.8       82.4:       7.2       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       130        139        199        113        153        364        397:
Old  :       453:       129        139        183        110        148        347        385:
Other:       249:        62         56         59         54        110        147        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       14.6       21.8       22.3       10.8       10.7       17.5       15.7
Old  :                 14.6       14.9       24.5       22.6       12.6       12.3       20.7       18.3
Other:                 30.7       27.3       42.8       39.0       24.9       24.7       34.2       32.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   322,173:    60,045     54,462     64,722    167,418    173,896    292,185    293,080:    29,988     29,093
Old  :   294,112:    61,073     56,405     57,175    151,085    154,179    269,334    267,759:    24,778     26,352
Other:    28,061:     3,433      2,518      3,085     16,333     19,717     22,851     25,320:     5,210      2,741
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :   -12,045:      -527    -10,221      1,082    -12,390         83    -11,836     -9,057:      -210     -2,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       16.9       20.1       52.0       54.0       90.7       91.0:       9.3        9.0
Old  :     100.0:      20.8       19.2       19.4       51.4       52.4       91.6       91.0:       8.4        9.0
Other:     100.0:      12.2        9.0       11.0       58.2       70.3       81.4       90.2:      18.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        66         68         76         66         73        177        189:
Old  :       237:        67         76         71         63         72        169        187:
Other:        75:        19          9         17         34         28         61         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       21.7       25.1       33.5       11.4       17.4       18.5       25.9
Old  :                 16.4       21.2       26.3       32.0       12.5       17.7       19.9       25.9
Other:                 34.8       42.2       48.5       62.5       27.2       38.3       38.0       51.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   656,997:    64,849     93,577     33,288    411,635    399,196    509,772    526,061:   147,225    130,936
Old  :   656,997:    64,849     93,577     33,288    411,635    399,196    509,772    526,061:   147,225    130,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     1,448:     5,259      5,717     -3,376     -1,927     -1,497        -44        844:     1,492        604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       14.2        5.1       62.7       60.8       77.6       80.1:      22.4       19.9
Old  :     100.0:       9.9       14.2        5.1       62.7       60.8       77.6       80.1:      22.4       19.9
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  :       144:        25         31         36         75         68        123        112:
Old  :       144:        25         31         36         75         68        123        112:
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  :                 21.2       21.2       31.4       33.0       20.2       20.4       26.6       30.9
Old  :                 21.2       21.2       31.4       33.0       20.2       20.4       26.6       30.9
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 3, 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  :   362,623:    59,119     31,986        569    244,493    289,614    304,181    322,169:    58,442     40,454
Old  :   362,623:    59,119     31,986        569    244,493    289,614    304,181    322,169:    58,442     40,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -6,272:        91     -3,473       -583     -3,166     -3,615     -3,658     -7,672:    -2,614      1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        8.8        0.2       67.4       79.9       83.9       88.8:      16.1       11.2
Old  :     100.0:      16.3        8.8        0.2       67.4       79.9       83.9       88.8:      16.1       11.2
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  :        69:         7          7          5         39         39         50         47:
Old  :        69:         7          7          5         39         39         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       50.5       44.6       64.3       21.6       50.5       38.8       63.7
Old  :                 25.6       50.5       44.6       64.3       21.6       50.5       38.8       63.7
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 3, 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  :    10,050:     1,109        968      1,040      7,333      7,507      9,482      9,515:       568        535
Old  :    10,050:     1,109        968      1,040      7,333      7,507      9,482      9,515:       568        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       252:        -5       -166         88        195        302        278        224:       -26         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.6       10.3       73.0       74.7       94.3       94.7:       5.7        5.3
Old  :     100.0:      11.0        9.6       10.3       73.0       74.7       94.3       94.7:       5.7        5.3
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  :        32:         7          3          5         19         18         28         24:
Old  :        32:         7          3          5         19         18         28         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  :                 50.6       53.0       69.6       74.7       24.6       21.0       31.9       31.0
Old  :                 50.6       53.0       69.6       74.7       24.6       21.0       31.9       31.0
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 3, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   215,724:    29,608     47,820     40,124    114,820     98,482    184,552    186,426:    31,172     29,298
Old  :   186,798:    27,504     47,523     30,425    101,401     82,518    159,330    160,466:    27,468     26,333
Other:    28,926:     4,429      2,622      7,375     13,418     15,963     25,222     25,960:     3,703      2,966
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :      -140:      -339       -806      1,754     -2,438       -675     -1,022        274:       882       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       22.2       18.6       53.2       45.7       85.6       86.4:      14.4       13.6
Old  :     100.0:      14.7       25.4       16.3       54.3       44.2       85.3       85.9:      14.7       14.1
Other:     100.0:      15.3        9.1       25.5       46.4       55.2       87.2       89.7:      12.8       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        39         47         61         69         63        148        148:
Old  :       187:        38         56         57         69         63        146        145:
Other:        78:        22         10         19         34         24         59         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       24.5       30.8       34.6       15.7       17.7       22.0       24.4
Old  :                 22.3       25.2       31.5       34.3       17.6       19.0       24.3       26.4
Other:                 35.3       42.3       53.1       55.8       32.8       32.0       41.8       41.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :    15,426:     2,805      5,356      1,421      8,403      6,561     12,628     13,339:     2,798      2,087
Old  :    15,216:     2,803      5,356      1,415      8,323      6,374     12,540     13,146:     2,676      2,070
Other:       210:         5          3          3         80        187         88        193:       122         17
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    -2,003:       109       -329       -986       -647       -316     -1,524     -1,631:      -479       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       34.7        9.2       54.5       42.5       81.9       86.5:      18.1       13.5
Old  :     100.0:      18.4       35.2        9.3       54.7       41.9       82.4       86.4:      17.6       13.6
Other:     100.0:       2.4        1.4        1.4       38.1       89.0       41.9       91.9:      58.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        24         23         17         21         15         55         48:
Old  :        79:        24         23         17         21         15         55         48:
Other:        11:         1          1          2          2          5          5          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       31.2       47.0       46.8       31.8       25.0       47.0       40.0
Old  :                 32.3       30.7       47.7       46.6       32.3       24.4       47.7       40.1
Other:                 41.4       85.7       41.9       91.9       40.5       85.7       40.5       90.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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  :   716,202:   158,657    140,345     20,498    424,105    451,022    603,259    611,865:   112,943    104,337
Old  :   716,202:   158,657    140,345     20,498    424,105    451,022    603,259    611,865:   112,943    104,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     3,549:   -12,214     13,126     -5,146     17,364     -4,681          4      3,300:     3,545        249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       19.6        2.9       59.2       63.0       84.2       85.4:      15.8       14.6
Old  :     100.0:      22.2       19.6        2.9       59.2       63.0       84.2       85.4:      15.8       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        36         40         21         83        100        134        146:
Old  :       203:        36         40         21         83        100        134        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  :                 26.5       21.0       38.7       29.9       26.0       18.4       36.1       26.4
Old  :                 26.5       21.0       38.7       29.9       26.0       18.4       36.1       26.4
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 3, 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  : 1,687,564:   206,625    197,479    113,713  1,079,245  1,072,578  1,399,583  1,383,770:   287,981    303,794
Old  : 1,687,564:   206,625    197,479    113,713  1,079,245  1,072,578  1,399,583  1,383,770:   287,981    303,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    33,088:    -1,464    -13,395     14,887      7,872     27,860     21,295     29,352:    11,793      3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.7        6.7       64.0       63.6       82.9       82.0:      17.1       18.0
Old  :     100.0:      12.2       11.7        6.7       64.0       63.6       82.9       82.0:      17.1       18.0
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  :       232:        33         52         47        115        122        179        190:
Old  :       232:        33         52         47        115        122        179        190:
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  :                 25.5       18.7       34.5       26.9       24.7       14.6       32.7       21.9
Old  :                 25.5       18.7       34.5       26.9       24.7       14.6       32.7       21.9
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 3, 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  : 1,390,013:   374,919    120,714     60,684    721,638    975,638  1,157,241  1,157,035:   232,772    232,978
Old  : 1,390,013:   374,919    120,714     60,684    721,638    975,638  1,157,241  1,157,035:   232,772    232,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :    77,710:     7,122    -20,980     13,445     29,086     80,317     49,654     72,782:    28,057      4,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        8.7        4.4       51.9       70.2       83.3       83.2:      16.7       16.8
Old  :     100.0:      27.0        8.7        4.4       51.9       70.2       83.3       83.2:      16.7       16.8
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  :       168:        28         24         26         70        103        113        138:
Old  :       168:        28         24         26         70        103        113        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       16.1       45.7       25.8       32.0       14.5       42.4       22.2
Old  :                 34.5       16.1       45.7       25.8       32.0       14.5       42.4       22.2
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, January 3, 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  :   597,174:    78,575     65,370    139,856    344,792    356,011    563,223    561,237:    33,951     35,937
Old  :   597,174:    78,575     65,370    139,856    344,792    356,011    563,223    561,237:    33,951     35,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :  -121,764:   -17,645     -6,779    -53,944    -54,369    -56,940   -125,958   -117,663:     4,194     -4,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       10.9       23.4       57.7       59.6       94.3       94.0:       5.7        6.0
Old  :     100.0:      13.2       10.9       23.4       57.7       59.6       94.3       94.0:       5.7        6.0
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  :        94:        16         21         28         49         50         78         87:
Old  :        94:        16         21         28         49         50         78         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       31.6       53.6       47.4       29.8       22.6       35.3       34.1
Old  :                 39.7       31.6       53.6       47.4       29.8       22.6       35.3       34.1
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 3, 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  :    49,422:    14,334      3,883        389     28,509     41,356     43,232     45,628:     6,190      3,794
Old  :    49,422:    14,334      3,883        389     28,509     41,356     43,232     45,628:     6,190      3,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     3,356:     1,232       -301        -80      1,173      3,916      2,325      3,534:     1,031       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        7.9        0.8       57.7       83.7       87.5       92.3:      12.5        7.7
Old  :     100.0:      29.0        7.9        0.8       57.7       83.7       87.5       92.3:      12.5        7.7
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  :        88:        25         11          7         31         30         60         44:
Old  :        88:        25         11          7         31         30         60         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       60.1       47.2       72.4       34.3       59.7       46.8       72.0
Old  :                 34.3       60.1       47.2       72.4       34.3       59.7       46.8       72.0
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 3, 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  :    98,845:    28,668      7,767        777     57,019     82,712     86,464     91,256:    12,380      7,588
Old  :    98,845:    28,668      7,767        777     57,019     82,712     86,464     91,256:    12,380      7,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :     6,712:     2,464       -603       -160      2,346      7,832      4,650      7,068:     2,062       -356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        7.9        0.8       57.7       83.7       87.5       92.3:      12.5        7.7
Old  :     100.0:      29.0        7.9        0.8       57.7       83.7       87.5       92.3:      12.5        7.7
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  :        88:        25         11          7         31         30         60         44:
Old  :        88:        25         11          7         31         30         60         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       60.1       47.2       72.4       34.3       59.7       46.8       72.0
Old  :                 34.3       60.1       47.2       72.4       34.3       59.7       46.8       72.0
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 3, 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  :    15,631:    13,599     14,380        490      1,331        747     15,420     15,617:       211         14
Old  :    15,631:    13,599     14,380        490      1,331        747     15,420     15,617:       211         14
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :      -431:      -185       -989       -195        -54        747       -434       -437:         3          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0       92.0        3.1        8.5        4.8       98.7       99.9:       1.3        0.1
Old  :     100.0:      87.0       92.0        3.1        8.5        4.8       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         7         14          3          1          2         11         16:
Old  :        24:         7         14          3          1          2         11         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  :                 92.5       70.2       97.2       86.4       92.5       67.6       95.5       83.9
Old  :                 92.5       70.2       97.2       86.4       92.5       67.6       95.5       83.9
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 3, 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  :    10,575:     1,209      2,513         25      9,069      7,945     10,303     10,483:       272         92
Old  :    10,575:     1,209      2,513         25      9,069      7,945     10,303     10,483:       272         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :        92:         5        601          0         63       -507         68         94:        24         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       23.8        0.2       85.8       75.1       97.4       99.1:       2.6        0.9
Old  :     100.0:      11.4       23.8        0.2       85.8       75.1       97.4       99.1:       2.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          6          1          6         11         13         17:
Old  :        28:         6          6          1          6         11         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.3       76.4       95.0       92.3       82.3       76.4       95.0       92.0
Old  :                 82.3       76.4       95.0       92.3       82.3       76.4       95.0       92.0
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 3, 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  :    12,322:     1,186        794          0     10,695     11,339     11,881     12,133:       441        189
Old  :    12,322:     1,186        794          0     10,695     11,339     11,881     12,133:       441        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2011                    :
     :       383:       295        215          0          6        168        301        383:        82          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        6.4        0.0       86.8       92.0       96.4       98.5:       3.6        1.5
Old  :     100.0:       9.6        6.4        0.0       86.8       92.0       96.4       98.5:       3.6        1.5
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  :        32:         8          6          0          6         12         14         18:
Old  :        32:         8          6          0          6         12         14         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  :                 87.5       75.0       93.8       87.1       87.5       75.0       93.8       87.1
Old  :                 87.5       75.0       93.8       87.1       87.5       75.0       93.8       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 3, 2012