```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      626,413
COMMITMENTS
  81,248  103,365  168,993  334,765  286,879  585,006  559,237   41,407   67,175

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -7,952)
  -3,786   -4,739     -424    1,895    1,792   -2,315   -3,370   -5,637   -4,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     16.5     27.0     53.4     45.8     93.4     89.3      6.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
     148      172      199      102      139      375      401
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,473,822
COMMITMENTS
 489,736  123,625  884,326  878,460  1175811  2252522  2183762  221,299  290,059

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -12,083)
 -22,880   -9,727   18,983  -10,350  -15,750  -14,247   -6,494    2,165   -5,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.0     35.7     35.5     47.5     91.1     88.3      8.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      993)
     312      162      360      343      453      800      858
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,801
COMMITMENTS
   2,955      387    1,211    7,646   10,984   11,812   12,581    2,989    2,220

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -379)
     168       36     -198     -484     -536     -514     -698      135      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      2.6      8.2     51.7     74.2     79.8     85.0     20.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        5        7       16       12       36       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      912,974
COMMITMENTS
 192,221   29,310  304,291  358,892  489,622  855,403  823,223   57,571   89,751

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     29,191)
  -2,228   -4,706   33,618      954    5,565   32,344   34,477   -3,152   -5,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      3.2     33.3     39.3     53.6     93.7     90.2      6.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     203      111      186      139      235      420      466
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,957
COMMITMENTS
  18,765    2,035      383       36    4,126   19,184    6,544    2,773   15,413

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,015)
  -1,616     -127     -284        0       25   -1,900     -386     -115   -1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.5      9.3      1.7      0.2     18.8     87.4     29.8     12.6     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      20        7        3        2        8       22       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      479,154
COMMITMENTS
  72,655   26,285  129,105  244,422  299,575  446,182  454,965   32,972   24,189

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -1,734)
  -6,944      -54   10,084     -693  -11,989    2,447   -1,959   -4,181      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      5.5     26.9     51.0     62.5     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      97       47       98       71       70      223      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      737,698
COMMITMENTS
  58,642   70,920   73,576  455,092  434,374  587,309  578,869  150,389  158,829

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -27,697)
 -19,369    5,797      293    5,461  -28,378  -13,616  -22,288  -14,082   -5,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      9.6     10.0     61.7     58.9     79.6     78.5     20.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      28       34       45       94       92      148      146
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      345,574
COMMITMENTS
  33,304   48,922    3,757  238,677  243,115  275,737  295,793   69,837   49,781

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     28,431)
     910    3,479    2,526   15,628   14,591   19,064   20,597    9,367    7,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     14.2      1.1     69.1     70.4     79.8     85.6     20.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4       10        6       30       30       40       40
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,947
COMMITMENTS
   1,006      867      663    6,000    6,179    7,669    7,709      278      238

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         85)
     102       89       -2       41      -48      141       39      -56       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     10.9      8.3     75.5     77.8     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        6       16       17       27       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      256,737
COMMITMENTS
  48,854    8,481   55,416  113,201  174,341  217,471  238,239   39,266   18,499

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     12,170)
   1,220      194    3,263    4,722    6,186    9,205    9,643    2,965    2,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      3.3     21.6     44.1     67.9     84.7     92.8     15.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      71       20       61       84       76      187      142
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,919
COMMITMENTS
   4,035    2,383    2,860    8,103   13,112   14,997   18,355    4,922    1,564

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         17)
    -255       49      277      137     -319      159        8     -142        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     12.0     14.4     40.7     65.8     75.3     92.1     24.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      36       13       16       30       21       75       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      786,499
COMMITMENTS
  85,766  129,805   67,382  522,155  473,700  675,303  670,887  111,196  115,612

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     56,026)
 -20,520   -2,016   16,454   59,292   36,561   55,226   51,000      800    5,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     16.5      8.6     66.4     60.2     85.9     85.3     14.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      38       35       31       87      103      138      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,022,937
COMMITMENTS
 205,401  221,205  299,037  1227808  1170439  1732246  1690680  290,691  332,257

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:   -104,587)
 -57,341   15,598   -6,824  -22,591  -97,560  -86,755  -88,786  -17,832  -15,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     10.9     14.8     60.7     57.9     85.6     83.6     14.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      67       47       83      157      155      255      254
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,275,856
COMMITMENTS
 200,473  110,762  105,518  763,740  775,800  1069731  992,079  206,125  283,776

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      5,040)
 -15,418   -1,534   15,896       94  -40,001      572  -25,638    4,468   30,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      8.7      8.3     59.9     60.8     83.8     77.8     16.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      30       35       34       90       94      137      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,245,609
COMMITMENTS
 130,255   21,679  664,789  408,452  502,837  1203496  1189304   42,113   56,305

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     19,012)
   7,096     -315      732    8,626   12,994   16,453   13,410    2,559    5,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      1.7     53.4     32.8     40.4     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      29       18       36       59       53      102       93
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,180
COMMITMENTS
  17,656    7,008      576   27,069   39,299   45,300   46,882    6,880    5,297

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,724)
     345    1,336      172    2,227    1,147    2,745    2,655      -21       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     13.4      1.1     51.9     75.3     86.8     89.8     13.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       17        8       32       33       65       53
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,359
COMMITMENTS
  35,311   14,016    1,151   54,137   78,597   90,600   93,765   13,759   10,594

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      5,447)
     691    2,672      344    4,455    2,295    5,490    5,310      -42      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     13.4      1.1     51.9     75.3     86.8     89.8     13.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       17        8       32       33       65       53
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       17,263
COMMITMENTS
     818      858      147   16,154   16,090   17,119   17,095      144      168

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,486)
     -26      221     -207    1,765    1,416    1,532    1,430      -46       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.0      0.9     93.6     93.2     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        1       12       13       16       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,701
COMMITMENTS
     460    2,827      699   49,221   46,858   50,380   50,384      321      317

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,969)
    -269     -468      402    3,799    3,978    3,932    3,912       37       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.6      1.4     97.1     92.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        1        7       17       11       22
```

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Updated November 29, 2010