```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      369,175
COMMITMENTS
  73,037  125,148   42,718  221,376  144,961  337,131  312,827   32,044   56,348

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -34,297)
  -4,766   -8,975  -10,196  -17,588  -11,668  -32,550  -30,839   -1,747   -3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     33.9     11.6     60.0     39.3     91.3     84.7      8.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      94      150      102       80      105      244      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,156,942
COMMITMENTS
 291,709  127,401  124,494  612,130  690,977  1028333  942,872  128,609  214,070

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:   -141,766)
 -69,900   -6,428  -21,760  -43,303  -97,718 -134,963 -125,906   -6,803  -15,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     11.0     10.8     52.9     59.7     88.9     81.5     11.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      690)
     152      155      175      209      312      462      568
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,054
COMMITMENTS
   3,024    2,595       95    8,916    9,269   12,035   11,959    2,019    2,095

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,724)
  -1,484     -115     -471     -401   -2,179   -2,356   -2,765     -368       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     18.5      0.7     63.4     66.0     85.6     85.1     14.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       11        2       15        7       29       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      522,741
COMMITMENTS
 109,910   98,847   71,037  292,371  267,957  473,318  437,841   49,423   84,900

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        131)
  -4,589   -4,252    3,255   -5,167   -1,403   -6,501   -2,400    6,632    2,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     18.9     13.6     55.9     51.3     90.5     83.8      9.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     121      133      147      105      142      322      360
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      320,391
COMMITMENTS
  60,222   81,623   40,023  190,920  161,175  291,165  282,821   29,226   37,570

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     11,275)
   3,736    6,449    3,232    2,723   -1,855    9,691    7,826    1,584    3,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     25.5     12.5     59.6     50.3     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      66       84       83       70       68      188      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      658,141
COMMITMENTS
  62,659   94,783   11,344  440,804  425,074  514,807  531,201  143,334  126,940

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      7,183)
     254   -5,279    1,090   18,636   15,791   19,980   11,602  -12,797   -4,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     14.4      1.7     67.0     64.6     78.2     80.7     21.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      26       20       15       79       70      111       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      405,565
COMMITMENTS
  54,428   32,019    7,296  275,622  321,267  337,346  360,582   68,219   44,983

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -1,182)
  -3,758   -1,254    4,077   -3,405   -4,952   -3,086   -2,129    1,904      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      7.9      1.8     68.0     79.2     83.2     88.9     16.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9        5        5       46       40       58       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,144
COMMITMENTS
   1,061    1,509      658    7,769    7,377    9,488    9,544      656      600

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -164)
       4      354     -314      255      -97      -55      -57     -109     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     14.9      6.5     76.6     72.7     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        5       20       22       30       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      209,361
COMMITMENTS
  31,932   58,399   27,222  116,312   87,583  175,466  173,204   33,895   36,157

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -346)
  -1,945   -2,579    2,110     -946   -1,760     -781   -2,229      435    1,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     27.9     13.0     55.6     41.8     83.8     82.7     16.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      44       61       50       68       57      145      149
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,229
COMMITMENTS
   3,565    5,042    2,335    8,663    8,706   14,563   16,083    3,666    2,146

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        424)
     -56      743      420        0     -596      364      567       60     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     27.7     12.8     47.5     47.8     79.9     88.2     20.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       28       17       22       15       53       56
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      740,797
COMMITMENTS
 183,825  145,117   20,690  426,505  475,489  631,020  641,296  109,777   99,501

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -14,581)
  -7,423  -19,501    3,540  -13,969   14,437  -17,852   -1,524    3,271  -13,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     19.6      2.8     57.6     64.2     85.2     86.6     14.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      39       39       20       81      103      134      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,556,443
COMMITMENTS
 209,733  192,432   37,235  1019566  1028059  1266534  1257726  289,909  298,717

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     34,405)
  -4,291  -36,883    5,918   40,995   72,402   42,622   41,437   -8,217   -7,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     12.4      2.4     65.5     66.1     81.4     80.8     18.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       35       27      101      121      159      169
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,337,169
COMMITMENTS
 401,572  123,319    8,687  713,717  965,345  1123976  1097351  213,193  239,818

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     52,422)
 -12,177  -18,119  -14,513   78,433   71,292   51,743   38,660      679   13,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      9.2      0.6     53.4     72.2     84.1     82.1     15.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      25       24       14       78      105      111      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      616,393
COMMITMENTS
  94,454   67,554   84,909  407,085  423,599  586,448  576,062   29,945   40,331

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     18,878)
  14,622    4,539      429    8,943   16,771   23,994   21,739   -5,116   -2,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     11.0     13.8     66.0     68.7     95.1     93.5      4.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      29       21       27       49       59       85      101
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,620
COMMITMENTS
   8,186    4,842    4,096   40,379   43,484   52,660   52,422    6,960    7,198

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,018)
      88      657     -396     -896   -2,838   -1,204   -2,577     -814      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      8.1      6.9     67.7     72.9     88.3     87.9     11.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       12        7       36       31       61       46
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,682
COMMITMENTS
   3,032    1,235      422   12,642   13,387   16,096   15,044    1,586    2,638

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         31)
      11       18        0        0       -5       11       13       20       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      7.0      2.4     71.5     75.7     91.0     85.1      9.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        3        8        8       12       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,875
COMMITMENTS
  17,585   14,491       70   55,473   60,194   73,128   74,755   10,747    9,120

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -4,098)
     339    1,464     -978   -1,791   -5,665   -2,430   -5,179   -1,668    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     17.3      0.1     66.1     71.8     87.2     89.1     12.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       13        4       33       27       56       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,942
COMMITMENTS
   6,349   15,317      616    8,781        0   15,746   15,933      196        9

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        -98)
    -182     -199      100      -16        0      -98      -99        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     96.1      3.9     55.1      0.0     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11       12        2        3        0       16       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,637
COMMITMENTS
   2,767    1,105      287    8,311   10,109   11,365   11,501      272      136

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        855)
     619      396      287      -56      174      850      857        5       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      9.5      2.5     71.4     86.9     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        5        1        5       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,572
COMMITMENTS
     752    1,568      595   13,830   13,209   15,177   15,372      395      200

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        544)
      31       26      595     -164     -132      462      489       82       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     10.1      3.8     88.8     84.8     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        1        5       13       12       19
```

----

Updated December 2, 2011