```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      374,207
COMMITMENTS
  80,045  127,723   49,346  215,071  144,074  344,462  321,143   29,745   53,064

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      5,032)
   7,008    2,575    6,628   -6,305     -887    7,331    8,316   -2,299   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     34.1     13.2     57.5     38.5     92.1     85.8      7.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
     101      144      111       73      108      244      305
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,146,906
COMMITMENTS
 294,147  148,089  133,634  586,959  644,300  1014740  926,023  132,166  220,883

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -10,036)
   2,438   20,688    9,140  -25,171  -46,677  -13,593  -16,849    3,557    6,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     12.9     11.7     51.2     56.2     88.5     80.7     11.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     161      143      166      196      304      444      554
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,946
COMMITMENTS
   2,995    2,494       17    8,138    8,701   11,150   11,212    1,796    1,734

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,108)
     -29     -101      -78     -778     -568     -885     -747     -223     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     19.3      0.1     62.9     67.2     86.1     86.6     13.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       13        3       15        7       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,370
COMMITMENTS
 109,928  101,342   76,627  305,966  278,127  492,521  456,096   48,849   85,274

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     18,629)
      18    2,495    5,590   13,595   10,170   19,203   18,255     -574      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     18.7     14.2     56.5     51.4     91.0     84.2      9.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     119      144      159      107      136      328      373
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,566
COMMITMENTS
  62,436   79,761   34,795  193,112  166,830  290,343  281,386   25,223   34,180

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -4,825)
   2,214   -1,862   -5,228    2,192    5,655     -822   -1,435   -4,003   -3,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     25.3     11.0     61.2     52.9     92.0     89.2      8.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      62       78       72       65       63      176      182
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      591,861
COMMITMENTS
  60,828   90,939    3,370  393,785  369,241  457,983  463,550  133,878  128,311

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -66,280)
  -1,831   -3,844   -7,974  -47,019  -55,833  -56,824  -67,651   -9,456    1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     15.4      0.6     66.5     62.4     77.4     78.3     22.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      24       24       10       77       64      106       93
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      405,421
COMMITMENTS
  51,700   36,639    6,814  284,045  321,882  342,559  365,335   62,862   40,086

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -144)
  -2,728    4,620     -482    8,423      615    5,213    4,753   -5,357   -4,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      9.0      1.7     70.1     79.4     84.5     90.1     15.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       6        8        4       45       41       54       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,072
COMMITMENTS
   1,167    1,340      786    7,475    7,385    9,428    9,511      644      561

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        -72)
     106     -169      128     -294        8      -60      -33      -12      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.3      7.8     74.2     73.3     93.6     94.4      6.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        3        5       19       22       30       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,046
COMMITMENTS
  30,020   61,039   26,511  118,381   86,635  174,912  174,185   32,134   32,861

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,315)
  -1,912    2,640     -711    2,069     -948     -554      981   -1,761   -3,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     29.5     12.8     57.2     41.8     84.5     84.1     15.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      37       60       47       69       63      138      151
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,114
COMMITMENTS
   3,779    4,993    2,365    8,562    8,437   14,706   15,795    3,408    2,319

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -115)
     214      -49       30     -101     -269      143     -288     -258      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     27.6     13.1     47.3     46.6     81.2     87.2     18.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       23       19       23       16       61       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      669,366
COMMITMENTS
 162,022  113,871    4,869  402,092  448,889  568,983  567,629  100,383  101,737

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -71,431)
 -21,803  -31,246  -15,821  -24,413  -26,600  -62,037  -73,667   -9,394    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     17.0      0.7     60.1     67.1     85.0     84.8     15.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      34       34       14       80      102      124      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,406,900
COMMITMENTS
 198,523  188,744   22,373  913,045  914,904  1133941  1126021  272,959  280,879

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:   -149,543)
 -11,210   -3,688  -14,862 -106,521 -113,155 -132,593 -131,705  -16,950  -17,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.4      1.6     64.9     65.0     80.6     80.0     19.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       37       26      101      112      158      163
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,244,361
COMMITMENTS
 349,423  116,671   10,389  676,969  900,682  1036781  1027742  207,580  216,619

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -92,808)
 -52,149   -6,648    1,702  -36,748  -64,663  -87,195  -69,609   -5,613  -23,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      9.4      0.8     54.4     72.4     83.3     82.6     16.7     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      24       24       13       72      100      101      132
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      559,953
COMMITMENTS
  80,608   60,202   72,409  379,543  385,703  532,560  518,314   27,393   41,639

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -56,440)
 -13,846   -7,352  -12,500  -27,542  -37,896  -53,888  -57,748   -2,552    1,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     10.8     12.9     67.8     68.9     95.1     92.6      4.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      25       18       24       47       54       77       93
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,743
COMMITMENTS
  11,207    2,785    3,989   43,777   52,209   58,972   58,982    7,771    7,761

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      7,124)
   3,021   -2,057     -107    3,398    8,725    6,312    6,561      812      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      4.2      6.0     65.6     78.2     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       10        7       39       35       65       48
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       18,720
COMMITMENTS
   3,008    1,256      438   13,642   14,368   17,088   16,062    1,632    2,658

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,038)
     -24       21       16    1,000      981      992    1,018       46       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      6.7      2.3     72.9     76.8     91.3     85.8      8.7     14.2

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 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,046
COMMITMENTS
  23,427   10,087       72   60,269   75,681   83,768   85,840   12,278   10,206

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     12,171)
   5,842   -4,404        2    4,796   15,487   10,640   11,085    1,531    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     10.5      0.1     62.8     78.8     87.2     89.4     12.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       10        3       36       31       58       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,882
COMMITMENTS
   7,406   15,808    1,065    8,223        0   16,694   16,873      188        9

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        940)
   1,057      491      449     -558        0      948      940       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     93.6      6.3     48.7      0.0     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       13        3        3        0       16       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,027
COMMITMENTS
   1,166    1,227      756    8,836    8,936   10,758   10,919      269      108

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -610)
  -1,601      122      469      525   -1,173     -607     -582       -3      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     11.1      6.9     80.1     81.0     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        5       12       12       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/06/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,769
COMMITMENTS
     846    1,326        0   12,515   12,246   13,361   13,572      408      197

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,803)
      94     -242     -595   -1,315     -963   -1,816   -1,800       13       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      9.6      0.0     90.9     88.9     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        0        5       13       11       19
```

----

Updated December 9, 2011