```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      416,335
COMMITMENTS
  70,936  119,111   63,460  252,258  179,434  386,654  362,005   29,681   54,330

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -3,931)
  -3,589    1,069   -2,085    5,042       66     -632     -950   -3,299   -2,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     28.6     15.2     60.6     43.1     92.9     87.0      7.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     110      153      139       85      111      288      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,194,707
COMMITMENTS
 359,635  124,316  107,717  594,982  732,453  1062334  964,486  132,373  230,221

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -7,951)
 -19,909   16,442    7,138   12,668  -25,939     -103   -2,359   -7,848   -5,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     10.4      9.0     49.8     61.3     88.9     80.7     11.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      778)
     203      162      170      223      328      516      588
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,545
COMMITMENTS
   3,352    2,093      177    9,271   11,522   12,800   13,792    2,745    1,753

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        125)
      81     -140      -19       64      395      126      236       -1     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     13.5      1.1     59.6     74.1     82.3     88.7     17.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      16       11        4       16        8       33       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      570,587
COMMITMENTS
 160,031   57,671   79,643  286,309  351,336  525,983  488,650   44,604   81,937

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -2,982)
  -2,277    5,934   -5,963    6,651   -1,156   -1,589   -1,185   -1,393   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.1     14.0     50.2     61.6     92.2     85.6      7.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     162      132      171      115      171      377      409
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,164
COMMITMENTS
  14,696    2,353      214       62    3,638   14,972    6,205    3,192   11,959

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,804)
  -1,656     -718       28       53     -560   -1,575   -1,250     -229     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.9     13.0      1.2      0.3     20.0     82.4     34.2     17.6     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        8        7        2        9       17       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      294,959
COMMITMENTS
  64,531   75,327   29,082  178,157  159,822  271,770  264,231   23,189   30,728

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      7,105)
     210    7,881    1,243    9,857      898   11,310   10,022   -4,205   -2,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     25.5      9.9     60.4     54.2     92.1     89.6      7.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      73       80       65       67       67      178      189
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      615,802
COMMITMENTS
  77,288  101,013    6,313  403,052  382,854  486,653  490,180  129,149  125,622

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -11,044)
  11,372    9,130      380  -18,560  -11,137   -6,808   -1,627   -4,236   -9,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.4      1.0     65.5     62.2     79.0     79.6     21.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      34       33       12       64       71      107      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      374,115
COMMITMENTS
  58,313   34,396    1,060  251,006  292,050  310,379  327,506   63,736   46,609

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -2,867)
   2,620   -2,580     -460   -2,607    1,060     -447   -1,980   -2,420     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      9.2      0.3     67.1     78.1     83.0     87.5     17.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8        6        2       40       41       49       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,549
COMMITMENTS
   1,025      242      878    7,177    7,881    9,080    9,001      469      548

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        677)
     -89      -33      292      487      343      690      602      -13       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.5      9.2     75.2     82.5     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        5       19       21       28       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      186,934
COMMITMENTS
  36,621   46,337   21,071   95,255   89,293  152,947  156,701   33,987   30,233

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      2,281)
  -2,943    6,098   -1,547    4,636   -2,530      146    2,021    2,135      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     24.8     11.3     51.0     47.8     81.8     83.8     18.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       51       37       74       57      137      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,644
COMMITMENTS
   4,117    3,542    1,508    8,625   11,203   14,250   16,253    3,394    1,391

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        256)
    -405     -113      641      -37     -461      199       67       57      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     20.1      8.5     48.9     63.5     80.8     92.1     19.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       16       17       24       15       60       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      698,321
COMMITMENTS
 214,265  177,828   15,812  372,493  391,880  602,570  585,520   95,751  112,801

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -36,936)
  10,738     -253     -968  -37,984  -18,576  -28,214  -19,797   -8,722  -17,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     25.5      2.3     53.3     56.1     86.3     83.8     13.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      39       48       17       82      101      132      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,535,194
COMMITMENTS
 137,600  311,436   14,354  1109880  893,740  1261834  1219530  273,360  315,664

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     38,813)
 -16,899   42,923   -1,618   73,407  -21,620   54,890   19,685  -16,077   19,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     20.3      0.9     72.3     58.2     82.2     79.4     17.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      29       50       16      105      121      144      177
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,182,907
COMMITMENTS
 326,424   96,417    7,220  667,938  846,663  1001582  950,300  181,325  232,607

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -46,034)
 -47,369  -22,133   -1,370   10,974  -24,010  -37,765  -47,513   -8,269    1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      8.2      0.6     56.5     71.6     84.7     80.3     15.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      33       25       12       69       98      106      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      617,999
COMMITMENTS
  63,471   46,864   82,008  444,913  448,021  590,392  576,893   27,607   41,106

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -5,050)
   1,916   -1,236   -4,246      498    1,107   -1,832   -4,375   -3,218     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      7.6     13.3     72.0     72.5     95.5     93.3      4.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      22       23       27       58       66       92      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,332
COMMITMENTS
  10,275    4,266       29   25,000   28,843   35,304   33,138    4,028    6,194

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -11,010)
   1,512    2,384   -4,007   -6,919   -9,911   -9,414  -11,534   -1,596      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     10.8      0.1     63.6     73.3     89.8     84.3     10.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       11        4       34       24       49       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,663
COMMITMENTS
  20,549    8,532       58   50,000   57,686   70,607   66,276    8,056   12,387

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      2,704)
   2,813    1,338   -1,866    1,629      527    2,576       -1      128    2,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     10.8      0.1     63.6     73.3     89.8     84.3     10.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       11        4       34       24       49       36
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,119
COMMITMENTS
   6,066   12,656      460    6,269        0   12,795   13,116      324        3

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      1,687)
     612    1,853      -86    1,261        0    1,787    1,767     -100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     96.5      3.5     47.8      0.0     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       11        2        3        0       17       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,057
COMMITMENTS
   1,892      701      263    7,628    9,026    9,783    9,990      274       67

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -913)
      90   -1,064      223   -1,187      -79     -874     -920      -39        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      7.0      2.6     75.8     89.7     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        5        2        5       13       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,538
COMMITMENTS
     967      904        0   12,239   12,484   13,206   13,388      332      150

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -896)
     108      134        0   -1,005   -1,055     -897     -921        1       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.7      0.0     90.4     92.2     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        4        0        6       12       12       16
```

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Updated October 14, 2011