```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      375,516
COMMITMENTS
  78,580  130,671   49,642  216,236  140,954  344,458  321,267   31,058   54,249

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      1,309)
  -1,465    2,948      296    1,165   -3,120       -4      124    1,313    1,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     34.8     13.2     57.6     37.5     91.7     85.6      8.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     107      150      116       73      105      255      312
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,166,155
COMMITMENTS
 299,966  158,008  139,915  596,515  640,160  1036396  938,083  129,759  228,072

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     19,249)
   5,819    9,919    6,281    9,556   -4,140   21,656   12,060   -2,407    7,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     13.5     12.0     51.2     54.9     88.9     80.4     11.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      697)
     166      161      164      191      303      444      565
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,801
COMMITMENTS
   2,831    2,193       48    8,018    8,745   10,897   10,986    1,904    1,815

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -145)
    -164     -301       31     -120       44     -253     -226      108       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     17.1      0.4     62.6     68.3     85.1     85.8     14.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10       10        3       15        7       27       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      558,278
COMMITMENTS
 115,633   95,724   92,684  304,760  290,075  513,077  478,483   45,201   79,795

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     16,908)
   5,705   -5,618   16,057   -1,206   11,948   20,556   22,387   -3,648   -5,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     17.1     16.6     54.6     52.0     91.9     85.7      8.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      474)
     136      128      184      104      138      352      390
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       11,218
COMMITMENTS
   7,109    1,501      448      389    2,137    7,946    4,086    3,272    7,132

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.4     13.4      4.0      3.5     19.0     70.8     36.4     29.2     63.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        6        6        1        4       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      314,868
COMMITMENTS
  65,215   79,830   36,170  188,002  163,561  289,387  279,561   25,481   35,307

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -698)
   2,779       69    1,375   -5,110   -3,269     -956   -1,825      258    1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     25.4     11.5     59.7     51.9     91.9     88.8      8.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       78       75       66       67      178      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      601,710
COMMITMENTS
  59,268   86,238    3,273  402,990  384,793  465,531  474,304  136,179  127,406

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,849)
  -1,560   -4,701      -97    9,205   15,552    7,548   10,754    2,301     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     14.3      0.5     67.0     63.9     77.4     78.8     22.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       23       10       71       65      101       93
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      381,228
COMMITMENTS
  54,858   32,966    1,120  262,726  303,939  318,704  338,025   62,524   43,203

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    -24,193)
   3,158   -3,673   -5,694  -21,319  -17,943  -23,855  -27,310     -338    3,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      8.6      0.3     68.9     79.7     83.6     88.7     16.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        6        3       42       40       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,138
COMMITMENTS
   1,217    1,192      964    7,305    7,414    9,486    9,570      652      568

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         66)
      50     -148      178     -170       29       58       59        8        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     11.8      9.5     72.1     73.1     93.6     94.4      6.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        3        5       19       20       30       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      213,142
COMMITMENTS
  31,039   62,357   28,615  121,429   89,348  181,083  180,320   32,059   32,822

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      6,096)
   1,019    1,318    2,104    3,048    2,713    6,171    6,135      -75      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     29.3     13.4     57.0     41.9     85.0     84.6     15.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      33       64       52       66       62      139      154
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,785
COMMITMENTS
   3,843    5,147    2,165    8,526    7,811   14,534   15,123    3,251    2,662

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:       -329)
      64      154     -200      -36     -626     -172     -672     -157      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     28.9     12.2     47.9     43.9     81.7     85.0     18.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       23       16       22       17       59       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      720,971
COMMITMENTS
 213,555  119,062   14,564  389,836  487,095  617,955  620,721  103,016  100,250

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     51,605)
  51,533    5,191    9,695  -12,256   38,206   48,972   53,092    2,633   -1,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     16.5      2.0     54.1     67.6     85.7     86.1     14.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      36       43       16       81      102      129      149
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,452,990
COMMITMENTS
 205,417  193,625   14,767  942,787  963,753  1162971  1172145  290,019  280,845

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     46,090)
   6,894    4,881   -7,606   29,742   48,849   29,030   46,124   17,060      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.3      1.0     64.9     66.3     80.0     80.7     20.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      39       46       24       97      117      149      174
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,314,506
COMMITMENTS
 372,768  137,468   11,976  701,797  959,045  1086541  1108489  227,965  206,017

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     70,145)
  23,345   20,797    1,587   24,828   58,363   49,760   80,747   20,385  -10,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     10.5      0.9     53.4     73.0     82.7     84.3     17.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      26       26       11       68       98      100      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      573,418
COMMITMENTS
  84,891   63,405   75,947  384,120  396,483  544,958  535,835   28,460   37,583

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     13,465)
   4,283    3,203    3,538    4,577   10,780   12,398   17,521    1,067   -4,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     11.1     13.2     67.0     69.1     95.0     93.4      5.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      24       17       23       49       54       79       91
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:      106,167
COMMITMENTS
  12,678    3,423   10,426   74,083   83,826   97,187   97,674    8,981    8,493

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     39,424)
   1,471      638    6,437   30,307   31,618   38,215   38,692    1,210      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      3.2      9.8     69.8     79.0     91.5     92.0      8.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      21       16       18       46       40       81       65
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       26,816
COMMITMENTS
   3,228      761    3,959   17,898   19,151   25,085   23,871    1,731    2,945

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      8,096)
     220     -495    3,521    4,256    4,783    7,997    7,809       99      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      2.8     14.8     66.7     71.4     93.5     89.0      6.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        2        7       13       13       21       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      158,702
COMMITMENTS
  25,551   11,974    6,282  112,370  129,350  144,203  147,606   14,499   11,096

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     62,656)
   2,124    1,887    6,210   52,101   53,669   60,435   61,766    2,221      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      7.5      4.0     70.8     81.5     90.9     93.0      9.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       18       18       41       35       75       60
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,944
COMMITMENTS
   7,459   15,589    1,345    8,004        0   16,808   16,934      136       10

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:         62)
      53     -219      280     -219        0      114       61      -52        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     92.0      7.9     47.2      0.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11       13        5        3        0       18       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,784
COMMITMENTS
   1,208    2,302      336    9,160    8,268   10,704   10,906    1,080      878

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        757)
      42    1,075     -420      324     -668      -54      -13      811      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     19.5      2.9     77.7     70.2     90.8     92.5      9.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        6       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/13/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,300
COMMITMENTS
     842      909      969   12,105   12,213   13,916   14,091      384      209

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:        531)
      -4     -417      969     -410      -33      555      519      -24       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      6.4      6.8     84.7     85.4     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        2        7       12       14       19
```

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Updated December 16, 2011