```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,394
COMMITMENTS
  77,019  119,658   63,847  245,255  178,983  386,121  362,488   40,273   63,906

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -6,931)
   1,086   -8,059   -5,221   -8,602       72  -12,737  -13,208    5,806    6,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     28.1     15.0     57.5     42.0     90.6     85.0      9.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     100      151      142       93      113      290      326
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,267,573
COMMITMENTS
 385,553  112,979  131,765  605,161  806,860  1122479  1051604  145,094  215,969

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     35,749)
   1,777   -1,524   17,514   15,775   34,162   35,066   50,152      683  -14,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      8.9     10.4     47.7     63.7     88.6     83.0     11.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      754)
     193      157      198      225      333      521      606
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,459
COMMITMENTS
   3,700    2,345      721   10,081   12,331   14,502   15,397    2,957    2,062

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,322)
     -44      252      492      878      610    1,326    1,354       -4      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     13.4      4.1     57.7     70.6     83.1     88.2     16.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        9        4       15        9       33       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      515,823
COMMITMENTS
 118,986   73,595   69,794  279,933  292,827  468,713  436,216   47,110   79,607

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -2,982)
    -948    6,360     -517   -1,150   -9,571   -2,615   -3,728     -367      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     14.3     13.5     54.3     56.8     90.9     84.6      9.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     117      129      150      111      172      320      388
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      300,047
COMMITMENTS
  61,797   70,529   33,776  173,970  161,485  269,543  265,790   30,504   34,257

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -8,213)
   1,662   -3,989    2,606  -14,621   -8,968  -10,353  -10,351    2,140    2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     23.5     11.3     58.0     53.8     89.8     88.6     10.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      69       77       81       67       65      190      194
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      621,596
COMMITMENTS
  63,873   97,962    5,968  417,173  399,175  487,014  503,105  134,582  118,491

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -778)
    -113    4,700       27      466   -3,868      380      859   -1,158   -1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     15.8      1.0     67.1     64.2     78.3     80.9     21.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      33       23       18       68       74      108      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      381,237
COMMITMENTS
  53,877   29,929    1,404  260,087  306,114  315,368  337,447   65,869   43,790

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      2,332)
  -1,615   -2,275       55   -1,849    1,786   -3,409     -434    5,741    2,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      7.9      0.4     68.2     80.3     82.7     88.5     17.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        4        3       40       42       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,894
COMMITMENTS
   1,054      838    1,192    7,615    8,070    9,861   10,100    1,033      794

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        205)
     107      -79       60     -158      131        9      112      196       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      7.7     10.9     69.9     74.1     90.5     92.7      9.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        5        6       18       22       29       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,865
COMMITMENTS
  36,699   50,377   22,560  100,913   87,170  160,172  160,107   36,693   36,758

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      7,999)
   3,522    1,941    2,575   -3,027   -4,316    3,070      200    4,929    7,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     25.6     11.5     51.3     44.3     81.4     81.3     18.6     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      40       60       49       69       59      141      147
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,487
COMMITMENTS
   3,513    3,281    1,853    8,382   11,103   13,748   16,237    2,739      250

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -859)
    -507      -64       58      481     -150       32     -156     -891     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     19.9     11.2     50.8     67.3     83.4     98.5     16.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       19       19       25       17       62       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      769,822
COMMITMENTS
 237,082  129,624   20,694  404,456  511,412  662,232  661,730  107,590  108,092

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     57,403)
  38,296   -9,720      530   17,516   63,584   56,342   54,394    1,061    3,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     16.8      2.7     52.5     66.4     86.0     86.0     14.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      48       43       14       85      107      142      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,484,687
COMMITMENTS
 184,410  280,585   16,218  992,268  869,913  1192896  1166716  291,791  317,971

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     31,146)
   5,342  -27,176      -30   16,470   28,983   21,782    1,777    9,364   29,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     18.9      1.1     66.8     58.6     80.3     78.6     19.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      29       57       31      103      121      155      186
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,263,644
COMMITMENTS
 423,488  133,538   12,667  624,120  883,938  1060275  1030143  203,369  233,501

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     41,813)
  52,728   14,809   -3,334   -8,518   33,150   40,876   44,625      937   -2,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     10.6      1.0     49.4     70.0     83.9     81.5     16.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      33       28       22       72      107      117      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      586,944
COMMITMENTS
  68,360   61,041   89,581  398,277  403,702  556,218  554,324   30,726   32,620

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -9,645)
   3,629       87   -1,906   -6,242   -6,807   -4,519   -8,626   -5,126   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     10.4     15.3     67.9     68.8     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       23       26       52       62       84      102
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,675
COMMITMENTS
   7,171    4,569       20   29,042   33,156   36,233   37,745    6,442    4,930

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -14,110)
    -783    2,102   -4,099   -7,273   -8,749  -12,154  -10,746   -1,956   -3,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     10.7      0.0     68.1     77.7     84.9     88.4     15.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       10        1       36       30       54       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,350
COMMITMENTS
  14,342    9,138       40   58,084   66,312   72,466   75,490   12,884    9,860

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,441)
  -2,183     -474     -667    4,541    2,058    1,691      917     -250      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     10.7      0.0     68.1     77.7     84.9     88.4     15.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       10        1       36       30       54       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,772
COMMITMENTS
   6,032   13,254      514    6,740        0   13,286   13,768      486        4

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        136)
    -101      143        0       84        0      -17      143      153       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     96.2      3.7     48.9      0.0     96.5    100.0      3.5      0.0

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 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,707
COMMITMENTS
   1,139    1,363        0    9,341    9,234   10,480   10,597      227      110

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        561)
     115      591       -1      453      -29      567      561       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     12.7      0.0     87.2     86.2     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        0        5       11       12       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,638
COMMITMENTS
   1,301    2,042        0   14,055   13,413   15,356   15,455      282      183

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        786)
     805      390        0      -53      348      752      738       34       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     13.1      0.0     89.9     85.8     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        3        0        5       12       13       15
```

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Updated November 14, 2011