```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      403,472
COMMITMENTS
  77,803  134,123   52,914  238,964  156,629  369,681  343,666   33,791   59,806

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -10,621)
     643    7,709   -2,198   -4,175  -10,959   -5,730   -5,448   -4,891   -5,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     33.2     13.1     59.2     38.8     91.6     85.2      8.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     103      158      135       89      114      274      337
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,298,708
COMMITMENTS
 361,609  133,829  146,254  655,433  788,695  1163296  1068778  135,412  229,930

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -19,871)
 -23,594   10,822   -3,122   10,075  -47,137  -16,641  -39,437   -3,230   19,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     10.3     11.3     50.5     60.7     89.6     82.3     10.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      742)
     183      167      200      251      321      535      610
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,778
COMMITMENTS
   4,508    2,710      566    9,317   11,448   14,391   14,724    2,387    2,054

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -1,089)
     779      362       20   -1,538   -1,362     -739     -980     -350     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     16.2      3.4     55.5     68.2     85.8     87.8     14.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17       11        5       17       10       34       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      522,610
COMMITMENTS
 114,499  103,099   67,782  297,538  269,360  479,819  440,241   42,791   82,369

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -6,807)
  -3,741    9,419   -3,605    8,910   -9,030    1,564   -3,216   -8,371   -3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     19.7     13.0     56.9     51.5     91.8     84.2      8.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      469)
     120      147      136      107      141      316      364
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      309,116
COMMITMENTS
  56,486   75,174   36,791  188,197  163,030  281,474  274,995   27,642   34,121

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     15,125)
  -5,769    5,922    4,061   19,121    2,383   17,413   12,366   -2,288    2,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     24.3     11.9     60.9     52.7     91.1     89.0      8.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      63       85       87       70       65      189      205
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      650,958
COMMITMENTS
  62,405  100,062   10,254  422,168  409,283  494,827  519,599  156,131  131,359

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     16,542)
  -2,453    1,115    5,356       73    1,687    2,976    8,158   13,566    8,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     15.4      1.6     64.9     62.9     76.0     79.8     24.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      26       28       17       71       75      108      109
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      406,747
COMMITMENTS
  58,186   33,273    3,219  279,027  326,219  340,432  362,711   66,315   44,036

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     14,898)
   2,045    2,916    2,266   13,199    6,420   17,510   11,602   -2,612    3,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      8.2      0.8     68.6     80.2     83.7     89.2     16.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9        5        3       43       40       54       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,308
COMMITMENTS
   1,057    1,155      972    7,514    7,474    9,543    9,601      765      707

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:       -840)
    -123      315     -369      -25     -480     -517     -534     -323     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     11.2      9.4     72.9     72.5     92.6     93.1      7.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        5       19       23       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      209,707
COMMITMENTS
  33,877   60,978   25,112  117,258   89,343  176,247  175,433   33,460   34,274

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,697)
  -5,531    1,198      616    8,806    1,250    3,891    3,064   -1,194     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     29.1     12.0     55.9     42.6     84.0     83.7     16.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      42       66       45       76       62      145      154
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,805
COMMITMENTS
   3,621    4,299    1,915    8,663    9,302   14,199   15,516    3,606    2,289

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        299)
      92      426      195      116     -893      403     -272     -104      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     24.1     10.8     48.7     52.2     79.7     87.1     20.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       24       18       24       17       57       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      755,378
COMMITMENTS
 191,248  164,618   17,150  440,474  461,052  648,872  642,820  106,506  112,558

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -3,575)
 -35,081   25,926   -4,276   31,047  -32,214   -8,310  -10,564    4,735    6,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     21.8      2.3     58.3     61.0     85.9     85.1     14.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      38       44       16       81      108      130      158
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,522,038
COMMITMENTS
 214,024  229,315   31,317  978,571  955,657  1223912  1216289  298,126  305,749

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     41,670)
  23,830  -60,421    6,150   -6,353   66,368   23,627   12,097   18,043   29,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     15.1      2.1     64.3     62.8     80.4     79.9     19.6     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      37       52       33      109      122      172      182
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,284,747
COMMITMENTS
 413,749  141,438   23,200  635,284  894,053  1072233  1058691  212,514  226,056

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     20,581)
 -22,771    1,501    3,468   28,784   15,285    9,481   20,254   11,100      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     11.0      1.8     49.4     69.6     83.5     82.4     16.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      31       30       26       72      107      119      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      597,515
COMMITMENTS
  79,832   63,015   84,480  398,142  406,828  562,454  554,323   35,061   43,192

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -1,420)
   7,763    1,237   -3,052    3,036    3,167    7,747    1,352   -9,167   -2,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     10.5     14.1     66.6     68.1     94.1     92.8      5.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      23       21       24       48       59       79       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,638
COMMITMENTS
   8,099    4,185    4,492   41,274   46,322   53,864   54,998    7,774    6,640

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     16,120)
  -1,759      -83    4,336   13,107   10,709   15,684   14,962      436    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      6.8      7.3     67.0     75.2     87.4     89.2     12.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      22       14        7       40       33       68       49
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,651
COMMITMENTS
   3,021    1,217      422   12,642   13,392   16,085   15,031    1,566    2,620

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      6.9      2.4     71.6     75.9     91.1     85.2      8.9     14.8

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 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,973
COMMITMENTS
  17,246   13,027    1,048   57,264   65,859   75,558   79,934   12,415    8,039

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -3,063)
  -2,469    4,492      737      929   -5,367     -803     -138   -2,260   -2,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     14.8      1.2     65.1     74.9     85.9     90.9     14.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       13        4       37       29       63       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,040
COMMITMENTS
   6,531   15,516      516    8,797        0   15,844   16,032      196        8

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      1,017)
     133    1,157        2    1,030        0    1,165    1,159     -148     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     96.7      3.2     54.8      0.0     98.8    100.0      1.2      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 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,782
COMMITMENTS
   2,148      709        0    8,367    9,935   10,515   10,644      267      138

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        753)
     942      159        0     -224      574      718      733       35       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      6.6      0.0     77.6     92.1     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        4        0        5       11       13       15
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,028
COMMITMENTS
     721    1,542        0   13,994   13,341   14,715   14,883      313      145

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        -34)
    -183      233        0      167     -268      -16      -35      -18        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     10.3      0.0     93.1     88.8     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        6        0        5       13       10       19
```

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Updated November 28, 2011