```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   414,093:    77,160    126,414     55,112    243,139    167,588    375,411    349,114:    38,682     64,979
Old  :   293,799:    66,961    103,708     23,042    174,110    121,567    264,113    248,317:    29,686     45,482
Other:   120,294:    27,811     40,318     14,458     69,029     46,021    111,298    100,797:     8,996     19,497
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -12,301:       141      6,756     -8,735     -2,116    -11,395    -10,710    -13,374:    -1,591      1,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       30.5       13.3       58.7       40.5       90.7       84.3:       9.3       15.7
Old  :     100.0:      22.8       35.3        7.8       59.3       41.4       89.9       84.5:      10.1       15.5
Other:     100.0:      23.1       33.5       12.0       57.4       38.3       92.5       83.8:       7.5       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        96        160        137         91        110        279        327:
Old  :       376:        99        149         94         81         95        238        286:
Other:       237:        47         81         46         46         90        128        190:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       12.4       37.9       18.8       22.3       10.8       35.6       16.5
Old  :                 26.6       15.4       39.2       23.3       25.0       14.7       37.4       22.0
Other:                 33.4       13.7       48.3       23.9       30.2       10.3       44.8       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,318,579:   385,203    123,007    149,376    645,358    835,832  1,179,937  1,108,215:   138,642    210,364
Old  : 1,107,067:   365,828    111,286     98,365    520,686    721,268    984,879    930,919:   122,188    176,148
Other:   211,512:    59,754     52,100     10,632    124,672    114,564    195,058    177,296:    16,454     34,216
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    51,006:      -350     10,028     17,611     40,197     28,972     57,458     56,611:    -6,452     -5,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        9.3       11.3       48.9       63.4       89.5       84.0:      10.5       16.0
Old  :     100.0:      33.0       10.1        8.9       47.0       65.2       89.0       84.1:      11.0       15.9
Other:     100.0:      28.3       24.6        5.0       58.9       54.2       92.2       83.8:       7.8       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       758:       190        163        204        228        334        528        616:
Old  :       750:       208        151        177        222        325        508        588:
Other:       457:        62         96         29         72        255        149        367:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       12.3       25.2       18.8       13.7       10.4       20.6       15.3
Old  :                 16.5       12.8       24.9       19.0       14.8       11.9       22.3       16.8
Other:                 35.2       21.5       49.3       31.4       25.6       15.6       37.7       22.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    17,867:     3,729      2,348        546     10,855     12,810     15,130     15,704:     2,737      2,163
Old  :    17,714:     3,727      2,348        543     10,732     12,690     15,002     15,581:     2,712      2,133
Other:       153:         2          0          3        123        120        128        123:        25         30
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       408:        29          3       -175        774        479        628        307:      -220        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.1        3.1       60.8       71.7       84.7       87.9:      15.3       12.1
Old  :     100.0:      21.0       13.3        3.1       60.6       71.6       84.7       88.0:      15.3       12.0
Other:     100.0:       1.3        0.0        2.0       80.4       78.4       83.7       80.4:      16.3       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          9          4         16         10         31         23:
Old  :        42:        15          9          4         16          8         31         21:
Other:        11:         2          0          1          5          4          8          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       68.8       55.3       80.7       36.1       61.7       50.6       68.7
Old  :                 40.5       69.4       55.6       81.3       36.6       62.5       51.2       69.5
Other:                 77.1       78.4       83.7       80.4       73.9       75.2       78.4       75.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   529,417:   118,240     93,680     71,387    288,628    278,390    478,255    443,457:    51,162     85,960
Old  :   466,435:   107,714    100,872     53,337    258,403    237,137    419,454    391,346:    46,981     75,089
Other:    62,982:    27,338      9,620      1,238     30,225     41,253     58,801     52,111:     4,181     10,871
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    13,594:      -746     20,085      1,593      8,695    -14,437      9,542      7,241:     4,052      6,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       17.7       13.5       54.5       52.6       90.3       83.8:       9.7       16.2
Old  :     100.0:      23.1       21.6       11.4       55.4       50.8       89.9       83.9:      10.1       16.1
Other:     100.0:      43.4       15.3        2.0       48.0       65.5       93.4       82.7:       6.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       487:       120        142        145        112        165        330        385:
Old  :       483:       119        151        127        109        157        312        371:
Other:       239:        54         48         18         35        111         99        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       18.7       25.1       26.0       13.8       14.3       22.2       20.0
Old  :                 16.5       19.7       27.3       26.9       16.0       16.8       25.6       23.5
Other:                 43.5       30.3       59.1       49.2       31.2       27.1       44.9       40.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   293,991:    62,255     69,252     32,730    169,076    160,647    264,061    262,629:    29,930     31,362
Old  :   276,175:    61,141     70,365     29,018    157,995    146,590    248,154    245,973:    28,021     30,202
Other:    17,816:     3,358      1,131      1,468     11,081     14,057     15,907     16,656:     1,909      1,160
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -6,056:       458     -1,277     -1,046     -4,894       -838     -5,482     -3,161:      -574     -2,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       23.6       11.1       57.5       54.6       89.8       89.3:      10.2       10.7
Old  :     100.0:      22.1       25.5       10.5       57.2       53.1       89.9       89.1:      10.1       10.9
Other:     100.0:      18.8        6.3        8.2       62.2       78.9       89.3       93.5:      10.7        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        75         76         83         70         64        195        191:
Old  :       253:        74         84         82         68         63        191        190:
Other:        65:        15         12          6         28         19         47         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       23.7       25.1       35.9       12.1       19.1       20.6       28.9
Old  :                 14.7       22.7       24.7       34.3       12.7       18.3       21.5       28.4
Other:                 35.4       57.1       52.9       72.6       24.2       45.8       40.1       57.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   634,416:    64,858     98,947      4,898    422,095    407,596    491,851    511,441:   142,565    122,975
Old  :   634,416:    64,858     98,947      4,898    422,095    407,596    491,851    511,441:   142,565    122,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    12,820:       985        985     -1,070      4,922      8,421      4,837      8,336:     7,983      4,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       15.6        0.8       66.5       64.2       77.5       80.6:      22.5       19.4
Old  :     100.0:      10.2       15.6        0.8       66.5       64.2       77.5       80.6:      22.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        34         22         13         70         77        111        105:
Old  :       158:        34         22         13         70         77        111        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       23.3       35.0       35.8       21.9       23.3       30.7       34.0
Old  :                 23.2       23.3       35.0       35.8       21.9       23.3       30.7       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   391,849:    56,141     30,357        953    265,828    319,799    322,922    351,109:    68,927     40,740
Old  :   391,849:    56,141     30,357        953    265,828    319,799    322,922    351,109:    68,927     40,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    10,612:     2,264        428       -451      5,741     13,685      7,554     13,662:     3,058     -3,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        7.7        0.2       67.8       81.6       82.4       89.6:      17.6       10.4
Old  :     100.0:      14.3        7.7        0.2       67.8       81.6       82.4       89.6:      17.6       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:         9          4          2         44         40         54         45:
Old  :        72:         9          4          2         44         40         54         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       46.1       41.8       61.5       21.5       46.0       36.9       61.1
Old  :                 25.6       46.1       41.8       61.5       21.5       46.0       36.9       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,148:     1,180        840      1,341      7,539      7,954     10,060     10,135:     1,088      1,013
Old  :    11,148:     1,180        840      1,341      7,539      7,954     10,060     10,135:     1,088      1,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       254:       126          2        149        -76       -116        199         35:        55        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        7.5       12.0       67.6       71.3       90.2       90.9:       9.8        9.1
Old  :     100.0:      10.6        7.5       12.0       67.6       71.3       90.2       90.9:       9.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          4          5         19         25         29         30:
Old  :        35:         5          4          5         19         25         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       46.5       65.3       69.2       22.8       22.0       31.4       32.6
Old  :                 44.7       46.5       65.3       69.2       22.8       22.0       31.4       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   207,010:    39,408     59,780     24,496    108,452     88,093    172,356    172,369:    34,654     34,641
Old  :   187,968:    39,122     59,994     17,765     99,044     77,670    155,931    155,429:    32,037     32,539
Other:    19,042:     2,739      2,239      4,278      9,408     10,423     16,425     16,940:     2,617      2,102
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    10,145:     2,709      9,403      1,936      7,539        923     12,184     12,262:    -2,039     -2,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       28.9       11.8       52.4       42.6       83.3       83.3:      16.7       16.7
Old  :     100.0:      20.8       31.9        9.5       52.7       41.3       83.0       82.7:      17.0       17.3
Other:     100.0:      14.4       11.8       22.5       49.4       54.7       86.3       89.0:      13.7       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        46         62         46         73         61        144        152:
Old  :       201:        47         67         41         73         59        144        145:
Other:        65:        14         11         10         29         20         46         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       20.5       28.0       30.3       13.6       15.6       21.8       23.0
Old  :                 18.7       20.2       29.5       30.0       15.3       15.5       22.6       23.5
Other:                 43.5       38.8       61.4       56.1       38.5       29.0       47.0       39.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    17,506:     3,529      3,873      1,720      8,547     10,195     13,796     15,788:     3,710      1,718
Old  :    17,337:     3,532      3,873      1,715      8,472     10,040     13,719     15,628:     3,618      1,709
Other:       169:         0          3          2         75        155         77        160:        92          9
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,019:        16        592       -133        165       -908         48       -449:       971      1,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       22.1        9.8       48.8       58.2       78.8       90.2:      21.2        9.8
Old  :     100.0:      20.4       22.3        9.9       48.9       57.9       79.1       90.1:      20.9        9.9
Other:     100.0:       0.0        1.8        1.2       44.4       91.7       45.6       94.7:      54.4        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        25         25         17         23         18         57         55:
Old  :        85:        25         25         17         22         18         56         55:
Other:         9:         0          1          1          1          6          2          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       42.5       38.7       53.6       26.6       36.8       37.0       47.9
Old  :                 26.8       42.2       39.1       53.4       26.8       36.9       37.4       48.1
Other:                 45.6       88.8       45.6       94.7       44.4       88.8       44.4       93.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   758,953:   226,329    138,692     21,426    409,427    493,266    657,182    653,384:   101,771    105,569
Old  :   758,953:   226,329    138,692     21,426    409,427    493,266    657,182    653,384:   101,771    105,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :   -10,869:   -10,753      9,068        732      4,971    -18,146     -5,050     -8,346:    -5,819     -2,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       18.3        2.8       53.9       65.0       86.6       86.1:      13.4       13.9
Old  :     100.0:      29.8       18.3        2.8       53.9       65.0       86.6       86.1:      13.4       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        45         41         16         82        108        137        156:
Old  :       223:        45         41         16         82        108        137        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       18.1       38.3       28.4       27.1       16.4       35.7       24.9
Old  :                 27.8       18.1       38.3       28.4       27.1       16.4       35.7       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,480,368:   190,194    289,736     25,167    984,924    889,289  1,200,285  1,204,192:   280,083    276,176
Old  : 1,480,368:   190,194    289,736     25,167    984,924    889,289  1,200,285  1,204,192:   280,083    276,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    -4,319:     5,784      9,151      8,949     -7,344     19,376      7,389     37,476:   -11,708    -41,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       19.6        1.7       66.5       60.1       81.1       81.3:      18.9       18.7
Old  :     100.0:      12.8       19.6        1.7       66.5       60.1       81.1       81.3:      18.9       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        32         54         36        106        121        166        184:
Old  :       242:        32         54         36        106        121        166        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       15.4       32.9       23.1       20.6       10.0       29.5       16.9
Old  :                 22.2       15.4       32.9       23.1       20.6       10.0       29.5       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,264,166:   436,520    139,937     19,732    606,500    878,768  1,062,752  1,038,437:   201,414    225,729
Old  : 1,264,166:   436,520    139,937     19,732    606,500    878,768  1,062,752  1,038,437:   201,414    225,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :       522:    13,032      6,399      7,065    -17,620     -5,170      2,477      8,294:    -1,955     -7,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       11.1        1.6       48.0       69.5       84.1       82.1:      15.9       17.9
Old  :     100.0:      34.5       11.1        1.6       48.0       69.5       84.1       82.1:      15.9       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        37         25         26         72        101        120        142:
Old  :       188:        37         25         26         72        101        120        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       18.7       39.6       28.0       26.2       17.3       34.9       25.4
Old  :                 29.0       18.7       39.6       28.0       26.2       17.3       34.9       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   598,935:    72,069     61,778     87,532    395,106    403,661    554,707    552,971:    44,228     45,964
Old  :   598,935:    72,069     61,778     87,532    395,106    403,661    554,707    552,971:    44,228     45,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :    11,991:     3,709        737     -2,049     -3,171        -41     -1,511     -1,353:    13,502     13,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.3       14.6       66.0       67.4       92.6       92.3:       7.4        7.7
Old  :     100.0:      12.0       10.3       14.6       66.0       67.4       92.6       92.3:       7.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        21         23         25         50         60         81         99:
Old  :       110:        21         23         25         50         60         81         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       35.9       53.6       49.0       33.6       27.1       37.8       35.5
Old  :                 41.3       35.9       53.6       49.0       33.6       27.1       37.8       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,518:     9,858      4,268        156     28,168     35,613     38,181     40,036:     7,338      5,482
Old  :    45,518:     9,858      4,268        156     28,168     35,613     38,181     40,036:     7,338      5,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     2,843:     2,687       -302        136       -875      2,457      1,948      2,291:       896        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.4        0.3       61.9       78.2       83.9       88.0:      16.1       12.0
Old  :     100.0:      21.7        9.4        0.3       61.9       78.2       83.9       88.0:      16.1       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        23          9          4         35         31         60         42:
Old  :        91:        23          9          4         35         31         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       50.2       36.6       61.6       23.1       50.2       36.6       61.5
Old  :                 23.1       50.2       36.6       61.6       23.1       50.2       36.6       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    91,036:    19,715      8,535        311     56,335     71,226     76,361     80,072:    14,675     10,964
Old  :    91,036:    19,715      8,535        311     56,335     71,226     76,361     80,072:    14,675     10,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     5,686:     5,373       -603        271     -1,749      4,914      3,895      4,582:     1,791      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.4        0.3       61.9       78.2       83.9       88.0:      16.1       12.0
Old  :     100.0:      21.7        9.4        0.3       61.9       78.2       83.9       88.0:      16.1       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        23          9          4         35         31         60         42:
Old  :        91:        23          9          4         35         31         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       50.2       36.6       61.6       23.1       50.2       36.6       61.5
Old  :                 23.1       50.2       36.6       61.6       23.1       50.2       36.6       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    15,023:     6,398     14,359        514      7,767          0     14,679     14,873:       344        150
Old  :    15,023:     6,398     14,359        514      7,767          0     14,679     14,873:       344        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :     1,251:       366      1,105          0      1,027          0      1,393      1,105:      -142        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       95.6        3.4       51.7        0.0       97.7       99.0:       2.3        1.0
Old  :     100.0:      42.6       95.6        3.4       51.7        0.0       97.7       99.0:       2.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        11         12          2          3          0         16         12:
Old  :        26:        11         12          2          3          0         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       81.9       91.5       94.8       72.7       78.5       90.1       91.4
Old  :                 72.7       81.9       91.5       94.8       72.7       78.5       90.1       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,029:     1,206        550          0      8,591      9,361      9,797      9,911:       232        118
Old  :    10,029:     1,206        550          0      8,591      9,361      9,797      9,911:       232        118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -678:        67       -813          0       -750        127       -683       -686:         5          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        5.5        0.0       85.7       93.3       97.7       98.8:       2.3        1.2
Old  :     100.0:      12.0        5.5        0.0       85.7       93.3       97.7       98.8:       2.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          5          0          5         11         13         16:
Old  :        28:         8          5          0          5         11         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.8       80.0       95.7       92.3       86.8       80.0       95.7       92.2
Old  :                 86.8       80.0       95.7       92.3       86.8       80.0       95.7       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    15,062:       904      1,309          0     13,827     13,609     14,731     14,918:       331        144
Old  :    15,062:       904      1,309          0     13,827     13,609     14,731     14,918:       331        144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 8, 2011                     :
     :      -576:      -397       -733          0       -228        196       -625       -537:        49        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        8.7        0.0       91.8       90.4       97.8       99.0:       2.2        1.0
Old  :     100.0:       6.0        8.7        0.0       91.8       90.4       97.8       99.0:       2.2        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          4          0          5         12         12         16:
Old  :        28:         7          4          0          5         12         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.0       71.3       96.9       89.9       94.0       71.3       96.9       89.9
Old  :                 94.0       71.3       96.9       89.9       94.0       71.3       96.9       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 18, 2011