```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 8, 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  :   426,394:    77,019    119,658     63,847    245,255    178,983    386,121    362,488:    40,273     63,906
Old  :   309,181:    68,792    102,496     27,577    181,942    134,583    278,311    264,656:    30,870     44,525
Other:   117,213:    28,948     37,883     15,549     63,313     44,400    107,810     97,832:     9,403     19,381
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -6,931:     1,086     -8,059     -5,221     -8,602         72    -12,737    -13,208:     5,806      6,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       28.1       15.0       57.5       42.0       90.6       85.0:       9.4       15.0
Old  :     100.0:      22.2       33.2        8.9       58.8       43.5       90.0       85.6:      10.0       14.4
Other:     100.0:      24.7       32.3       13.3       54.0       37.9       92.0       83.5:       8.0       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       100        151        142         93        113        290        326:
Old  :       385:       110        139         99         83         97        251        285:
Other:       233:        48         78         48         44         88        125        187:
     :----------------------------------------------------------------------------------------------------
     :             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       13.6       37.7       20.3       22.1       12.1       35.7       17.5
Old  :                 26.6       16.9       40.2       24.8       25.3       16.6       38.5       23.6
Other:                 31.7       15.3       45.0       25.0       29.1        9.5       41.5       17.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 8, 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  : 1,267,573:   385,553    112,979    131,765    605,161    806,860  1,122,479  1,051,604:   145,094    215,969
Old  : 1,061,164:   367,324     99,855     83,159    480,529    695,630    931,012    878,644:   130,152    182,520
Other:   206,409:    60,322     55,217      6,513    124,632    111,230    191,467    172,960:    14,942     33,449
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    35,749:     1,777     -1,524     17,514     15,775     34,162     35,066     50,152:       683    -14,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        8.9       10.4       47.7       63.7       88.6       83.0:      11.4       17.0
Old  :     100.0:      34.6        9.4        7.8       45.3       65.6       87.7       82.8:      12.3       17.2
Other:     100.0:      29.2       26.8        3.2       60.4       53.9       92.8       83.8:       7.2       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       754:       193        157        198        225        333        521        606:
Old  :       745:       206        148        167        222        323        503        573:
Other:       451:        61         95         23         66        255        139        363:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       12.2       24.2       18.3       14.4       11.1       21.6       16.2
Old  :                 15.8       13.3       24.8       19.4       15.1       12.8       23.3       18.1
Other:                 35.3       19.9       50.1       30.3       25.7       16.2       40.5       23.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 8, 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  :    17,459:     3,700      2,345        721     10,081     12,331     14,502     15,397:     2,957      2,062
Old  :    17,313:     3,699      2,345        717      9,963     12,269     14,379     15,331:     2,934      1,982
Other:       146:         2          1          3        118         62        123         66:        23         80
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     1,322:       -44        252        492        878        610      1,326      1,354:        -4        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.4        4.1       57.7       70.6       83.1       88.2:      16.9       11.8
Old  :     100.0:      21.4       13.5        4.1       57.5       70.9       83.1       88.6:      16.9       11.4
Other:     100.0:       1.4        0.7        2.1       80.8       42.5       84.2       45.2:      15.8       54.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          9          4         15          9         33         22:
Old  :        44:        18          9          4         15          8         33         21:
Other:        10:         2          1          1          4          2          7          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.7       69.0       54.8       81.8       34.9       63.1       49.8       70.1
Old  :                 38.9       69.5       55.0       82.4       35.4       63.9       50.4       71.0
Other:                 80.8       45.2       84.2       45.2       80.8       43.2       82.2       43.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 8, 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  :   515,823:   118,986     73,595     69,794    279,933    292,827    468,713    436,216:    47,110     79,607
Old  :   453,769:   105,407     79,961     54,952    251,012    249,864    411,371    384,777:    42,398     68,992
Other:    62,054:    27,560      7,615        861     28,921     42,963     57,342     51,439:     4,712     10,615
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -2,982:      -948      6,360       -517     -1,150     -9,571     -2,615     -3,728:      -367        746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       14.3       13.5       54.3       56.8       90.9       84.6:       9.1       15.4
Old  :     100.0:      23.2       17.6       12.1       55.3       55.1       90.7       84.8:       9.3       15.2
Other:     100.0:      44.4       12.3        1.4       46.6       69.2       92.4       82.9:       7.6       17.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       117        129        150        111        172        320        388:
Old  :       464:       116        135        133        107        163        302        371:
Other:       238:        53         47         15         34        114         94        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  :                 15.4       20.7       25.8       28.9       14.4       15.8       22.8       22.1
Old  :                 17.2       21.9       28.3       29.5       16.9       18.6       27.1       25.7
Other:                 45.2       30.9       60.4       51.4       32.8       28.3       46.4       43.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 8, 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  :   300,047:    61,797     70,529     33,776    173,970    161,485    269,543    265,790:    30,504     34,257
Old  :   283,040:    61,491     71,306     29,865    163,044    148,607    254,400    249,778:    28,640     33,262
Other:    17,007:     2,823      1,740      1,394     10,926     12,878     15,143     16,012:     1,864        995
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -8,213:     1,662     -3,989      2,606    -14,621     -8,968    -10,353    -10,351:     2,140      2,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       23.5       11.3       58.0       53.8       89.8       88.6:      10.2       11.4
Old  :     100.0:      21.7       25.2       10.6       57.6       52.5       89.9       88.2:      10.1       11.8
Other:     100.0:      16.6       10.2        8.2       64.2       75.7       89.0       94.1:      11.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        69         77         81         67         65        190        194:
Old  :       256:        70         85         79         65         64        186        192:
Other:        64:        13         12          7         28         17         46         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       23.1       25.7       34.7       12.1       17.8       20.7       26.8
Old  :                 14.9       22.3       25.5       33.2       12.7       16.7       21.5       26.2
Other:                 35.5       55.6       53.7       73.2       23.6       44.8       40.4       59.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 8, 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  :   621,596:    63,873     97,962      5,968    417,173    399,175    487,014    503,105:   134,582    118,491
Old  :   621,596:    63,873     97,962      5,968    417,173    399,175    487,014    503,105:   134,582    118,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :      -778:      -113      4,700         27        466     -3,868        380        859:    -1,158     -1,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       15.8        1.0       67.1       64.2       78.3       80.9:      21.7       19.1
Old  :     100.0:      10.3       15.8        1.0       67.1       64.2       78.3       80.9:      21.7       19.1
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  :       154:        33         23         18         68         74        108        108:
Old  :       154:        33         23         18         68         74        108        108:
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  :                 23.5       22.8       35.4       36.4       21.9       22.6       31.3       33.9
Old  :                 23.5       22.8       35.4       36.4       21.9       22.6       31.3       33.9
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 8, 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  :   381,237:    53,877     29,929      1,404    260,087    306,114    315,368    337,447:    65,869     43,790
Old  :   381,237:    53,877     29,929      1,404    260,087    306,114    315,368    337,447:    65,869     43,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     2,332:    -1,615     -2,275         55     -1,849      1,786     -3,409       -434:     5,741      2,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        7.9        0.4       68.2       80.3       82.7       88.5:      17.3       11.5
Old  :     100.0:      14.1        7.9        0.4       68.2       80.3       82.7       88.5:      17.3       11.5
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  :        70:         8          4          3         40         42         50         47:
Old  :        70:         8          4          3         40         42         50         47:
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  :                 26.5       45.7       43.2       59.6       22.3       45.7       38.2       59.3
Old  :                 26.5       45.7       43.2       59.6       22.3       45.7       38.2       59.3
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 8, 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  :    10,894:     1,054        838      1,192      7,615      8,070      9,861     10,100:     1,033        794
Old  :    10,894:     1,054        838      1,192      7,615      8,070      9,861     10,100:     1,033        794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       205:       107        -79         60       -158        131          9        112:       196         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        7.7       10.9       69.9       74.1       90.5       92.7:       9.5        7.3
Old  :     100.0:       9.7        7.7       10.9       69.9       74.1       90.5       92.7:       9.5        7.3
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  :        34:         6          5          6         18         22         29         29:
Old  :        34:         6          5          6         18         22         29         29:
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  :                 42.9       48.0       63.1       72.0       19.2       22.4       29.8       33.2
Old  :                 42.9       48.0       63.1       72.0       19.2       22.4       29.8       33.2
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 8, 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  :   196,865:    36,699     50,377     22,560    100,913     87,170    160,172    160,107:    36,693     36,758
Old  :   180,230:    37,476     50,503     15,841     92,215     78,756    145,532    145,100:    34,698     35,130
Other:    16,635:     2,298      2,949      3,644      8,698      8,414     14,640     15,007:     1,995      1,628
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     7,999:     3,522      1,941      2,575     -3,027     -4,316      3,070        200:     4,929      7,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       25.6       11.5       51.3       44.3       81.4       81.3:      18.6       18.7
Old  :     100.0:      20.8       28.0        8.8       51.2       43.7       80.7       80.5:      19.3       19.5
Other:     100.0:      13.8       17.7       21.9       52.3       50.6       88.0       90.2:      12.0        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        40         60         49         69         59        141        147:
Old  :       193:        44         63         46         69         57        141        142:
Other:        56:        10          8          9         28         19         40         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  :                 16.4       20.2       26.2       30.0       10.6       16.2       18.5       23.2
Old  :                 17.4       19.6       27.5       29.7       11.0       16.0       19.2       23.5
Other:                 45.1       40.0       63.5       58.1       41.2       34.1       50.2       44.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 8, 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  :    16,487:     3,513      3,281      1,853      8,382     11,103     13,748     16,237:     2,739        250
Old  :    16,330:     3,518      3,281      1,848      8,307     10,953     13,673     16,082:     2,657        248
Other:       157:         0          5          0         75        150         75        155:        82          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :      -859:      -507        -64         58        481       -150         32       -156:      -891       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       19.9       11.2       50.8       67.3       83.4       98.5:      16.6        1.5
Old  :     100.0:      21.5       20.1       11.3       50.9       67.1       83.7       98.5:      16.3        1.5
Other:     100.0:       0.0        3.2        0.0       47.8       95.5       47.8       98.7:      52.2        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        26         19         19         25         17         62         49:
Old  :        82:        26         19         19         24         17         61         49:
Other:         9:         0          2          0          1          6          1          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  :                 28.9       50.7       41.0       62.7       28.7       44.5       38.6       56.5
Old  :                 29.2       50.5       41.4       62.6       29.0       44.7       39.0       56.7
Other:                 47.8       92.4       47.8       98.7       47.8       92.4       47.8       98.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 8, 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  :   769,822:   237,082    129,624     20,694    404,456    511,412    662,232    661,730:   107,590    108,092
Old  :   769,822:   237,082    129,624     20,694    404,456    511,412    662,232    661,730:   107,590    108,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    57,403:    38,296     -9,720        530     17,516     63,584     56,342     54,394:     1,061      3,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       16.8        2.7       52.5       66.4       86.0       86.0:      14.0       14.0
Old  :     100.0:      30.8       16.8        2.7       52.5       66.4       86.0       86.0:      14.0       14.0
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  :       229:        48         43         14         85        107        142        156:
Old  :       229:        48         43         14         85        107        142        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  :                 25.5       18.3       36.8       30.2       24.7       17.8       32.2       27.3
Old  :                 25.5       18.3       36.8       30.2       24.7       17.8       32.2       27.3
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 8, 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  : 1,484,687:   184,410    280,585     16,218    992,268    869,913  1,192,896  1,166,716:   291,791    317,971
Old  : 1,484,687:   184,410    280,585     16,218    992,268    869,913  1,192,896  1,166,716:   291,791    317,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    31,146:     5,342    -27,176        -30     16,470     28,983     21,782      1,777:     9,364     29,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       18.9        1.1       66.8       58.6       80.3       78.6:      19.7       21.4
Old  :     100.0:      12.4       18.9        1.1       66.8       58.6       80.3       78.6:      19.7       21.4
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  :       237:        29         57         31        103        121        155        186:
Old  :       237:        29         57         31        103        121        155        186:
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  :                 23.3       16.3       31.9       24.2       21.7       12.5       29.6       19.6
Old  :                 23.3       16.3       31.9       24.2       21.7       12.5       29.6       19.6
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 8, 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  : 1,263,644:   423,488    133,538     12,667    624,120    883,938  1,060,275  1,030,143:   203,369    233,501
Old  : 1,263,644:   423,488    133,538     12,667    624,120    883,938  1,060,275  1,030,143:   203,369    233,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    41,813:    52,728     14,809     -3,334     -8,518     33,150     40,876     44,625:       937     -2,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       10.6        1.0       49.4       70.0       83.9       81.5:      16.1       18.5
Old  :     100.0:      33.5       10.6        1.0       49.4       70.0       83.9       81.5:      16.1       18.5
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  :       189:        33         28         22         72        107        117        145:
Old  :       189:        33         28         22         72        107        117        145:
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  :                 26.5       18.8       39.2       28.7       23.6       17.4       33.9       25.7
Old  :                 26.5       18.8       39.2       28.7       23.6       17.4       33.9       25.7
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 8, 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  :   586,944:    68,360     61,041     89,581    398,277    403,702    556,218    554,324:    30,726     32,620
Old  :   586,944:    68,360     61,041     89,581    398,277    403,702    556,218    554,324:    30,726     32,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :    -9,645:     3,629         87     -1,906     -6,242     -6,807     -4,519     -8,626:    -5,126     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       10.4       15.3       67.9       68.8       94.8       94.4:       5.2        5.6
Old  :     100.0:      11.6       10.4       15.3       67.9       68.8       94.8       94.4:       5.2        5.6
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  :       113:        21         23         26         52         62         84        102:
Old  :       113:        21         23         26         52         62         84        102:
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  :                 41.5       36.2       54.0       50.2       33.2       27.4       37.2       36.1
Old  :                 41.5       36.2       54.0       50.2       33.2       27.4       37.2       36.1
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 8, 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  :    42,675:     7,171      4,569         20     29,042     33,156     36,233     37,745:     6,442      4,930
Old  :    42,675:     7,171      4,569         20     29,042     33,156     36,233     37,745:     6,442      4,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :   -14,110:      -783      2,102     -4,099     -7,273     -8,749    -12,154    -10,746:    -1,956     -3,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       10.7        0.0       68.1       77.7       84.9       88.4:      15.1       11.6
Old  :     100.0:      16.8       10.7        0.0       68.1       77.7       84.9       88.4:      15.1       11.6
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  :        86:        17         10          1         36         30         54         40:
Old  :        86:        17         10          1         36         30         54         40:
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  :                 23.7       45.9       38.6       59.2       23.7       45.9       38.6       59.2
Old  :                 23.7       45.9       38.6       59.2       23.7       45.9       38.6       59.2
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 8, 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  :    85,350:    14,342      9,138         40     58,084     66,312     72,466     75,490:    12,884      9,860
Old  :    85,350:    14,342      9,138         40     58,084     66,312     72,466     75,490:    12,884      9,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :     1,441:    -2,183       -474       -667      4,541      2,058      1,691        917:      -250        524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       10.7        0.0       68.1       77.7       84.9       88.4:      15.1       11.6
Old  :     100.0:      16.8       10.7        0.0       68.1       77.7       84.9       88.4:      15.1       11.6
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  :        86:        17         10          1         36         30         54         40:
Old  :        86:        17         10          1         36         30         54         40:
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  :                 23.7       45.9       38.6       59.2       23.7       45.9       38.6       59.2
Old  :                 23.7       45.9       38.6       59.2       23.7       45.9       38.6       59.2
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 8, 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  :    13,772:     6,032     13,254        514      6,740          0     13,286     13,768:       486          4
Old  :    13,772:     6,032     13,254        514      6,740          0     13,286     13,768:       486          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       136:      -101        143          0         84          0        -17        143:       153         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       96.2        3.7       48.9        0.0       96.5      100.0:       3.5        0.0
Old  :     100.0:      43.8       96.2        3.7       48.9        0.0       96.5      100.0:       3.5        0.0
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  :                 73.3       81.7       90.0       95.8       73.3       77.9       88.4       92.1
Old  :                 73.3       81.7       90.0       95.8       73.3       77.9       88.4       92.1
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 8, 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  :    10,707:     1,139      1,363          0      9,341      9,234     10,480     10,597:       227        110
Old  :    10,707:     1,139      1,363          0      9,341      9,234     10,480     10,597:       227        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       561:       115        591         -1        453        -29        567        561:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.7        0.0       87.2       86.2       97.9       99.0:       2.1        1.0
Old  :     100.0:      10.6       12.7        0.0       87.2       86.2       97.9       99.0:       2.1        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  :        27:         7          5          0          5         11         12         16:
Old  :        27:         7          5          0          5         11         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  :                 87.2       78.1       96.6       91.5       87.2       78.1       96.6       91.5
Old  :                 87.2       78.1       96.6       91.5       87.2       78.1       96.6       91.5
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 8, 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  :    15,638:     1,301      2,042          0     14,055     13,413     15,356     15,455:       282        183
Old  :    15,638:     1,301      2,042          0     14,055     13,413     15,356     15,455:       282        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 1, 2011                     :
     :       786:       805        390          0        -53        348        752        738:        34         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       13.1        0.0       89.9       85.8       98.2       98.8:       1.8        1.2
Old  :     100.0:       8.3       13.1        0.0       89.9       85.8       98.2       98.8:       1.8        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          3          0          5         12         13         15:
Old  :        28:         8          3          0          5         12         13         15:
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  :                 90.9       69.6       96.6       90.3       90.9       69.6       96.6       90.3
Old  :                 90.9       69.6       96.6       90.3       90.9       69.6       96.6       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 14, 2011