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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   525,597:    77,030     99,832    113,085    294,877    245,674    484,992    458,591:    40,605     67,006
Old  :   331,341:    63,752     82,051     59,057    178,836    154,334    301,645    295,443:    29,696     35,898
Other:   194,256:    32,263     36,766     35,043    116,041     91,340    183,347    163,148:    10,909     31,108
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :  -100,816:    -4,218     -3,533    -55,908    -39,888    -41,205   -100,014   -100,646:      -802       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       19.0       21.5       56.1       46.7       92.3       87.3:       7.7       12.7
Old  :     100.0:      19.2       24.8       17.8       54.0       46.6       91.0       89.2:       9.0       10.8
Other:     100.0:      16.6       18.9       18.0       59.7       47.0       94.4       84.0:       5.6       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:       119        163        171         92        134        324        365:
Old  :       416:       115        158        132         82        127        282        335:
Other:       273:        62         88         73         63        109        169        230:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       17.7       33.6       24.2       19.4       13.1       31.7       17.2
Old  :                 25.0       24.3       36.2       30.7       24.8       22.6       35.8       28.6
Other:                 33.2       17.4       45.6       25.6       31.2       15.2       42.4       21.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,043,404:   480,675    117,172    585,865    766,630  1,059,712  1,833,171  1,762,749:   210,233    280,655
Old  : 1,610,289:   406,238    116,585    432,955    600,615    846,432  1,439,808  1,395,973:   170,481    214,315
Other:   433,116:   136,374     62,523     90,974    166,016    213,279    393,363    366,776:    39,752     66,340
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :  -430,417:    -9,061     -6,453   -298,461   -111,830   -116,099   -419,351   -421,014:   -11,066     -9,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        5.7       28.7       37.5       51.9       89.7       86.3:      10.3       13.7
Old  :     100.0:      25.2        7.2       26.9       37.3       52.6       89.4       86.7:      10.6       13.3
Other:     100.0:      31.5       14.4       21.0       38.3       49.2       90.8       84.7:       9.2       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       929:       270        147        307        290        434        691        794:
Old  :       911:       254        159        270        268        419        642        754:
Other:       645:       102        137        100        147        357        311        538:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       10.0       19.1       16.0        9.8        6.5       14.7       10.4
Old  :                 11.9       10.8       19.9       16.2       11.0        7.7       15.9       11.2
Other:                 19.1       12.7       28.3       19.8       18.9       10.5       26.3       15.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,689:     2,593        219        711      6,902     10,001     10,207     10,931:     2,482      1,757
Old  :    11,200:     2,684        199        372      5,786      9,062      8,841      9,632:     2,358      1,568
Other:     1,489:         8        119        241      1,117        939      1,365      1,299:       124        190
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -2,112:      -362       -168       -499       -744       -982     -1,605     -1,650:      -507       -462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        1.7        5.6       54.4       78.8       80.4       86.1:      19.6       13.9
Old  :     100.0:      24.0        1.8        3.3       51.7       80.9       78.9       86.0:      21.1       14.0
Other:     100.0:       0.5        8.0       16.2       75.0       63.1       91.7       87.2:       8.3       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          4          5         16         12         33         20:
Old  :        38:        16          3          4         14         12         30         19:
Other:        14:         2          3          5          6          5         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.9       63.4       48.2       77.6       28.3       52.2       43.0       64.4
Old  :                 34.0       71.1       52.5       80.3       31.0       62.5       46.4       71.1
Other:                 67.7       74.7       89.4       85.6       62.6       66.1       70.9       66.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   907,072:   189,369     26,929    300,825    354,119    486,122    844,313    813,877:    62,759     93,195
Old  :   754,618:   165,377     23,205    246,967    286,680    413,125    699,024    683,297:    55,594     71,322
Other:   152,454:    45,820     25,553     32,030     67,439     72,998    145,289    130,580:     7,165     21,874
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -5,902:    -2,852     -2,381     -3,466     -4,773     -3,500    -11,091     -9,347:     5,188      3,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        3.0       33.2       39.0       53.6       93.1       89.7:       6.9       10.3
Old  :     100.0:      21.9        3.1       32.7       38.0       54.7       92.6       90.5:       7.4        9.5
Other:     100.0:      30.1       16.8       21.0       44.2       47.9       95.3       85.7:       4.7       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       210         89        198        130        218        416        454:
Old  :       541:       202         91        186        125        212        399        437:
Other:       325:        75         73         52         52        161        155        258:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       18.6       19.9       26.4        9.8       12.4       14.7       17.6
Old  :                 12.4       20.8       20.8       28.7       11.3       14.5       16.8       20.3
Other:                 22.8       18.7       37.7       29.0       20.2       18.2       32.8       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    22,517:    19,597      3,198        303         36      3,897     19,936      7,398:     2,581     15,119
Old  :    13,189:    10,873      2,951        293         36      1,940     11,202      5,184:     1,987      8,005
Other:     9,328:     8,729        252          5          0      1,957      8,734      2,214:       594      7,114
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       560:       832      1,163        -80          0       -229        752        854:      -192       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.0       14.2        1.3        0.2       17.3       88.5       32.9:      11.5       67.1
Old  :     100.0:      82.4       22.4        2.2        0.3       14.7       84.9       39.3:      15.1       60.7
Other:     100.0:      93.6        2.7        0.1        0.0       21.0       93.6       23.7:       6.4       76.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        22         11          3          2          8         24         22:
Old  :        40:        21         11          3          2          8         23         22:
Other:        25:        13          4          1          0          8         14         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.7       13.1       68.3       20.1       48.0       13.1       67.3       20.1
Old  :                 42.2       14.6       59.2       24.5       42.1       14.6       58.0       24.5
Other:                 66.4       15.9       87.5       21.5       66.4       15.9       87.5       21.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   398,807:    71,723     25,443     92,206    196,754    253,389    360,683    371,037:    38,124     27,769
Old  :   378,497:    72,664     26,965     86,226    183,905    238,560    342,794    351,751:    35,703     26,747
Other:    20,309:     2,615      2,033      2,425     12,848     14,829     17,888     19,287:     2,421      1,022
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -80,348:      -932       -842    -36,899    -47,669    -46,186    -85,499    -83,928:     5,152      3,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        6.4       23.1       49.3       63.5       90.4       93.0:       9.6        7.0
Old  :     100.0:      19.2        7.1       22.8       48.6       63.0       90.6       92.9:       9.4        7.1
Other:     100.0:      12.9       10.0       11.9       63.3       73.0       88.1       95.0:      11.9        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        85         67         94         67         67        212        183:
Old  :       251:        87         71         91         65         67        209        181:
Other:        56:        12         10         10         24         13         42         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       31.4       25.4       45.5       11.0       23.0       17.5       30.9
Old  :                 15.4       31.6       25.0       44.7       11.6       23.7       18.1       31.4
Other:                 51.6       56.0       64.1       77.0       48.1       53.8       58.1       69.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   691,752:    63,014     75,943     30,406    449,304    431,821    542,724    538,170:   149,028    153,582
Old  :   691,752:    63,014     75,943     30,406    449,304    431,821    542,724    538,170:   149,028    153,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -45,947:     4,372      5,023    -43,170     -5,787     -2,552    -44,585    -40,699:    -1,361     -5,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       11.0        4.4       65.0       62.4       78.5       77.8:      21.5       22.2
Old  :     100.0:       9.1       11.0        4.4       65.0       62.4       78.5       77.8:      21.5       22.2
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  :       147:        21         30         30         82         77        120        120:
Old  :       147:        21         30         30         82         77        120        120:
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  :                 20.0       21.4       29.3       31.9       17.3       16.2       25.4       23.8
Old  :                 20.0       21.4       29.3       31.9       17.3       16.2       25.4       23.8
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   333,397:    34,886     45,295        373    238,247    239,121    273,505    284,789:    59,891     48,608
Old  :   333,397:    34,886     45,295        373    238,247    239,121    273,505    284,789:    59,891     48,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -12,177:     1,582     -3,627     -3,384       -430     -3,993     -2,232    -11,004:    -9,945     -1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.6        0.1       71.5       71.7       82.0       85.4:      18.0       14.6
Old  :     100.0:      10.5       13.6        0.1       71.5       71.7       82.0       85.4:      18.0       14.6
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  :        49:         5          7          3         28         27         36         34:
Old  :        49:         5          7          3         28         27         36         34:
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  :                 27.2       53.0       45.9       67.5       25.9       43.5       41.4       57.7
Old  :                 27.2       53.0       45.9       67.5       25.9       43.5       41.4       57.7
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,412:     1,046        784        444      5,639      5,886      7,129      7,114:       283        298
Old  :     7,412:     1,046        784        444      5,639      5,886      7,129      7,114:       283        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :      -535:        40        -83       -219       -361       -293       -540       -595:         5         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.6        6.0       76.1       79.4       96.2       96.0:       3.8        4.0
Old  :     100.0:      14.1       10.6        6.0       76.1       79.4       96.2       96.0:       3.8        4.0
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:         6          4          4         15         17         24         22:
Old  :        28:         6          4          4         15         17         24         22:
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  :                 60.3       48.7       73.9       72.1       45.6       38.4       52.5       50.2
Old  :                 60.3       48.7       73.9       72.1       45.6       38.4       52.5       50.2
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   227,793:    48,275      9,761     39,639    102,285    160,095    190,198    209,494:    37,595     18,299
Old  :   200,539:    46,737     11,272     31,172     88,145    140,782    166,054    183,227:    34,485     17,313
Other:    27,254:     3,505        456      6,500     14,140     19,312     24,144     26,268:     3,110        986
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -28,944:      -580      1,280    -15,778    -10,916    -14,246    -27,273    -28,744:    -1,671       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        4.3       17.4       44.9       70.3       83.5       92.0:      16.5        8.0
Old  :     100.0:      23.3        5.6       15.5       44.0       70.2       82.8       91.4:      17.2        8.6
Other:     100.0:      12.9        1.7       23.8       51.9       70.9       88.6       96.4:      11.4        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        61         24         62         73         68        173        136:
Old  :       191:        63         27         62         72         65        171        133:
Other:        74:        17         10         16         40         25         68         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       39.9       21.7       51.0        8.2       31.0       14.0       39.3
Old  :                 12.6       38.0       20.7       49.5        7.9       29.5       14.2       38.4
Other:                 30.2       55.1       46.3       72.2       24.8       50.1       34.3       57.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    20,061:     4,202      2,269      2,703      8,171     13,301     15,076     18,273:     4,985      1,788
Old  :    19,394:     4,262      2,277      2,577      7,723     13,005     14,562     17,859:     4,832      1,534
Other:       668:        11         63         55        448        296        514        414:       153        254
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :       143:       168       -114       -157         69        189         79        -82:        64        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       11.3       13.5       40.7       66.3       75.2       91.1:      24.8        8.9
Old  :     100.0:      22.0       11.7       13.3       39.8       67.1       75.1       92.1:      24.9        7.9
Other:     100.0:       1.7        9.4        8.3       67.1       44.3       77.1       62.0:      22.9       38.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        36         10         14         29         20         71         41:
Old  :        82:        37         10         14         29         20         71         41:
Other:        19:         5          2          4          5          8         11         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       46.3       29.1       60.9       18.8       44.1       27.5       56.7
Old  :                 19.8       47.0       29.2       61.8       18.9       46.1       27.8       59.0
Other:                 68.9       45.1       76.7       60.3       67.0       45.1       68.6       53.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   702,482:    99,476    124,194     32,528    467,465    439,457    599,469    596,179:   103,013    106,303
Old  :   702,482:    99,476    124,194     32,528    467,465    439,457    599,469    596,179:   103,013    106,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :   -84,017:    13,710     -5,612    -34,853    -54,690    -34,243    -75,834    -74,708:    -8,184     -9,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       17.7        4.6       66.5       62.6       85.3       84.9:      14.7       15.1
Old  :     100.0:      14.2       17.7        4.6       66.5       62.6       85.3       84.9:      14.7       15.1
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  :       183:        31         37         23         75         94        120        141:
Old  :       183:        31         37         23         75         94        120        141:
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  :                 26.9       21.7       37.6       31.3       21.9       18.8       32.1       26.0
Old  :                 26.9       21.7       37.6       31.3       21.9       18.8       32.1       26.0
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,647,817:   152,110    209,101    159,731  1,016,102    943,304  1,327,943  1,312,136:   319,874    335,681
Old  : 1,647,817:   152,110    209,101    159,731  1,016,102    943,304  1,327,943  1,312,136:   319,874    335,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :  -375,120:   -53,291    -12,104   -139,306   -211,706   -227,135   -404,302   -378,544:    29,183      3,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       12.7        9.7       61.7       57.2       80.6       79.6:      19.4       20.4
Old  :     100.0:       9.2       12.7        9.7       61.7       57.2       80.6       79.6:      19.4       20.4
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  :       239:        47         42         60        119        129        190        207:
Old  :       239:        47         42         60        119        129        190        207:
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  :                 18.3       14.4       27.9       21.4       16.7       10.4       23.0       15.7
Old  :                 18.3       14.4       27.9       21.4       16.7       10.4       23.0       15.7
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,106,917:   144,935     84,994     67,828    691,918    704,607    904,682    857,429:   202,235    249,488
Old  : 1,106,917:   144,935     84,994     67,828    691,918    704,607    904,682    857,429:   202,235    249,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :  -168,939:   -55,538    -25,768    -37,690    -71,822    -71,193   -165,049   -134,650:    -3,890    -34,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        7.7        6.1       62.5       63.7       81.7       77.5:      18.3       22.5
Old  :     100.0:      13.1        7.7        6.1       62.5       63.7       81.7       77.5:      18.3       22.5
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  :       153:        31         23         26         79         87        118        128:
Old  :       153:        31         23         26         79         87        118        128:
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  :                 25.4       19.3       36.9       28.5       22.9       15.5       31.0       21.8
Old  :                 25.4       19.3       36.9       28.5       22.9       15.5       31.0       21.8
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,266,260:   166,029     25,867    655,646    405,036    528,022  1,226,710  1,209,535:    39,550     56,725
Old  : 1,266,260:   166,029     25,867    655,646    405,036    528,022  1,226,710  1,209,535:    39,550     56,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    20,650:    35,773      4,188     -9,143     -3,417     25,186     23,214     20,230:    -2,563        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        2.0       51.8       32.0       41.7       96.9       95.5:       3.1        4.5
Old  :     100.0:      13.1        2.0       51.8       32.0       41.7       96.9       95.5:       3.1        4.5
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  :       119:        39         15         39         60         54        109         98:
Old  :       119:        39         15         39         60         54        109         98:
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  :                 43.2       35.5       58.4       55.6       10.1       11.0       12.7       15.1
Old  :                 43.2       35.5       58.4       55.6       10.1       11.0       12.7       15.1
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    50,139:    15,845      5,670        514     26,937     37,804     43,296     43,987:     6,843      6,151
Old  :    50,139:    15,845      5,670        514     26,937     37,804     43,296     43,987:     6,843      6,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -2,041:    -1,810     -1,338        -62       -132     -1,495     -2,004     -2,895:       -37        854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       11.3        1.0       53.7       75.4       86.4       87.7:      13.6       12.3
Old  :     100.0:      31.6       11.3        1.0       53.7       75.4       86.4       87.7:      13.6       12.3
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  :        96:        30         15         14         29         32         65         55:
Old  :        96:        30         15         14         29         32         65         55:
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  :                 24.3       38.0       37.4       56.8       23.4       38.0       36.5       56.5
Old  :                 24.3       38.0       37.4       56.8       23.4       38.0       36.5       56.5
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   100,277:    31,691     11,340      1,027     53,874     75,608     86,591     87,975:    13,686     12,303
Old  :   100,277:    31,691     11,340      1,027     53,874     75,608     86,591     87,975:    13,686     12,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :    -4,082:    -3,620     -2,676       -124       -264     -2,989     -4,008     -5,790:       -74      1,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       11.3        1.0       53.7       75.4       86.4       87.7:      13.6       12.3
Old  :     100.0:      31.6       11.3        1.0       53.7       75.4       86.4       87.7:      13.6       12.3
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  :        96:        30         15         14         29         32         65         55:
Old  :        96:        30         15         14         29         32         65         55:
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  :                 24.3       38.0       37.4       56.8       23.4       38.0       36.5       56.5
Old  :                 24.3       38.0       37.4       56.8       23.4       38.0       36.5       56.5
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    19,105:       766      1,037        955     17,261     16,934     18,982     18,926:       123        179
Old  :    19,105:       766      1,037        955     17,261     16,934     18,982     18,926:       123        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     1,842:       -52        179        808      1,107        844      1,863      1,831:       -21         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        5.4        5.0       90.3       88.6       99.4       99.1:       0.6        0.9
Old  :     100.0:       4.0        5.4        5.0       90.3       88.6       99.4       99.1:       0.6        0.9
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  :        30:         3          7          1         13         13         17         20:
Old  :        30:         3          7          1         13         13         17         20:
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  :                 75.8       83.5       94.4       92.0       75.8       72.9       84.7       78.6
Old  :                 75.8       83.5       94.4       92.0       75.8       72.9       84.7       78.6
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 with Delta-adjusted Options and Futures Combined, November 30, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    58,174:       677      2,489      1,873     55,134     53,732     57,684     58,094:       490         80
Old  :    58,174:       677      2,489      1,873     55,134     53,732     57,684     58,094:       490         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 23, 2010                    :
     :     7,473:       217       -338      1,174      5,913      6,874      7,304      7,710:       169       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        4.3        3.2       94.8       92.4       99.2       99.9:       0.8        0.1
Old  :     100.0:       1.2        4.3        3.2       94.8       92.4       99.2       99.9:       0.8        0.1
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  :        31:         5          5          1          7         18         13         23:
Old  :        31:         5          5          1          7         18         13         23:
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       63.8       98.5       88.5       79.5       61.6       81.0       75.4
Old  :                 94.0       63.8       98.5       88.5       79.5       61.6       81.0       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 3, 2010