```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      414,093
COMMITMENTS
  77,160  126,414   55,112  243,139  167,588  375,411  349,114   38,682   64,979

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -12,301)
     141    6,756   -8,735   -2,116  -11,395  -10,710  -13,374   -1,591    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     30.5     13.3     58.7     40.5     90.7     84.3      9.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      96      160      137       91      110      279      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,318,579
COMMITMENTS
 385,203  123,007  149,376  645,358  835,832  1179937  1108215  138,642  210,364

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     51,006)
    -350   10,028   17,611   40,197   28,972   57,458   56,611   -6,452   -5,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      9.3     11.3     48.9     63.4     89.5     84.0     10.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      758)
     190      163      204      228      334      528      616
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,867
COMMITMENTS
   3,729    2,348      546   10,855   12,810   15,130   15,704    2,737    2,163

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        408)
      29        3     -175      774      479      628      307     -220      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     13.1      3.1     60.8     71.7     84.7     87.9     15.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        9        4       16       10       31       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      529,417
COMMITMENTS
 118,240   93,680   71,387  288,628  278,390  478,255  443,457   51,162   85,960

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     13,594)
    -746   20,085    1,593    8,695  -14,437    9,542    7,241    4,052    6,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     17.7     13.5     54.5     52.6     90.3     83.8      9.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      487)
     120      142      145      112      165      330      385
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      293,991
COMMITMENTS
  62,255   69,252   32,730  169,076  160,647  264,061  262,629   29,930   31,362

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -6,056)
     458   -1,277   -1,046   -4,894     -838   -5,482   -3,161     -574   -2,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     23.6     11.1     57.5     54.6     89.8     89.3     10.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      75       76       83       70       64      195      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      634,416
COMMITMENTS
  64,858   98,947    4,898  422,095  407,596  491,851  511,441  142,565  122,975

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     12,820)
     985      985   -1,070    4,922    8,421    4,837    8,336    7,983    4,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     15.6      0.8     66.5     64.2     77.5     80.6     22.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      34       22       13       70       77      111      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      391,849
COMMITMENTS
  56,141   30,357      953  265,828  319,799  322,922  351,109   68,927   40,740

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     10,612)
   2,264      428     -451    5,741   13,685    7,554   13,662    3,058   -3,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      7.7      0.2     67.8     81.6     82.4     89.6     17.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9        4        2       44       40       54       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,148
COMMITMENTS
   1,180      840    1,341    7,539    7,954   10,060   10,135    1,088    1,013

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        254)
     126        2      149      -76     -116      199       35       55      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      7.5     12.0     67.6     71.3     90.2     90.9      9.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        4        5       19       25       29       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,010
COMMITMENTS
  39,408   59,780   24,496  108,452   88,093  172,356  172,369   34,654   34,641

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     10,145)
   2,709    9,403    1,936    7,539      923   12,184   12,262   -2,039   -2,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     28.9     11.8     52.4     42.6     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      46       62       46       73       61      144      152
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,506
COMMITMENTS
   3,529    3,873    1,720    8,547   10,195   13,796   15,788    3,710    1,718

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,019)
      16      592     -133      165     -908       48     -449      971    1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     22.1      9.8     48.8     58.2     78.8     90.2     21.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       25       17       23       18       57       55
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      758,953
COMMITMENTS
 226,329  138,692   21,426  409,427  493,266  657,182  653,384  101,771  105,569

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -10,869)
 -10,753    9,068      732    4,971  -18,146   -5,050   -8,346   -5,819   -2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     18.3      2.8     53.9     65.0     86.6     86.1     13.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      45       41       16       82      108      137      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,480,368
COMMITMENTS
 190,194  289,736   25,167  984,924  889,289  1200285  1204192  280,083  276,176

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -4,319)
   5,784    9,151    8,949   -7,344   19,376    7,389   37,476  -11,708  -41,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     19.6      1.7     66.5     60.1     81.1     81.3     18.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      32       54       36      106      121      166      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,264,166
COMMITMENTS
 436,520  139,937   19,732  606,500  878,768  1062752  1038437  201,414  225,729

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        522)
  13,032    6,399    7,065  -17,620   -5,170    2,477    8,294   -1,955   -7,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     11.1      1.6     48.0     69.5     84.1     82.1     15.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      37       25       26       72      101      120      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      598,935
COMMITMENTS
  72,069   61,778   87,532  395,106  403,661  554,707  552,971   44,228   45,964

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     11,991)
   3,709      737   -2,049   -3,171      -41   -1,511   -1,353   13,502   13,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.3     14.6     66.0     67.4     92.6     92.3      7.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      21       23       25       50       60       81       99
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,518
COMMITMENTS
   9,858    4,268      156   28,168   35,613   38,181   40,036    7,338    5,482

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,843)
   2,687     -302      136     -875    2,457    1,948    2,291      896      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      9.4      0.3     61.9     78.2     83.9     88.0     16.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23        9        4       35       31       60       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,036
COMMITMENTS
  19,715    8,535      311   56,335   71,226   76,361   80,072   14,675   10,964

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,686)
   5,373     -603      271   -1,749    4,914    3,895    4,582    1,791    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      9.4      0.3     61.9     78.2     83.9     88.0     16.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      23        9        4       35       31       60       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,023
COMMITMENTS
   6,398   14,359      514    7,767        0   14,679   14,873      344      150

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,251)
     366    1,105        0    1,027        0    1,393    1,105     -142      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     95.6      3.4     51.7      0.0     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11       12        2        3        0       16       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,029
COMMITMENTS
   1,206      550        0    8,591    9,361    9,797    9,911      232      118

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -678)
      67     -813        0     -750      127     -683     -686        5        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      5.5      0.0     85.7     93.3     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        5        0        5       11       13       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,062
COMMITMENTS
     904    1,309        0   13,827   13,609   14,731   14,918      331      144

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:       -576)
    -397     -733        0     -228      196     -625     -537       49      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      8.7      0.0     91.8     90.4     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        4        0        5       12       12       16
```

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Updated November 18, 2011