```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      433,325
COMMITMENTS
  75,933  127,717   69,068  253,857  178,911  398,858  375,696   34,467   57,629

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      4,383)
  -1,386    3,788    2,798    5,173     -771    6,585    5,815   -2,202   -1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     29.5     15.9     58.6     41.3     92.0     86.7      8.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     110      155      143       94      113      295      333
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,231,824
COMMITMENTS
 383,776  114,503  114,251  589,386  772,698  1087413  1001452  144,411  230,372

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     11,062)
   7,895    3,455   -6,422    9,051   15,785   10,524   12,818      538   -1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      9.3      9.3     47.8     62.7     88.3     81.3     11.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      749)
     201      153      186      221      325      513      591
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,137
COMMITMENTS
   3,744    2,093      229    9,203   11,721   13,176   14,043    2,961    2,094

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -179)
     145       21       75     -467     -595     -247     -499       68      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     13.0      1.4     57.0     72.6     81.7     87.0     18.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        9        4       15        7       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,805
COMMITMENTS
 119,934   67,235   70,311  281,083  302,398  471,328  439,944   47,477   78,861

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -24,121)
  -4,263    7,357    1,268  -19,331  -29,114  -22,326  -20,489   -1,795   -3,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     13.0     13.6     54.2     58.3     90.8     84.8      9.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     118      114      140      108      173      314      375
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      308,260
COMMITMENTS
  60,135   74,518   31,170  188,591  170,453  279,896  276,141   28,364   32,119

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,608)
    -435    1,739    1,244     -214    2,053      595    5,036    3,013   -1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     24.2     10.1     61.2     55.3     90.8     89.6      9.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      69       75       78       68       68      186      199
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      622,374
COMMITMENTS
  63,986   93,262    5,941  416,707  403,043  486,634  502,246  135,740  120,128

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,854)
 -21,985    8,387   -3,857   29,281   -4,772    3,439     -242   -1,585    2,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     15.0      1.0     67.0     64.8     78.2     80.7     21.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       23       12       68       68      105       97
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,905
COMMITMENTS
  55,492   32,204    1,349  261,936  304,328  318,777  337,881   60,128   41,024

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,088)
    -647   -1,007   -1,572   10,803    6,986    8,584    4,407   -3,496      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      8.5      0.4     69.1     80.3     84.1     89.2     15.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8        5        3       39       42       49       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,689
COMMITMENTS
     947      917    1,132    7,773    7,939    9,852    9,988      837      701

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -144)
      34      -83      215     -228        6       21      138     -165     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.6     10.6     72.7     74.3     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        7        7       18       21       29       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      188,866
COMMITMENTS
  33,177   48,436   19,985  103,940   91,486  157,102  159,907   31,764   28,959

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,135)
    -818    2,326     -964    4,300    2,495    2,518    3,857   -1,383   -2,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     25.6     10.6     55.0     48.4     83.2     84.7     16.8     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      36       55       42       72       62      135      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,346
COMMITMENTS
   4,020    3,345    1,795    7,901   11,253   13,716   16,393    3,630      953

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -881)
     270     -181     -511     -506      -67     -747     -759     -134     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     19.3     10.3     45.5     64.9     79.1     94.5     20.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       18       17       24       17       60       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      712,419
COMMITMENTS
 198,786  139,344   20,164  386,940  447,828  605,890  607,336  106,529  105,083

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -10,611)
 -27,755  -28,731    2,858   16,071   21,067   -8,826   -4,806   -1,785   -5,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     19.6      2.8     54.3     62.9     85.0     85.2     15.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      44       45       16       77      103      131      155
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,453,541
COMMITMENTS
 179,068  307,761   16,248  975,798  840,930  1171114  1164939  282,427  288,602

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -50,627)
 -25,243   37,570   -8,010  -25,014  -51,319  -58,267  -21,759    7,640  -28,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     21.2      1.1     67.1     57.9     80.6     80.1     19.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      25       61       32      101      120      150      189
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,221,831
COMMITMENTS
 370,760  118,729   16,001  632,638  850,788  1019399  985,518  202,432  236,313

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -27,286)
 -22,050   17,806    9,947  -24,517  -61,852  -36,620  -34,099    9,334    6,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      9.7      1.3     51.8     69.6     83.4     80.7     16.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      31       26       23       74       95      116      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      596,589
COMMITMENTS
  64,731   60,954   91,487  404,519  410,509  560,737  562,950   35,852   33,639

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -45,315)
    -827    2,799   -7,900  -38,289  -33,499  -47,016  -38,600    1,701   -6,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     10.2     15.3     67.8     68.8     94.0     94.4      6.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      19       24       27       53       64       84      106
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,785
COMMITMENTS
   7,954    2,467    4,119   36,315   41,905   48,387   48,491    8,398    8,294

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,136)
   1,382     -141      317    1,324    3,482    3,022    3,658      114     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      4.3      7.3     64.0     73.8     85.2     85.4     14.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      22       12        9       40       34       67       52
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,830
COMMITMENTS
   3,254    1,224      202    9,543    9,778   12,999   11,204    1,831    3,626

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        424)
     -45      -25        0      398      398      353      373       71       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      8.3      1.4     64.3     65.9     87.7     75.5     12.3     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        8        8       12       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,909
COMMITMENTS
  16,525    9,612      707   53,543   64,254   70,775   74,573   13,134    9,336

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,423)
   2,840     -245      647    1,851    6,168    5,338    6,570       85   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     11.5      0.8     63.8     76.6     84.3     88.9     15.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      22       12        6       37       29       61       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,636
COMMITMENTS
   6,133   13,111      514    6,656        0   13,303   13,625      333       11

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        232)
      23      223        9      243        0      275      232      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0     96.1      3.8     48.8      0.0     97.6     99.9      2.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       11        2        3        0       17       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,146
COMMITMENTS
   1,024      772        1    8,888    9,263    9,913   10,036      233      110

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        644)
    -562      344        0    1,253      303      691      647      -47       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      7.6      0.0     87.6     91.3     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        1        5       12       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,852
COMMITMENTS
     496    1,652        0   14,108   13,065   14,604   14,717      248      135

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        717)
    -628    1,197        0    1,390     -460      762      737      -45      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     11.1      0.0     95.0     88.0     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        7        0        5       14        9       21
```

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Updated November 10, 2011