```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,998
COMMITMENTS
  73,701  129,223   98,138  237,220  159,134  409,059  386,495   35,939   58,503

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     10,357)
  -1,308     -283    5,946    3,974    3,482    8,611    9,145    1,746    1,212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     29.0     22.1     53.3     35.8     91.9     86.9      8.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     102      161      162       95      111      297      349
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,568,094
COMMITMENTS
 293,238  159,254  415,894  693,812  727,001  1402944  1302149  165,150  265,945

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     23,755)
  -2,976    2,728   25,220   -2,330   -8,212   19,914   19,736    3,841    4,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     10.2     26.5     44.2     46.4     89.5     83.0     10.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     147      208      243      246      314      538      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,930
COMMITMENTS
   2,194    2,081      790    8,977    9,034   11,961   11,906    1,969    2,025

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:         37)
    -166      -95       59      196       92       89       55      -52      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     14.9      5.7     64.4     64.9     85.9     85.5     14.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        8        5       16        8       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      739,312
COMMITMENTS
  95,077   74,929  257,004  334,944  324,518  687,026  656,452   52,286   82,860

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -28,390)
  -3,938   -7,130   -5,623  -19,132  -11,107  -28,693  -23,859      303   -4,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     10.1     34.8     45.3     43.9     92.9     88.8      7.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      494)
     136      153      238      133      156      414      441
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      354,317
COMMITMENTS
  62,359   74,314   71,421  192,284  175,070  326,064  320,806   28,252   33,511

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -9,179)
    -215    1,444    2,684  -12,952  -10,258  -10,483   -6,130    1,304   -3,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     21.0     20.2     54.3     49.4     92.0     90.5      8.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      66       78       80       67       74      180      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      703,470
COMMITMENTS
  58,645   87,920   51,305  447,737  435,715  557,686  574,940  145,784  128,530

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     21,524)
     697    5,629    9,637   12,252   17,191   22,586   32,457   -1,063  -10,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     12.5      7.3     63.6     61.9     79.3     81.7     20.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      28       28       37       86       78      134      123
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      367,791
COMMITMENTS
  59,028   34,745    1,197  244,798  289,742  305,023  325,684   62,768   42,107

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -13,909)
   4,170    1,796       14  -17,928  -14,197  -13,744  -12,387     -165   -1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      9.4      0.3     66.6     78.8     82.9     88.6     17.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        7        4       43       37       53       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,872
COMMITMENTS
   1,134    1,219      934    7,164    7,200    9,232    9,353      640      519

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -266)
     -83       27      -30     -141     -214     -254     -217      -12      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     12.3      9.5     72.6     72.9     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        5       20       20       29       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      226,453
COMMITMENTS
  28,483   55,470   40,895  125,092   97,440  194,470  193,806   31,984   32,648

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -8,047)
  -1,464   -8,399      501   -5,300    1,970   -6,264   -5,927   -1,784   -2,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     24.5     18.1     55.2     43.0     85.9     85.6     14.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      34       57       52       76       67      144      155
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,069
COMMITMENTS
   2,798    5,448    3,545    9,594    7,565   15,937   16,558    3,132    2,511

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -575)
       4      247     -160     -237     -452     -392     -365     -183     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     28.6     18.6     50.3     39.7     83.6     86.8     16.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       28       19       23       19       60       59
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      737,722
COMMITMENTS
 195,496  116,251   30,704  402,338  494,135  628,539  641,090  109,183   96,632

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -2,619)
 -17,367      115    1,357    8,596    1,408   -7,414    2,880    4,795   -5,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     15.8      4.2     54.5     67.0     85.2     86.9     14.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      34       38       22       82      103      133      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,734,484
COMMITMENTS
 181,370  186,766  159,580  1106689  1090339  1447640  1436686  286,844  297,798

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     19,616)
 -27,267   -1,863   12,964   55,871   10,574   41,568   21,675  -21,952   -2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     10.8      9.2     63.8     62.9     83.5     82.8     16.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      45       40       55      124      134      194      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,378,180
COMMITMENTS
 375,055  123,016   81,910  701,821  948,919  1158785  1153844  219,395  224,336

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -70,478)
  10,591   -1,155    2,095  -62,630  -80,190  -49,944  -79,250  -20,534    8,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      8.9      5.9     50.9     68.9     84.1     83.7     15.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      31       25       33       84      108      131      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      710,514
COMMITMENTS
  90,420   72,530  194,970  393,736  402,560  679,126  670,059   31,389   40,455

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -6,840)
   5,142    8,087   -5,155   -6,040   -8,915   -6,053   -5,984     -787     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     10.2     27.4     55.4     56.7     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      25       23       37       56       59       96      106
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,735
COMMITMENTS
  14,827    3,799      357   26,183   38,301   41,367   42,457    5,368    4,278

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -61,263)
   2,092      616  -10,813  -48,795  -46,718  -57,517  -56,915   -3,746   -4,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      8.1      0.8     56.0     82.0     88.5     90.8     11.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      28        8        8       34       26       65       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,470
COMMITMENTS
  29,654    7,597      714   52,365   76,603   82,734   84,914   10,736    8,556

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -68,840)
   3,989   -3,896   -7,055  -61,795  -55,133  -64,861  -66,084   -3,980   -2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7      8.1      0.8     56.0     82.0     88.5     90.8     11.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      28        8        8       34       26       65       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,214
COMMITMENTS
   7,114   15,621      512    8,368       58   15,994   16,191      220       23

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -730)
    -345       32     -833      364       58     -814     -743       84       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     96.3      3.2     51.6      0.4     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       13        4        3        2       15       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,464
COMMITMENTS
   1,195    1,917       25    9,002    8,443   10,222   10,385      242       79

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,320)
     -13     -385     -311     -158      175     -482     -521     -838     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     18.3      0.2     86.0     80.7     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        1        6       12       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,415
COMMITMENTS
   1,022      839        0   10,983   11,350   12,005   12,189      410      226

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,885)
     180      -70     -969   -1,122     -863   -1,911   -1,902       26       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      6.8      0.0     88.5     91.4     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        0        7       12       15       17
```

----

Updated December 23, 2011