```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      428,942
COMMITMENTS
  77,319  123,929   66,270  248,684  179,682  392,273  369,881   36,669   59,061

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -480)
   2,989   -2,973   -3,071   -2,275    2,841   -2,357   -3,203    1,877    2,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     28.9     15.4     58.0     41.9     91.5     86.2      8.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     108      156      145       93      113      298      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,220,762
COMMITMENTS
 375,881  111,048  120,673  580,335  756,913  1076889  988,634  143,873  232,128

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -16,569)
   8,342  -14,828     -276  -19,712    5,205  -11,646   -9,899   -4,923   -6,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      9.1      9.9     47.5     62.0     88.2     81.0     11.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      759)
     194      156      189      218      323      521      587
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       16,316
COMMITMENTS
   3,599    2,072      154    9,670   12,316   13,423   14,542    2,893    1,774

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        464)
     115       22       41      213      347      369      410       95       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     12.7      0.9     59.3     75.5     82.3     89.1     17.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        9        3       15        8       30       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      542,926
COMMITMENTS
 124,197   59,878   69,043  300,414  331,512  493,654  460,433   49,272   82,493

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -46,341)
 -48,512   -2,237   -1,569    1,139  -43,323  -48,942  -47,129    2,601      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     11.0     12.7     55.3     61.1     90.9     84.8      9.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     127      102      150      132      169      341      364
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      304,652
COMMITMENTS
  60,570   72,779   29,926  188,805  168,400  279,301  271,105   25,351   33,547

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      9,620)
  -1,002    4,405    2,058    8,864    3,230    9,920    9,693     -300      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     23.9      9.8     62.0     55.3     91.7     89.0      8.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      68       78       71       67       63      178      189
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      620,520
COMMITMENTS
  85,971   84,875    9,798  387,426  407,815  483,195  502,488  137,325  118,032

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,231)
   8,618     -762    4,470   -4,926   18,434    8,162   22,142       69  -13,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     13.7      1.6     62.4     65.7     77.9     81.0     22.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      36       22       14       67       70      111       98
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      373,817
COMMITMENTS
  56,139   33,211    2,921  251,133  297,342  310,193  333,474   63,624   40,343

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -4,156)
  -2,157    1,242    1,804   -2,188   -1,137   -2,541    1,909   -1,615   -6,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      8.9      0.8     67.2     79.5     83.0     89.2     17.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8        5        4       39       43       49       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,833
COMMITMENTS
     913    1,000      917    8,001    7,933    9,831    9,850    1,002      983

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        419)
      20      211       73      -84     -249        9       35      410      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      9.2      8.5     73.9     73.2     90.8     90.9      9.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        6       19       22       29       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      187,731
COMMITMENTS
  33,995   46,110   20,949   99,640   88,991  154,584  156,050   33,147   31,681

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -180)
   1,357   -2,224     -395     -862    2,195      100     -424     -280      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     24.6     11.2     53.1     47.4     82.3     83.1     17.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      41       54       41       70       61      135      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,227
COMMITMENTS
   3,750    3,526    2,306    8,407   11,320   14,463   17,152    3,764    1,075

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        -64)
    -425     -119      210       55      150     -160      241       96     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     19.3     12.7     46.1     62.1     79.3     94.1     20.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       18       22       24       17       63       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      723,030
COMMITMENTS
 226,541  168,075   17,306  370,869  426,761  614,716  612,142  108,314  110,888

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     20,274)
   8,424   -1,340    2,369    1,348   16,993   12,141   18,022    8,133    2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     23.2      2.4     51.3     59.0     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       45       18       74      107      129      159
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,504,168
COMMITMENTS
 204,311  270,191   24,258  1000812  892,249  1229381  1186698  274,787  317,470

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      9,827)
  46,405  -23,898    8,865  -58,838   -3,757   -3,568  -18,790   13,395   28,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     18.0      1.6     66.5     59.3     81.7     78.9     18.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      36       46       19      112      114      160      167
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,249,117
COMMITMENTS
 392,810  100,923    6,054  657,155  912,640  1056019  1019617  193,098  229,500

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     76,155)
  69,133   13,650   -2,369   12,607   65,306   79,371   76,587   -3,216     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      8.1      0.5     52.6     73.1     84.5     81.6     15.5     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      37       21       15       69      106      112      136
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      641,904
COMMITMENTS
  65,558   58,155   99,387  442,808  444,008  607,753  601,550   34,151   40,354

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     19,912)
   2,659   -1,470    1,660   11,129   16,827   15,448   17,017    4,464    2,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      9.1     15.5     69.0     69.2     94.7     93.7      5.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      23       22       28       59       66       92      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,649
COMMITMENTS
   6,572    2,608    3,802   34,991   38,423   45,365   44,833    8,285    8,817

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      3,285)
    -415    1,729      274    1,001   -1,212      860      791    2,425    2,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      4.9      7.1     65.2     71.6     84.6     83.6     15.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      18       13        8       38       36       63       52
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,406
COMMITMENTS
   3,299    1,249      202    9,145    9,380   12,646   10,831    1,760    3,575

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,986)
     150        0      202    1,412     -784    1,764     -582      222    2,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      8.7      1.4     63.5     65.1     87.8     75.2     12.2     24.8

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 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       78,486
COMMITMENTS
  13,685    9,857       60   51,692   58,086   65,437   68,003   13,049   10,483

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,597)
    -616    3,971     -370     -823     -856   -1,809    2,745    4,406     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     12.6      0.1     65.9     74.0     83.4     86.6     16.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      18       13        4       35       31       56       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,404
COMMITMENTS
   6,110   12,888      505    6,413        0   13,028   13,393      376       11

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:         98)
    -135       53       45      147        0       57       98       41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6     96.2      3.8     47.8      0.0     97.2     99.9      2.8      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 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,502
COMMITMENTS
   1,586      428        1    7,635    8,960    9,222    9,389      280      113

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -289)
    -469     -138     -365      540      228     -294     -275        5      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      4.5      0.0     80.4     94.3     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        5        1        5       11       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,135
COMMITMENTS
   1,124      455        0   12,718   13,525   13,842   13,980      293      155

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -141)
    -666        5        0      500     -159     -166     -154       25       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      3.2      0.0     90.0     95.7     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        3        0        5       14       12       17
```

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Updated October 28, 2011