```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      537,170
COMMITMENTS
  73,774  116,951  139,917  282,264  217,889  495,955  474,757   41,215   62,413

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -4,708)
   3,207   -4,074   -5,746   -3,873    2,028   -6,411   -7,791    1,704    3,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     21.8     26.0     52.5     40.6     92.3     88.4      7.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     113      168      183      113      125      344      367
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,843,331
COMMITMENTS
 303,417   89,921  586,991  769,602  895,012  1660011  1571924  183,320  271,407

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -77,803)
   7,706  -21,259  -51,181  -27,372    1,271  -70,847  -71,168   -6,956   -6,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.9     31.8     41.8     48.6     90.1     85.3      9.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      807)
     216      177      310      289      358      655      714
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       18,239
COMMITMENTS
   2,707    2,084    1,583   10,978   12,612   15,267   16,278    2,972    1,961

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        414)
      59       34       42      224      276      325      352       89       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.4      8.7     60.2     69.1     83.7     89.2     16.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        6       16        9       31       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      696,883
COMMITMENTS
 117,298   53,721  186,081  338,352  368,915  641,731  608,716   55,153   88,167

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:   -181,005)
  -6,327   -4,831 -107,351  -66,160  -67,577 -179,838 -179,759   -1,166   -1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      7.7     26.7     48.6     52.9     92.1     87.3      7.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     139      110      186      149      180      379      403
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      380,477
COMMITMENTS
  54,263   68,615   79,482  220,471  197,953  354,216  346,050   26,261   34,427

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      9,264)
  -3,027    4,977    1,838   10,667    2,467    9,478    9,283     -214      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     18.0     20.9     57.9     52.0     93.1     91.0      6.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      69       86       86       72       72      194      211
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      730,262
COMMITMENTS
  79,503   85,276   60,891  440,398  454,044  580,792  600,210  149,470  130,052

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:    -16,930)
  11,346    3,287  -15,236  -11,472    7,652  -15,361   -4,297   -1,569  -12,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     11.7      8.3     60.3     62.2     79.5     82.2     20.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      33       27       38       80       80      132      126
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      377,307
COMMITMENTS
  56,139   32,057    4,398  251,190  299,133  311,727  335,588   65,580   41,719

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     -5,370)
  -2,157    1,206    1,772   -3,174   -2,307   -3,558      672   -1,812   -6,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      8.5      1.2     66.6     79.3     82.6     88.9     17.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       8        5        4       39       43       49       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      216,888
COMMITMENTS
  29,799   44,556   39,036  112,597  100,136  181,433  183,727   35,455   33,161

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,330)
     939   -2,595      452      142    3,074    1,533      930     -203      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     20.5     18.0     51.9     46.2     83.7     84.7     16.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      43       54       53       74       68      146      154
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       19,082
COMMITMENTS
   3,693    3,517    2,789    8,698   11,663   15,180   17,969    3,902    1,113

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -785)
     171     -156     -540     -539      212     -907     -484      122     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     18.4     14.6     45.6     61.1     79.5     94.2     20.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25       18       22       27       20       67       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      773,132
COMMITMENTS
 220,001  167,210   40,814  401,185  452,893  662,001  660,918  111,131  112,214

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,383)
   8,304   -3,221   -5,099   -2,833   15,331      372    7,011    8,012    1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     21.6      5.3     51.9     58.6     85.6     85.5     14.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      40       48       28       79      109      138      167
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,743,174
COMMITMENTS
 199,105  269,014  130,743  1116355  1002307  1446203  1402064  296,971  341,109

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:   -102,887)
  65,547  -26,619  -53,468 -127,674  -54,198 -115,595 -134,285   12,708   31,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     15.4      7.5     64.0     57.5     83.0     80.4     17.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      36       50       49      129      139      193      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,368,941
COMMITMENTS
 385,451   94,919   70,173  714,601  964,914  1170225  1130006  198,716  238,936

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     25,386)
  55,376    7,834  -29,658    3,060   46,175   28,779   24,352   -3,392    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      6.9      5.1     52.2     70.5     85.5     82.5     14.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      29       30       32       84      110      132      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      834,511
COMMITMENTS
  60,852   57,948  264,263  470,777  467,677  795,892  789,888   38,620   44,624

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     18,391)
   1,564   -1,863      939   11,420   16,584   13,924   15,660    4,467    2,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.9     31.7     56.4     56.0     95.4     94.7      4.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24       27       41       67       70      111      120
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       55,707
COMMITMENTS
   6,680    2,473    4,583   36,019   39,707   47,282   46,763    8,425    8,944

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      3,202)
    -499    1,560      345      945   -1,139      791      766    2,411    2,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      4.4      8.2     64.7     71.3     84.9     83.9     15.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       14       12       40       37       68       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       14,447
COMMITMENTS
   3,297    1,249      204    9,145    9,380   12,646   10,833    1,801    3,614

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      1,980)
     151        0      201    1,412     -784    1,764     -583      216    2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      8.6      1.4     63.3     64.9     87.5     75.0     12.5     25.0

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
OPTION AND FUTURES COMBINED 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:       82,521
COMMITMENTS
  13,845    9,527    1,679   53,748   60,654   69,272   71,860   13,249   10,661

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      2,443)
    -759    3,662     -253     -935     -710   -1,946    2,699    4,389     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     11.5      2.0     65.1     73.5     83.9     87.1     16.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18       14       10       37       32       63       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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