```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      522,496
COMMITMENTS
  73,524  119,285  129,679  275,383  204,652  478,586  453,616   43,910   68,880

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -13,276)
  -1,868    7,602  -10,397   -1,372  -13,175  -13,637  -15,970      361    2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     22.8     24.8     52.7     39.2     91.6     86.8      8.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     101      171      175      107      122      322      364
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,910,946
COMMITMENTS
 324,363  103,755  586,139  825,639  976,216  1736142  1666111  174,804  244,834

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     20,943)
  -6,218   12,164      864   31,628   13,209   26,275   26,238   -5,332   -5,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      5.4     30.7     43.2     51.1     90.9     87.2      9.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      814)
     228      176      307      294      362      662      721
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       20,244
COMMITMENTS
   2,169    2,403    2,503   12,780   13,036   17,452   17,942    2,792    2,302

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:        643)
    -227       54       11    1,079      475      862      540     -220      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     11.9     12.4     63.1     64.4     86.2     88.6     13.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14       10        6       17       10       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      702,174
COMMITMENTS
 109,433   83,620  206,924  329,572  319,985  645,929  610,529   56,246   91,645

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     21,142)
     409   21,512    5,087   10,395  -13,446   15,891   13,153    5,251    7,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     11.9     29.5     46.9     45.6     92.0     86.9      8.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     132      154      199      140      183      398      433
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      365,937
COMMITMENTS
  57,249   64,936   77,363  199,993  190,905  334,605  333,204   31,333   32,733

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -6,556)
   1,556   -1,115   -2,060   -6,178   -1,130   -6,683   -4,305      127   -2,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     17.7     21.1     54.7     52.2     91.4     91.1      8.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      77       82       94       77       74      209      213
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      768,775
COMMITMENTS
  60,215   98,191   65,850  487,213  467,293  613,278  631,334  155,497  137,441

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     12,990)
    -346      777   -1,205    4,307    6,945    2,757    6,518   10,233    6,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     12.8      8.6     63.4     60.8     79.8     82.1     20.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      35       23       37       83       84      133      129
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      395,602
COMMITMENTS
  56,066   29,081    2,836  265,903  321,606  324,805  353,523   70,797   42,079

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     10,662)
   2,248      425     -415    5,755   13,683    7,588   13,693    3,074   -3,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      7.4      0.7     67.2     81.3     82.1     89.4     17.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8        5        3       44       40       54       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      243,329
COMMITMENTS
  32,060   59,368   48,623  125,735   98,889  206,418  206,880   36,912   36,449

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     12,579)
   1,107    9,396    4,097    9,793    1,304   14,997   14,798   -2,418   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     24.4     20.0     51.7     40.6     84.8     85.0     15.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      37       72       57       75       65      149      165
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       18,790
COMMITMENTS
   2,993    3,905    2,679    9,290   10,398   14,961   16,981    3,828    1,809

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,084)
    -177      588       31      248   -1,027      102     -408      982    1,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     20.8     14.3     49.4     55.3     79.6     90.4     20.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      23       28       18       26       20       61       58
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      810,830
COMMITMENTS
 221,681  136,318   47,004  437,629  521,140  706,314  704,462  104,516  106,368

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -8,618)
 -11,256    9,046    2,891    6,271  -17,247   -2,094   -5,309   -6,524   -3,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     16.8      5.8     54.0     64.3     87.1     86.9     12.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      43       43       26       85      110      146      162
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,809,456
COMMITMENTS
 185,494  283,030  193,931  1125714  1033723  1505139  1510684  304,317  298,772

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     12,267)
  12,073   16,603   19,115   -7,406   21,630   23,783   57,348  -11,515  -45,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     15.6     10.7     62.2     57.1     83.2     83.5     16.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      43       51       62      133      145      206      228
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,412,616
COMMITMENTS
 430,592  127,475  102,350  669,833  947,125  1202776  1176950  209,840  235,665

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     -7,059)
  12,419    6,323    4,430  -23,146  -11,172   -6,297     -419     -762   -6,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      9.0      7.2     47.4     67.0     85.1     83.3     14.9     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      33       29       37       85      110      138      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      768,944
COMMITMENTS
  68,034   61,369  236,317  416,529  421,746  720,880  719,432   48,063   49,512

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     11,059)
   3,511    1,092   -3,061   -2,936     -243   -2,485   -2,212   13,544   13,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      8.0     30.7     54.2     54.8     93.7     93.6      6.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      21       27       36       58       65       97      111
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       47,581
COMMITMENTS
   9,906    4,071    1,038   29,214   36,895   40,158   42,004    7,423    5,577

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      2,868)
   2,691     -288      112     -822    2,506    1,980    2,329      887      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      8.6      2.2     61.4     77.5     84.4     88.3     15.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       11       10       37       31       67       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       95,161
COMMITMENTS
  19,812    8,143    2,076   58,428   73,789   80,316   84,007   14,845   11,154

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      5,735)
   5,381     -576      223   -1,643    5,012    3,961    4,659    1,774    1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      8.6      2.2     61.4     77.5     84.4     88.3     15.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       11       10       37       31       67       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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