```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      543,834
COMMITMENTS
  73,272  121,848  144,011  287,556  217,404  504,839  483,263   38,996   60,571

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      6,664)
    -502    4,897    4,095    5,291     -486    8,884    8,506   -2,220   -1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     22.4     26.5     52.9     40.0     92.8     88.9      7.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     118      162      180      112      125      338      371
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,862,592
COMMITMENTS
 318,791   94,705  579,831  780,049  919,759  1678671  1594294  183,921  268,297

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     19,261)
  15,374    4,784   -7,160   10,447   24,747   18,660   22,370      601   -3,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.1     31.1     41.9     49.4     90.1     85.6      9.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      804)
     220      179      297      289      359      650      706
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       18,084
COMMITMENTS
   2,742    2,112    1,760   10,558   11,998   15,060   15,870    3,024    2,214

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -155)
      35       28      177     -420     -614     -207     -408       51      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     11.7      9.7     58.4     66.3     83.3     87.8     16.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      16       11        8       16        9       34       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      680,576
COMMITMENTS
 112,347   59,208  195,570  319,008  341,081  626,924  595,858   53,651   84,717

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -16,307)
  -4,951    5,487    9,489  -19,344  -27,834  -14,806  -12,858   -1,501   -3,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      8.7     28.7     46.9     50.1     92.1     87.6      7.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      481)
     140      116      189      136      186      370      423
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      386,447
COMMITMENTS
  53,111   69,727   82,863  221,296  200,681  357,271  353,271   29,176   33,176

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,970)
  -1,151    1,112    3,381      825    2,728    3,055    7,221    2,916   -1,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     18.0     21.4     57.3     51.9     92.5     91.4      7.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      70       82       93       74       76      201      221
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      755,826
COMMITMENTS
  58,893   93,878   67,264  478,945  456,701  605,102  617,843  150,724  137,984

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     25,565)
 -20,611    8,602    6,373   38,547    2,657   24,310   17,633    1,254    7,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     12.4      8.9     63.4     60.4     80.1     81.7     19.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      32       25       35       79       74      128      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      383,162
COMMITMENTS
  55,492   31,021    2,929  262,006  306,147  320,427  340,097   62,736   43,066

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,856)
    -647   -1,037   -1,469   10,816    7,015    8,700    4,509   -2,844    1,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      8.1      0.8     68.4     79.9     83.6     88.8     16.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       8        5        3       39       42       49       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      218,180
COMMITMENTS
  28,444   47,620   37,870  118,074  102,213  184,388  187,703   33,793   30,478

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,292)
  -1,355    3,064   -1,166    5,477    2,078    2,955    3,975   -1,663   -2,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     21.8     17.4     54.1     46.8     84.5     86.0     15.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      34       59       52       74       68      143      158
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       18,323
COMMITMENTS
   3,888    3,364    2,376    8,353   11,580   14,617   17,320    3,706    1,003

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:       -759)
     195     -153     -413     -346      -84     -563     -649     -196     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     18.4     13.0     45.6     63.2     79.8     94.5     20.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      25       19       17       27       20       64       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      762,055
COMMITMENTS
 194,808  138,674   42,542  414,663  474,048  652,012  655,263  110,043  106,792

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -11,077)
 -25,193  -28,536    1,727   13,477   21,155   -9,989   -5,654   -1,088   -5,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     18.2      5.6     54.4     62.2     85.6     86.0     14.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       46       26       81      104      141      160
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,783,752
COMMITMENTS
 173,662  292,798  178,775  1123541  992,746  1475979  1464319  307,773  319,433

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     40,579)
 -25,442   23,784   48,032    7,186   -9,561   29,776   62,255   10,802  -21,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     16.4     10.0     63.0     55.7     82.7     82.1     17.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      32       60       59      129      141      199      222
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,390,164
COMMITMENTS
 369,420  108,139  104,946  706,499  930,843  1180865  1143928  209,299  246,236

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     21,223)
 -16,031   13,220   34,773   -8,102  -34,070   10,640   13,922   10,583    7,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6      7.8      7.5     50.8     67.0     84.9     82.3     15.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      29       28       34       83      104      129      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      765,748
COMMITMENTS
  59,747   60,597  239,225  426,758  428,478  725,730  728,300   40,017   37,447

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:    -68,764)
  -1,105    2,649  -25,038  -44,019  -39,199  -70,162  -61,588    1,398   -7,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      7.9     31.2     55.7     56.0     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      17       31       39       61       67      102      116
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       58,965
COMMITMENTS
   8,045    2,314    4,988   37,349   43,227   50,382   50,529    8,583    8,436

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,258)
   1,365     -159      405    1,330    3,520    3,100    3,766      158     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      3.9      8.5     63.3     73.3     85.4     85.7     14.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      23       13       13       41       35       71       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       14,874
COMMITMENTS
   3,251    1,224      205    9,543    9,778   12,999   11,207    1,875    3,666

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:        427)
     -46      -25        1      398      398      353      374       74       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      8.2      1.4     64.2     65.7     87.4     75.3     12.6     24.7

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 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       88,184
COMMITMENTS
  16,707    9,299    2,447   55,612   66,898   74,767   78,644   13,417    9,540

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      5,662)
   2,862     -228      767    1,865    6,244    5,494    6,783      168   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     10.5      2.8     63.1     75.9     84.8     89.2     15.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      23       12       12       38       30       67       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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