```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      416,371
COMMITMENTS
  70,050  123,572   77,397  234,375  156,461  381,822  357,430   34,549   58,941

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -98,385)
    -954   -5,183  -52,610  -41,107  -36,057  -94,670  -93,849   -3,714   -4,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     29.7     18.6     56.3     37.6     91.7     85.8      8.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
      88      163      139       94      112      272      331
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,479,265
COMMITMENTS
 285,786  126,123  337,381  699,928  773,098  1323095  1236602  156,170  242,663

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:   -418,212)
 -10,292    2,663 -247,578 -143,437 -147,080 -401,308 -391,995  -16,904  -26,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      8.5     22.8     47.3     52.3     89.4     83.6     10.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      718)
     166      166      232      257      331      544      628
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,064
COMMITMENTS
   2,469    2,613      793    9,687    9,369   12,949   12,776    2,115    2,288

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -4,821)
     295     -138   -2,405   -2,344   -2,291   -4,454   -4,835     -368       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     17.3      5.3     64.3     62.2     86.0     84.8     14.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       12        4       15        8       29       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      720,395
COMMITMENTS
  95,729   86,120  230,060  339,425  312,271  665,215  628,451   55,181   91,945

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -1,415)
    -287   -1,963   -1,134   -7,258   -1,828   -8,680   -4,925    7,265    3,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     12.0     31.9     47.1     43.3     92.3     87.2      7.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     129      153      204      134      156      389      412
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      367,164
COMMITMENTS
  57,519   75,878   71,417  207,558  181,045  336,494  328,340   30,670   38,824

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -18,658)
   7,287    5,133  -13,030  -14,667  -13,932  -20,410  -21,828    1,752    3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     20.7     19.5     56.5     49.3     91.6     89.4      8.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      68       87       87       74       79      193      225
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      731,641
COMMITMENTS
  61,357   90,220   52,024  463,992  450,372  577,372  592,616  154,269  139,025

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -79,166)
   3,379      397  -41,195  -24,702  -26,759  -62,517  -67,557  -16,649  -11,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     12.3      7.1     63.4     61.6     78.9     81.0     21.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      25       22       27       83       77      122      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      405,812
COMMITMENTS
  54,428   31,992    7,362  275,665  321,324  337,456  360,678   68,357   45,134

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -5,540)
  -3,758      157    2,199   -3,362   -6,643   -4,921   -4,288     -619   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      7.9      1.8     67.9     79.2     83.2     88.9     16.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9        5        5       46       40       58       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,144
COMMITMENTS
   1,061    1,509      658    7,769    7,377    9,488    9,544      656      600

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -164)
       4      354     -314      255      -97      -55      -57     -109     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     14.9      6.5     76.6     72.7     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        5       20       22       30       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      228,919
COMMITMENTS
  29,936   59,711   38,760  124,556   92,296  193,252  190,767   35,667   38,152

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -16,673)
   1,921   -1,156   -8,883   -9,784   -8,464  -16,746  -18,503       73    1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     26.1     16.9     54.4     40.3     84.4     83.3     15.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      38       69       55       71       61      149      158
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,846
COMMITMENTS
   2,713    5,089    3,652    9,729    8,901   16,094   17,642    3,752    2,204

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        418)
     -91      730      454        2     -594      365      590       53     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     25.6     18.4     49.0     44.9     81.1     88.9     18.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       30       19       25       17       59       59
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      746,732
COMMITMENTS
 185,157  145,301   23,048  426,713  476,764  634,919  645,114  111,812  101,618

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -62,072)
    -878  -16,666  -20,936  -43,501  -11,915  -65,314  -49,517    3,242  -12,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     19.5      3.1     57.1     63.8     85.0     86.4     15.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       38       22       82      103      138      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,769,548
COMMITMENTS
 209,281  194,818  154,464  1101804  1107273  1465549  1456555  303,999  312,993

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:   -121,855)
  -1,104  -22,931  -68,261  -36,693  -13,941 -106,058 -105,133  -15,797  -16,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     11.0      8.7     62.3     62.6     82.8     82.3     17.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      34       47       51      114      129      178      197
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,425,692
COMMITMENTS
 398,859  116,066   46,007  758,057  1012656  1202923  1174729  222,769  250,962

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -13,068)
 -11,997  -15,849  -52,074   48,808   40,254  -15,263  -27,668    2,195   14,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      8.1      3.2     53.2     71.0     84.4     82.4     15.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      27       22       26       85      109      126      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      784,793
COMMITMENTS
  90,549   66,637  233,634  427,086  440,173  751,269  740,444   33,523   44,349

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     15,948)
  14,397    4,432   -1,527    8,352   15,929   21,223   18,835   -5,276   -2,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      8.5     29.8     54.4     56.1     95.7     94.3      4.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       23       41       58       64      103      115
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,536
COMMITMENTS
   8,287    4,661    4,819   41,277   44,761   54,383   54,240    7,153    7,295

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -2,106)
      60      561     -377     -998   -2,858   -1,315   -2,674     -790      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      7.6      7.8     67.1     72.7     88.4     88.1     11.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       12       10       36       31       63       47
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,715
COMMITMENTS
   3,029    1,236      425   12,642   13,387   16,097   15,048    1,618    2,667

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:         28)
      11       18       -0        0       -5       11       13       17       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      7.0      2.4     71.4     75.6     90.9     84.9      9.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        3        8        8       12       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,642
COMMITMENTS
  17,787   14,121    1,516   57,271   62,747   76,573   78,384   11,068    9,257

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:     -4,266)
     283    1,272     -939   -1,995   -5,706   -2,652   -5,373   -1,614    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.1      1.7     65.3     71.6     87.4     89.4     12.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       12        8       33       27       59       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,942
COMMITMENTS
   6,349   15,317      616    8,781        0   15,746   15,933      196        9

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        -98)
    -182     -199      100      -16        0      -98      -99        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8     96.1      3.9     55.1      0.0     98.8     99.9      1.2      0.1

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 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,637
COMMITMENTS
   2,767    1,105      287    8,311   10,109   11,365   11,501      272      136

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        855)
     619      396      287      -56      174      850      857        5       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      9.5      2.5     71.4     86.9     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        5        1        5       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,572
COMMITMENTS
     752    1,568      595   13,830   13,209   15,177   15,372      395      200

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        544)
      31       26      595     -164     -132      462      489       82       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.1      3.8     88.8     84.8     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        1        5       13       12       19
```

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Updated December 2, 2011