```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      379,635
COMMITMENTS
  76,324  130,025   52,355  218,205  141,941  346,884  324,321   32,751   55,314

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:      4,119)
  -2,256     -646    2,713    1,969      987    2,426    3,054    1,693    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     34.3     13.8     57.5     37.4     91.4     85.4      8.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     101      152      120       77      101      259      307
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,165,319
COMMITMENTS
 290,323  156,046  153,762  588,654  625,141  1032739  934,949  132,580  230,370

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -836)
  -9,643   -1,962   13,847   -7,861  -15,019   -3,657   -3,134    2,821    2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.4     13.2     50.5     53.6     88.6     80.2     11.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      681)
     159      156      172      195      295      444      556
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,808
COMMITMENTS
   2,645    2,113       55    8,212    8,828   10,912   10,996    1,896    1,812

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:          7)
    -186      -80        7      194       83       15       10       -8       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     16.5      0.4     64.1     68.9     85.2     85.9     14.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       11        4       16        7       29       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,238
COMMITMENTS
 111,979   88,074   88,810  285,913  279,709  486,702  456,593   45,536   75,645

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -26,040)
  -3,654   -7,650   -3,874  -18,847  -10,366  -26,375  -21,890      335   -4,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     16.5     16.7     53.7     52.6     91.4     85.8      8.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     136      119      173      109      144      347      377
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      303,836
COMMITMENTS
  63,954   81,654   37,913  175,212  152,100  277,079  271,667   26,757   32,169

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -11,032)
  -1,261    1,824    1,743  -12,790  -11,461  -12,308   -7,894    1,276   -3,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     26.9     12.5     57.7     50.1     91.2     89.4      8.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      64       76       75       63       64      175      188
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      599,053
COMMITMENTS
  59,143   92,418    2,576  401,372  385,669  463,091  480,663  135,962  118,390

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -2,657)
    -125    6,180     -697   -1,618      876   -2,440    6,359     -217   -9,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     15.4      0.4     67.0     64.4     77.3     80.2     22.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      26       25        8       68       67       98       96
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      367,285
COMMITMENTS
  59,028   34,824    1,103  244,798  289,742  304,929  325,669   62,356   41,616

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -13,943)
   4,170    1,858      -17  -17,928  -14,197  -13,775  -12,356     -168   -1,587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      9.5      0.3     66.7     78.9     83.0     88.7     17.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        7        4       43       37       53       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,872
COMMITMENTS
   1,134    1,219      934    7,164    7,200    9,232    9,353      640      519

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -266)
     -83       27      -30     -141     -214     -254     -217      -12      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     12.3      9.5     72.6     72.9     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        5       20       20       29       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      204,488
COMMITMENTS
  29,497   54,945   28,345  116,571   90,211  174,413  173,501   30,075   30,987

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -8,654)
  -1,542   -7,412     -270   -4,858      863   -6,670   -6,819   -1,984   -1,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     26.9     13.9     57.0     44.1     85.3     84.8     14.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       55       47       71       62      137      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,300
COMMITMENTS
   3,800    5,438    2,037    8,393    7,363   14,230   14,838    3,070    2,462

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -485)
     -43      291     -128     -133     -448     -304     -285     -181     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     31.4     11.8     48.5     42.6     82.3     85.8     17.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       24       16       20       17       55       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      717,198
COMMITMENTS
 196,548  120,280   14,453  397,874  487,770  608,875  622,503  108,323   94,695

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -3,773)
 -17,007    1,218     -111    8,038      675   -9,080    1,782    5,307   -5,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     16.8      2.0     55.5     68.0     84.9     86.8     15.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      30       41       13       79      100      120      144
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,464,761
COMMITMENTS
 177,468  200,009   21,255  997,779  964,094  1196502  1185358  268,259  279,403

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     11,771)
 -27,949    6,384    6,488   54,992      341   33,531   13,213  -21,760   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     13.7      1.5     68.1     65.8     81.7     80.9     18.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      34       46       19       99      117      143      172
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,228,328
COMMITMENTS
 382,743  142,568    9,482  624,610  860,119  1016835  1012169  211,493  216,159

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -86,178)
   9,975    5,100   -2,494  -77,187  -98,926  -69,706  -96,320  -16,472   10,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     11.6      0.8     50.9     70.0     82.8     82.4     17.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      24       30       11       72      100      100      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      565,916
COMMITMENTS
  90,756   71,250   70,239  376,865  387,515  537,860  529,004   28,056   36,912

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -7,502)
   5,865    7,845   -5,708   -7,255   -8,968   -7,098   -6,831     -404     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     12.6     12.4     66.6     68.5     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      26       18       24       48       53       79       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,509
COMMITMENTS
  14,449    3,798      161   25,595   37,341   40,204   41,300    5,305    4,210

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -60,658)
   1,771      376  -10,265  -48,489  -46,485  -56,983  -56,375   -3,676   -4,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      8.3      0.4     56.2     82.1     88.3     90.8     11.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27        8        3       31       25       59       35
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,018
COMMITMENTS
  28,898    7,596      321   51,189   74,682   80,408   82,599   10,610    8,419

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:    -67,684)
   3,347   -4,378   -5,961  -61,181  -54,668  -63,795  -65,007   -3,889   -2,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      8.3      0.4     56.2     82.1     88.3     90.8     11.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27        8        3       31       25       59       35
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,214
COMMITMENTS
   7,114   15,621      512    8,368       58   15,994   16,191      220       23

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:       -730)
    -345       32     -833      364       58     -814     -743       84       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9     96.3      3.2     51.6      0.4     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       13        4        3        2       15       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,464
COMMITMENTS
   1,195    1,917       25    9,002    8,443   10,222   10,385      242       79

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,320)
     -13     -385     -311     -158      175     -482     -521     -838     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     18.3      0.2     86.0     80.7     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        1        6       12       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,415
COMMITMENTS
   1,022      839        0   10,983   11,350   12,005   12,189      410      226

CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST:     -1,885)
     180      -70     -969   -1,122     -863   -1,911   -1,902       26       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      6.8      0.0     88.5     91.4     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        5        0        7       12       15       17
```

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Updated December 23, 2011