```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,422
COMMITMENTS
  74,330  126,902   69,341  250,959  176,841  394,630  373,084   34,792   56,338

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     13,087)
   3,394    7,791    5,881   -1,299   -2,593    7,976   11,079    5,111    2,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     29.6     16.1     58.4     41.2     91.9     86.9      8.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     116      154      146       90      113      299      333
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,237,331
COMMITMENTS
 367,539  125,876  120,949  600,047  751,708  1088535  998,533  148,796  238,798

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     42,624)
   7,904    1,560   13,232    5,065   19,255   26,201   34,047   16,423    8,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.2      9.8     48.5     60.8     88.0     80.7     12.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      759)
     192      164      183      215      325      507      592
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,852
COMMITMENTS
   3,484    2,050      113    9,457   11,969   13,054   14,132    2,798    1,720

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        307)
     132      -43      -64      186      447      254      340       53      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     12.9      0.7     59.7     75.5     82.3     89.1     17.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        9        3       16        9       32       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      589,267
COMMITMENTS
 172,709   62,115   70,612  299,275  374,835  542,596  507,562   46,671   81,705

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     18,680)
  12,678    4,444   -9,031   12,966   23,499   16,613   18,912    2,067     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     10.5     12.0     50.8     63.6     92.1     86.1      7.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
     177      117      171      130      175      392      402
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      295,032
COMMITMENTS
  61,572   68,374   27,868  179,941  165,170  269,381  261,412   25,651   33,620

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         73)
  -2,959   -6,953   -1,214    1,784    5,348   -2,389   -2,819    2,462    2,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     23.2      9.4     61.0     56.0     91.3     88.6      8.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      66       77       63       64       65      169      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      612,289
COMMITMENTS
  77,353   85,637    5,328  392,352  389,381  475,033  480,346  137,256  131,943

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -3,513)
      65  -15,376     -985  -10,700    6,527  -11,620   -9,834    8,107    6,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     14.0      0.9     64.1     63.6     77.6     78.5     22.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      36       22       10       68       71      111       97
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      377,973
COMMITMENTS
  58,296   31,969    1,117  253,321  298,479  312,734  331,565   65,239   46,408

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,858)
     -17   -2,427       57    2,315    6,429    2,355    4,059    1,503     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      8.5      0.3     67.0     79.0     82.7     87.7     17.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       8        5        3       38       41       48       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,414
COMMITMENTS
     893      789      844    8,085    8,182    9,822    9,815      592      599

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        865)
    -132      547      -34      908      301      742      814      123       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      7.6      8.1     77.6     78.6     94.3     94.2      5.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        5       18       21       27       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      187,911
COMMITMENTS
  32,638   48,334   21,344  100,502   86,796  154,484  156,474   33,427   31,437

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        977)
  -3,983    1,997      273    5,247   -2,497    1,537     -227     -560    1,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     25.7     11.4     53.5     46.2     82.2     83.3     17.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      44       55       37       74       56      137      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       18,291
COMMITMENTS
   4,175    3,645    2,096    8,352   11,170   14,623   16,911    3,668    1,380

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        647)
      58      103      588     -273      -33      373      658      274      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     19.9     11.5     45.7     61.1     79.9     92.5     20.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      27       18       20       23       16       63       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      702,756
COMMITMENTS
 218,117  169,415   14,937  369,521  409,768  602,575  594,120  100,181  108,636

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      4,435)
   3,852   -8,413     -875   -2,972   17,888        5    8,600    4,430   -4,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     24.1      2.1     52.6     58.3     85.7     84.5     14.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      37       45       15       77      108      124      159
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,494,341
COMMITMENTS
 157,906  294,089   15,393  1059650  896,006  1232949  1205488  261,392  288,853

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -40,853)
  20,306  -17,347    1,039  -50,230    2,266  -28,885  -14,042  -11,968  -26,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     19.7      1.0     70.9     60.0     82.5     80.7     17.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      32       51       21      112      121      160      177
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,172,962
COMMITMENTS
 323,677   87,273    8,423  644,548  847,334  976,648  943,030  196,314  229,932

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -9,945)
  -2,747   -9,144    1,203  -23,390      671  -24,934   -7,270   14,989   -2,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      7.4      0.7     55.0     72.2     83.3     80.4     16.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      39       20       13       71       97      113      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      621,992
COMMITMENTS
  62,899   59,625   97,727  431,679  427,181  592,305  584,533   29,687   37,459

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,993)
    -572   12,761   15,719  -13,234  -20,840    1,913    7,640    2,080   -3,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      9.6     15.7     69.4     68.7     95.2     94.0      4.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      23       22       27       59       66       91      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,365
COMMITMENTS
   6,987      879    3,528   33,991   39,635   44,505   44,042    5,860    6,323

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     11,033)
  -3,288   -3,387    3,499    8,991   10,792    9,202   10,904    1,832      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      1.7      7.0     67.5     78.7     88.4     87.4     11.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21        3        6       37       33       61       41
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,420
COMMITMENTS
   3,149    1,249        0    7,733   10,164   10,882   11,413    1,538    1,007

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         58)
     180     -110        0        0      -10      180     -120     -122      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     10.1      0.0     62.3     81.8     87.6     91.9     12.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        7        7       11        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,889
COMMITMENTS
  14,301    5,886      430   52,515   58,942   67,246   65,258    8,643   10,631

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -2,774)
  -6,248   -2,646      372    2,515    1,256   -3,361   -1,018      587   -1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      7.8      0.6     69.2     77.7     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19        5        2       35       29       55       35
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,306
COMMITMENTS
   6,245   12,835      460    6,266        0   12,971   13,295      335       11

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        187)
     179      179        0       -3        0      176      179       11        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     96.5      3.5     47.1      0.0     97.5     99.9      2.5      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
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,791
COMMITMENTS
   2,055      566      366    7,095    8,732    9,516    9,664      275      127

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -266)
     163     -135      103     -533     -294     -267     -326        1       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      5.8      3.7     72.5     89.2     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        4        1        5       11       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,276
COMMITMENTS
   1,790      450        0   12,218   13,684   14,008   14,134      268      142

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        738)
     823     -454        0      -21    1,200      802      746      -64       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      3.2      0.0     85.6     95.9     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        0        6       13       14       16
```

----

Updated October 21, 2011