```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      514,755
COMMITMENTS
  71,005  128,755  130,006  275,482  192,518  476,492  451,279   38,263   63,477

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -7,740)
  -2,520    9,470      327       99  -12,135   -2,094   -2,337   -5,647   -5,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     25.0     25.3     53.5     37.4     92.6     87.7      7.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     103      171      174      107      121      317      370
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,897,477
COMMITMENTS
 296,079  123,460  584,959  843,365  920,178  1724403  1628597  173,073  268,879

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:    -13,469)
 -28,284   19,704   -1,180   17,726  -56,038  -11,738  -37,514   -1,731   24,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      6.5     30.8     44.4     48.5     90.9     85.8      9.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      802)
     201      198      302      302      348      660      708
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,885
COMMITMENTS
   2,174    2,751    3,198   12,031   11,661   17,403   17,610    2,483    2,275

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:       -359)
       5      348      695     -750   -1,375      -49     -332     -309      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     13.8     16.1     60.5     58.6     87.5     88.6     12.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      13       15        8       17       10       34       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      721,811
COMMITMENTS
  96,016   88,083  231,194  346,684  314,098  673,894  633,376   47,916   88,435

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     19,636)
 -13,417    4,463   24,270   17,112   -5,887   27,966   22,847   -8,330   -3,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     12.2     32.0     48.0     43.5     93.4     87.7      6.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     126      164      198      132      158      385      417
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      385,822
COMMITMENTS
  50,233   70,745   84,446  222,225  194,977  356,904  350,168   28,918   35,653

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     19,885)
  -7,016    5,809    7,083   22,233    4,072   22,299   16,964   -2,415    2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     18.3     21.9     57.6     50.5     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      66       92       97       76       76      203      227
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      810,808
COMMITMENTS
  57,977   89,823   93,218  488,694  477,132  639,890  660,173  170,918  150,635

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     42,033)
  -2,238   -8,368   27,368    1,481    9,838   26,612   28,839   15,421   13,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     11.1     11.5     60.3     58.8     78.9     81.4     21.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      27       30       37       83       82      131      128
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      411,352
COMMITMENTS
  58,186   31,835    5,164  279,027  327,967  342,377  364,966   68,975   46,386

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     15,750)
   2,120    2,754    2,328   13,124    6,361   17,571   11,443   -1,822    4,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      7.7      1.3     67.8     79.7     83.2     88.7     16.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9        5        3       43       40       54       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,308
COMMITMENTS
   1,057    1,155      972    7,514    7,474    9,543    9,601      765      707

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:       -840)
    -123      315     -369      -25     -480     -517     -534     -323     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     11.2      9.4     72.9     72.5     92.6     93.1      7.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        3        5       19       23       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      245,592
COMMITMENTS
  28,015   60,867   47,643  134,340  100,760  209,998  209,270   35,594   36,321

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      2,262)
  -4,045    1,499     -980    8,605    1,871    3,580    2,390   -1,318     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     24.8     19.4     54.7     41.0     85.5     85.2     14.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      38       71       55       78       70      149      171
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,429
COMMITMENTS
   2,805    4,359    3,198    9,727    9,495   15,730   17,052    3,699    2,376

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        639)
    -188      455      519      437     -903      768       71     -129      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     22.4     16.5     50.1     48.9     81.0     87.8     19.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       29       19       27       19       61       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      808,804
COMMITMENTS
 186,035  161,967   43,984  470,214  488,679  700,233  694,631  108,571  114,174

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -2,026)
 -35,646   25,649   -3,019   32,585  -32,461   -6,081   -9,831    4,055    7,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     20.0      5.4     58.1     60.4     86.6     85.9     13.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      36       47       26       86      110      142      164
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,891,403
COMMITMENTS
 210,385  217,749  222,725  1138496  1121214  1571607  1561688  319,796  329,715

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     81,947)
  24,891  -65,281   28,795   12,782   87,491   66,468   51,004   15,479   30,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.5     11.8     60.2     59.3     83.1     82.6     16.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      49       48       62      131      147      207      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,438,760
COMMITMENTS
 410,856  131,915   98,080  709,249  972,402  1218186  1202397  220,574  236,362

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     26,144)
 -19,736    4,440   -4,270   39,416   25,278   15,410   25,447   10,734      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      9.2      6.8     49.3     67.6     84.7     83.6     15.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      36       26       38       90      111      143      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      768,845
COMMITMENTS
  76,152   62,205  235,161  418,733  424,243  730,046  721,609   38,799   47,236

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        -99)
   8,117      836   -1,156    2,205    2,497    9,166    2,177   -9,264   -2,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      8.1     30.6     54.5     55.2     95.0     93.9      5.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      23       25       36       57       64       96      110
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,642
COMMITMENTS
   8,227    4,099    5,196   42,275   47,619   55,698   56,914    7,943    6,727

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     16,061)
  -1,679       28    4,159   13,061   10,724   15,540   14,910      521    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.4      8.2     66.4     74.8     87.5     89.4     12.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       15       11       40       34       71       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       17,687
COMMITMENTS
   3,019    1,218      425   12,642   13,392   16,086   15,036    1,602    2,652

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      6.9      2.4     71.5     75.7     90.9     85.0      9.1     15.0

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 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,908
COMMITMENTS
  17,504   12,849    2,455   59,266   68,453   79,225   83,757   12,683    8,151

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:     -3,253)
  -2,309    4,706      380      838   -5,336   -1,091     -250   -2,162   -3,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     14.0      2.7     64.5     74.5     86.2     91.1     13.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       13        9       37       30       67       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,040
COMMITMENTS
   6,531   15,516      516    8,797        0   15,844   16,032      196        8

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:      1,017)
     133    1,157        2    1,030        0    1,165    1,159     -148     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.7     96.7      3.2     54.8      0.0     98.8    100.0      1.2      0.0

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 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,782
COMMITMENTS
   2,148      709        0    8,367    9,935   10,515   10,644      267      138

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        753)
     942      159        0     -224      574      718      733       35       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      6.6      0.0     77.6     92.1     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        4        0        5       11       13       15
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,028
COMMITMENTS
     721    1,542        0   13,994   13,341   14,715   14,883      313      145

CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST:        -34)
    -183      233        0      167     -268      -16      -35      -18        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     10.3      0.0     93.1     88.8     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        6        0        5       13       10       19
```

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Updated November 28, 2011