```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      535,772
COMMITMENTS
  75,392  111,683  140,076  276,755  217,828  492,223  469,587   43,548   66,185

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -8,062)
   2,120  -10,166   -3,935  -10,800      424  -12,615  -13,677    4,553    5,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     20.8     26.1     51.7     40.7     91.9     87.6      8.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     106      159      181      112      124      336      363
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,890,003
COMMITMENTS
 330,581   91,592  585,275  794,011  963,007  1709867  1639874  180,136  250,129

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     27,411)
  11,790   -3,113    5,445   13,962   43,248   31,196   45,580   -3,785  -18,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      4.8     31.0     42.0     51.0     90.5     86.8      9.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      811)
     229      169      303      292      364      656      716
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       19,602
COMMITMENTS
   2,397    2,349    2,492   11,701   12,561   16,590   17,402    3,012    2,199

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,518)
    -345      237      732    1,143      564    1,530    1,532      -12      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     12.0     12.7     59.7     64.1     84.6     88.8     15.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17       10        8       16       10       34       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      681,033
COMMITMENTS
 109,024   62,108  201,837  319,177  333,431  630,037  597,376   50,995   83,657

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        457)
  -3,323    2,901    6,267      169   -7,650    3,113    1,517   -2,656   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      9.1     29.6     46.9     49.0     92.5     87.7      7.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      490)
     141      129      199      140      187      385      433
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      372,493
COMMITMENTS
  55,693   66,051   79,423  206,171  192,035  341,287  337,509   31,206   34,984

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -13,954)
   2,582   -3,676   -3,440  -15,125   -8,646  -15,983  -15,762    2,029    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     17.7     21.3     55.3     51.6     91.6     90.6      8.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      66       87       93       73       73      202      215
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,785
COMMITMENTS
  60,561   97,414   67,055  482,906  460,348  610,521  624,816  145,264  130,969

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        -41)
   1,668    3,536     -209    3,960    3,647    5,419    6,973   -5,460   -7,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     12.9      8.9     63.9     60.9     80.8     82.7     19.2     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      32       28       42       79       83      132      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      384,940
COMMITMENTS
  53,818   28,656    3,251  260,149  307,922  317,217  339,829   67,723   45,111

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,778)
  -1,674   -2,364      322   -1,857    1,775   -3,209     -267    4,987    2,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      7.4      0.8     67.6     80.0     82.4     88.3     17.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        4        4       40       42       50       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,894
COMMITMENTS
   1,054      838    1,192    7,615    8,070    9,861   10,100    1,033      794

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        205)
     107      -79       60     -158      131        9      112      196       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      7.7     10.9     69.9     74.1     90.5     92.7      9.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        5        6       18       22       29       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      230,751
COMMITMENTS
  30,953   49,972   44,525  115,942   97,585  191,420  192,082   39,330   38,668

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     12,570)
   2,509    2,352    6,656   -2,132   -4,628    7,033    4,380    5,537    8,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     21.7     19.3     50.2     42.3     83.0     83.2     17.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      35       66       57       71       65      145      160
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,705
COMMITMENTS
   3,169    3,317    2,647    9,042   11,425   14,859   17,389    2,846      316

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:       -617)
    -719      -48      271      690     -154      243       69     -860     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     18.7     15.0     51.1     64.5     83.9     98.2     16.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       24       20       28       20       67       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      819,448
COMMITMENTS
 232,937  127,272   44,113  431,358  538,387  708,408  709,771  111,040  109,677

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     57,393)
  38,129  -11,403    1,571   16,695   64,339   56,396   54,508      997    2,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     15.5      5.4     52.6     65.7     86.4     86.6     13.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      49       42       25       88      109      153      161
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,797,189
COMMITMENTS
 173,421  266,427  174,815  1133120  1012093  1481356  1453336  315,832  343,853

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     13,436)
    -242  -26,371   -3,960    9,579   19,348    5,377  -10,983    8,059   24,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     14.8      9.7     63.0     56.3     82.4     80.9     17.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      40       53       61      128      141      200      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,419,675
COMMITMENTS
 418,173  121,152   97,921  692,979  958,296  1209073  1177370  210,602  242,305

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     29,511)
  48,753   13,014   -7,025  -13,520   27,453   28,208   33,442    1,303   -3,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      8.5      6.9     48.8     67.5     85.2     82.9     14.8     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      34       27       34       90      112      140      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      757,885
COMMITMENTS
  64,523   60,277  239,378  419,465  421,988  723,366  721,644   34,519   36,241

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -7,863)
   4,776     -320      153   -7,293   -6,489   -2,365   -6,656   -5,498   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      8.0     31.6     55.3     55.7     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      19       29       38       60       66      101      113
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,713
COMMITMENTS
   7,216    4,359      926   30,036   34,389   38,178   39,674    6,535    5,039

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -14,252)
    -829    2,046   -4,062   -7,313   -8,838  -12,205  -10,855   -2,048   -3,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      9.7      2.1     67.2     76.9     85.4     88.7     14.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       12        7       37       30       60       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,426
COMMITMENTS
  14,431    8,719    1,853   60,072   68,777   76,355   79,348   13,071   10,078

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:      1,243)
  -2,276     -580     -594    4,459    1,880    1,589      705     -346      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      9.7      2.1     67.2     76.9     85.4     88.7     14.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       12        7       37       30       60       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,772
COMMITMENTS
   6,032   13,254      514    6,740        0   13,286   13,768      486        4

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        136)
    -101      143        0       84        0      -17      143      153       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.8     96.2      3.7     48.9      0.0     96.5    100.0      3.5      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 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,707
COMMITMENTS
   1,139    1,363        0    9,341    9,234   10,480   10,597      227      110

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        561)
     115      591       -1      453      -29      567      561       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     12.7      0.0     87.2     86.2     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        0        5       11       12       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,638
COMMITMENTS
   1,301    2,042        0   14,055   13,413   15,356   15,455      282      183

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:        786)
     805      390        0      -53      348      752      738       34       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     13.1      0.0     89.9     85.8     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        3        0        5       12       13       15
```

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Updated November 14, 2011