```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      429,051
COMMITMENTS
  77,008  126,827   89,172  230,330  157,113  396,510  373,112   32,541   55,939

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     12,681)
   6,957    3,255   11,776   -4,045      652   14,688   15,682   -2,008   -3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     29.6     20.8     53.7     36.6     92.4     87.0      7.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     105      147      151       91      113      279      340
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,499,287
COMMITMENTS
 287,192  145,693  368,257  680,945  732,533  1336394  1246483  162,892  252,803

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     20,022)
   1,406   19,569   30,877  -18,983  -40,565   13,299    9,881    6,723   10,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      9.7     24.6     45.4     48.9     89.1     83.1     10.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      712)
     159      175      229      240      322      525      621
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,039
COMMITMENTS
   2,490    2,484      715    8,933    8,887   12,138   12,086    1,901    1,953

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,025)
      21     -129      -78     -754     -483     -812     -690     -214     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     17.7      5.1     63.6     63.3     86.5     86.1     13.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       12        4       15        8       29       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      741,404
COMMITMENTS
  96,012   87,674  238,070  352,153  322,320  686,234  648,064   55,170   93,341

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     21,009)
     283    1,554    8,010   12,727   10,050   21,020   19,613      -11    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     11.8     32.1     47.5     43.5     92.6     87.4      7.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      484)
     128      166      219      130      150      392      427
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      362,220
COMMITMENTS
  59,764   73,843   66,600  209,139  186,729  335,503  327,172   26,717   35,048

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -4,944)
   2,245   -2,035   -4,817    1,581    5,684     -991   -1,168   -3,953   -3,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     20.4     18.4     57.7     51.6     92.6     90.3      7.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      58       87       78       70       76      182      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      663,813
COMMITMENTS
  59,778   87,614   37,481  421,019  399,165  518,278  524,260  145,535  139,553

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -67,829)
  -1,579   -2,606  -14,543  -42,973  -51,208  -59,095  -68,356   -8,734      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     13.2      5.6     63.4     60.1     78.1     79.0     21.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      29       21       29       84       75      126      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      405,841
COMMITMENTS
  51,700   36,665    6,857  284,066  321,961  342,623  365,483   63,218   40,358

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:         29)
  -2,728    4,673     -506    8,401      637    5,167    4,805   -5,138   -4,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      9.0      1.7     70.0     79.3     84.4     90.1     15.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       6        8        4       45       41       54       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,072
COMMITMENTS
   1,167    1,340      786    7,475    7,385    9,428    9,511      644      561

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        -72)
     106     -169      128     -294        8      -60      -33      -12      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     13.3      7.8     74.2     73.3     93.6     94.4      6.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        3        5       19       22       30       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,677
COMMITMENTS
  28,308   62,497   38,477  126,946   91,731  193,731  192,704   33,947   34,973

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,242)
  -1,629    2,786     -284    2,391     -565      479    1,937   -1,720   -3,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     27.4     16.9     55.8     40.3     85.1     84.6     14.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      31       69       52       72       66      143      159
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,666
COMMITMENTS
   2,962    5,034    3,639    9,611    8,627   16,212   17,301    3,454    2,365

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -180)
     248      -55      -13     -118     -274      118     -342     -298      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     25.6     18.5     48.9     43.9     82.4     88.0     17.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26       26       22       26       18       67       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      675,850
COMMITMENTS
 163,551  113,798    7,481  402,277  450,339  573,310  571,618  102,540  104,232

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -70,882)
 -21,606  -31,503  -15,568  -24,436  -26,425  -61,610  -73,496   -9,272    2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     16.8      1.1     59.5     66.6     84.8     84.6     15.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      35       34       16       80      102      127      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,635,274
COMMITMENTS
 195,926  188,150  139,242  1009304  1007891  1344472  1335283  290,801  299,991

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:   -134,274)
 -13,355   -6,668  -15,222  -92,500  -99,382 -121,076 -121,272  -13,198  -13,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     11.5      8.5     61.7     61.6     82.2     81.7     17.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      40       47       56      114      121      181      197
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,339,143
COMMITMENTS
 342,183  108,408   56,370  723,424  946,667  1121978  1111446  217,165  227,698

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -86,549)
 -56,676   -7,658   10,364  -34,633  -65,989  -80,945  -63,284   -5,604  -23,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      8.1      4.2     54.0     70.7     83.8     83.0     16.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      28       20       26       83      103      121      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      702,510
COMMITMENTS
  81,135   60,066  195,992  394,397  400,986  671,524  657,045   30,986   45,465

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -82,282)
  -9,414   -6,571  -37,642  -32,689  -39,186  -79,745  -83,399   -2,537    1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      8.6     27.9     56.1     57.1     95.6     93.5      4.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      23       24       36       56       59       95      105
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       68,692
COMMITMENTS
  11,260    2,549    4,780   44,759   53,460   60,798   60,789    7,894    7,903

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      7,156)
   2,973   -2,112      -39    3,481    8,699    6,415    6,548      741      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      3.7      7.0     65.2     77.8     88.5     88.5     11.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      22       10       10       40       35       68       50
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       18,747
COMMITMENTS
   3,006    1,256      440   13,642   14,368   17,088   16,064    1,659    2,683

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:      1,032)
     -23       20       15    1,000      981      992    1,016       40       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      6.7      2.3     72.8     76.6     91.2     85.7      8.8     14.3

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 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,890
COMMITMENTS
  23,532    9,610    1,654   62,233   78,184   87,420   89,449   12,470   10,441

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     12,248)
   5,745   -4,511      138    4,963   15,437   10,847   11,064    1,401    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      9.6      1.7     62.3     78.3     87.5     89.5     12.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       10        8       37       31       63       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,882
COMMITMENTS
   7,406   15,808    1,065    8,223        0   16,694   16,873      188        9

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:        940)
   1,057      491      449     -558        0      948      940       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     93.6      6.3     48.7      0.0     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10       13        3        3        0       16       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,027
COMMITMENTS
   1,166    1,227      756    8,836    8,936   10,758   10,919      269      108

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:       -610)
  -1,601      122      469      525   -1,173     -607     -582       -3      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     11.1      6.9     80.1     81.0     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        5       12       12       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,769
COMMITMENTS
     846    1,326        0   12,515   12,246   13,361   13,572      408      197

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,803)
      94     -242     -595   -1,315     -963   -1,816   -1,800       13       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      9.6      0.0     90.9     88.9     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        0        5       13       11       19
```

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Updated December 9, 2011