```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      525,597
COMMITMENTS
  77,030   99,832  113,085  294,877  245,674  484,992  458,591   40,605   67,006

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -100,816)
  -4,218   -3,533  -55,908  -39,888  -41,205 -100,014 -100,646     -802     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     19.0     21.5     56.1     46.7     92.3     87.3      7.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     119      163      171       92      134      324      365
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,043,404
COMMITMENTS
 480,675  117,172  585,865  766,630  1059712  1833171  1762749  210,233  280,655

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -430,417)
  -9,061   -6,453 -298,461 -111,830 -116,099 -419,351 -421,014  -11,066   -9,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      5.7     28.7     37.5     51.9     89.7     86.3     10.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      929)
     270      147      307      290      434      691      794
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,689
COMMITMENTS
   2,593      219      711    6,902   10,001   10,207   10,931    2,482    1,757

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -2,112)
    -362     -168     -499     -744     -982   -1,605   -1,650     -507     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      1.7      5.6     54.4     78.8     80.4     86.1     19.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        4        5       16       12       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      907,072
COMMITMENTS
 189,369   26,929  300,825  354,119  486,122  844,313  813,877   62,759   93,195

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -5,902)
  -2,852   -2,381   -3,466   -4,773   -3,500  -11,091   -9,347    5,188    3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      3.0     33.2     39.0     53.6     93.1     89.7      6.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      553)
     210       89      198      130      218      416      454
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,517
COMMITMENTS
  19,597    3,198      303       36    3,897   19,936    7,398    2,581   15,119

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        560)
     832    1,163      -80        0     -229      752      854     -192     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.0     14.2      1.3      0.2     17.3     88.5     32.9     11.5     67.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      22       11        3        2        8       24       22
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      398,807
COMMITMENTS
  71,723   25,443   92,206  196,754  253,389  360,683  371,037   38,124   27,769

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -80,348)
    -932     -842  -36,899  -47,669  -46,186  -85,499  -83,928    5,152    3,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      6.4     23.1     49.3     63.5     90.4     93.0      9.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      85       67       94       67       67      212      183
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      691,752
COMMITMENTS
  63,014   75,943   30,406  449,304  431,821  542,724  538,170  149,028  153,582

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -45,947)
   4,372    5,023  -43,170   -5,787   -2,552  -44,585  -40,699   -1,361   -5,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     11.0      4.4     65.0     62.4     78.5     77.8     21.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      21       30       30       82       77      120      120
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      333,397
COMMITMENTS
  34,886   45,295      373  238,247  239,121  273,505  284,789   59,891   48,608

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -12,177)
   1,582   -3,627   -3,384     -430   -3,993   -2,232  -11,004   -9,945   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     13.6      0.1     71.5     71.7     82.0     85.4     18.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        7        3       28       27       36       34
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,412
COMMITMENTS
   1,046      784      444    5,639    5,886    7,129    7,114      283      298

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:       -535)
      40      -83     -219     -361     -293     -540     -595        5       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     10.6      6.0     76.1     79.4     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        4       15       17       24       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,793
COMMITMENTS
  48,275    9,761   39,639  102,285  160,095  190,198  209,494   37,595   18,299

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -28,944)
    -580    1,280  -15,778  -10,916  -14,246  -27,273  -28,744   -1,671     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      4.3     17.4     44.9     70.3     83.5     92.0     16.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      61       24       62       73       68      173      136
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,061
COMMITMENTS
   4,202    2,269    2,703    8,171   13,301   15,076   18,273    4,985    1,788

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        143)
     168     -114     -157       69      189       79      -82       64      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     11.3     13.5     40.7     66.3     75.2     91.1     24.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      36       10       14       29       20       71       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      702,482
COMMITMENTS
  99,476  124,194   32,528  467,465  439,457  599,469  596,179  103,013  106,303

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -84,017)
  13,710   -5,612  -34,853  -54,690  -34,243  -75,834  -74,708   -8,184   -9,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     17.7      4.6     66.5     62.6     85.3     84.9     14.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      31       37       23       75       94      120      141
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,647,817
COMMITMENTS
 152,110  209,101  159,731  1016102  943,304  1327943  1312136  319,874  335,681

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -375,120)
 -53,291  -12,104 -139,306 -211,706 -227,135 -404,302 -378,544   29,183    3,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     12.7      9.7     61.7     57.2     80.6     79.6     19.4     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      47       42       60      119      129      190      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,106,917
COMMITMENTS
 144,935   84,994   67,828  691,918  704,607  904,682  857,429  202,235  249,488

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -168,939)
 -55,538  -25,768  -37,690  -71,822  -71,193 -165,049 -134,650   -3,890  -34,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      7.7      6.1     62.5     63.7     81.7     77.5     18.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       23       26       79       87      118      128
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,266,260
COMMITMENTS
 166,029   25,867  655,646  405,036  528,022  1226710  1209535   39,550   56,725

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     20,650)
  35,773    4,188   -9,143   -3,417   25,186   23,214   20,230   -2,563      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      2.0     51.8     32.0     41.7     96.9     95.5      3.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      39       15       39       60       54      109       98
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,139
COMMITMENTS
  15,845    5,670      514   26,937   37,804   43,296   43,987    6,843    6,151

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -2,041)
  -1,810   -1,338      -62     -132   -1,495   -2,004   -2,895      -37      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     11.3      1.0     53.7     75.4     86.4     87.7     13.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       15       14       29       32       65       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,277
COMMITMENTS
  31,691   11,340    1,027   53,874   75,608   86,591   87,975   13,686   12,303

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -4,082)
  -3,620   -2,676     -124     -264   -2,989   -4,008   -5,790      -74    1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     11.3      1.0     53.7     75.4     86.4     87.7     13.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      30       15       14       29       32       65       55
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       19,105
COMMITMENTS
     766    1,037      955   17,261   16,934   18,982   18,926      123      179

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      1,842)
     -52      179      808    1,107      844    1,863    1,831      -21       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.4      5.0     90.3     88.6     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        1       13       13       17       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       58,174
COMMITMENTS
     677    2,489    1,873   55,134   53,732   57,684   58,094      490       80

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      7,473)
     217     -338    1,174    5,913    6,874    7,304    7,710      169     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.3      3.2     94.8     92.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        1        7       18       13       23
```

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Updated December 3, 2010