```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      524,518
COMMITMENTS
  67,809  113,028  137,220  285,139  216,809  490,168  467,058   34,350   57,460

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -2,030)
  -2,488      318      474    3,505     -193    1,492      600   -3,522   -2,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     21.5     26.2     54.4     41.3     93.5     89.0      6.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     107      175      177      105      123      331      370
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,925,148
COMMITMENTS
 296,467  115,772  646,392  804,463  891,280  1747321  1653444  177,827  271,704

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     12,237)
   1,373   19,507    6,782    9,600   -2,523   17,755   23,765   -5,518  -11,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      6.0     33.6     41.8     46.3     90.8     85.9      9.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      827)
     217      188      294      296      365      662      709
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,540
COMMITMENTS
   2,509    2,093    1,584   10,609   11,933   14,702   15,610    2,838    1,930

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        -97)
     302     -190     -200     -215      509     -113      118       16     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     11.9      9.0     60.5     68.0     83.8     89.0     16.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15       12        7       16       10       33       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      870,469
COMMITMENTS
 111,902   56,701  309,763  396,209  413,122  817,874  779,587   52,595   90,883

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -18,633)
   1,795    4,882  -18,592      277     -267  -16,520  -13,977   -2,114   -4,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.5     35.6     45.5     47.5     94.0     89.6      6.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      564)
     155      181      259      136      186      447      497
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       18,164
COMMITMENTS
  14,696    2,353      214       62    3,638   14,972    6,205    3,192   11,959

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,804)
  -1,656     -718       28       53     -560   -1,575   -1,250     -229     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.9     13.0      1.2      0.3     20.0     82.4     34.2     17.6     65.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        8        7        2        9       17       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      373,211
COMMITMENTS
  60,742   70,621   79,521  208,746  191,234  349,009  341,376   24,202   31,835

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -1,185)
   3,417    5,894   -2,413    2,184   -1,452    3,188    2,029   -4,373   -3,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     18.9     21.3     55.9     51.2     93.5     91.5      6.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      77       82       80       73       77      192      212
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      757,918
COMMITMENTS
  71,070   95,588   81,599  462,741  444,291  615,409  621,478  142,508  136,440

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -51,697)
   6,892    8,359  -17,758  -34,970  -27,740  -45,836  -37,140   -5,861  -14,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     12.6     10.8     61.1     58.6     81.2     82.0     18.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      40       29       44       83       82      142      136
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,964
COMMITMENTS
  58,313   33,250    2,548  252,102  295,013  312,964  330,811   66,000   48,153

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -4,142)
   2,620   -2,658     -709   -3,446      259   -1,535   -3,107   -2,607   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      8.8      0.7     66.5     77.8     82.6     87.3     17.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8        6        2       40       42       49       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,549
COMMITMENTS
   1,025      242      878    7,177    7,881    9,080    9,001      469      548

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        677)
     -89      -33      292      487      343      690      602      -13       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      2.5      9.2     75.2     82.5     95.1     94.3      4.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        5       19       21       28       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,760
COMMITMENTS
  31,161   45,696   39,733  108,584   98,843  179,478  184,271   36,282   31,489

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        281)
  -3,879    3,869   -2,237    3,963   -1,205   -2,153      427    2,434     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     21.2     18.4     50.3     45.8     83.2     85.4     16.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      42       56       47       79       66      147      150
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,391
COMMITMENTS
   3,243    3,588    2,893    9,728   11,477   15,863   17,958    3,527    1,432

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:        289)
    -551     -150      777      -59     -526      167      102      121      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     18.5     14.9     50.2     59.2     81.8     92.6     18.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      28       21       20       27       20       69       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      765,710
COMMITMENTS
 206,057  183,804   51,710  410,134  415,049  667,901  650,563   97,809  115,147

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -23,256)
   7,729    2,417    6,262  -29,071  -15,326  -15,080   -6,646   -8,177  -16,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     24.0      6.8     53.6     54.2     87.2     85.0     12.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      36       52       28       87      106      143      167
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,877,815
COMMITMENTS
 124,150  307,720  180,517  1268599  1045589  1573266  1533826  304,549  343,989

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     92,564)
 -22,993   49,171   20,282  103,202   -1,136  100,491   68,317   -7,927   24,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     16.4      9.6     67.6     55.7     83.8     81.7     16.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      36       47       52      134      144      192      221
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,330,760
COMMITMENTS
 327,706   98,421   80,925  734,016  909,805  1142648  1089152  188,112  241,608

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -25,598)
 -46,201  -16,795    3,484   23,680  -16,775  -19,037  -30,086   -6,561    4,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.4      6.1     55.2     68.4     85.9     81.8     14.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      30       32       35       79      105      126      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      813,099
COMMITMENTS
  60,972   45,330  245,701  474,235  476,355  780,907  767,386   32,191   45,712

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:     -4,851)
   1,068   -1,152   -3,672      216     -205   -2,388   -5,029   -2,463      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      5.6     30.2     58.3     58.6     96.0     94.4      4.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      29       24       39       66       70      112      119
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,399
COMMITMENTS
  10,410    4,303      712   26,126   30,066   37,248   35,081    4,151    6,318

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:    -11,300)
   1,791    2,419   -4,193   -7,141   -9,987   -9,542  -11,761   -1,758      461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     10.4      1.7     63.1     72.6     90.0     84.7     10.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       13        9       36       25       55       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,799
COMMITMENTS
  20,821    8,606    1,423   52,252   60,133   74,496   70,162    8,303   12,637

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      2,248)
   2,809      854   -1,674    1,185      374    2,319     -447      -71    2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     10.4      1.7     63.1     72.6     90.0     84.7     10.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       13        9       36       25       55       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,119
COMMITMENTS
   6,066   12,656      460    6,269        0   12,795   13,116      324        3

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:      1,687)
     612    1,853      -86    1,261        0    1,787    1,767     -100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.2     96.5      3.5     47.8      0.0     97.5    100.0      2.5      0.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,057
COMMITMENTS
   1,892      701      263    7,628    9,026    9,783    9,990      274       67

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -913)
      90   -1,064      223   -1,187      -79     -874     -920      -39        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      7.0      2.6     75.8     89.7     97.3     99.3      2.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        5        2        5       13       15       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,538
COMMITMENTS
     967      904        0   12,239   12,484   13,206   13,388      332      150

CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST:       -896)
     108      134        0   -1,005   -1,055     -897     -921        1       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      6.7      0.0     90.4     92.2     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        4        0        6       12       12       16
```

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Updated October 14, 2011