```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      461,646
COMMITMENTS
 130,247   97,588   82,054  207,396  230,809  419,697  410,451   41,949   51,195

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -32,728)
 -10,858  -10,342   -7,880  -17,802  -14,414  -36,540  -32,636    3,812      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     21.1     17.8     44.9     50.0     90.9     88.9      9.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     139      104      122       93      119      300      293
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,240,603
COMMITMENTS
 393,687   63,301  164,012  528,084  788,080  1085783  1015393  154,820  225,210

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -60,903)
 -14,871  -31,248  -25,403  -23,995      104  -64,269  -56,547    3,366   -4,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      5.1     13.2     42.6     63.5     87.5     81.8     12.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      753)
     193      132      178      251      366      539      604
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,710
COMMITMENTS
   2,246       71       94    5,623    8,724    7,963    8,889    2,747    1,821

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -735)
       7     -255     -144     -994     -660   -1,131   -1,059      396      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.7      0.9     52.5     81.5     74.4     83.0     25.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        3        4       16       10       33       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      603,386
COMMITMENTS
 187,431   65,242   89,657  264,580  381,637  541,668  536,536   61,718   66,850

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -305)
  -4,936    5,570     -740    3,273   -6,039   -2,403   -1,209    2,098      904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     10.8     14.9     43.8     63.2     89.8     88.9     10.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     161      104      154      130      157      367      363
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      319,556
COMMITMENTS
  61,634   97,219   49,346  173,954  133,425  284,934  279,990   34,622   39,566

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -25,357)
     652   -4,364  -14,621  -12,886   -8,252  -26,855  -27,237    1,498    1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     30.4     15.4     54.4     41.8     89.2     87.6     10.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      61       84       86       76       64      195      200
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      688,751
COMMITMENTS
  75,364   49,540   32,200  409,405  447,784  516,969  529,524  171,782  159,227

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     55,566)
  -7,304   -3,357   24,781   24,458   24,500   41,935   45,924   13,631    9,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      7.2      4.7     59.4     65.0     75.1     76.9     24.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      32       23       20       63       72      108      103
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      389,460
COMMITMENTS
  21,891   53,108    8,513  266,987  256,121  297,391  317,742   92,069   71,718

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     32,744)
  -2,461      528    6,645    7,560   11,142   11,744   18,315   21,000   14,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     13.6      2.2     68.6     65.8     76.4     81.6     23.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        6        8       30       36       44       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,761
COMMITMENTS
   1,809      180    2,842    5,556    7,502   10,207   10,524      554      237

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -647)
    -808      -67      258      -18     -878     -568     -687      -79       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      1.7     26.4     51.6     69.7     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        6       15       19       26       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,266
COMMITMENTS
  60,902   22,200   21,815   82,403  138,457  165,120  182,472   46,146   28,794

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -6,732)
  -3,793    1,603   -1,335   -2,669   -7,802   -7,797   -7,534    1,065      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     10.5     10.3     39.0     65.5     78.2     86.4     21.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      55       33       50       72       61      155      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,373
COMMITMENTS
   2,903    5,421      213    8,088    6,826   11,204   12,460    3,169    1,913

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         96)
      81        0       71        6       89      158      160      -62      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     37.7      1.5     56.3     47.5     78.0     86.7     22.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      20       18        4       25       11       47       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,089,316
COMMITMENTS
 283,691  255,508   49,326  590,341  675,774  923,358  980,608  165,958  108,708

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -4,416)
 -52,762    1,565   18,348    7,970  -55,817  -26,444  -35,904   22,028   31,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     23.5      4.5     54.2     62.0     84.8     90.0     15.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      54       31       26      101       96      164      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,848,887
COMMITMENTS
 378,022  190,368   97,295  1063962  1194834  1539279  1482497  309,608  366,390

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -8,113)
 -39,622  -65,863   43,603  -28,739  -10,805  -24,758  -33,065   16,645   24,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     10.3      5.3     57.5     64.6     83.3     80.2     16.7     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      47       52       39      103      133      170      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,598,721
COMMITMENTS
 321,242  183,925   27,239  975,581  1119578  1324062  1330742  274,659  267,979

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     86,126)
  -8,484  -17,764    6,563   72,556   88,430   70,635   77,229   15,491    8,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     11.5      1.7     61.0     70.0     82.8     83.2     17.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      33       38       16       86      101      131      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      392,895
COMMITMENTS
  26,341   48,069   54,981  286,884  258,358  368,206  361,408   24,689   31,487

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     11,075)
   7,767      886     -797    6,183   11,982   13,153   12,071   -2,078     -996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     12.2     14.0     73.0     65.8     93.7     92.0      6.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       15       22       39       40       64       67
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,110
COMMITMENTS
   8,104   10,682    2,483   29,349   30,039   39,935   43,203    8,175    4,907

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        -39)
  -1,284     -545      -42    1,722      520      397      -67     -435       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     22.2      5.2     61.0     62.4     83.0     89.8     17.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       24        5       37       23       60       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,220
COMMITMENTS
  16,207   21,363    4,966   58,697   60,077   79,870   86,406   16,350    9,814

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        -77)
  -2,567   -1,090      -83    3,443    1,039      793     -134     -870       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     22.2      5.2     61.0     62.4     83.0     89.8     17.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       24        5       37       23       60       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,331
COMMITMENTS
   7,194    7,418      985    1,024      919    9,203    9,322      128        9

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      2,178)
   2,273    1,654       -1      -97      525    2,175    2,178        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.1     79.5     10.6     11.0      9.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        8        3        1        2       14       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,877
COMMITMENTS
     982    4,596        1   11,677    8,180   12,660   12,777      217      100

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        521)
      32      477        0      489       21      521      498        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     35.7      0.0     90.7     63.5     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        8        1        5       11       12       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,198
COMMITMENTS
     753    1,609       12   12,176   11,484   12,941   13,105      257       93

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:       -408)
    -358     -493       12      -63       29     -409     -452        1       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     12.2      0.1     92.3     87.0     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        5        1        4       15       11       20
```

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Updated December 5, 2012