```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      494,374
COMMITMENTS
 141,105  107,930   89,934  225,198  245,223  456,237  443,087   38,137   51,287

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,297)
 -18,257   -1,752    4,793   13,377      886      -87    3,927    1,384   -2,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     21.8     18.2     45.6     49.6     92.3     89.6      7.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     150      113      148       96      117      319      318
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,301,506
COMMITMENTS
 408,558   94,549  189,415  552,079  787,976  1150052  1071940  151,454  229,566

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      6,932)
  14,435  -23,415    3,858  -11,313   30,067    6,980   10,510      -48   -3,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      7.3     14.6     42.4     60.5     88.4     82.4     11.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      798)
     204      160      220      260      365      588      651
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,445
COMMITMENTS
   2,239      326      238    6,617    9,384    9,094    9,948    2,351    1,497

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -297)
      59      -81       41     -134     -145      -34     -185     -263     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      2.8      2.1     57.8     82.0     79.5     86.9     20.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        6        8       17       10       37       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      603,691
COMMITMENTS
 192,367   59,672   90,397  261,307  387,676  544,071  537,745   59,620   65,946

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -471)
  -9,102    6,991    3,114    7,206   -7,833    1,218    2,272   -1,689   -2,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      9.9     15.0     43.3     64.2     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      473)
     163      105      145      133      167      356      374
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      344,913
COMMITMENTS
  60,982  101,583   63,967  186,840  141,677  311,789  307,227   33,124   37,686

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -19,879)
   1,664    4,644  -17,140   -5,048   -4,581  -20,524  -17,077      645   -2,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.5     18.5     54.2     41.1     90.4     89.1      9.6     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      64       91      109       86       68      222      234
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      633,185
COMMITMENTS
  82,668   52,897    7,419  384,947  423,284  475,034  483,600  158,151  149,585

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     18,123)
  12,568     -291     -342   -5,337    9,872    6,889    9,239   11,234    8,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.4      1.2     60.8     66.8     75.0     76.4     25.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      28       35       20       71       85      112      127
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,716
COMMITMENTS
  24,352   52,580    1,868  259,427  244,979  285,647  299,427   71,069   57,289

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -728)
     484      552       83   -2,672   -4,509   -2,105   -3,874    1,377    3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     14.7      0.5     72.7     68.7     80.1     83.9     19.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        4       32       36       43       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,408
COMMITMENTS
   2,617      247    2,584    5,574    8,380   10,775   11,211      633      197

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        -72)
  -1,338     -214      648      534     -414     -156       20       84      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      2.2     22.7     48.9     73.5     94.5     98.3      5.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        6       15       19       25       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      217,998
COMMITMENTS
  64,695   20,597   23,150   85,072  146,259  172,917  190,006   45,081   27,992

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      1,448)
    -765   -1,650   -3,205    6,396    5,707    2,426      852     -978      596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      9.4     10.6     39.0     67.1     79.3     87.2     20.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      59       30       46       81       68      161      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,277
COMMITMENTS
   2,822    5,421      142    8,082    6,737   11,046   12,300    3,231    1,977

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        147)
     -30      174       60      128     -166      158       68      -11       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     38.0      1.0     56.6     47.2     77.4     86.2     22.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       19        3       25        9       43       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,093,732
COMMITMENTS
 336,453  253,943   30,978  582,371  731,591  949,802  1016512  143,930   77,220

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     56,270)
  56,444  -21,191    9,592  -22,669   74,265   43,367   62,666   12,903   -6,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     23.2      2.8     53.2     66.9     86.8     92.9     13.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      53       33       26      108       97      173      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,857,000
COMMITMENTS
 417,644  256,231   53,692  1092701  1205639  1564037  1515562  292,963  341,438

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     92,400)
  46,914   44,020    4,566   38,423   37,685   89,903   86,271    2,497    6,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     13.8      2.9     58.8     64.9     84.2     81.6     15.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      48       62       37      111      143      183      218
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,512,595
COMMITMENTS
 329,726  201,689   20,676  903,025  1031148  1253427  1253513  259,168  259,082

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     69,800)
  33,825   24,625   -4,131   18,546   44,896   48,240   65,390   21,560    4,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     13.3      1.4     59.7     68.2     82.9     82.9     17.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      34       42       18       82      105      128      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      381,820
COMMITMENTS
  18,574   47,183   55,778  280,701  246,376  355,053  349,337   26,767   32,483

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      9,722)
   1,832   -2,083    1,144    2,956   11,098    5,932   10,159    3,790     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.4     14.6     73.5     64.5     93.0     91.5      7.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       16       21       38       39       60       67
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,149
COMMITMENTS
   9,387   11,227    2,525   27,627   29,519   39,539   43,270    8,610    4,879

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -2,487)
  -3,096    2,312     -291    1,816   -5,511   -1,572   -3,490     -915    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     23.3      5.2     57.4     61.3     82.1     89.9     17.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       19        5       34       23       60       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,297
COMMITMENTS
  18,774   22,453    5,049   55,254   59,038   79,077   86,540   17,220    9,757

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -4,973)
  -6,192    4,624     -582    3,631  -11,022   -3,143   -6,980   -1,830    2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     23.3      5.2     57.4     61.3     82.1     89.9     17.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      23       19        5       34       23       60       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,153
COMMITMENTS
   4,921    5,764      986    1,121      394    7,028    7,144      125        9

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -953)
    -958   -1,353       33      -28      367     -953     -953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     80.6     13.8     15.7      5.5     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        8        3        2        1       13       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,356
COMMITMENTS
     950    4,119        1   11,188    8,159   12,139   12,279      217       77

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        609)
    -138     -220        0      761      815      623      595      -14       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     33.3      0.0     90.5     66.0     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        1        5       12       13       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,606
COMMITMENTS
   1,111    2,102        0   12,239   11,455   13,350   13,557      256       49

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -441)
    -301     -232        0      -98     -219     -399     -451      -42       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     15.4      0.0     90.0     84.2     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       6        6        0        4       15       10       21
```

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Updated November 26, 2012