```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,444
COMMITMENTS
 121,501   94,674   81,514  203,134  217,067  406,149  393,255   38,295   51,189

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -17,202)
  -8,746   -2,914     -540   -4,262  -13,742  -13,548  -17,196   -3,654       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     21.3     18.3     45.7     48.8     91.4     88.5      8.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     127      104       95       90      113      264      269
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,203,365
COMMITMENTS
 427,726   68,453  146,511  489,624  777,938  1063861  992,902  139,504  210,463

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -37,238)
  34,039    5,152  -17,501  -38,460  -10,142  -21,922  -22,491  -15,316  -14,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      5.7     12.2     40.7     64.6     88.4     82.5     11.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      748)
     186      142      169      211      361      489      597
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,833
COMMITMENTS
   2,033      878       14    5,505    8,034    7,552    8,926    2,281      907

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -877)
    -213      807      -80     -118     -690     -411       37     -466     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      8.9      0.1     56.0     81.7     76.8     90.8     23.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        7        2       16       12       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      593,935
COMMITMENTS
 183,808   60,989   88,348  259,716  375,369  531,872  524,706   62,063   69,229

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -9,451)
  -3,623   -4,253   -1,309   -4,864   -6,268   -9,796  -11,830      345    2,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     10.3     14.9     43.7     63.2     89.6     88.3     10.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     153       95      156      117      152      347      350
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      310,022
COMMITMENTS
  65,824   97,926   43,690  167,880  130,138  277,394  271,754   32,628   38,268

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -9,534)
   4,190      707   -5,656   -6,074   -3,287   -7,540   -8,236   -1,994   -1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     31.6     14.1     54.2     42.0     89.5     87.7     10.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      66       95       87       70       62      193      207
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      654,492
COMMITMENTS
 100,366   42,462   19,347  387,421  446,195  507,134  508,004  147,358  146,488

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -34,259)
  25,002   -7,078  -12,853  -21,984   -1,589   -9,835  -21,520  -24,424  -12,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      6.5      3.0     59.2     68.2     77.5     77.6     22.5     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      36       24       16       68       77      115      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      380,644
COMMITMENTS
  23,968   53,249    4,076  282,473  269,179  310,517  326,504   70,127   54,140

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:     -8,816)
   2,077      141   -4,437   15,486   13,058   13,126    8,762  -21,942  -17,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     14.0      1.1     74.2     70.7     81.6     85.8     18.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        8        6       30       36       42       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,778
COMMITMENTS
   1,493      179    2,869    5,822    7,589   10,184   10,637      594      141

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:         17)
    -316       -1       27      266       87      -23      113       40      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      1.7     26.6     54.0     70.4     94.5     98.7      5.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        2        6       17       21       28       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      216,689
COMMITMENTS
  63,952   23,099   24,168   85,387  144,401  173,507  191,668   43,182   25,021

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:      5,423)
   3,050      899    2,353    2,984    5,944    8,387    9,196   -2,964   -3,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     10.7     11.2     39.4     66.6     80.1     88.5     19.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      62       34       56       75       66      167      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,684
COMMITMENTS
   3,107    4,955      397    7,892    7,504   11,396   12,856    3,288    1,828

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        311)
     204     -466      184     -196      678      192      396      119      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     33.7      2.7     53.7     51.1     77.6     87.6     22.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      20       15        6       25       13       48       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      996,272
COMMITMENTS
 270,580  256,581   24,191  563,928  631,098  858,699  911,870  137,573   84,402

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -93,044)
 -13,111    1,073  -25,135  -26,413  -44,676  -64,659  -68,738  -28,385  -24,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     25.8      2.4     56.6     63.3     86.2     91.5     13.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      51       36       20       99       96      159      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,701,606
COMMITMENTS
 383,374  180,683   55,670  968,712  1114991  1407756  1351344  293,850  350,262

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:   -147,281)
   5,352   -9,685  -41,625  -95,250  -79,843 -131,523 -131,153  -15,758  -16,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     10.6      3.3     56.9     65.5     82.7     79.4     17.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      42       53       32       98      131      156      200
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,521,475
COMMITMENTS
 301,939  185,908   18,807  936,924  1075375  1257670  1280090  263,805  241,385

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -77,246)
 -19,303    1,983   -8,432  -38,657  -44,203  -66,392  -50,652  -10,854  -26,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     12.2      1.2     61.6     70.7     82.7     84.1     17.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      35       38       12       83      102      125      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      330,886
COMMITMENTS
  15,164   47,966   50,697  242,254  197,834  308,115  296,497   22,771   34,389

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:    -62,009)
 -11,177     -103   -4,284  -44,630  -60,524  -60,091  -64,911   -1,918    2,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     14.5     15.3     73.2     59.8     93.1     89.6      6.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10       16       20       34       36       55       62
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,680
COMMITMENTS
  10,533    6,824    1,214   27,242   35,031   38,988   43,068    8,692    4,612

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -431)
   2,430   -3,858   -1,270   -2,107    4,992     -947     -136      517     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     14.3      2.5     57.1     73.5     81.8     90.3     18.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       11        9       38       26       69       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,359
COMMITMENTS
  21,066   13,647    2,427   54,483   70,061   77,976   86,135   17,383    9,224

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:       -861)
   4,859   -7,716   -2,539   -4,214    9,984   -1,894     -271    1,033     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     14.3      2.5     57.1     73.5     81.8     90.3     18.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      26       11        9       38       26       69       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,296
COMMITMENTS
   7,163    7,025      979    1,024    1,283    9,166    9,287      130        9

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        -35)
     -31     -393       -6        0      364      -37      -35        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.1     75.6     10.5     11.0     13.8     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        7        3        1        2       13       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,089
COMMITMENTS
   1,216    4,495      349   11,322    8,172   12,887   13,016      202       73

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:        212)
     234     -101      348     -355       -8      227      239      -15      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     34.3      2.7     86.5     62.4     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        2        5       12       13       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,293
COMMITMENTS
     809    1,514      121   12,114   11,598   13,044   13,233      249       60

CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST:         95)
      56      -95      109      -62      114      103      128       -8      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     11.4      0.9     91.1     87.2     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        5        1        4       15       13       20
```

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Updated December 7, 2012