```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      521,903
COMMITMENTS
 128,734   94,545  123,743  224,660  249,060  477,137  467,349   44,766   54,554

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:   -116,720)
   5,141   -5,951  -71,517  -52,405  -39,032 -118,781 -116,500    2,062     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     18.1     23.7     43.0     47.7     91.4     89.5      8.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     140      127      150      102      126      328      331
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,541,817
COMMITMENTS
 372,124   71,368  366,401  624,013  849,321  1362538  1287090  179,279  254,727

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:   -338,232)
   8,007        8 -251,428  -92,282  -75,808 -335,703 -327,228   -2,529  -11,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.6     23.8     40.5     55.1     88.4     83.5     11.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      784)
     195      158      231      286      386      603      669
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       11,052
COMMITMENTS
   2,202        6      316    5,756    8,883    8,273    9,204    2,778    1,847

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     -1,204)
       8     -217     -381   -1,194     -917   -1,567   -1,515      364      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      0.0      2.9     52.1     80.4     74.9     83.3     25.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        2        9       16       11       36       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      843,320
COMMITMENTS
 176,139   53,949  285,917  311,470  429,646  773,527  769,513   69,793   73,807

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -30,729)
  -1,705    6,613  -27,986   -2,712   -9,925  -32,403  -31,298    1,674      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.4     33.9     36.9     50.9     91.7     91.2      8.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     173      140      215      146      170      433      426
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      370,218
COMMITMENTS
  50,351  101,245   83,095  200,654  144,846  334,100  329,186   36,118   41,032

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -56,024)
   2,272   -3,207  -31,795  -28,040  -23,659  -57,564  -58,660    1,539    2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     27.3     22.4     54.2     39.1     90.2     88.9      9.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      42      104       99       83       72      205      219
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      753,318
COMMITMENTS
  74,536   48,101   64,020  432,671  468,597  571,227  580,719  182,091  172,599

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:      6,513)
  -7,424    4,345        7    3,667    1,088   -3,751    5,440   10,264    1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      6.4      8.5     57.4     62.2     75.8     77.1     24.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      34       23       33       72       74      122      115
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      389,603
COMMITMENTS
  21,891   53,104    8,521  266,987  256,121  297,399  317,746   92,204   71,857

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     32,397)
  -2,461      517    6,644    7,560   11,142   11,743   18,303   20,655   14,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     13.6      2.2     68.5     65.7     76.3     81.6     23.7     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      253,348
COMMITMENTS
  55,302   23,512   52,293   96,867  147,216  204,461  223,021   48,887   30,327

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -26,938)
  -1,477    2,831  -17,370   -8,512  -12,767  -27,359  -27,306      421      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      9.3     20.6     38.2     58.1     80.7     88.0     19.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      59       31       55       76       68      162      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,993
COMMITMENTS
   2,786    5,421      557    8,426    7,038   11,770   13,016    3,223    1,977

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         19)
     141        0       16      -84       78       73       94      -54      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     36.2      3.7     56.2     46.9     78.5     86.8     21.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      21       18        7       27       14       50       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,157,985
COMMITMENTS
 280,248  268,267   92,826  614,769  686,607  987,843  1047700  170,142  110,285

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -65,739)
 -29,191   -5,073  -19,763  -41,263  -73,007  -90,217  -97,843   24,478   32,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     23.2      8.0     53.1     59.3     85.3     90.5     14.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      46       40       39      105       99      170      160
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,051,670
COMMITMENTS
 377,209  186,814  199,981  1145908  1275077  1723099  1661872  328,571  389,797

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:   -187,190)
 -31,774  -21,490  -70,832  -97,336 -118,725 -199,942 -211,048   12,753   23,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      9.1      9.7     55.9     62.1     84.0     81.0     16.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      49       54       59      123      138      204      219
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,691,723
COMMITMENTS
 318,346  178,241   99,744  994,184  1139859  1412273  1417844  279,450  273,879

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:    -56,491)
  -3,170    1,275  -85,300   23,766   24,006  -64,704  -60,019    8,213    3,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     10.5      5.9     58.8     67.4     83.5     83.8     16.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      39       33       30       93      103      148      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      405,822
COMMITMENTS
  23,913   47,271   66,738  290,136  260,103  380,787  374,111   25,034   31,710

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:     10,955)
   7,527      677     -655    6,161   11,941   13,032   11,962   -2,078   -1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.6     16.4     71.5     64.1     93.8     92.2      6.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       18       24       40       40       67       69
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       49,294
COMMITMENTS
   8,095   10,288    3,104   29,735   30,738   40,934   44,131    8,360    5,163

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:         67)
  -1,301     -599       34    1,750      579      483       15     -417       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     20.9      6.3     60.3     62.4     83.0     89.5     17.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       25        9       37       25       63       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       98,588
COMMITMENTS
  16,190   20,577    6,208   59,471   61,476   81,869   88,261   16,719   10,327

CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST:        133)
  -2,602   -1,197       69    3,501    1,158      967       29     -833      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     20.9      6.3     60.3     62.4     83.0     89.5     17.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       25        9       37       25       63       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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