```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      638,623
COMMITMENTS
 123,593  100,496  195,261  277,065  288,092  595,918  583,849   42,704   54,774

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      2,288)
 -19,753   -3,379    6,955   13,479    1,487      681    5,062    1,607   -2,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     15.7     30.6     43.4     45.1     93.3     91.4      6.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     159      140      182      110      133      361      375
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,880,049
COMMITMENTS
 364,117   71,359  617,829  716,295  925,129  1698241  1614318  181,808  265,731

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -23,394)
  22,458  -20,972  -28,755  -16,355   32,325  -22,651  -17,402     -742   -5,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      3.8     32.9     38.1     49.2     90.3     85.9      9.7     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      860)
     225      193      307      305      396      688      758
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,256
COMMITMENTS
   2,194      222      697    6,951    9,800    9,841   10,719    2,415    1,536

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -406)
     133      -95      -32     -253     -132     -153     -259     -253     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      1.8      5.7     56.7     80.0     80.3     87.5     19.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      21        3       12       17       11       39       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      874,049
COMMITMENTS
 177,845   47,336  313,903  314,182  439,572  805,929  800,811   68,119   73,238

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     13,321)
 -10,214    3,398   19,754    5,619   -7,497   15,159   15,654   -1,838   -2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      5.4     35.9     35.9     50.3     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     178      139      220      150      179      438      439
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      426,242
COMMITMENTS
  48,080  104,452  114,890  228,694  168,504  391,664  387,846   34,579   38,396

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:    -21,613)
    -802    5,976  -17,454   -4,272   -6,678  -22,527  -18,155      914   -3,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     24.5     27.0     53.7     39.5     91.9     91.0      8.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      51      108      121       91       81      235      255
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      746,805
COMMITMENTS
  81,960   43,756   64,013  429,004  467,509  574,978  575,278  171,827  171,527

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     11,231)
  11,170   -1,226     -942   -9,559    9,150      670    6,982   10,561    4,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      5.9      8.6     57.4     62.6     77.0     77.0     23.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      35       34       44       87       95      149      146
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      357,205
COMMITMENTS
  24,352   52,586    1,877  259,427  244,979  285,656  299,443   71,549   57,763

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:       -917)
     484      558       85   -2,672   -4,509   -2,103   -3,866    1,186    2,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     14.7      0.5     72.6     68.6     80.0     83.8     20.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        4       32       36       43       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      280,286
COMMITMENTS
  56,778   20,682   69,662  105,379  159,983  231,820  250,327   48,466   29,959

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -1,709)
  -2,606   -1,493   -5,285    7,292    4,513     -599   -2,266   -1,110      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      7.4     24.9     37.6     57.1     82.7     89.3     17.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      55       37       52       88       78      172      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,974
COMMITMENTS
   2,645    5,421      541    8,510    6,960   11,697   12,922    3,277    2,051

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:        134)
      12      155       31       84     -148      127       38        7       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     36.2      3.6     56.8     46.5     78.1     86.3     21.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       19        5       26       12       45       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,223,724
COMMITMENTS
 309,439  273,339  112,589  656,032  759,614  1078060  1145542  145,664   78,182

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     57,149)
  53,369  -17,158    9,498  -18,516   71,251   44,351   63,591   12,798   -6,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     22.3      9.2     53.6     62.1     88.1     93.6     11.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      46       42       35      114      101      182      157
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,238,859
COMMITMENTS
 408,983  208,304  270,814  1243244  1393802  1923041  1872920  315,818  365,939

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     76,087)
  43,115   39,485    9,390   25,805   22,833   78,310   71,707   -2,223    4,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      9.3     12.1     55.5     62.3     85.9     83.7     14.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      54       64       77      148      160      248      255
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,748,215
COMMITMENTS
 321,516  176,966  185,044  970,418  1115854  1476977  1477863  271,237  270,352

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     45,781)
  35,095   28,532  -21,963    8,089   31,853   21,221   38,422   24,560    7,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     10.1     10.6     55.5     63.8     84.5     84.5     15.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      36       43       36       91      114      149      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      394,867
COMMITMENTS
  16,386   46,594   67,393  283,976  248,162  367,755  362,149   27,112   32,718

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:      9,468)
   2,036   -2,026    1,000    2,868   11,168    5,904   10,143    3,564     -675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     11.8     17.1     71.9     62.8     93.1     91.7      6.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       18       24       39       39       64       69
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       49,227
COMMITMENTS
   9,396   10,887    3,070   27,985   30,159   40,451   44,116    8,776    5,111

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -3,047)
  -3,188    2,165     -263    1,656   -6,025   -1,795   -4,123   -1,252    1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     22.1      6.2     56.8     61.3     82.2     89.6     17.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       20        9       34       25       62       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       98,455
COMMITMENTS
  18,792   21,774    6,140   55,970   60,318   80,902   88,232   17,553   10,223

CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST:     -6,093)
  -6,376    4,330     -527    3,313  -12,049   -3,589   -8,246   -2,504    2,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     22.1      6.2     56.8     61.3     82.2     89.6     17.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       20        9       34       25       62       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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