WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,421
COMMITMENTS
  84,483  103,855   60,149  278,107  234,669  422,739  398,673   36,682   60,748

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -36,993)
 -15,987   -3,116   -9,099  -12,804  -25,237  -37,890  -37,452      897      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     22.6     13.1     60.5     51.1     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     119      147      134       80      123      284      329
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,518,147
COMMITMENTS
 531,645  116,899  184,757  634,980  970,712  1351382  1272368  166,765  245,779

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -111,878)
 -13,633  -36,086  -46,717  -47,930  -28,088 -108,280 -110,891   -3,598     -987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      7.7     12.2     41.8     63.9     89.0     83.8     11.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      895)
     264      122      210      224      405      587      685
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,971
COMMITMENTS
   3,067      196      145    6,344    9,935    9,556   10,276    2,415    1,695

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -1,438)
    -414     -207      -94     -510     -700   -1,018   -1,001     -420     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6      1.6      1.2     53.0     83.0     79.8     85.8     20.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        2        1       16       10       33       13
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      631,522
COMMITMENTS
 238,157   34,902   65,896  272,769  445,131  576,822  545,929   54,700   85,593

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      8,874)
     619   -3,358    4,365   -1,195    4,389    3,789    5,396    5,085    3,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      5.5     10.4     43.2     70.5     91.3     86.4      8.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     198       79      127      104      208      358      389
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,517
COMMITMENTS
  19,597    3,198      303       36    3,897   19,936    7,398    2,581   15,119

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        560)
     832    1,163      -80        0     -229      752      854     -192     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0     14.2      1.3      0.2     17.3     88.5     32.9     11.5     67.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      22       11        3        2        8       24       22
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      326,408
COMMITMENTS
  85,383   26,570   40,100  163,827  233,153  289,310  299,823   37,098   26,585

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -30,759)
  -7,066   -5,124   -7,227  -21,432  -20,931  -35,725  -33,282    4,966    2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      8.1     12.3     50.2     71.4     88.6     91.9     11.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      86       65       89       63       61      208      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      634,661
COMMITMENTS
  64,585   76,656    5,365  428,144  411,956  498,094  493,977  136,567  140,684

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      7,779)
  -4,072   -4,698   -7,147   14,945   20,945    3,726    9,100    4,053   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     12.1      0.8     67.5     64.9     78.5     77.8     21.5     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      21       29       12       73       72      102      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      332,705
COMMITMENTS
  34,886   45,215      356  237,924  239,096  273,166  284,667   59,539   48,038

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -9,358)
   1,582   -3,251   -3,069    1,723   -2,770      236   -9,090   -9,594     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.6      0.1     71.5     71.9     82.1     85.6     17.9     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        7        3       28       27       36       34
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,412
COMMITMENTS
   1,046      784      444    5,639    5,886    7,129    7,114      283      298

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:       -535)
      40      -83     -219     -361     -293     -540     -595        5       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     10.6      6.0     76.1     79.4     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        4        4       15       17       24       22
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,050
COMMITMENTS
  56,099    8,914   18,062   87,252  152,141  161,413  179,117   34,637   16,933

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -9,354)
   4,609   -3,507   -5,542   -7,297   -1,067   -8,230  -10,116   -1,124      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      4.5      9.2     44.5     77.6     82.3     91.4     17.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      67       17       49       68       59      163      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,447
COMMITMENTS
   4,145    2,381    1,236    7,394   12,210   12,775   15,827    4,672    1,620

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        171)
      66        4     -159      225      117      132      -38       39      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     13.6      7.1     42.4     70.0     73.2     90.7     26.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      29       11       11       26       15       61       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      678,768
COMMITMENTS
 102,520  133,614    9,302  465,404  430,458  577,226  573,374  101,542  105,394

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:    -63,391)
  14,199   -6,023  -17,814  -52,647  -33,244  -56,262  -57,081   -7,129   -6,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     19.7      1.4     68.6     63.4     85.0     84.5     15.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      30       37       17       74       92      114      137
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,353,052
COMMITMENTS
 143,975  211,630   33,622  871,067  786,892  1048664  1032144  304,388  320,908

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -123,754)
 -93,847    1,089   -7,329  -56,953 -126,291 -158,129 -132,531   34,375    8,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.6      2.5     64.4     58.2     77.5     76.3     22.5     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      43       43       22      103      109      158      162
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,036,706
COMMITMENTS
 142,748   90,473   30,042  671,214  677,302  844,004  797,817  192,702  238,889

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -110,772)
 -54,467  -12,924  -22,695  -38,555  -51,298 -115,717  -86,917    4,945  -23,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      8.7      2.9     64.7     65.3     81.4     77.0     18.6     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      25       28       16       70       84      101      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      626,706
COMMITMENTS
 179,367   27,985   70,422  339,847  474,024  589,636  572,431   37,070   54,275

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     28,790)
  30,452    3,248   -1,757    1,996   26,440   30,691   27,931   -1,901      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      4.5     11.2     54.2     75.6     94.1     91.3      5.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      34       13       25       54       47       95       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,594
COMMITMENTS
  15,798    5,617      205   25,850   36,767   41,853   42,589    6,742    6,005

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -2,073)
  -1,812   -1,342      -73     -122   -1,498   -2,006   -2,913      -67      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     11.6      0.4     53.2     75.7     86.1     87.6     13.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       15       11       28       31       62       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,188
COMMITMENTS
  31,596   11,234      410   51,699   73,534   83,705   85,178   13,483   12,010

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -4,145)
  -3,623   -2,684     -145     -244   -2,996   -4,012   -5,825     -133    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     11.6      0.4     53.2     75.7     86.1     87.6     13.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      29       15       11       28       31       62       52
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       19,105
COMMITMENTS
     766    1,037      955   17,261   16,934   18,982   18,926      123      179

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      1,842)
     -52      179      808    1,107      844    1,863    1,831      -21       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      5.4      5.0     90.3     88.6     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        1       13       13       17       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       58,174
COMMITMENTS
     677    2,489    1,873   55,134   53,732   57,684   58,094      490       80

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      7,473)
     217     -338    1,174    5,913    6,874    7,304    7,710      169     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.3      3.2     94.8     92.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        5        1        7       18       13       23
 

Updated December 3, 2010