WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      541,878
COMMITMENTS
  70,567  121,025  145,662  286,137  215,862  502,366  482,549   39,512   59,329

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     17,360)
   2,758    7,997    8,442      998     -948   12,198   15,491    5,162    1,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     22.3     26.9     52.8     39.8     92.7     89.1      7.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     117      169      184      111      125      344      374
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,921,134
COMMITMENTS
 295,711  111,180  638,172  796,974  893,741  1730857  1643092  190,277  278,042

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -4,014)
    -755   -4,592   -8,220   -7,488    2,460  -16,464  -10,352   12,450    6,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.8     33.2     41.5     46.5     90.1     85.5      9.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      815)
     221      183      301      290      360      655      711
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       17,825
COMMITMENTS
   2,648    2,050    1,541   10,754   12,336   14,942   15,927    2,883    1,898

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        285)
     139      -43      -43      144      403      240      317       45      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     11.5      8.6     60.3     69.2     83.8     89.3     16.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       10        6       17       10       33       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      877,888
COMMITMENTS
 123,625   58,552  293,432  404,512  436,492  821,569  788,476   56,319   89,412

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      7,418)
  11,723    1,851  -16,332    8,303   23,370    3,695    8,889    3,724   -1,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      6.7     33.4     46.1     49.7     93.6     89.8      6.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     179      157      250      149      189      450      490
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      371,213
COMMITMENTS
  57,290   63,637   77,644  209,804  195,485  344,738  336,767   26,475   34,446

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,998)
  -3,453   -6,983   -1,877    1,058    4,251   -4,271   -4,609    2,273    2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.1     20.9     56.5     52.7     92.9     90.7      7.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      70       80       78       71       75      185      206
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      747,192
COMMITMENTS
  68,157   81,989   76,127  451,870  446,392  596,154  604,507  151,039  142,685

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -10,726)
  -2,913  -13,599   -5,472  -10,871    2,101  -19,256  -16,971    8,530    6,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     11.0     10.2     60.5     59.7     79.8     80.9     20.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      36       28       40       84       83      140      131
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      382,677
COMMITMENTS
  58,296   30,851    2,626  254,363  301,440  315,285  334,916   67,392   47,761

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,713)
     -17   -2,399       77    2,261    6,427    2,321    4,105    1,392     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.1      0.7     66.5     78.8     82.4     87.5     17.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       8        5        3       38       42       48       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,414
COMMITMENTS
     893      789      844    8,085    8,182    9,822    9,815      592      599

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        865)
    -132      547      -34      908      301      742      814      123       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      7.6      8.1     77.6     78.6     94.3     94.2      5.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        5       18       21       27       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,558
COMMITMENTS
  28,860   47,151   38,585  112,455   97,062  179,900  182,798   35,658   32,760

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -202)
  -2,301    1,456   -1,148    3,871   -1,781      422   -1,474     -624    1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     21.9     17.9     52.2     45.0     83.5     84.8     16.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      42       58       46       80       66      147      153
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,867
COMMITMENTS
   3,521    3,673    3,328    9,237   11,452   16,087   18,453    3,780    1,414

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        477)
     279       85      435     -490      -26      224      494      253      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     18.5     16.8     46.5     57.6     81.0     92.9     19.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       22       23       27       21       73       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      764,749
COMMITMENTS
 211,697  170,431   45,914  404,019  437,562  661,629  653,907  103,120  110,842

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -961)
   5,639  -13,373   -5,796   -6,115   22,513   -6,272    3,344    5,311   -4,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     22.3      6.0     52.8     57.2     86.5     85.5     13.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      34       49       25       83      109      135      166
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,846,060
COMMITMENTS
 133,558  295,633  184,211  1244029  1056505  1561798  1536349  284,262  309,711

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    -31,755)
   9,409  -12,087    3,694  -24,570   10,916  -11,468    2,523  -20,287  -34,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     16.0     10.0     67.4     57.2     84.6     83.2     15.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      36       51       57      138      147      203      226
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,343,555
COMMITMENTS
 330,075   87,085   99,831  711,541  918,738  1141446  1105654  202,109  237,901

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     12,795)
   2,369  -11,336   18,905  -22,476    8,933   -1,201   16,502   13,996   -3,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      6.5      7.4     53.0     68.4     85.0     82.3     15.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      31       29       37       83      109      130      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      816,121
COMMITMENTS
  59,287   59,811  263,324  459,357  451,093  781,968  774,227   34,152   41,893

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,022)
  -1,684   14,481   17,623  -14,877  -25,263    1,061    6,841    1,961   -3,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      7.3     32.3     56.3     55.3     95.8     94.9      4.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      26       26       40       67       70      111      120
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,506
COMMITMENTS
   7,179      913    4,238   35,074   40,846   46,491   45,997    6,014    6,509

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     11,106)
  -3,232   -3,390    3,527    8,948   10,780    9,243   10,916    1,863      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      1.7      8.1     66.8     77.8     88.5     87.6     11.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22        6       10       39       34       66       46
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,466
COMMITMENTS
   3,146    1,249        3    7,733   10,164   10,882   11,416    1,584    1,050

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:         42)
     182     -110       -2        0      -10      180     -122     -138      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     10.0      0.0     62.0     81.5     87.3     91.6     12.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        2        7        7       11       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       80,078
COMMITMENTS
  14,604    5,865    1,932   54,682   61,364   71,219   69,161    8,859   10,917

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -2,721)
  -6,217   -2,741      509    2,430    1,231   -3,277   -1,000      557   -1,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.3      2.4     68.3     76.6     88.9     86.4     11.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20        7        8       37       30       62       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,306
COMMITMENTS
   6,245   12,835      460    6,266        0   12,971   13,295      335       11

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        187)
     179      179        0       -3        0      176      179       11        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     96.5      3.5     47.1      0.0     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       11        2        3        0       17       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,791
COMMITMENTS
   2,055      566      366    7,095    8,732    9,516    9,664      275      127

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:       -266)
     163     -135      103     -533     -294     -267     -326        1       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.8      3.7     72.5     89.2     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        4        1        5       11       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,276
COMMITMENTS
   1,790      450        0   12,218   13,684   14,008   14,134      268      142

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:        738)
     823     -454        0      -21    1,200      802      746      -64       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      3.2      0.0     85.6     95.9     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        0        6       13       14       16
 

Updated October 21, 2011