WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      496,414
COMMITMENTS
 100,470  106,971   69,248  290,911  259,906  460,629  436,125   35,785   60,289

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -5,817)
  -4,020   -2,311   -1,469    3,718      676   -1,771   -3,104   -4,046   -2,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     21.5     13.9     58.6     52.4     92.8     87.9      7.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      437)
     144      139      144       88      127      316      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,630,025
COMMITMENTS
 545,278  152,985  231,474  682,910  998,800  1459662  1383259  170,363  246,766

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,176)
 -14,665    2,095   12,625   -2,658  -16,434   -4,698   -1,714    2,522     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      9.4     14.2     41.9     61.3     89.5     84.9     10.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      938)
     285      150      247      280      414      683      729
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,409
COMMITMENTS
   3,481      403      239    6,854   10,635   10,574   11,277    2,835    2,132

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -180)
     -37       35      -14     -244     -497     -295     -476      115      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      3.0      1.8     51.1     79.3     78.9     84.1     21.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        4        2       16       10       35       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      622,648
COMMITMENTS
 237,538   38,260   61,531  273,964  440,742  573,033  540,533   49,615   82,115

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      5,179)
   3,930     -694    7,744   -2,428    4,321    9,246   11,371   -4,067   -6,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      6.1      9.9     44.0     70.8     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     200       89      115      111      223      358      400
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,957
COMMITMENTS
  18,765    2,035      383       36    4,126   19,184    6,544    2,773   15,413

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -2,015)
  -1,616     -127     -284        0       25   -1,900     -386     -115   -1,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.5      9.3      1.7      0.2     18.8     87.4     29.8     12.6     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      20        7        3        2        8       22       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      357,167
COMMITMENTS
  92,449   31,694   47,327  185,259  254,084  325,035  333,105   32,132   24,062

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     -1,320)
  -3,872   -1,775   11,811   -4,924  -11,566    3,015   -1,530   -4,335      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      8.9     13.3     51.9     71.1     91.0     93.3      9.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      93       49       88       67       61      215      175
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      626,882
COMMITMENTS
  68,657   81,354   12,512  413,199  391,011  494,368  484,877  132,514  142,005

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -20,541)
 -14,098   13,311   -1,806    6,132  -28,391   -9,772  -16,886  -10,769   -3,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     13.0      2.0     65.9     62.4     78.9     77.3     21.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      27       30       18       81       81      117      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      342,063
COMMITMENTS
  33,304   48,466    3,425  236,201  241,866  272,930  293,757   69,133   48,306

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     29,132)
     910    3,232    2,770   15,841   14,828   19,521   20,830    9,611    8,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     14.2      1.0     69.1     70.7     79.8     85.9     20.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4       10        5       30       29       39       39
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,947
COMMITMENTS
   1,006      867      663    6,000    6,179    7,669    7,709      278      238

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:         85)
     102       89       -2       41      -48      141       39      -56       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     10.9      8.3     75.5     77.8     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        5        6       16       17       27       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      205,404
COMMITMENTS
  51,490   12,421   23,604   94,549  153,208  169,643  189,233   35,761   16,171

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      8,546)
   1,041      370    1,104    3,804    5,238    5,949    6,712    2,597    1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      6.0     11.5     46.0     74.6     82.6     92.1     17.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      62       24       54       78       64      177      123
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,276
COMMITMENTS
   4,079    2,377    1,395    7,169   12,093   12,643   15,865    4,633    1,411

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:       -209)
    -205       76      107       25     -401      -73     -218     -136        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     13.8      8.1     41.5     70.0     73.2     91.8     26.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       11       13       27       16       65       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      742,159
COMMITMENTS
  88,321  139,637   27,116  518,051  463,702  633,488  630,455  108,671  111,704

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     52,652)
 -16,861     -687   10,376   58,298   38,270   51,813   47,959      839    4,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     18.8      3.7     69.8     62.5     85.4     84.9     14.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      34       38       24       84      102      131      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,476,806
COMMITMENTS
 237,822  210,541   40,951  928,020  913,183  1206793  1164675  270,013  312,131

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:    -47,174)
 -52,557   17,508   -4,847   17,658  -53,870  -39,746  -41,209   -7,428   -5,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     14.3      2.8     62.8     61.8     81.7     78.9     18.3     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      63       39       39      127      123      206      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,147,478
COMMITMENTS
 197,215  103,397   52,737  709,769  728,600  959,721  884,734  187,757  262,744

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     16,825)
 -16,099   -7,032   25,150    5,487  -30,306   14,538  -12,188    2,287   29,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      9.0      4.6     61.9     63.5     83.6     77.1     16.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      30       30       21       76       87      115      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      597,916
COMMITMENTS
 148,915   24,737   72,179  337,851  447,584  558,945  544,500   38,971   53,416

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     21,729)
   6,484      575    4,209    8,244   11,303   18,937   16,087    2,792    5,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      4.1     12.1     56.5     74.9     93.5     91.1      6.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      21       16       23       53       46       86       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,667
COMMITMENTS
  17,610    6,959      278   25,972   38,265   43,859   45,502    6,808    5,165

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      2,862)
     345    1,342      192    2,263    1,205    2,799    2,739       63      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     13.7      0.5     51.3     75.5     86.6     89.8     13.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27       17        5       31       31       62       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,333
COMMITMENTS
  35,219   13,918      555   51,943   76,530   87,717   91,003   13,616   10,330

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      5,724)
     690    2,684      383    4,525    2,410    5,598    5,477      126      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     13.7      0.5     51.3     75.5     86.6     89.8     13.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      27       17        5       31       31       62       49
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       17,263
COMMITMENTS
     818      858      147   16,154   16,090   17,119   17,095      144      168

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      1,486)
     -26      221     -207    1,765    1,416    1,532    1,430      -46       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      5.0      0.9     93.6     93.2     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        7        1       12       13       16       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       50,701
COMMITMENTS
     460    2,827      699   49,221   46,858   50,380   50,384      321      317

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,969)
    -269     -468      402    3,799    3,978    3,932    3,912       37       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      5.6      1.4     97.1     92.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        1        7       17       11       22
 

Updated November 29, 2010