```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      380,892
COMMITMENTS
  74,449  119,190   55,246  219,603  152,962  349,298  327,398   31,594   53,494

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,257)
  -1,875  -10,835    2,891    1,398   11,021    2,414    3,077   -1,157   -1,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     31.3     14.5     57.7     40.2     91.7     86.0      8.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      98      144      125       76      101      259      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,153,978
COMMITMENTS
 293,731  138,924  146,892  578,234  633,727  1018857  919,543  135,121  234,435

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -11,341)
   3,408  -17,122   -6,870  -10,420    8,586  -13,882  -15,406    2,541    4,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     12.0     12.7     50.1     54.9     88.3     79.7     11.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      660)
     166      137      159      190      297      432      531
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,618
COMMITMENTS
   2,600    2,104       49    8,136    8,695   10,785   10,848    1,833    1,770

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -190)
     -45       -9       -6      -76     -133     -127     -148      -63      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     16.7      0.4     64.5     68.9     85.5     86.0     14.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       10        4       16        7       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      480,007
COMMITMENTS
 104,823   75,814   70,462  257,041  257,615  432,326  403,891   47,681   76,116

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -52,231)
  -7,156  -12,260  -18,348  -28,872  -22,094  -54,376  -52,702    2,145      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     15.8     14.7     53.5     53.7     90.1     84.1      9.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     120      106      149      103      141      317      342
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      290,339
COMMITMENTS
  64,023   72,216   33,740  164,044  153,527  261,807  259,483   28,532   30,856

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -13,497)
      69   -9,438   -4,173  -11,168    1,427  -15,272  -12,184    1,775   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     24.9     11.6     56.5     52.9     90.2     89.4      9.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      69       66       71       67       66      181      178
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      581,902
COMMITMENTS
  60,024   92,496    2,371  384,265  367,110  446,660  461,977  135,242  119,925

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -17,151)
     881       78     -205  -17,107  -18,559  -16,431  -18,686     -720    1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     15.9      0.4     66.0     63.1     76.8     79.4     23.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       23        9       63       64       95       90
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      368,614
COMMITMENTS
  59,028   35,464    1,146  247,659  293,229  307,833  329,839   60,781   38,775

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,329)
       0      640       43    2,861    3,487    2,904    4,170   -1,575   -2,841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      9.6      0.3     67.2     79.5     83.5     89.5     16.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        7        4       43       40       53       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,798
COMMITMENTS
   1,114    1,134      952    7,138    7,205    9,204    9,291      594      507

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:        -74)
     -20      -85       18      -26        5      -28      -62      -46      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     11.6      9.7     72.9     73.5     93.9     94.8      6.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        3        5       19       18       28       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      196,580
COMMITMENTS
  30,789   48,240   26,674  110,416   93,243  167,879  168,157   28,701   28,423

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -7,908)
   1,292   -6,705   -1,671   -6,155    3,032   -6,534   -5,344   -1,374   -2,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     24.5     13.6     56.2     47.4     85.4     85.5     14.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      34       44       49       70       61      139      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,632
COMMITMENTS
   2,970    5,642    1,927    8,525    6,674   13,422   14,243    3,210    2,389

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -668)
    -830      204     -110      132     -689     -808     -595      140      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     33.9     11.6     51.3     40.1     80.7     85.6     19.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      23       27       16       20       17       52       57
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      691,704
COMMITMENTS
 172,800  127,800    9,201  402,513  452,656  584,514  589,657  107,190  102,047

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -25,494)
 -23,748    7,520   -5,252    4,639  -35,114  -24,361  -32,846   -1,133    7,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     18.5      1.3     58.2     65.4     84.5     85.2     15.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      30       39       13       79       98      119      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,475,878
COMMITMENTS
 206,185  209,166   15,913  992,181  964,583  1214279  1189662  261,599  286,216

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     11,117)
  28,717    9,157   -5,342   -5,598      489   17,777    4,304   -6,660    6,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     14.2      1.1     67.2     65.4     82.3     80.6     17.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      34       42       15       95      105      138      153
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,223,689
COMMITMENTS
 370,371  146,697    8,200  648,011  850,312  1026582  1005209  197,107  218,480

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -4,639)
 -12,372    4,129   -1,282   23,401   -9,807    9,747   -6,960  -14,386    2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     12.0      0.7     53.0     69.5     83.9     82.1     16.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      24       26       12       70       96       99      129
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      575,653
COMMITMENTS
  97,375   71,666   69,357  382,308  398,248  549,040  539,271   26,613   36,382

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      9,737)
   6,619      416     -882    5,443   10,733   11,180   10,267   -1,443     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     12.4     12.0     66.4     69.2     95.4     93.7      4.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      25       18       23       48       53       79       91
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,765
COMMITMENTS
  12,651    4,184      285   26,733   36,408   39,668   40,877    5,097    3,888

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -745)
  -1,799      386      125    1,138     -933     -536     -423     -209     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      9.3      0.6     59.7     81.3     88.6     91.3     11.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       11        6       31       25       58       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,529
COMMITMENTS
  25,301    8,367      570   53,465   72,816   79,336   81,753   10,193    7,776

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,489)
  -3,597      771      249    2,276   -1,866   -1,072     -846     -417     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      9.3      0.6     59.7     81.3     88.6     91.3     11.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       11        6       31       25       58       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,062
COMMITMENTS
  13,784   15,369      685    1,385        0   15,854   16,054      208        8

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -152)
   6,670     -252      173   -6,983      -58     -140     -137      -12      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.8     95.7      4.3      8.6      0.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12        3        3        0       15       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,483
COMMITMENTS
   1,204    1,912       25    9,006    8,452   10,235   10,389      248       94

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:         19)
       9       -5        0        4        9       13        4        6       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.2      0.2     85.9     80.6     97.6     99.1      2.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        6       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,939
COMMITMENTS
     891      579        0   10,689   11,171   11,580   11,750      359      189

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -476)
    -131     -260        0     -294     -179     -425     -439      -51      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      4.8      0.0     89.5     93.6     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        5        0        5       12       14       17
```

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Updated December 30, 2011