```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      451,421
COMMITMENTS
  73,670  117,826  103,590  239,444  172,773  416,704  394,189   34,718   57,232

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      6,424)
     -31  -11,397    5,453    2,224   13,639    7,645    7,694   -1,221   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     26.1     22.9     53.0     38.3     92.3     87.3      7.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      93      157      160       93      112      293      336
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,558,918
COMMITMENTS
 298,440  140,354  407,695  684,203  739,135  1390338  1287184  168,580  271,734

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -9,176)
   5,202  -18,900   -8,199   -9,609   12,134  -12,606  -14,965    3,430    5,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      9.0     26.2     43.9     47.4     89.2     82.6     10.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      694)
     155      178      224      242      315      519      604
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       13,758
COMMITMENTS
   2,229    2,096      729    8,893    8,987   11,850   11,812    1,908    1,946

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -172)
      35       15      -62      -84      -47     -111      -94      -62      -79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     15.2      5.3     64.6     65.3     86.1     85.9     13.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       10        5       16        8       30       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      639,929
COMMITMENTS
 103,238   64,703  192,732  291,363  300,446  587,332  557,881   52,597   82,048

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -99,383)
   8,161  -10,225  -64,273  -43,581  -24,072  -99,693  -98,571      310     -812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     10.1     30.1     45.5     46.9     91.8     87.2      8.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      449)
     118      131      192      126      153      363      391
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      334,218
COMMITMENTS
  60,572   64,684   63,640  179,808  173,813  304,021  302,137   30,198   32,081

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -20,098)
  -1,786   -9,631   -7,781  -12,476   -1,257  -22,044  -18,669    1,945   -1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     19.4     19.0     53.8     52.0     91.0     90.4      9.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      61       77       80       70       76      187      197
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      655,549
COMMITMENTS
  59,590   87,860   36,664  413,562  400,694  509,816  525,217  145,733  130,331

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -47,921)
     945      -60  -14,641  -34,175  -35,022  -47,870  -49,723      -51    1,801

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     13.4      5.6     63.1     61.1     77.8     80.1     22.2     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       25       30       75       70      117      109
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      368,895
COMMITMENTS
  59,028   35,459    1,153  247,659  293,229  307,840  329,840   61,055   39,055

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      1,104)
       0      714      -44    2,861    3,487    2,817    4,157   -1,713   -3,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      9.6      0.3     67.1     79.5     83.4     89.4     16.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       7        7        4       43       40       53       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      215,864
COMMITMENTS
  29,947   48,626   38,370  117,257   99,156  185,574  186,152   30,290   29,712

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -10,589)
   1,464   -6,844   -2,526   -7,834    1,716   -8,895   -7,654   -1,693   -2,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     22.5     17.8     54.3     45.9     86.0     86.2     14.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      32       49       53       74       63      145      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       17,429
COMMITMENTS
   2,695    5,685    2,407    9,050    6,877   14,152   14,970    3,277    2,459

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,640)
    -102      237   -1,137     -544     -687   -1,784   -1,588      145      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     32.6     13.8     51.9     39.5     81.2     85.9     18.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       31       16       22       18       55       58
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      712,654
COMMITMENTS
 170,871  127,219   25,644  406,741  455,703  603,255  608,566  109,398  104,088

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -25,068)
 -24,626   10,969   -5,061    4,403  -38,432  -25,283  -32,524      215    7,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     17.9      3.6     57.1     63.9     84.6     85.4     15.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      34       36       19       82      100      129      142
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,654,477
COMMITMENTS
 208,089  210,874   98,826  1071373  1044718  1378288  1354418  276,188  300,058

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -80,007)
  26,719   24,108  -60,754  -35,316  -45,621  -69,352  -82,267  -10,655    2,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     12.7      6.0     64.8     63.1     83.3     81.9     16.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      30       47       44      114      117      173      179
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,312,303
COMMITMENTS
 367,797  141,694   47,238  692,552  895,321  1107588  1084253  204,715  228,050

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:    -65,877)
  -7,258   18,678  -34,671   -9,268  -53,598  -51,197  -69,591  -14,679    3,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     10.8      3.6     52.8     68.2     84.4     82.6     15.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      29       22       26       79      103      119      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      718,938
COMMITMENTS
  96,220   72,149  193,800  399,161  412,951  689,181  678,900   29,757   40,038

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:      8,424)
   5,800     -381   -1,169    5,425   10,391   10,055    8,841   -1,632     -417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     10.0     27.0     55.5     57.4     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      24       23       37       56       59       96      106
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       46,066
COMMITMENTS
  13,102    4,185      469   27,336   37,440   40,907   42,094    5,159    3,972

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:       -669)
  -1,725      386      112    1,154     -861     -460     -363     -209     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      9.1      1.0     59.3     81.3     88.8     91.4     11.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       11       10       34       26       63       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       92,132
COMMITMENTS
  26,204    8,370      938   54,672   74,880   81,814   84,188   10,318    7,945

CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST:     -1,338)
  -3,450      772      223    2,307   -1,722     -920     -727     -418     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      9.1      1.0     59.3     81.3     88.8     91.4     11.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       11       10       34       26       63       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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