```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      443,914
COMMITMENTS
  76,396  138,941   77,762  253,940  166,018  408,098  382,721   35,816   61,193

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     36,251)
   2,687    9,923   10,261   22,654    9,734   35,602   29,918      649    6,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     31.3     17.5     57.2     37.4     91.9     86.2      8.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      91      173      137       76       99      264      323
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,205,421
COMMITMENTS
 333,795  134,867  167,217  560,119  654,271  1061131  956,355  144,290  249,066

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -6,058)
  -4,698   19,792    7,128  -15,522  -35,140  -13,092   -8,220    7,034    2,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     11.2     13.9     46.5     54.3     88.0     79.3     12.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      702)
     173      157      191      192      300      468      568
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,456
COMMITMENTS
   2,506    2,667       50    8,652    8,476   11,208   11,193    2,248    2,263

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        544)
     119       58        3      410      176      532      237       12      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     19.8      0.4     64.3     63.0     83.3     83.2     16.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        2       16        7       29       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,025
COMMITMENTS
 112,834   69,682   75,866  246,390  257,178  435,090  402,726   42,935   75,299

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     18,276)
   1,150    6,648    9,499    7,110   -2,170   17,759   13,977      517    4,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     14.6     15.9     51.5     53.8     91.0     84.2      9.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     127      122      136       99      143      312      337
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,723
COMMITMENTS
   8,959    1,785      423      355    2,441    9,737    4,649    2,986    8,074

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        931)
     670    1,605      158       -1       57      827    1,820      104     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.4     14.0      3.3      2.8     19.2     76.5     36.5     23.5     63.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        5        6        1        5       13       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      294,612
COMMITMENTS
  59,832   72,585   29,620  178,256  160,420  267,708  262,625   26,904   31,987

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     16,806)
  -8,191   12,148    1,219   25,316    1,716   18,344   15,083   -1,538    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     24.6     10.1     60.5     54.5     90.9     89.1      9.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      63       77       68       69       64      178      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      641,385
COMMITMENTS
  90,188  107,540    3,974  399,410  407,368  493,572  518,882  147,813  122,503

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     42,182)
  22,673      275      509   25,075   52,486   48,257   53,270   -6,075  -11,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     16.8      0.6     62.3     63.5     77.0     80.9     23.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      29       34       17       69       78      108      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      374,518
COMMITMENTS
  59,165   33,855      466  253,498  294,305  313,129  328,626   61,389   45,892

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        912)
     245      486     -211   -2,458    1,939   -2,424    2,214    3,336   -1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      9.0      0.1     67.7     78.6     83.6     87.7     16.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        7        3       40       38       49       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,070
COMMITMENTS
   1,167      137    1,455    6,830    8,038    9,452    9,630      618      440

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -176)
      84     -361      202     -492       29     -206     -130       30      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      1.4     14.4     67.8     79.8     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        2        6       18       20       29       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      190,530
COMMITMENTS
  29,007   47,337   21,841  112,942   97,077  163,790  166,255   26,740   24,275

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,941)
  -1,519    5,331   -1,750   10,360    2,145    7,091    5,726     -150    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     24.8     11.5     59.3     51.0     86.0     87.3     14.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       57       45       68       62      136      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,140
COMMITMENTS
   2,905    5,486      698    8,112    6,188   11,715   12,372    2,425    1,768

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:         40)
     144       81      -23      127       44      248      102     -208      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     38.8      4.9     57.4     43.8     82.9     87.5     17.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       21       10       17       14       45       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      787,412
COMMITMENTS
 302,564  143,210    6,146  358,915  536,352  667,625  685,708  119,787  101,704

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    108,475)
 140,395    5,209    1,011  -43,529  106,397   97,877  112,617   10,598   -4,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     18.2      0.8     45.6     68.1     84.8     87.1     15.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      43       40       11       78      103      128      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,688,393
COMMITMENTS
 286,446  193,943   19,832  1094088  1143838  1400366  1357613  288,027  330,780

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    109,414)
  43,775  -28,452   -5,540   60,258  125,669   98,493   91,677   10,921   17,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     11.5      1.2     64.8     67.7     82.9     80.4     17.1     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      44       46       27      104      119      161      179
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,425,200
COMMITMENTS
 461,973  157,382    9,145  716,350  1044374  1187468  1210901  237,732  214,299

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     94,670)
  35,692   34,793      238   59,897   77,112   95,827  112,143   -1,157  -17,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     11.0      0.6     50.3     73.3     83.3     85.0     16.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      31       23       13       68      107      106      136
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      520,680
COMMITMENTS
  81,816   64,676   70,842  329,971  349,876  482,629  485,394   38,051   35,286

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      4,364)
  -1,504   -3,462    4,101       52    3,371    2,649    4,010    1,715      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     12.4     13.6     63.4     67.2     92.7     93.2      7.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       18       23       40       42       72       73
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,886
COMMITMENTS
  13,940    4,327      812   28,691   41,314   43,442   46,452    7,444    4,434

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        637)
     527      433      272      -99     -202      700      503      -64      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      8.5      1.6     56.4     81.2     85.4     91.3     14.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12        5       28       28       58       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      101,771
COMMITMENTS
  27,880    8,653    1,623   57,381   82,628   86,884   92,904   14,887    8,867

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,273)
   1,054      865      544     -198     -404    1,400    1,005     -127      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      8.5      1.6     56.4     81.2     85.4     91.3     14.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       12        5       28       28       58       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,148
COMMITMENTS
  13,709    8,049      840    1,331    7,244   15,880   16,133      268       15

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -1,493)
     110   -1,517      343        0    1,681      453      507   -1,946   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.9     49.8      5.2      8.2     44.9     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       13        3        1        2       11       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,465
COMMITMENTS
   1,291    1,045       30    7,904    8,303    9,225    9,378      240       87

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -848)
      -3     -909        3     -818       36     -818     -870      -30       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     11.0      0.3     83.5     87.7     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        6        1        6       10       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,428
COMMITMENTS
   2,048    1,767        0    9,989   10,466   12,037   12,233      391      195

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        145)
     659     -538        0     -491      681      168      143      -23        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     14.2      0.0     80.4     84.2     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        0        5       12       16       17
```

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Updated January 20, 2012