```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      446,757
COMMITMENTS
  91,830  142,027   73,225  244,615  180,322  409,670  395,574   37,087   51,183

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -17,057)
  -1,607   -8,082   -4,837   -9,441   -1,191  -15,885  -14,110   -1,172   -2,947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     31.8     16.4     54.8     40.4     91.7     88.5      8.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     111      135      140       82      105      283      307
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,281,619
COMMITMENTS
 362,404  113,300  207,783  578,248  715,596  1148435  1036679  133,184  244,940

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -30,894)
  12,620  -22,839  -14,321  -30,994    8,889  -32,695  -28,271    1,801   -2,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      8.8     16.2     45.1     55.8     89.6     80.9     10.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     194      117      191      189      296      474      542
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,036
COMMITMENTS
   2,002    1,544       88    6,934    7,851    9,024    9,483    2,012    1,553

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -360)
    -590      134       14      -20     -473     -596     -325      236      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     14.0      0.8     62.8     71.1     81.8     85.9     18.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10        2       15       10       26       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      540,310
COMMITMENTS
 175,345   48,788   83,022  231,200  326,042  489,567  457,852   50,743   82,458

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -3,833)
  15,261   -4,267   -5,202  -15,195    7,870   -5,136   -1,599    1,303   -2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      9.0     15.4     42.8     60.3     90.6     84.7      9.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
     188       97      176      108      170      389      387
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      307,258
COMMITMENTS
  80,300   51,882   41,439  148,635  187,719  270,374  281,040   36,884   26,218

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -6,506)
   5,011   -4,092      797  -14,465      409   -8,657   -2,886    2,151   -3,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     16.9     13.5     48.4     61.1     88.0     91.5     12.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      88       55       87       63       67      206      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      643,524
COMMITMENTS
  69,566   87,171    4,790  401,841  392,741  476,197  484,702  167,327  158,822

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     45,351)
  -4,929   -5,229   -1,890   21,413   44,368   14,594   37,249   30,757    8,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     13.5      0.7     62.4     61.0     74.0     75.3     26.0     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      27       33       13       75       67      111      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      405,258
COMMITMENTS
  43,947   33,683    6,264  292,710  317,433  342,921  357,380   62,337   47,878

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     29,520)
  -3,158    1,934      884   26,857   29,084   24,583   31,902    4,937   -2,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      8.3      1.5     72.2     78.3     84.6     88.2     15.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        9        5       41       35       51       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,383
COMMITMENTS
   1,484      206    1,648    7,536    8,883   10,668   10,737      715      646

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        115)
     151        0       -6       22      137      167      131      -52      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      1.8     14.5     66.2     78.0     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        2        6       21       25       36       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      189,803
COMMITMENTS
  52,112   20,653   27,261   72,972  117,290  152,345  165,204   37,458   24,599

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      6,189)
   9,626   -8,026    3,460  -11,012   10,036    2,074    5,470    4,115      719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     10.9     14.4     38.4     61.8     80.3     87.0     19.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      58       33       47       58       66      147      132
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,650
COMMITMENTS
   3,269    5,893    1,982    7,474    5,647   12,725   13,522    2,925    2,128

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        480)
    -225      161      748     -274     -527      249      382      231       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     37.7     12.7     47.8     36.1     81.3     86.4     18.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      22       26       17       21       17       56       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      928,498
COMMITMENTS
 193,066  167,879   19,466  588,531  622,111  801,063  809,456  127,435  119,042

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     67,695)
   3,871    5,415    5,577   44,731   43,662   54,179   54,654   13,516   13,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     18.1      2.1     63.4     67.0     86.3     87.2     13.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      40       35       20       97       95      144      144
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,901,149
COMMITMENTS
 210,504  233,000   47,030  1331129  1268361  1588663  1548391  312,486  352,758

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     18,549)
  -7,382  -50,171   24,554  -36,361   11,105  -19,189  -14,512   37,738   33,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     12.3      2.5     70.0     66.7     83.6     81.4     16.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      41       55       35      114      136      172      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,437,506
COMMITMENTS
 344,878  140,121   30,842  824,664  1028831  1200384  1199794  237,122  237,712

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     32,962)
 -25,744  -10,396   19,402   18,554   28,706   12,212   37,712   20,750   -4,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      9.7      2.1     57.4     71.6     83.5     83.5     16.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      34       27       20       80       94      124      131
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      566,181
COMMITMENTS
  85,342   73,312   73,427  375,887  379,611  534,656  526,350   31,525   39,831

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     19,661)
   3,353    1,658    3,498   12,067   13,155   18,918   18,311      743    1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.9     13.0     66.4     67.0     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       19       23       45       50       74       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,949
COMMITMENTS
  21,253    5,789      410   27,490   44,577   49,152   50,776    6,797    5,173

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      2,792)
   1,943      706      336      475    1,662    2,754    2,703       39       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     10.3      0.7     49.1     79.7     87.9     90.8     12.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      28       16        7       32       29       64       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      111,897
COMMITMENTS
  42,505   11,577      820   54,979   89,154   98,304  101,551   13,593   10,346

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,584)
   3,886    1,411      671      950    3,323    5,507    5,405       77      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     10.3      0.7     49.1     79.7     87.9     90.8     12.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      28       16        7       32       29       64       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,968
COMMITMENTS
  14,476    7,057    1,078    1,361    8,830   16,915   16,965       53        3

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        449)
     443      339       13        0      220      456      572       -7     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.3     41.6      6.4      8.0     52.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       10        3        1        3       15       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,650
COMMITMENTS
   2,887      205      110    7,369   10,233   10,366   10,548      284      102

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:         96)
     208      -89      100     -219       88       89       99        7       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      1.9      1.0     69.2     96.1     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        3        2        6       11       16       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/28/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,017
COMMITMENTS
   3,045      564       12    8,708   11,345   11,765   11,921      252       96

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -918)
     330     -347       12   -1,246     -633     -904     -968      -14       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      4.7      0.1     72.5     94.4     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        1        4       13       11       21
```

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Updated March 2, 2012