```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,863
COMMITMENTS
  85,774  145,157   83,150  258,171  177,319  427,095  405,626   37,768   59,237

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     20,949)
   9,378    6,216    5,388    4,231   11,301   18,997   22,905    1,952   -1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     31.2     17.9     55.5     38.1     91.9     87.3      8.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     104      165      147       68       95      269      325
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,214,461
COMMITMENTS
 329,958  150,504  175,502  566,561  640,638  1072021  966,644  142,440  247,817

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      9,040)
  -3,837   15,637    8,285    6,442  -13,633   10,890   10,289   -1,850   -1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     12.4     14.5     46.7     52.8     88.3     79.6     11.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     176      158      198      204      295      484      568
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,713
COMMITMENTS
   2,658    2,853       55    8,817    8,585   11,530   11,493    2,183    2,220

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        257)
     152      186        5      165      109      322      300      -65      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     20.8      0.4     64.3     62.6     84.1     83.8     15.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       13        2       16        7       28       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,304
COMMITMENTS
 121,112   68,870   76,905  238,408  257,085  436,425  402,860   41,879   75,444

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        279)
   8,278     -812    1,039   -7,982      -93    1,335      134   -1,056      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     14.4     16.1     49.8     53.7     91.2     84.2      8.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      437)
     140      114      143      102      145      325      340
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,852
COMMITMENTS
   9,199    1,310      407      349    2,437    9,955    4,154    2,897    8,698

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        129)
     240     -475      -16       -6       -4      218     -495      -89      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6     10.2      3.2      2.7     19.0     77.5     32.3     22.5     67.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      14        3        8        1        5       15       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,325
COMMITMENTS
  68,363   79,807   37,974  181,772  167,407  288,109  285,188   27,216   30,137

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     20,713)
   8,531    7,222    8,354    3,516    6,987   20,401   22,563      312   -1,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     25.3     12.0     57.6     53.1     91.4     90.4      8.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      69       75       86       67       64      191      200
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      624,696
COMMITMENTS
  72,085  113,666    4,309  411,882  374,693  488,276  492,668  136,420  132,028

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    -16,689)
 -18,103    6,126      335   12,472  -32,675   -5,296  -26,214  -11,393    9,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     18.2      0.7     65.9     60.0     78.2     78.9     21.8     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      30       32       19       76       70      116      111
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      372,317
COMMITMENTS
  58,020   33,268      463  253,696  291,219  312,179  324,950   60,138   47,367

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,201)
  -1,145     -587       -3      198   -3,086     -950   -3,676   -1,251    1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      8.9      0.1     68.1     78.2     83.8     87.3     16.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        7        3       40       37       48       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,232
COMMITMENTS
   1,042      212    1,470    7,077    8,030    9,589    9,712      643      520

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        162)
    -125       75       15      247       -8      137       82       25       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      2.1     14.4     69.2     78.5     93.7     94.9      6.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        2        6       19       18       30       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      201,968
COMMITMENTS
  32,012   42,539   24,248  115,537  109,701  171,797  176,488   30,171   25,480

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     11,438)
   3,005   -4,798    2,407    2,595   12,624    8,007   10,233    3,431    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     21.1     12.0     57.2     54.3     85.1     87.4     14.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      41       52       47       68       63      141      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,185
COMMITMENTS
   2,987    5,641      649    7,873    6,001   11,509   12,291    2,676    1,894

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         45)
      82      155      -49     -239     -187     -206      -81      251      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     39.8      4.6     55.5     42.3     81.1     86.6     18.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       21        9       19       16       47       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      845,260
COMMITMENTS
 295,674  137,186    6,966  420,283  600,194  722,923  744,346  122,337  100,914

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     57,848)
  -6,890   -6,024      820   61,368   63,842   55,298   58,638    2,550     -790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     16.2      0.8     49.7     71.0     85.5     88.1     14.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      42       44       12       79      102      129      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,708,405
COMMITMENTS
 221,031  264,908   18,405  1212317  1073872  1451753  1357185  256,652  351,220

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     20,012)
 -65,415   70,965   -1,427  118,229  -69,966   51,387     -428  -31,375   20,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     15.5      1.1     71.0     62.9     85.0     79.4     15.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      42       51       27      108      120      164      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,446,476
COMMITMENTS
 408,365  151,663   18,967  798,466  1052270  1225798  1222900  220,678  223,576

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     21,276)
 -53,608   -5,719    9,822   82,116    7,896   38,330   11,999  -17,054    9,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     10.5      1.3     55.2     72.7     84.7     84.5     15.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      31       23       16       70      102      108      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      530,229
COMMITMENTS
  81,104   59,720   73,797  333,941  357,597  488,842  491,114   41,387   39,115

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      9,549)
    -712   -4,956    2,955    3,970    7,721    6,213    5,720    3,336    3,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     11.3     13.9     63.0     67.4     92.2     92.6      7.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       14       23       39       43       70       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,716
COMMITMENTS
  16,294    4,558       98   27,813   41,910   44,204   46,565    7,512    5,151

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        831)
   2,354      231     -714     -878      596      762      113       69      718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      8.8      0.2     53.8     81.0     85.5     90.0     14.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       14        4       28       32       58       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,432
COMMITMENTS
  32,587    9,115      196   55,625   83,819   88,408   93,130   15,024   10,302

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,661)
   4,707      462   -1,427   -1,756    1,191    1,524      226      137    1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      8.8      0.2     53.8     81.0     85.5     90.0     14.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      27       14        4       28       32       58       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,354
COMMITMENTS
  13,759    7,738      907    1,331    7,696   15,997   16,341      357       13

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        206)
      50     -311       67        0      452      117      208       89       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.1     47.3      5.5      8.1     47.1     97.8     99.9      2.2      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 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,664
COMMITMENTS
   1,539      668       30    7,868    8,901    9,437    9,599      227       65

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        199)
     248     -377        0      -36      598      212      221      -13      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      6.9      0.3     81.4     92.1     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        1        6       11       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,575
COMMITMENTS
   2,285    1,556        0    9,974   10,902   12,259   12,458      316      117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        147)
     237     -211        0      -15      436      222      225      -75      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     12.4      0.0     79.3     86.7     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        5        0        5       13       16       18
```

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Updated January 27, 2012