```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      469,173
COMMITMENTS
  92,543  134,404   80,681  261,330  196,656  434,554  411,741   34,619   57,432

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      4,310)
   6,769  -10,753   -2,469    3,159   19,337    7,459    6,115   -3,149   -1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     28.6     17.2     55.7     41.9     92.6     87.8      7.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
     100      153      148       77      101      278      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,235,541
COMMITMENTS
 344,682  132,518  186,095  578,157  678,269  1108934  996,882  126,607  238,659

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     21,080)
  14,724  -17,986   10,593   11,596   37,631   36,913   30,238  -15,833   -9,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     10.7     15.1     46.8     54.9     89.8     80.7     10.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      685)
     171      148      194      213      302      478      570
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,649
COMMITMENTS
   2,611    3,014       54    8,631    8,341   11,296   11,409    2,353    2,240

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        -64)
     -47      161       -1     -186     -244     -234      -84      170       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     22.1      0.4     63.2     61.1     82.8     83.6     17.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11       14        3       16        7       28       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      500,592
COMMITMENTS
 125,659   70,271   78,960  253,597  272,593  458,216  421,824   42,376   78,768

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     22,288)
   4,547    1,401    2,055   15,189   15,508   21,791   18,964      497    3,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     14.0     15.8     50.7     54.5     91.5     84.3      8.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     133      114      148      111      143      327      354
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,983
COMMITMENTS
   9,294    1,775      329      346    2,068    9,969    4,172    3,014    8,811

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        131)
      95      465      -78       -3     -369       14       18      117      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.6     13.7      2.5      2.7     15.9     76.8     32.1     23.2     67.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        5        7        1        4       14       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      326,264
COMMITMENTS
  70,939   85,587   41,717  186,960  166,605  299,616  293,909   26,648   32,355

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     10,939)
   2,576    5,780    3,743    5,188     -802   11,507    8,721     -568    2,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     26.2     12.8     57.3     51.1     91.8     90.1      8.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      69       82       83       69       61      192      198
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      619,808
COMMITMENTS
  75,726   92,907    5,117  396,615  380,098  477,458  478,122  142,350  141,686

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     -4,888)
   3,641  -20,759      808  -15,267    5,405  -10,818  -14,546    5,930    9,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     15.0      0.8     64.0     61.3     77.0     77.1     23.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      30       30       19       71       68      115      103
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,456
COMMITMENTS
  45,786   31,297      935  269,913  294,728  316,634  326,960   61,822   51,496

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      6,139)
 -12,234   -1,971      472   16,217    3,509    4,455    2,010    1,684    4,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      8.3      0.2     71.3     77.9     83.7     86.4     16.3     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        7        3       40       36       47       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,608
COMMITMENTS
   1,200      182    1,383    7,323    8,566    9,906   10,131      702      477

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        376)
     158      -30      -87      246      536      317      419       59      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.7     13.0     69.0     80.8     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        1        6       19       23       31       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      202,350
COMMITMENTS
  33,374   41,399   26,757  113,768  108,972  173,899  177,128   28,451   25,222

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        382)
   1,362   -1,140    2,509   -1,769     -729    2,102      640   -1,720     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     20.5     13.2     56.2     53.9     85.9     87.5     14.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      41       45       51       72       65      144      148
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,940
COMMITMENTS
   3,197    6,153      912    8,156    5,911   12,265   12,976    2,675    1,964

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        755)
     210      512      263      283      -90      756      685       -1       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     41.2      6.1     54.6     39.6     82.1     86.9     17.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       25       11       20       16       49       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      934,666
COMMITMENTS
 325,551  125,394    8,218  477,158  703,566  810,927  837,178  123,739   97,488

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     89,406)
  29,877  -11,792    1,252   56,875  103,372   88,004   92,832    1,402   -3,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     13.4      0.9     51.1     75.3     86.8     89.6     13.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      53       39       17       87      101      148      149
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,763,911
COMMITMENTS
 217,317  246,900   26,228  1241347  1157380  1484892  1430508  279,019  333,403

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     55,506)
  -3,714  -18,008    7,823   29,030   83,508   33,139   73,323   22,367  -17,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     14.0      1.5     70.4     65.6     84.2     81.1     15.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      40       56       37      112      127      171      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,477,558
COMMITMENTS
 456,111  153,226   10,398  775,997  1098168  1242506  1261792  235,052  215,766

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     31,082)
  47,746    1,563   -8,569  -22,469   45,898   16,708   38,892   14,374   -7,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     10.4      0.7     52.5     74.3     84.1     85.4     15.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      41       33       23       71      105      124      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      548,721
COMMITMENTS
  85,735   67,556   73,028  352,132  370,106  510,895  510,690   37,826   38,031

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     18,492)
   4,631    7,836     -769   18,191   12,509   22,053   19,576   -3,561   -1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     12.3     13.3     64.2     67.4     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       11       22       43       45       72       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,836
COMMITMENTS
  17,444    4,519      129   27,176   42,562   44,749   47,209    7,087    4,627

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        120)
   1,151      -39       31     -637      652      545      644     -426     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      8.7      0.2     52.4     82.1     86.3     91.1     13.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       13        4       24       29       57       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,671
COMMITMENTS
  34,888    9,037      258   54,352   85,123   89,498   94,418   14,173    9,253

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        239)
   2,301      -78       62   -1,273    1,304    1,090    1,288     -851   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      8.7      0.2     52.4     82.1     86.3     91.1     13.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       13        4       24       29       57       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,376
COMMITMENTS
  13,759    7,720      910    1,361    7,724   16,030   16,354      346       22

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         22)
       0      -18        3       30       28       33       13      -11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.0     47.1      5.6      8.3     47.2     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12        3        1        2       12       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,571
COMMITMENTS
   1,388      698       30    7,921    8,736    9,339    9,464      232      107

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        -93)
    -151       30        0       53     -165      -98     -135        5       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      7.3      0.3     82.8     91.3     97.6     98.9      2.4      1.1

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 01/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,572
COMMITMENTS
   1,109    1,783        0   12,197   11,665   13,306   13,448      266      124

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        997)
  -1,176      227        0    2,223      763    1,047      990      -50        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     13.1      0.0     89.9     85.9     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       10        0        5       13       11       23
```

----

Updated February 3, 2012