```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,188
COMMITMENTS
  92,927  123,471   77,178  231,002  184,137  401,107  384,786   37,081   53,402

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -8,569)
   1,097  -18,556    3,953  -13,613    3,815   -8,563  -10,788       -6    2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     28.2     17.6     52.7     42.0     91.5     87.8      8.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     110      136      140       75      102      279      300
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,289,545
COMMITMENTS
 374,758   91,866  221,243  567,409  736,496  1163410  1049605  126,135  239,940

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      7,926)
  12,354  -21,434   13,460  -10,839   20,900   14,975   12,926   -7,049   -5,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      7.1     17.2     44.0     57.1     90.2     81.4      9.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     204      123      188      186      304      466      550
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,860
COMMITMENTS
   1,799    1,585      145    6,682    7,046    8,626    8,776    2,234    2,084

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -176)
    -203       41       57     -252     -805     -398     -707      222      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     14.6      1.3     61.5     64.9     79.4     80.8     20.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8        3       16       10       27       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      568,715
COMMITMENTS
 203,586   43,077   80,451  232,821  359,718  516,858  483,246   51,857   85,469

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     28,405)
  28,241   -5,711   -2,571    1,621   33,676   27,291   25,394    1,114    3,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      7.6     14.1     40.9     63.3     90.9     85.0      9.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      511)
     192      106      162      113      175      377      391
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       16,066
COMMITMENTS
  12,629      210      605      151    2,473   13,385    3,288    2,681   12,778

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.6      1.3      3.8      0.9     15.4     83.3     20.5     16.7     79.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      14        1        7        1        6       15       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      313,490
COMMITMENTS
  75,905   61,234   33,686  168,901  192,484  278,492  287,404   34,998   26,086

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      6,232)
  -4,395    9,352   -7,753   20,266    4,765    8,118    6,364   -1,886     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     19.5     10.7     53.9     61.4     88.8     91.7     11.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      85       66       67       64       68      189      172
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,174
COMMITMENTS
  78,778   87,842    3,270  381,806  366,526  463,854  457,638  141,320  147,536

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -38,350)
   9,212      671   -1,520  -20,035  -26,215  -12,343  -27,064  -26,007  -11,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     14.5      0.5     63.1     60.6     76.6     75.6     23.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      28       37       11       79       69      113      111
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      355,708
COMMITMENTS
  39,960   27,211      687  257,686  275,116  298,333  303,014   57,375   52,694

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -49,550)
  -3,987   -6,472   -5,577  -35,024  -42,317  -44,588  -54,366   -4,962    4,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      7.6      0.2     72.4     77.3     83.9     85.2     16.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        7        3       39       36       46       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,215
COMMITMENTS
   1,431      524    1,498    7,447    8,493   10,376   10,515      839      700

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -168)
     -53      318     -150      -89     -390     -292     -222      124       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      4.7     13.4     66.4     75.7     92.5     93.8      7.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        5        7       20       25       35       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      206,515
COMMITMENTS
  69,297   16,410   21,847   77,124  146,858  168,268  185,115   38,247   21,400

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     16,712)
  17,185   -4,243   -5,414    4,152   29,568   15,923   19,911      789   -3,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      7.9     10.6     37.3     71.1     81.5     89.6     18.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      65       36       43       59       68      149      131
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,698
COMMITMENTS
   3,760    6,177      756    7,254    5,609   11,770   12,542    2,928    2,156

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -952)
     491      284   -1,226     -220      -38     -955     -980        3       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     42.0      5.1     49.4     38.2     80.1     85.3     19.9     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       25       11       20       18       51       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      851,489
COMMITMENTS
 202,543  138,964   18,301  522,650  585,754  743,494  743,019  107,995  108,470

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -77,009)
   9,477  -28,915   -1,165  -65,881  -36,357  -57,569  -66,437  -19,440  -10,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     16.3      2.1     61.4     68.8     87.3     87.3     12.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      42       37       18       94       94      143      142
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,858,467
COMMITMENTS
 248,244  271,585   25,386  1304858  1214064  1578488  1511035  279,979  347,432

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -42,682)
  37,740   38,585  -21,644  -26,271  -54,297  -10,175  -37,356  -32,507   -5,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     14.6      1.4     70.2     65.3     84.9     81.3     15.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      38       66       24      112      133      163      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,653
COMMITMENTS
 370,722  155,039    6,566  787,064  981,031  1164352  1142636  213,301  235,017

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -59,853)
  25,844   14,918  -24,276  -37,600  -47,800  -36,032  -57,158  -23,821   -2,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     11.3      0.5     57.1     71.2     84.5     82.9     15.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       35       14       76       92      115      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      512,829
COMMITMENTS
  70,347   73,620   69,241  340,529  328,968  480,117  471,829   32,712   41,000

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -53,352)
 -14,995      308   -4,186  -35,358  -50,643  -54,539  -54,521    1,187    1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     14.4     13.5     66.4     64.1     93.6     92.0      6.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       15       23       44       48       69       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,004
COMMITMENTS
  19,077    7,468      392   27,696   40,341   47,165   48,200    6,839    5,804

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,945)
  -2,176    1,679      -18      207   -4,237   -1,988   -2,576       43      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     13.8      0.7     51.3     74.7     87.3     89.3     12.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       21        9       33       28       67       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      108,007
COMMITMENTS
  38,153   14,935      784   55,392   80,681   94,329   96,400   13,678   11,607

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,890)
  -4,352    3,358      -36      413   -8,473   -3,975   -5,151       85    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     13.8      0.7     51.3     74.7     87.3     89.3     12.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       21        9       33       28       67       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,174
COMMITMENTS
  14,176    7,406    1,068    1,361    8,578   16,605   17,052      569      122

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        206)
    -300      349      -10        0     -252     -310       87      516      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.5     43.1      6.2      7.9     49.9     96.7     99.3      3.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       10        2        1        3       15       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,674
COMMITMENTS
   2,130      468      315    6,954    8,805    9,399    9,588      275       86

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -976)
    -757      263      205     -415   -1,428     -967     -960       -9      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      4.8      3.3     71.9     91.0     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        4        2        7       11       17       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,456
COMMITMENTS
   3,165    1,169      814    7,238    9,049   11,217   11,032      239      424

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -561)
     120      605      802   -1,470   -2,296     -548     -889      -13      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     10.2      7.1     63.2     79.0     97.9     96.3      2.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       10        2        4       12       11       23
```

----

Updated March 9, 2012