```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      463,814
COMMITMENTS
  93,437  150,109   78,062  254,056  181,513  425,555  409,684   38,259   54,130

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     14,748)
   6,446   10,225    5,844    2,289    2,217   14,579   18,286      169   -3,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     32.4     16.8     54.8     39.1     91.8     88.3      8.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     114      143      148       81      101      290      311
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,312,513
COMMITMENTS
 349,784  136,139  222,104  609,242  706,707  1181130  1064950  131,383  247,563

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -3,383)
 -13,767   -1,571    7,435   -2,156   -5,824   -8,488       40    5,105   -3,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     10.4     16.9     46.4     53.8     90.0     81.1     10.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      689)
     191      140      212      208      294      498      567
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,396
COMMITMENTS
   2,592    1,410       74    6,954    8,324    9,620    9,808    1,776    1,588

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -658)
    -401      -29        4     -327     -237     -724     -262       66     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     12.4      0.6     61.0     73.0     84.4     86.1     15.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10        3       14        8       26       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      544,143
COMMITMENTS
 160,084   53,055   88,224  246,395  318,172  494,703  459,451   49,440   84,692

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -4,956)
   7,924   -7,506   -2,886   -9,585    6,244   -4,547   -4,148     -409     -808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      9.8     16.2     45.3     58.5     90.9     84.4      9.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     177       96      150      116      157      366      347
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      313,764
COMMITMENTS
  75,289   55,974   40,642  163,100  187,310  279,031  283,926   34,733   29,838

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -871)
   4,192   -8,580   -2,100   -4,361   11,552   -2,269      872    1,398   -1,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     17.8     13.0     52.0     59.7     88.9     90.5     11.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      77       72       80       61       62      192      184
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      598,173
COMMITMENTS
  74,495   92,400    6,680  380,428  348,373  461,603  447,453  136,570  150,720

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -6,872)
   2,555    5,690    1,809  -11,014  -24,564   -6,650  -17,065     -222   10,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     15.4      1.1     63.6     58.2     77.2     74.8     22.8     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      26       36       23       73       68      114      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      375,738
COMMITMENTS
  47,105   31,749    5,380  265,853  288,349  318,338  325,478   57,400   50,260

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -2,337)
    -469   -1,474   -1,006   -4,091   -1,597   -5,566   -4,077    3,229    1,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      8.4      1.4     70.8     76.7     84.7     86.6     15.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       6        8        6       43       37       53       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,268
COMMITMENTS
   1,333      206    1,654    7,514    8,746   10,501   10,606      767      662

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        276)
      34      -31      292       51     -109      377      152     -101      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      1.8     14.7     66.7     77.6     93.2     94.1      6.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        1        7       23       24       38       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,614
COMMITMENTS
  42,486   28,679   23,801   83,984  107,254  150,271  159,734   33,343   23,880

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        945)
   6,240   -6,666     -708   -4,811    9,152      721    1,778      224     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     15.6     13.0     45.7     58.4     81.8     87.0     18.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      51       41       54       69       61      153      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,170
COMMITMENTS
   3,494    5,732    1,234    7,748    6,174   12,476   13,140    2,694    2,030

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:         37)
      14     -114       80     -186      344      -92      310      129     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     37.8      8.1     51.1     40.7     82.2     86.6     17.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       24       13       21       19       50       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      860,803
COMMITMENTS
 189,195  162,464   13,889  543,800  578,449  746,884  754,802  113,919  106,001

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -31,320)
 -40,489   23,811    3,761    9,048  -58,573  -27,680  -31,001   -3,640     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     18.9      1.6     63.2     67.2     86.8     87.7     13.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      39       41       25       89      103      140      157
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,882,600
COMMITMENTS
 217,886  283,171   22,476  1367490  1257256  1607852  1562903  274,748  319,697

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     79,248)
   6,588   27,473   -2,327   90,417   58,937   94,678   84,083  -15,430   -4,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     15.0      1.2     72.6     66.8     85.4     83.0     14.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      35       63       41      125      139      183      220
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,404,544
COMMITMENTS
 370,622  150,517   11,440  806,110  1000125  1188172  1162082  216,372  242,462

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -31,590)
  -1,674    9,230      956   -8,746  -50,061   -9,464  -39,875  -22,126    8,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     10.7      0.8     57.4     71.2     84.6     82.7     15.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      32       32       21       78       94      118      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      546,520
COMMITMENTS
  81,989   71,654   69,929  363,820  366,456  515,738  508,039   30,782   38,481

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     20,186)
  -7,403   10,106    2,209   22,279    6,708   17,085   19,023    3,101    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     13.1     12.8     66.6     67.1     94.4     93.0      5.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      19       20       24       42       48       72       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,157
COMMITMENTS
  19,310    5,083       75   27,015   42,916   46,399   48,073    6,758    5,084

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -837)
     804     -541       51   -1,304     -224     -449     -714     -388     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      9.6      0.1     50.8     80.7     87.3     90.4     12.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       14        5       28       31       61       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,313
COMMITMENTS
  38,619   10,166      149   54,029   85,831   92,797   96,146   13,516   10,167

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,673)
   1,607   -1,082      102   -2,607     -447     -898   -1,427     -775     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      9.6      0.1     50.8     80.7     87.3     90.4     12.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       14        5       28       31       61       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,519
COMMITMENTS
  14,033    6,718    1,065    1,361    8,610   16,459   16,393       60      126

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        207)
     125     -687       77        0      717      202      107        5      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.0     40.7      6.4      8.2     52.1     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       10        2        1        3       14       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,554
COMMITMENTS
   2,679      294       10    7,588   10,145   10,277   10,449      277      105

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        579)
     454       -1        0       95      585      549      584       30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      2.8      0.1     71.9     96.1     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        4        1        6       11       17       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/21/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,935
COMMITMENTS
   2,715      911        0    9,954   11,978   12,669   12,889      266       46

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        245)
     354      422        0     -128      -61      226      361       19     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      7.0      0.0     77.0     92.6     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        0        4       13       10       21
```

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Updated February 24, 2012