```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      441,469
COMMITMENTS
  93,656  134,821   77,461  230,974  176,193  402,091  388,475   39,378   52,994

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,281)
     729   11,350      283      -28   -7,944      984    3,689    2,297     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     30.5     17.5     52.3     39.9     91.1     88.0      8.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     113      145      140       77       99      279      306
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,322,339
COMMITMENTS
 382,012   94,585  230,576  575,543  751,089  1188131  1076250  134,208  246,089

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     32,794)
   7,254    2,719    9,333    8,134   14,593   24,721   26,645    8,073    6,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.2     17.4     43.5     56.8     89.9     81.4     10.1     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      700)
     202      129      196      187      315      481      562
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,401
COMMITMENTS
   1,952    2,754      142    7,016    6,392    9,110    9,288    2,291    2,113

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        541)
     153    1,169       -3      334     -654      484      512       57       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     24.2      1.2     61.5     56.1     79.9     81.5     20.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       13        4       18       11       31       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      603,318
COMMITMENTS
 216,471   43,715   89,559  242,256  383,904  548,286  517,178   55,032   86,140

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     34,603)
  12,885      638    9,108    9,435   24,186   31,428   33,932    3,175      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      7.2     14.8     40.2     63.6     90.9     85.7      9.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     202      102      162      119      183      395      394
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      339,672
COMMITMENTS
  91,956   66,154   38,280  171,446  209,037  301,682  313,471   37,990   26,201

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     26,182)
  16,051    4,920    4,594    2,545   16,553   23,190   26,067    2,992      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     19.5     11.3     50.5     61.5     88.8     92.3     11.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
     102       60       77       61       66      207      171
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      593,501
COMMITMENTS
  63,817   92,896    4,049  388,981  344,910  456,847  441,855  136,654  151,646

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -11,673)
 -14,961    5,054      779    7,175  -21,616   -7,007  -15,783   -4,666    4,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     15.7      0.7     65.5     58.1     77.0     74.4     23.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      31       35        9       80       69      119      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,049
COMMITMENTS
  39,914   28,945      889  246,955  265,137  287,758  294,971   63,291   56,078

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,659)
     -46    1,734      202  -10,731   -9,979  -10,575   -8,043    5,916    3,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      8.2      0.3     70.3     75.5     82.0     84.0     18.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        8        4       35       37       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,095
COMMITMENTS
   1,580      450    1,495    7,529    8,772   10,604   10,717      491      378

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -120)
     149      -74       -3       82      279      228      202     -348     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      4.1     13.5     67.9     79.1     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        5        7       20       25       35       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      222,437
COMMITMENTS
  81,686   17,074   22,235   77,360  164,562  181,281  203,871   41,156   18,566

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     15,922)
  12,389      664      388      236   17,704   13,013   18,756    2,909   -2,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      7.7     10.0     34.8     74.0     81.5     91.7     18.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      78       35       42       58       70      161      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,801
COMMITMENTS
   3,970    6,329      722    7,237    5,587   11,929   12,638    2,872    2,163

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        103)
     210      152      -34      -17      -22      159       96      -56        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     42.8      4.9     48.9     37.7     80.6     85.4     19.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       25       10       20       17       50       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      827,665
COMMITMENTS
 180,492  166,033   22,475  528,526  528,027  731,493  716,535   96,172  111,130

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -23,824)
 -22,051   27,069    4,174    5,876  -57,727  -12,001  -26,484  -11,823    2,660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     20.1      2.7     63.9     63.8     88.4     86.6     11.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      35       37       17      101       93      142      141
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,795,780
COMMITMENTS
 217,768  295,057   27,429  1274520  1130138  1519717  1452624  276,063  343,156

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -62,687)
 -30,476   23,472    2,043  -30,338  -83,926  -58,771  -58,411   -3,916   -4,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.4      1.5     71.0     62.9     84.6     80.9     15.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      42       68       24      112      134      168      212
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,380,796
COMMITMENTS
 313,071  170,487    9,529  864,499  951,767  1187099  1131783  193,697  249,013

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,143)
 -57,651   15,448    2,963   77,435  -29,264   22,747  -10,853  -19,604   13,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     12.3      0.7     62.6     68.9     86.0     82.0     14.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      33       34       10       78       94      115      134
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      530,754
COMMITMENTS
  78,299   78,945   64,053  360,527  345,372  502,879  488,370   27,875   42,384

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     17,925)
   7,952    5,325   -5,188   19,998   16,404   22,762   16,541   -4,837    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     14.9     12.1     67.9     65.1     94.7     92.0      5.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      17       18       24       45       50       72       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       95,629
COMMITMENTS
  23,586    5,643    6,851   54,970   75,708   85,407   88,202   10,222    7,427

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     41,625)
   4,510   -1,825    6,459   27,274   35,368   38,242   40,002    3,383    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      5.9      7.2     57.5     79.2     89.3     92.2     10.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       13        9       37       39       77       60
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       20,058
COMMITMENTS
   2,850    2,219    1,904   13,328   14,455   18,082   18,578    1,976    1,480

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     11.1      9.5     66.4     72.1     90.1     92.6      9.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        4        8       12       12       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      151,141
COMMITMENTS
  47,165   12,541    4,200   83,284  122,506  134,649  139,247   16,492   11,894

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     43,134)
   9,012   -2,394    3,416   27,892   41,825   40,320   42,847    2,814      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      8.3      2.8     55.1     81.1     89.1     92.1     10.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       16        9       35       37       75       57
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,370
COMMITMENTS
  14,519    7,773    1,439    1,361    8,118   17,319   17,330       51       40

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        196)
     343      367      371        0     -460      714      278     -518      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.6     44.7      8.3      7.8     46.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       10        3        1        3       14       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,315
COMMITMENTS
   1,949      290       45    7,092    8,875    9,086    9,210      229      105

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -359)
    -181     -178     -270      138       70     -313     -378      -46       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      3.1      0.5     76.1     95.3     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        4        2        5       10       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,535
COMMITMENTS
   2,537      482        0    5,710    7,961    8,247    8,443      288       92

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,921)
    -628     -687     -814   -1,528   -1,088   -2,970   -2,589       49     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      5.6      0.0     66.9     93.3     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        5       13       12       20
```

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Updated March 16, 2012