```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,066
COMMITMENTS
  86,991  139,884   72,218  251,767  179,296  410,976  391,398   38,090   57,668

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -9,493)
     641   11,852   -7,127   -3,337  -14,881   -9,823  -10,156      330      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     31.1     16.1     56.1     39.9     91.5     87.2      8.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     102      146      151       78      102      284      307
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,315,896
COMMITMENTS
 363,551  137,710  214,669  611,398  712,531  1189618  1064910  126,278  250,986

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     37,147)
   1,122    3,869   14,149   25,746   16,737   41,017   34,755   -3,870    2,392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     10.5     16.3     46.5     54.1     90.4     80.9      9.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      689)
     179      151      215      210      292      500      571
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,054
COMMITMENTS
   2,993    1,439       70    7,281    8,561   10,344   10,070    1,710    1,984

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -497)
     133     -399       -8     -395     -112     -270     -519     -227       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     11.9      0.6     60.4     71.0     85.8     83.5     14.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       10        3       15        8       28       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      549,099
COMMITMENTS
 152,160   60,561   91,110  255,980  311,928  499,250  463,599   49,849   85,500

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     33,346)
  13,304   -4,633   11,918    6,094   19,882   31,316   27,167    2,030    6,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     11.0     16.6     46.6     56.8     90.9     84.4      9.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      471)
     170      102      166      111      156      367      367
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       14,508
COMMITMENTS
  10,838    1,465      250      302    1,762   11,390    3,477    3,118   11,031

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      1,110)
   1,643     -165       74      -18      151    1,699       60     -589    1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7     10.1      1.7      2.1     12.1     78.5     24.0     21.5     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        4        5        1        4       14       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      314,635
COMMITMENTS
  71,097   64,554   42,742  167,461  175,758  281,300  283,054   33,335   31,581

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -861)
    -549   -9,567    3,941   -7,076    2,420   -3,684   -3,206    2,823    2,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     20.5     13.6     53.2     55.9     89.4     90.0     10.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      73       73       83       60       66      187      192
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,045
COMMITMENTS
  71,940   86,710    4,871  391,442  372,937  468,253  464,518  136,792  140,527

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -16,076)
  -9,609   -6,656      865   -5,517   -5,918  -14,261  -11,709   -1,815   -4,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     14.3      0.8     64.7     61.6     77.4     76.8     22.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      29       39       23       73       75      117      122
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,075
COMMITMENTS
  47,574   33,223    6,386  269,944  289,946  323,904  329,555   54,171   48,520

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -488)
   1,682   -1,948    5,409   -5,303   -3,133    1,788      328   -2,276     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      8.8      1.7     71.4     76.7     85.7     87.2     14.3     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       6        9        6       43       38       53       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,992
COMMITMENTS
   1,299      237    1,362    7,463    8,855   10,124   10,454      868      538

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -148)
    -143       33       76     -122     -261     -189     -152       41        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      2.2     12.4     67.9     80.6     92.1     95.1      7.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        2        6       21       24       36       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      182,669
COMMITMENTS
  36,246   35,345   24,509   88,795   98,102  149,550  157,956   33,119   24,713

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -6,299)
    -606   -1,553   -1,379   -6,714   -3,647   -8,699   -6,579    2,400      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     19.3     13.4     48.6     53.7     81.9     86.5     18.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      49       42       52       65       60      144      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,133
COMMITMENTS
   3,480    5,846    1,154    7,934    5,830   12,568   12,830    2,565    2,303

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -240)
     150     -579      -78      -81      346       -9     -311     -231       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     38.6      7.6     52.4     38.5     83.1     84.8     16.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       24       12       21       17       50       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      892,123
COMMITMENTS
 229,684  138,653   10,128  534,752  637,022  774,564  785,803  117,559  106,320

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -34,493)
 -63,661   17,917      176   24,986  -61,388  -38,499  -43,295    4,006    8,802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     15.5      1.1     59.9     71.4     86.8     88.1     13.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      47       41       22       90      100      147      153
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,803,352
COMMITMENTS
 211,298  255,698   24,803  1277073  1198319  1513174  1478820  290,178  324,532

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     10,635)
      19      959    3,570   -3,631   27,192      -42   31,721   10,677  -21,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     14.2      1.4     70.8     66.4     83.9     82.0     16.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      37       59       34      113      132      172      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,436,134
COMMITMENTS
 372,296  141,287   10,484  814,856  1050186  1197636  1201957  238,498  234,177

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -28,683)
 -36,458    5,326     -272   -2,784  -44,449  -39,514  -39,395   10,831   10,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      9.8      0.7     56.7     73.1     83.4     83.7     16.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      37       28       24       76       98      124      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      526,334
COMMITMENTS
  89,392   61,548   67,720  341,541  359,748  498,653  489,016   27,681   37,318

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     16,223)
   7,812    2,832   -1,031   16,455   15,123   23,236   16,924   -7,013     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     11.7     12.9     64.9     68.3     94.7     92.9      5.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       18       23       43       47       72       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,993
COMMITMENTS
  18,506    5,624       24   28,318   43,139   46,848   48,787    7,146    5,207

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -897)
  -1,198      236        0      326   -1,953     -873   -1,717      -25      820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     10.4      0.0     52.4     79.9     86.8     90.4     13.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       16        3       29       28       58       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,986
COMMITMENTS
  37,012   11,248       47   56,636   86,278   93,695   97,573   14,291   10,413

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,794)
  -2,396      472        0      651   -3,905   -1,745   -3,433      -49    1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     10.4      0.0     52.4     79.9     86.8     90.4     13.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       16        3       29       28       58       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,312
COMMITMENTS
  13,908    7,405      988    1,361    7,893   16,257   16,286       55       26

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -24)
     -36     -549      305        0      215      269      -29     -293        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.3     45.4      6.1      8.3     48.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       11        3        1        2       14       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,975
COMMITMENTS
   2,225      295       10    7,493    9,560    9,728    9,865      247      110

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        456)
     628     -299      -23     -174      762      431      440       25       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      3.0      0.1     75.1     95.8     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      10        4        1        6       11       16       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/14/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,690
COMMITMENTS
   2,361      489        0   10,082   12,039   12,443   12,528      247      162

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -487)
     282     -554        0     -759       29     -477     -525      -10       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      3.9      0.0     79.4     94.9     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        0        4       13       11       18
```

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Updated February 17, 2012