```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      513,529
COMMITMENTS
  93,657  125,153  124,651  255,447  206,581  473,756  456,385   39,773   57,144

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        433)
   1,709  -18,159    8,270   -9,540    7,767      439   -2,122       -5    2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     24.4     24.3     49.7     40.2     92.3     88.9      7.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     115      146      164       86      110      307      327
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,684,032
COMMITMENTS
 367,984   94,900  479,628  681,038  827,154  1528650  1401682  155,382  282,350

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     36,104)
   6,612  -22,279   36,785   -1,157   24,642   42,241   39,148   -6,137   -3,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      5.6     28.5     40.4     49.1     90.8     83.2      9.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      714)
     203      149      237      235      327      540      618
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       11,604
COMMITMENTS
   1,513    1,588      520    7,212    7,237    9,245    9,345    2,359    2,259

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -131)
    -245       48       83     -199     -822     -361     -691      230      560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     13.7      4.5     62.2     62.4     79.7     80.5     20.3     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        9        4       17       10       28       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      789,533
COMMITMENTS
 205,041   33,561  240,770  285,508  419,524  731,319  693,855   58,214   95,678

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     52,507)
  30,705   -4,973   13,459    5,940   38,753   50,103   47,239    2,404    5,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      4.3     30.5     36.2     53.1     92.6     87.9      7.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     199      126      214      134      184      431      439
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      356,431
COMMITMENTS
  74,245   57,709   62,130  184,177  209,773  320,552  329,612   35,879   26,819

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      6,078)
  -7,045    9,721   -7,488   22,562    4,024    8,030    6,258   -1,952     -179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     16.2     17.4     51.7     58.9     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      78       79       79       70       75      201      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      718,611
COMMITMENTS
  78,264   85,012   49,087  436,903  420,988  564,254  555,087  154,357  163,524

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -21,247)
   9,558      266    5,577  -10,364  -16,500    4,771  -10,658  -26,018  -10,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     11.8      6.8     60.8     58.6     78.5     77.2     21.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      32       36       39       87       82      142      134
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      356,772
COMMITMENTS
  39,960   27,211      687  257,749  275,362  298,396  303,260   58,376   53,511

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -49,468)
  -3,987   -6,472   -5,577  -34,964  -42,080  -44,528  -54,129   -4,940    4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      7.6      0.2     72.2     77.2     83.6     85.0     16.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        7        3       39       36       46       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      234,454
COMMITMENTS
  68,445   15,934   41,641   83,642  153,081  193,728  210,656   40,726   23,798

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     22,972)
  16,096   -5,704      402    5,253   30,689   21,752   25,387    1,221   -2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      6.8     17.8     35.7     65.3     82.6     89.8     17.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      63       40       47       62       74      156      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       15,095
COMMITMENTS
   3,560    6,177    1,033    7,519    5,694   12,111   12,904    2,984    2,192

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -875)
     403      285   -1,127     -140      -37     -864     -879      -11        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     40.9      6.8     49.8     37.7     80.2     85.5     19.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       27       13       22       18       53       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      900,328
COMMITMENTS
 197,035  135,454   51,479  541,554  600,849  790,068  787,782  110,260  112,546

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -64,111)
   8,984  -29,798    4,988  -59,333  -30,091  -45,361  -54,901  -18,750   -9,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     15.0      5.7     60.2     66.7     87.8     87.5     12.2     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      45       35       28      100       97      154      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,177,209
COMMITMENTS
 243,251  261,127  170,769  1460513  1368365  1874534  1800261  302,675  376,947

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     22,457)
  40,993   26,088    9,132      671  -15,438   50,796   19,781  -28,339    2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     12.0      7.8     67.1     62.8     86.1     82.7     13.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      48       60       60      143      153      220      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,464,208
COMMITMENTS
 372,211  145,431   52,666  817,807  1021360  1242685  1219457  221,523  244,751

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -39,249)
  23,929    9,666  -10,182  -30,319  -35,774  -16,572  -36,290  -22,677   -2,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      9.9      3.6     55.9     69.8     84.9     83.3     15.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      33       37       30       82      103      133      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      575,643
COMMITMENTS
  71,537   71,928  118,598  351,398  342,176  541,532  532,702   34,110   42,941

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -85,153)
 -15,156    3,167  -33,626  -37,330  -55,659  -86,112  -86,118      959      965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     12.5     20.6     61.0     59.4     94.1     92.5      5.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       15       26       45       50       74       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       55,802
COMMITMENTS
  19,045    6,895    1,329   28,506   41,706   48,880   49,930    6,922    5,873

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -2,192)
  -2,197    1,738     -119       91   -4,428   -2,225   -2,809       33      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     12.4      2.4     51.1     74.7     87.6     89.5     12.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       21       14       34       29       72       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      111,605
COMMITMENTS
  38,091   13,790    2,657   57,013   83,412   97,761   99,859   13,844   11,745

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -4,384)
  -4,393    3,477     -239      182   -8,855   -4,450   -5,617       66    1,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     12.4      2.4     51.1     74.7     87.6     89.5     12.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      25       21       14       34       29       72       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

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Updated March 9, 2012