```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      458,559
COMMITMENTS
  86,350  128,032   79,345  255,104  194,177  420,799  401,554   37,760   57,005

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -10,614)
  -6,193   -6,372   -1,336   -6,226   -2,479  -13,755  -10,187    3,141     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     27.9     17.3     55.6     42.3     91.8     87.6      8.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     107      147      149       81      106      297      308
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,278,749
COMMITMENTS
 362,429  133,841  200,520  585,652  695,794  1148601  1030155  130,148  248,594

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     43,208)
  17,747    1,323   14,425    7,495   17,525   39,667   33,273    3,541    9,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.5     15.7     45.8     54.4     89.8     80.6     10.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      684)
     171      148      198      210      294      488      557
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,551
COMMITMENTS
   2,860    1,838       78    7,676    8,673   10,614   10,589    1,937    1,962

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,098)
     249   -1,176       24     -955      332     -682     -820     -416     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     14.6      0.6     61.2     69.1     84.6     84.4     15.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       13        3       15        8       28       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      515,753
COMMITMENTS
 138,856   65,194   79,192  249,886  292,046  467,934  436,432   47,819   79,321

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     15,161)
  13,197   -5,077      232   -3,711   19,453    9,718   14,608    5,443      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     12.6     15.4     48.5     56.6     90.7     84.6      9.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     154      110      150      104      149      339      356
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       13,398
COMMITMENTS
   9,195    1,630      176      320    1,611    9,691    3,417    3,707    9,981

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        415)
     -99     -145     -153      -26     -457     -278     -755      693    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6     12.2      1.3      2.4     12.0     72.3     25.5     27.7     74.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        5        3        1        4       12       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      315,496
COMMITMENTS
  71,646   74,121   38,801  174,537  173,338  284,984  286,260   30,512   29,236

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -10,768)
     707  -11,466   -2,916  -12,423    6,733  -14,632   -7,649    3,864   -3,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     23.5     12.3     55.3     54.9     90.3     90.7      9.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      75       69       84       67       63      197      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      621,121
COMMITMENTS
  81,549   93,366    4,006  396,959  378,855  482,514  476,227  138,607  144,894

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      1,313)
   5,823      459   -1,111      344   -1,243    5,056   -1,895   -3,743    3,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     15.0      0.6     63.9     61.0     77.7     76.7     22.3     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      31       35       21       71       68      116      110
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,563
COMMITMENTS
  45,892   35,171      977  275,247  293,079  322,116  329,227   56,447   49,336

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        107)
     106    3,874       42    5,334   -1,649    5,482    2,267   -5,375   -2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      9.3      0.3     72.7     77.4     85.1     87.0     14.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       5        9        4       42       37       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,140
COMMITMENTS
   1,442      204    1,286    7,585    9,116   10,313   10,606      827      534

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        532)
     242       22      -97      262      550      407      475      125       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      1.8     11.5     68.1     81.8     92.6     95.2      7.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        1        6       22       25       35       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      188,968
COMMITMENTS
  36,852   36,898   25,888   95,509  101,749  158,249  164,535   30,719   24,433

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -13,382)
   3,478   -4,501     -869  -18,259   -7,223  -15,650  -12,593    2,268     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     19.5     13.7     50.5     53.8     83.7     87.1     16.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      47       42       53       66       62      147      141
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,373
COMMITMENTS
   3,330    6,425    1,232    8,015    5,484   12,577   13,141    2,796    2,232

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        433)
     133      272      320     -141     -427      312      165      121      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     41.8      8.0     52.1     35.7     81.8     85.5     18.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       27       12       21       16       51       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      926,616
COMMITMENTS
 293,345  120,736    9,952  509,766  698,410  813,063  829,098  113,553   97,518

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -8,050)
 -32,206   -4,658    1,734   32,608   -5,156    2,136   -8,080  -10,186       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     13.0      1.1     55.0     75.4     87.7     89.5     12.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      49       39       16       85      103      142      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,792,717
COMMITMENTS
 211,279  254,739   21,233  1280704  1171127  1513216  1447099  279,501  345,618

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     28,806)
  -6,038    7,839   -4,995   39,357   13,747   28,324   16,591      482   12,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     14.2      1.2     71.4     65.3     84.4     80.7     15.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      30       60       36      110      129      168      197
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,464,817
COMMITMENTS
 408,754  135,961   10,756  817,640  1094635  1237150  1241352  227,667  223,465

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -12,741)
 -47,357  -17,265      358   41,643   -3,533   -5,356  -20,440   -7,385    7,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      9.3      0.7     55.8     74.7     84.5     84.7     15.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      37       30       23       76      103      125      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      510,111
COMMITMENTS
  81,580   58,716   68,751  325,086  344,625  475,417  472,092   34,694   38,019

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -38,610)
  -4,155   -8,840   -4,277  -27,046  -25,481  -35,478  -38,598   -3,132      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     11.5     13.5     63.7     67.6     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       16       23       42       45       72       77
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,890
COMMITMENTS
  19,704    5,388       24   27,993   45,092   47,720   50,503    7,170    4,387

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,055)
   2,260      870     -106      817    2,530    2,971    3,294       84     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      9.8      0.0     51.0     82.1     86.9     92.0     13.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       15        3       26       32       58       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      109,780
COMMITMENTS
  39,408   10,776       47   55,985   90,183   95,440  101,006   14,340    8,774

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      6,109)
   4,520    1,739     -211    1,633    5,060    5,942    6,588      167     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      9.8      0.0     51.0     82.1     86.9     92.0     13.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       15        3       26       32       58       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,336
COMMITMENTS
  13,944    7,954      683    1,361    7,678   15,988   16,315      348       21

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        -40)
     185      234     -227        0      -46      -42      -39        2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.4     48.7      4.2      8.3     47.0     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       11        3        1        2       13       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,519
COMMITMENTS
   1,597      594       33    7,667    8,798    9,297    9,425      222       94

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        -52)
     209     -104        3     -254       62      -42      -39      -10      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      6.2      0.3     80.5     92.4     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        5        1        6       11       16       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,177
COMMITMENTS
   2,079    1,043        0   10,841   12,010   12,920   13,053      257      124

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:       -395)
     970     -740        0   -1,356      345     -386     -395       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      7.9      0.0     82.3     91.1     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        8        0        5       13       13       21
```

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Updated February 10, 2012