```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      386,401
COMMITMENTS
  72,938  117,031   62,267  218,806  153,304  354,011  332,602   32,390   53,799

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      5,509)
  -1,511   -2,159    7,021     -797      342    4,713    5,204      796      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     30.3     16.1     56.6     39.7     91.6     86.1      8.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
     101      148      132       77      102      265      309
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,176,009
COMMITMENTS
 308,639  117,910  155,927  579,892  661,571  1044458  935,408  131,551  240,601

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     22,031)
  14,908  -21,014    9,035    1,658   27,844   25,601   15,865   -3,570    6,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     10.0     13.3     49.3     56.3     88.8     79.5     11.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      688)
     164      155      170      185      305      441      558
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,890
COMMITMENTS
   2,688    2,482       38    8,193    8,552   10,919   11,072    1,971    1,818

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        272)
      88      378      -11       57     -143      134      224      138       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     19.3      0.3     63.6     66.3     84.7     85.9     15.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        9        3       16        8       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,650
COMMITMENTS
 110,219   70,808   67,574  239,308  251,208  417,101  389,590   43,549   71,060

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -19,357)
   5,396   -5,006   -2,888  -17,733   -6,407  -15,225  -14,301   -4,132   -5,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     15.4     14.7     52.0     54.5     90.5     84.6      9.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     141      114      145       87      144      314      346
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      273,454
COMMITMENTS
  61,463   63,823   31,137  152,959  151,103  245,559  246,063   27,895   27,391

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -16,885)
  -2,560   -8,393   -2,603  -11,085   -2,424  -16,248  -13,420     -637   -3,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     23.3     11.4     55.9     55.3     89.8     90.0     10.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      67       65       66       61       62      168      170
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      585,528
COMMITMENTS
  63,467   97,014    2,844  381,042  364,598  447,353  464,456  138,175  121,072

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,626)
   3,443    4,518      473   -3,223   -2,512      693    2,479    2,933    1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     16.6      0.5     65.1     62.3     76.4     79.3     23.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      21       32        9       64       63       90       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      362,292
COMMITMENTS
  59,119   31,999      555  244,493  289,614  304,167  322,168   58,125   40,124

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -6,322)
      91   -3,465     -591   -3,166   -3,615   -3,666   -7,671   -2,656    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      8.8      0.2     67.5     79.9     84.0     88.9     16.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        7        4       39       39       49       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,050
COMMITMENTS
   1,109      968    1,040    7,333    7,507    9,482    9,515      568      535

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        252)
      -5     -166       88      195      302      278      224      -26       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      9.6     10.3     73.0     74.7     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        3        5       19       18       28       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      195,357
COMMITMENTS
  29,988   48,099   27,853  107,969   91,426  165,810  167,378   29,547   27,979

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,223)
    -801     -141    1,179   -2,447   -1,817   -2,069     -779      846     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     24.6     14.3     55.3     46.8     84.9     85.7     15.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      36       47       58       65       62      142      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,699
COMMITMENTS
   3,048    5,355      937    7,987    6,358   11,972   12,650    2,727    2,049

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -1,933)
      78     -287     -990     -538     -316   -1,450   -1,593     -483     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     36.4      6.4     54.3     43.3     81.4     86.1     18.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      24       22       15       18       14       51       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      697,412
COMMITMENTS
 160,598  142,127    5,220  420,341  448,086  586,159  595,433  111,253  101,979

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      5,708)
 -12,202   14,327   -3,981   17,828   -4,570    1,645    5,776    4,063      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     20.4      0.7     60.3     64.2     84.0     85.4     16.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      34       41       13       80       98      123      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,497,556
COMMITMENTS
 211,727  205,491   19,933  992,990  982,531  1224650  1207955  272,906  289,601

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     21,678)
   5,542   -3,675    4,020      809   17,948   10,371   18,293   11,307    3,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     13.7      1.3     66.3     65.6     81.8     80.7     18.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      33       48       15       93      110      134      165
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,286,469
COMMITMENTS
 381,297  129,424    8,071  673,993  927,619  1063361  1065114  223,108  221,355

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     62,780)
  10,926  -17,273     -129   25,982   77,307   36,779   59,905   26,001    2,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     10.1      0.6     52.4     72.1     82.7     82.8     17.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      26       25       10       61       97       92      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      513,191
COMMITMENTS
  79,367   67,050   66,108  335,750  346,176  481,225  479,334   31,966   33,857

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -62,462)
 -18,008   -4,616   -3,249  -46,558  -52,072  -67,815  -59,937    5,353   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.1     12.9     65.4     67.5     93.8     93.4      6.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       18       20       44       46       70       76
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,962
COMMITMENTS
  13,816    3,864      180   27,865   40,251   41,861   44,295    6,102    3,668

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,198)
   1,166     -320     -106    1,133    3,843    2,193    3,418    1,005     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      8.1      0.4     58.1     83.9     87.3     92.4     12.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       10        3       28       29       55       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,924
COMMITMENTS
  27,632    7,728      359   55,730   80,502   83,721   88,589   12,203    7,335

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,395)
   2,331     -639     -211    2,265    7,686    4,385    6,836    2,010     -441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      8.1      0.4     58.1     83.9     87.3     92.4     12.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25       10        3       28       29       55       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,631
COMMITMENTS
  13,599   14,380      490    1,331      747   15,420   15,617      211       14

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -431)
    -185     -989     -195      -54      747     -434     -437        3        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.0     92.0      3.1      8.5      4.8     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       14        3        1        2       11       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,575
COMMITMENTS
   1,209    2,513       25    9,069    7,945   10,303   10,483      272       92

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         92)
       5      601        0       63     -507       68       94       24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     23.8      0.2     85.8     75.1     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        6       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,322
COMMITMENTS
   1,186      794        0   10,695   11,339   11,881   12,133      441      189

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        383)
     295      215        0        6      168      301      383       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      6.4      0.0     86.8     92.0     96.4     98.5      3.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        6        0        6       12       14       18
```

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Updated January 6, 2012