```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      547,226
COMMITMENTS
  84,208  142,188  143,211  278,413  198,302  505,833  483,701   41,394   63,525

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     27,474)
  11,741    9,023    8,697    5,118   10,924   25,556   28,644    1,918   -1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     26.0     26.2     50.9     36.2     92.4     88.4      7.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      403)
     113      165      180       84      103      305      355
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,689,901
COMMITMENTS
 324,624  142,776  499,336  688,088  758,818  1512048  1400931  177,853  288,970

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     30,498)
   5,617   20,621   14,530   12,044   -2,306   32,191   32,845   -1,693   -2,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      8.4     29.5     40.7     44.9     89.5     82.9     10.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      737)
     166      205      270      260      318      579      652
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,088
COMMITMENTS
   1,914    2,852    1,017    9,878    8,839   12,809   12,709    2,279    2,379

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        245)
      82      180       95      162      148      339      423      -94     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     18.9      6.7     65.5     58.6     84.9     84.2     15.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       16        5       16       10       28       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,919
COMMITMENTS
 116,392   54,731  241,655  278,989  304,904  637,036  601,289   47,884   83,631

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     13,004)
   9,599   -3,352   12,945   -8,807    2,919   13,736   12,511     -732      493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      8.0     35.3     40.7     44.5     93.0     87.8      7.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     146      142      212      128      155      390      407
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,852
COMMITMENTS
   9,199    1,310      407      349    2,437    9,955    4,154    2,897    8,698

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        129)
     240     -475      -16       -6       -4      218     -495      -89      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6     10.2      3.2      2.7     19.0     77.5     32.3     22.5     67.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      14        3        8        1        5       15       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      366,993
COMMITMENTS
  65,312   72,586   73,692  199,015  188,919  338,019  335,197   28,974   31,796

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     21,482)
   8,146    7,746    9,390    3,713    6,270   21,249   23,405      233   -1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     19.8     20.1     54.2     51.5     92.1     91.3      7.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      64       83       98       75       75      205      220
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      741,870
COMMITMENTS
  74,010  108,582   56,145  460,114  431,955  590,269  596,682  151,600  145,187

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -4,694)
 -15,474    4,527    9,755    8,497  -26,826    2,777  -12,544   -7,471    7,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     14.6      7.6     62.0     58.2     79.6     80.4     20.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      33       34       42       85       81      141      134
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      373,110
COMMITMENTS
  58,020   33,225      517  253,696  291,219  312,233  324,961   60,877   48,149

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,027)
  -1,145     -626        1      198   -3,086     -946   -3,711   -1,081    1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      8.9      0.1     68.0     78.1     83.7     87.1     16.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        7        4       40       37       49       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,232
COMMITMENTS
   1,042      212    1,470    7,077    8,030    9,589    9,712      643      520

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        162)
    -125       75       15      247       -8      137       82       25       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      2.1     14.4     69.2     78.5     93.7     94.9      6.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        2        6       19       18       30       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      227,407
COMMITMENTS
  32,397   43,444   39,384  123,469  117,598  195,250  200,427   32,157   26,981

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     12,794)
   3,098   -5,149    2,808    3,283   13,894    9,189   11,553    3,606    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     19.1     17.3     54.3     51.7     85.9     88.1     14.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      39       57       52       71       67      148      153
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,912
COMMITMENTS
   2,741    5,653    1,128    8,312    6,204   12,181   12,984    2,731    1,928

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:         64)
      31      163      -19     -192     -211     -180      -67      243      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     37.9      7.6     55.7     41.6     81.7     87.1     18.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       24       13       22       17       51       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      866,947
COMMITMENTS
 293,407  134,291   22,364  426,682  606,424  742,453  763,078  124,494  103,869

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     61,621)
  -7,947   -6,924    3,612   63,329   65,449   58,993   62,137    2,627     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     15.5      2.6     49.2     69.9     85.6     88.0     14.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       42       23       86      106      146      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,989,575
COMMITMENTS
 229,200  261,168  143,380  1342023  1208637  1714603  1613185  274,972  376,390

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     62,077)
 -68,788   69,092   18,162  145,032  -49,654   94,405   37,600  -32,328   24,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     13.1      7.2     67.5     60.7     86.2     81.1     13.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      38       58       60      127      137      204      216
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,571,457
COMMITMENTS
 395,989  148,325   85,568  858,280  1099240  1339837  1333133  231,620  238,323

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      2,754)
 -55,265      724    4,722   69,989  -13,990   19,445   -8,544  -16,691   11,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      9.4      5.4     54.6     70.0     85.3     84.8     14.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      28       29       31       84      110      129      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      615,391
COMMITMENTS
  82,016   60,075  146,617  343,026  367,332  571,659  574,024   43,732   41,367

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     10,902)
   1,233   -3,097    2,205    3,901    7,657    7,338    6,765    3,563    4,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      9.8     23.8     55.7     59.7     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      23       18       31       43       47       77       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,226
COMMITMENTS
  16,818    4,540      378   28,468   43,086   45,664   48,004    7,562    5,222

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        845)
   2,345      218     -673     -857      630      815      175       29      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      8.5      0.7     53.5     80.9     85.8     90.2     14.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       15        9       31       33       64       51
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,452
COMMITMENTS
  33,636    9,080      756   56,936   86,172   91,328   96,008   15,124   10,444

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,689)
   4,690      436   -1,346   -1,713    1,260    1,631      349       59    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      8.5      0.7     53.5     80.9     85.8     90.2     14.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       15        9       31       33       64       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,354
COMMITMENTS
  13,759    7,738      907    1,331    7,696   15,997   16,341      357       13

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        206)
      50     -311       67        0      452      117      208       89       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.1     47.3      5.5      8.1     47.1     97.8     99.9      2.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8       13        3        1        2       11       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,664
COMMITMENTS
   1,539      668       30    7,868    8,901    9,437    9,599      227       65

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        199)
     248     -377        0      -36      598      212      221      -13      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      6.9      0.3     81.4     92.1     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        1        6       11       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,575
COMMITMENTS
   2,285    1,556        0    9,974   10,902   12,259   12,458      316      117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:        147)
     237     -211        0      -15      436      222      225      -75      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     12.4      0.0     79.3     86.7     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      11        5        0        5       13       16       18
```

----

Updated January 27, 2012