```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      529,906
COMMITMENTS
  85,703  136,317  128,173  274,521  203,412  488,397  467,902   41,509   62,004

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -14,847)
     190   13,067  -11,357   -3,992  -16,617  -15,159  -14,906      312       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     25.7     24.2     51.8     38.4     92.2     88.3      7.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      389)
     109      151      176       91      111      314      335
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,779,030
COMMITMENTS
 360,067  131,380  526,544  735,832  831,262  1622443  1489186  156,587  289,844

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     41,044)
  -2,051    2,574   19,797   28,320   16,502   46,066   38,873   -5,021    2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      7.4     29.6     41.4     46.7     91.2     83.7      8.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      725)
     196      165      268      260      313      573      646
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       13,571
COMMITMENTS
   2,422    1,383    1,054    8,253    9,057   11,728   11,493    1,843    2,078

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -451)
      86     -435       73     -396     -115     -237     -476     -213       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     10.2      7.8     60.8     66.7     86.4     84.7     13.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        8        7       15       10       28       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      756,274
COMMITMENTS
 146,447   46,269  252,516  301,608  364,324  700,570  663,109   55,704   93,165

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     46,162)
  11,122   -8,309   23,757    8,507   23,981   43,385   39,429    2,777    6,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      6.1     33.4     39.9     48.2     92.6     87.7      7.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     172      128      220      130      167      418      423
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      371,970
COMMITMENTS
  70,276   56,953   80,710  186,215  201,914  337,200  339,577   34,770   32,392

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      2,945)
   1,478   -9,424    5,218   -6,767    5,020      -71      815    3,015    2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     15.3     21.7     50.1     54.3     90.7     91.3      9.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
      71       79       98       65       73      199      211
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      733,392
COMMITMENTS
  70,650   80,687   58,199  452,669  435,430  581,517  574,315  151,874  159,077

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -13,248)
  -6,616   -7,143      215   -3,747   -1,283  -10,148   -8,211   -3,100   -5,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     11.0      7.9     61.7     59.4     79.3     78.3     20.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      32       38       44       81       79      139      135
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      379,832
COMMITMENTS
  47,574   33,142    6,517  269,949  289,957  324,041  329,616   55,792   50,216

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -316)
   1,682   -1,969    5,417   -5,306   -3,136    1,793      311   -2,109     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      8.7      1.7     71.1     76.3     85.3     86.8     14.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       6        9        6       43       38       53       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      210,310
COMMITMENTS
  36,161   35,430   42,208   97,104  106,582  175,473  184,220   34,837   26,090

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -5,341)
    -557   -1,576     -874   -6,500   -3,264   -7,931   -5,714    2,590      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     16.8     20.1     46.2     50.7     83.4     87.6     16.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      45       50       56       67       66      150      147
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       15,776
COMMITMENTS
   3,001    5,859    1,705    8,441    5,872   13,147   13,436    2,629    2,341

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -329)
     248     -567     -175     -194      366     -121     -376     -208       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     37.1     10.8     53.5     37.2     83.3     85.2     16.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       27       14       25       18       54       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      922,705
COMMITMENTS
 224,415  136,121   31,557  547,055  645,887  803,026  813,565  119,679  109,141

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -28,600)
 -66,395   18,526    5,224   28,523  -61,401  -32,649  -37,651    4,048    9,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     14.8      3.4     59.3     70.0     87.0     88.2     13.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      48       40       29       96      103      159      157
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,157,634
COMMITMENTS
 197,573  233,859  205,963  1441633  1367976  1845168  1807797  312,466  349,837

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     35,760)
 -10,155    3,707   25,552   12,984   34,550   28,382   63,810    7,378  -28,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     10.8      9.5     66.8     63.4     85.5     83.8     14.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      43       57       62      137      153      214      238
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,586,156
COMMITMENTS
 356,482  135,422   95,396  881,789  1107724  1333666  1338542  252,489  247,613

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -29,629)
 -36,153    6,004   -2,511   -1,517  -44,770  -40,182  -41,278   10,553   11,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      8.5      6.0     55.6     69.8     84.1     84.4     15.9     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      37       31       37       88      108      142      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      613,577
COMMITMENTS
  87,772   56,741  144,429  352,105  373,481  584,307  574,651   29,270   38,926

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     27,287)
  10,190    2,915    6,012   18,017   19,171   34,219   28,098   -6,932     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      9.2     23.5     57.4     60.9     95.2     93.7      4.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19       21       33       47       51       81       91
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       56,015
COMMITMENTS
  18,538    5,048    1,021   29,256   44,626   48,815   50,694    7,201    5,321

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -837)
  -1,470      -48      294      358   -1,919     -819   -1,674      -18      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      9.0      1.8     52.2     79.7     87.1     90.5     12.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       16        7       32       29       64       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      112,031
COMMITMENTS
  37,076   10,095    2,041   58,512   89,252   97,630  101,389   14,401   10,642

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -1,674)
  -2,940      -96      587      715   -3,839   -1,637   -3,348      -37    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      9.0      1.8     52.2     79.7     87.1     90.5     12.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      27       16        7       32       29       64       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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