```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      519,752
COMMITMENTS
  72,467  133,165  134,514  273,295  187,378  480,277  455,058   39,476   64,695

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     35,258)
    -755    9,806   11,501   23,718    8,048   34,464   29,354      794    5,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     25.6     25.9     52.6     36.1     92.4     87.6      7.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     105      169      172       93      108      302      355
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,659,403
COMMITMENTS
 319,007  122,155  484,807  676,044  761,124  1479857  1368085  179,546  291,317

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    -16,182)
 -22,741   19,497   19,271  -13,143  -49,476  -16,613  -10,708      431   -5,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      7.4     29.2     40.7     45.9     89.2     82.4     10.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      743)
     175      194      262      250      322      571      646
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,843
COMMITMENTS
   1,832    2,672      923    9,716    8,691   12,471   12,286    2,372    2,557

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        568)
      16       58       73      461       92      551      224       17      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     18.0      6.2     65.5     58.6     84.0     82.8     16.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       13        4       16       10       29       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      671,915
COMMITMENTS
 106,794   58,083  228,710  287,796  301,985  623,300  588,778   48,615   83,137

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     12,167)
  -5,651    5,049    9,432    7,767   -7,004   11,548    7,478      619    4,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      8.6     34.0     42.8     44.9     92.8     87.6      7.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      461)
     129      153      201      126      154      378      400
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,723
COMMITMENTS
   8,959    1,785      423      355    2,441    9,737    4,649    2,986    8,074

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        931)
     670    1,605      158       -1       57      827    1,820      104     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.4     14.0      3.3      2.8     19.2     76.5     36.5     23.5     63.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        5        6        1        5       13       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      345,511
COMMITMENTS
  57,166   64,840   64,302  195,302  182,649  316,770  311,791   28,741   33,720

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     13,838)
  -9,260   12,706     -621   25,428      185   15,546   12,270   -1,708    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     18.8     18.6     56.5     52.9     91.7     90.2      8.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      67       76       83       74       75      190      208
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      746,564
COMMITMENTS
  89,484  104,055   46,391  451,617  458,781  587,492  609,226  159,071  137,337

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     65,992)
  20,809      686    8,483   42,075   65,180   71,367   74,349   -5,375   -8,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     13.9      6.2     60.5     61.5     78.7     81.6     21.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      34       32       41       87       84      143      135
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      375,137
COMMITMENTS
  59,165   33,851      516  253,498  294,305  313,179  328,672   61,958   46,465

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,102)
     245      487     -189   -2,458    1,939   -2,402    2,236    3,504   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      9.0      0.1     67.6     78.5     83.5     87.6     16.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7        7        4       40       38       50       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,070
COMMITMENTS
   1,167      137    1,455    6,830    8,038    9,452    9,630      618      440

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -176)
      84     -361      202     -492       29     -206     -130       30      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      1.4     14.4     67.8     79.8     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        2        6       18       20       29       26
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      214,613
COMMITMENTS
  29,299   48,593   36,576  120,187  103,704  186,062  188,874   28,551   25,739

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      7,334)
    -894    7,086   -1,691   10,166      879    7,581    6,274     -247    1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     22.6     17.0     56.0     48.3     86.7     88.0     13.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      42       57       50       71       65      145      151
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,848
COMMITMENTS
   2,710    5,490    1,147    8,504    6,415   12,360   13,051    2,488    1,797

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:         25)
     169       73      -36      115       63      249      101     -223      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     37.0      7.7     57.3     43.2     83.2     87.9     16.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       23       14       20       15       49       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      805,327
COMMITMENTS
 301,354  141,215   18,752  363,353  540,974  683,460  700,941  121,867  104,385

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    106,746)
 141,028    5,399   -1,142  -43,392  107,326   96,494  111,584   10,251   -4,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     17.5      2.3     45.1     67.2     84.9     87.0     15.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      45       39       21       84      105      143      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,927,497
COMMITMENTS
 297,988  192,076  125,218  1196992  1258291  1620198  1575585  307,300  351,912

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    143,766)
  57,409  -23,435    4,077   67,676  140,139  129,161  120,780   14,604   22,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     10.0      6.5     62.1     65.3     84.1     81.7     15.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      49       44       56      124      132      199      206
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,568,703
COMMITMENTS
 451,254  147,601   80,846  788,291  1113230  1320391  1341677  248,311  227,026

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    122,389)
  33,310   32,332   13,365   75,603   92,688  122,278  138,385      111  -15,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      9.4      5.2     50.3     71.0     84.2     85.5     15.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       22       29       83      116      131      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      604,489
COMMITMENTS
  80,783   63,172  144,413  339,125  359,674  564,321  567,259   40,169   37,230

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      3,433)
  -1,495   -3,482    3,271     -133    3,366    1,642    3,154    1,790      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     10.5     23.9     56.1     59.5     93.4     93.8      6.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      18       23       32       44       46       79       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,381
COMMITMENTS
  14,473    4,322    1,051   29,325   42,456   44,849   47,829    7,532    4,552

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        662)
     524      416      290      -93     -183      721      523      -60      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      8.3      2.0     56.0     81.1     85.6     91.3     14.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       13       10       31       29       64       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,763
COMMITMENTS
  28,946    8,644    2,102   58,650   84,912   89,698   95,658   15,065    9,104

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      1,324)
   1,049      833      581     -186     -367    1,443    1,046     -119      277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      8.3      2.0     56.0     81.1     85.6     91.3     14.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       13       10       31       29       64       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,148
COMMITMENTS
  13,709    8,049      840    1,331    7,244   15,880   16,133      268       15

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -1,493)
     110   -1,517      343        0    1,681      453      507   -1,946   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.9     49.8      5.2      8.2     44.9     98.3     99.9      1.7      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 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,465
COMMITMENTS
   1,291    1,045       30    7,904    8,303    9,225    9,378      240       87

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:       -848)
      -3     -909        3     -818       36     -818     -870      -30       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     11.0      0.3     83.5     87.7     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        6        1        6       10       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,428
COMMITMENTS
   2,048    1,767        0    9,989   10,466   12,037   12,233      391      195

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        145)
     659     -538        0     -491      681      168      143      -23        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     14.2      0.0     80.4     84.2     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        5        0        5       12       16       17
```

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Updated January 20, 2012