```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      544,753
COMMITMENTS
  85,513  123,250  139,530  278,513  220,029  503,556  482,809   41,197   61,944

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -5,253)
  -7,248   -6,363    1,968   -3,061     -543   -8,340   -4,937    3,088     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     22.6     25.6     51.1     40.4     92.4     88.6      7.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     119      146      177       92      115      325      338
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,737,986
COMMITMENTS
 362,119  128,806  506,746  707,512  814,761  1576377  1450313  161,609  287,672

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     61,229)
  20,076    2,082   23,987   13,226   23,606   57,289   49,674    3,940   11,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.4     29.2     40.7     46.9     90.7     83.4      9.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      716)
     170      179      258      258      317      566      632
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,022
COMMITMENTS
   2,336    1,817      981    8,649    9,171   11,966   11,969    2,056    2,053

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,006)
     474   -1,198      -91   -1,042      575     -659     -714     -347     -292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     13.0      7.0     61.7     65.4     85.3     85.4     14.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       13        6       16       10       29       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      710,111
COMMITMENTS
 135,325   54,578  228,759  293,101  340,343  657,185  623,680   52,927   86,431

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     25,526)
  16,777   -7,417    6,675   -3,520   25,640   19,932   24,898    5,594      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.7     32.2     41.3     47.9     92.5     87.8      7.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      484)
     166      133      214      131      158      408      412
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      369,025
COMMITMENTS
  68,797   66,377   75,491  192,982  196,894  337,271  338,763   31,754   30,262

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -7,309)
   2,064  -11,332   -1,425  -12,342    8,239  -11,703   -4,518    4,394   -2,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     18.0     20.5     52.3     53.4     91.4     91.8      8.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      68       79      102       71       72      208      213
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      746,640
COMMITMENTS
  77,265   87,830   57,984  456,416  436,712  591,665  582,526  154,975  164,114

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     20,726)
   3,924   -2,296   13,070    3,372    7,093   20,366   17,867      360    2,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     11.8      7.8     61.1     58.5     79.2     78.0     20.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      32       35       42       78       79      134      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      380,149
COMMITMENTS
  45,892   35,112    1,100  275,255  293,093  322,248  329,305   57,901   50,844

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        425)
     106    3,881       56    5,338   -1,643    5,500    2,294   -5,075   -1,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      9.2      0.3     72.4     77.1     84.8     86.6     15.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       5        9        4       42       37       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      215,651
COMMITMENTS
  36,718   37,006   43,082  103,603  109,846  183,404  189,934   32,247   25,716

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -12,842)
   3,641   -4,964     -357  -18,221   -6,608  -14,936  -11,929    2,094     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     17.2     20.0     48.0     50.9     85.0     88.1     15.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      48       45       60       69       65      156      148
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       16,105
COMMITMENTS
   2,753    6,425    1,881    8,635    5,506   13,268   13,812    2,837    2,293

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:        465)
      75      245      374     -161     -431      289      189      176      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     39.9     11.7     53.6     34.2     82.4     85.8     17.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       28       15       25       17       55       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      951,306
COMMITMENTS
 290,810  117,594   26,333  518,532  707,288  835,675  851,215  115,631  100,090

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -2,253)
 -32,733   -4,163    4,473   35,700   -3,805    7,440   -3,495   -9,694    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     12.4      2.8     54.5     74.3     87.8     89.5     12.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       38       26       90      106      154      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,121,874
COMMITMENTS
 207,727  230,151  180,411  1428648  1333425  1816786  1743987  305,088  377,887

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    103,084)
 -19,819   -8,553   48,776   67,274   43,956   96,231   84,180    6,852   18,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     10.8      8.5     67.3     62.8     85.6     82.2     14.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      30       65       56      137      149      208      229
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,615,785
COMMITMENTS
 392,635  129,419   97,907  883,306  1152494  1373848  1379820  241,937  235,965

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -7,501)
 -45,741  -18,842     -760   44,337    4,001   -2,164  -15,601   -5,337    8,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      8.0      6.1     54.7     71.3     85.0     85.4     15.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      37       32       34       89      113      145      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      586,290
COMMITMENTS
  77,582   53,826  138,417  334,089  354,310  550,088  546,553   36,202   39,737

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -51,565)
  -8,152  -13,961  -10,093  -29,118  -26,758  -47,363  -50,812   -4,202     -753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      9.2     23.6     57.0     60.4     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      20       20       33       46       49       81       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       56,853
COMMITMENTS
  20,008    5,096      727   28,899   46,545   49,634   52,368    7,219    4,484

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      3,293)
   2,126      648      152      943    2,717    3,220    3,516       73     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      9.0      1.3     50.8     81.9     87.3     92.1     12.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       14        7       30       33       65       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      113,705
COMMITMENTS
  40,016   10,192    1,454   57,797   93,090   99,267  104,737   14,438    8,969

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:      6,586)
   4,251    1,296      303    1,885    5,433    6,440    7,032      147     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      9.0      1.3     50.8     81.9     87.3     92.1     12.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       14        7       30       33       65       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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