```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      525,871
COMMITMENTS
  92,095  135,613  132,132  259,333  201,259  483,560  469,004   42,311   56,867

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     12,342)
  -1,563   10,460    7,481    3,886   -5,322    9,804   12,619    2,538     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5     25.8     25.1     49.3     38.3     92.0     89.2      8.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     123      149      165       87      107      305      335
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,764,358
COMMITMENTS
 375,595  101,373  517,539  706,501  853,713  1599635  1472625  164,722  291,732

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     80,326)
   7,611    6,473   37,911   25,463   26,559   70,985   70,943    9,341    9,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      5.7     29.3     40.0     48.4     90.7     83.5      9.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     202      154      251      239      336      558      634
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,181
COMMITMENTS
   1,696    2,742      542    7,522    6,632    9,760    9,916    2,421    2,265

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        577)
     183    1,154       22      310     -604      515      572       62        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     22.5      4.5     61.8     54.4     80.1     81.4     19.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       11        6       18       11       31       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      846,793
COMMITMENTS
 221,019   32,766  266,259  298,734  451,365  786,012  750,389   60,781   96,404

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     57,261)
  15,978     -795   25,489   13,226   31,840   54,693   56,534    2,567      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      3.9     31.4     35.3     53.3     92.8     88.6      7.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     207      129      223      144      194      457      455
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      387,146
COMMITMENTS
  89,814   63,144   70,063  188,363  226,922  348,240  360,129   38,906   27,017

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     30,715)
  15,569    5,435    7,933    4,185   17,149   27,688   30,517    3,028      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     16.3     18.1     48.7     58.6     90.0     93.0     10.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      95       73       87       67       73      217      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,277
COMMITMENTS
  60,638   91,826   62,459  457,312  412,595  580,409  566,880  151,868  165,397

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     13,665)
 -17,626    6,814   13,371   20,409   -8,393   16,155   11,793   -2,489    1,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     12.5      8.5     62.5     56.3     79.3     77.4     20.7     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      38       31       42       89       85      146      139
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      352,500
COMMITMENTS
  39,914   28,945      889  247,107  265,702  287,910  295,536   64,591   56,964

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,271)
     -46    1,734      202  -10,642   -9,660  -10,486   -7,724    6,215    3,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      8.2      0.3     70.1     75.4     81.7     83.8     18.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        8        4       35       37       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,095
COMMITMENTS
   1,580      450    1,495    7,529    8,772   10,604   10,717      491      378

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -120)
     149      -74       -3       82      279      228      202     -348     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      4.1     13.5     67.9     79.1     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        5        7       20       25       35       35
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      252,030
COMMITMENTS
  81,051   16,550   43,279   84,166  171,450  208,496  231,279   43,534   20,751

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     17,576)
  12,606      616    1,638      524   18,369   14,768   20,624    2,808   -3,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      6.6     17.2     33.4     68.0     82.7     91.8     17.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      77       38       47       64       77      172      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,201
COMMITMENTS
   3,766    6,340    1,017    7,489    5,663   12,272   13,020    2,929    2,181

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        106)
     207      163      -16      -30      -31      161      116      -55      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     41.7      6.7     49.3     37.3     80.7     85.7     19.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       26       11       21       17       51       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      874,011
COMMITMENTS
 171,180  159,266   56,618  548,010  544,192  775,808  760,076   98,202  113,935

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -26,317)
 -25,855   23,812    5,139    6,456  -56,657  -14,260  -27,706  -12,057    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     18.2      6.5     62.7     62.3     88.8     87.0     11.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      39       34       28      106       97      152      152
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,176,397
COMMITMENTS
 217,690  289,480  201,103  1454057  1304493  1872851  1795077  303,546  381,320

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -812)
 -25,561   28,353   30,334   -6,456  -63,872   -1,684   -5,185      872    4,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     13.3      9.2     66.8     59.9     86.1     82.5     13.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      38       75       66      147      158      230      254
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,498,138
COMMITMENTS
 314,681  163,784   67,540  912,381  1005659  1294602  1236983  203,537  261,155

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     33,930)
 -57,530   18,353   14,873   94,574  -15,701   51,917   17,526  -17,987   16,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     10.9      4.5     60.9     67.1     86.4     82.6     13.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      33       36       30       89      107      138      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      617,826
COMMITMENTS
  79,272   75,795  131,152  378,269  365,961  588,692  572,908   29,134   44,918

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     42,184)
   7,735    3,867   12,554   26,871   23,785   47,160   40,206   -4,976    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     12.3     21.2     61.2     59.2     95.3     92.7      4.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      21       18       29       47       52       80       88
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       97,989
COMMITMENTS
  23,589    4,847    8,100   56,004   77,496   87,693   90,443   10,296    7,547

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     42,187)
   4,544   -2,048    6,771   27,497   35,790   38,813   40,513    3,374    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.9      8.3     57.2     79.1     89.5     92.3     10.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       13       12       40       40       82       62
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       20,082
COMMITMENTS
   2,851    2,224    1,913   13,328   14,455   18,092   18,592    1,990    1,490

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     11.1      9.5     66.4     72.0     90.1     92.6      9.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        5        8       12       13       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      155,815
COMMITMENTS
  47,175   10,944    6,676   85,351  126,082  139,202  143,702   16,613   12,113

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     44,210)
   9,084   -2,847    4,019   28,339   42,670   41,441   43,842    2,769      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      7.0      4.3     54.8     80.9     89.3     92.2     10.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       16       12       38       38       80       59
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,370
COMMITMENTS
  14,519    7,773    1,439    1,361    8,118   17,319   17,330       51       40

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        196)
     343      367      371        0     -460      714      278     -518      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    83.6     44.7      8.3      7.8     46.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       10        3        1        3       14       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,315
COMMITMENTS
   1,949      290       45    7,092    8,875    9,086    9,210      229      105

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -359)
    -181     -178     -270      138       70     -313     -378      -46       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      3.1      0.5     76.1     95.3     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        4        2        5       10       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,535
COMMITMENTS
   2,537      482        0    5,710    7,961    8,247    8,443      288       92

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -2,921)
    -628     -687     -814   -1,528   -1,088   -2,970   -2,589       49     -332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7      5.6      0.0     66.9     93.3     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        5       13       12       20
```

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Updated March 16, 2012