```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      549,844
COMMITMENTS
  90,956  150,536  135,992  281,467  204,946  508,415  491,474   41,429   58,370

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     19,938)
   5,253   14,219    7,819    6,946    1,534   20,018   23,572      -80   -3,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     27.4     24.7     51.2     37.3     92.5     89.4      7.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      405)
     115      158      177       93      110      321      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,770,174
COMMITMENTS
 341,856  133,508  529,218  737,754  821,593  1608828  1484318  161,346  285,855

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -8,856)
 -18,212    2,128    2,674    1,923   -9,669  -13,615   -4,868    4,759   -3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      7.5     29.9     41.7     46.4     90.9     83.9      9.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      727)
     193      170      270      258      315      573      647
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,882
COMMITMENTS
   1,960    1,357    1,084    7,928    8,763   10,972   11,205    1,910    1,677

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -689)
    -462      -25       30     -325     -294     -756     -288       67     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     10.5      8.4     61.5     68.0     85.2     87.0     14.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       10        7       15       10       27       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      763,912
COMMITMENTS
 157,890   42,445  254,039  296,403  374,369  708,332  670,854   55,579   93,058

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      7,638)
  11,443   -3,824    1,523   -5,204   10,046    7,762    7,745     -124     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.6     33.3     38.8     49.0     92.7     87.8      7.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     189      113      207      137      168      422      407
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      376,981
COMMITMENTS
  75,578   50,124   79,556  185,602  216,613  340,736  346,293   36,245   30,687

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:      5,011)
   5,302   -6,830   -1,154     -613   14,699    3,536    6,716    1,475   -1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.3     21.1     49.2     57.5     90.4     91.9      9.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       80       95       66       69      204      203
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,722
COMMITMENTS
  72,219   85,821   59,510  446,008  418,729  577,737  564,059  154,984  168,663

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -670)
   1,570    5,134    1,311   -6,660  -16,701   -3,780  -10,256    3,110    9,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     11.7      8.1     60.9     57.1     78.8     77.0     21.2     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      29       36       40       79       76      132      128
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      377,401
COMMITMENTS
  47,105   31,715    5,452  265,861  288,365  318,419  325,532   58,982   51,869

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -2,431)
    -469   -1,427   -1,065   -4,088   -1,592   -5,622   -4,084    3,191    1,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      8.4      1.4     70.4     76.4     84.4     86.3     15.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       6        8        6       43       37       53       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,268
COMMITMENTS
   1,333      206    1,654    7,514    8,746   10,501   10,606      767      662

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        276)
      34      -31      292       51     -109      377      152     -101      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.8     14.7     66.7     77.6     93.2     94.1      6.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        1        7       23       24       38       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,257
COMMITMENTS
  42,249   28,148   42,134   92,010  115,848  176,393  186,130   34,864   25,127

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        947)
   6,088   -7,282      -74   -5,093    9,266      920    1,910       27     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     13.3     19.9     43.6     54.8     83.5     88.1     16.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      58       38       59       72       67      161      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,106
COMMITMENTS
   2,785    5,803    2,004    8,600    6,201   13,389   14,007    2,718    2,100

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        330)
    -216      -56      298      159      329      241      571       89     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     36.0     12.4     53.4     38.5     83.1     87.0     16.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17       29       16       25       20       54       56
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      905,840
COMMITMENTS
 182,407  159,762   45,587  561,706  591,191  789,701  796,540  116,139  109,300

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -16,865)
 -42,008   23,641   14,031   14,652  -54,696  -13,325  -17,024   -3,540      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     17.6      5.0     62.0     65.3     87.2     87.9     12.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      41       40       33       98      106      154      164
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,247,896
COMMITMENTS
 199,694  263,022  205,478  1541827  1426948  1946999  1895448  300,897  352,449

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     90,262)
   2,122   29,163     -485  100,195   58,973  101,832   87,651  -11,570    2,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     11.7      9.1     68.6     63.5     86.6     84.3     13.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      40       63       65      146      161      221      254
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,554,967
COMMITMENTS
 353,849  147,208   96,827  875,131  1055980  1325807  1300014  229,160  254,953

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:    -31,188)
  -2,633   11,786    1,431   -6,658  -51,744   -7,859  -38,528  -23,329    7,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      9.5      6.2     56.3     67.9     85.3     83.6     14.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      34       34       36       88      105      138      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      634,682
COMMITMENTS
  81,118   66,493  146,933  374,426  380,853  602,477  594,279   32,205   40,403

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     21,105)
  -6,654    9,752    2,504   22,320    7,372   18,170   19,628    2,935    1,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     10.5     23.2     59.0     60.0     94.9     93.6      5.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      19       23       34       46       52       81       95
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,130
COMMITMENTS
  19,296    4,493    1,071   27,921   44,396   48,287   49,960    6,842    5,169

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:       -886)
     757     -555       50   -1,335     -230     -528     -734     -358     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      8.1      1.9     50.6     80.5     87.6     90.6     12.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       13        8       31       32       66       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,259
COMMITMENTS
  38,591    8,986    2,142   55,842   88,793   96,574   99,921   13,685   10,339

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:     -1,772)
   1,515   -1,109      100   -2,671     -459   -1,055   -1,468     -716     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      8.1      1.9     50.6     80.5     87.6     90.6     12.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      31       13        8       31       32       66       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,519
COMMITMENTS
  14,033    6,718    1,065    1,361    8,610   16,459   16,393       60      126

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        207)
     125     -687       77        0      717      202      107        5      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.0     40.7      6.4      8.2     52.1     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11       10        2        1        3       14       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,554
COMMITMENTS
   2,679      294       10    7,588   10,145   10,277   10,449      277      105

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        579)
     454       -1        0       95      585      549      584       30       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      2.8      0.1     71.9     96.1     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        4        1        6       11       17       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,935
COMMITMENTS
   2,715      911        0    9,954   11,978   12,669   12,889      266       46

CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST:        245)
     354      422        0     -128      -61      226      361       19     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      7.0      0.0     77.0     92.6     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        0        4       13       10       21
```

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Updated February 24, 2012