```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      484,495
COMMITMENTS
  73,222  123,359  123,013  249,577  179,331  445,812  425,703   38,682   58,791

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     20,880)
     345   10,917    5,921   11,755    2,966   18,021   19,804    2,859    1,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     25.5     25.4     51.5     37.0     92.0     87.9      8.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     111      155      170       94      112      305      348
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,675,585
COMMITMENTS
 341,748  102,658  465,536  689,186  810,600  1496470  1378793  179,115  296,792

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     60,017)
  24,452  -10,336   21,924    1,281   32,890   47,657   44,478   12,360   15,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      6.1     27.8     41.1     48.4     89.3     82.3     10.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     186      177      247      240      325      549      638
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,275
COMMITMENTS
   1,816    2,614      849    9,254    8,599   11,920   12,063    2,355    2,212

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        179)
    -351      139       59      196     -160      -95       38      274      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     18.3      6.0     64.8     60.2     83.5     84.5     16.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       11        4       16       10       28       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      659,748
COMMITMENTS
 112,445   53,034  219,278  280,030  308,989  611,752  581,300   47,996   78,448

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     24,564)
   2,218   -7,827   18,365    4,918   12,634   25,500   23,172     -936    1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      8.0     33.2     42.4     46.8     92.7     88.1      7.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     140      123      190      120      157      363      384
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       11,792
COMMITMENTS
   8,289      180      265      356    2,384    8,910    2,829    2,882    8,963

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.3      1.5      2.2      3.0     20.2     75.6     24.0     24.4     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      14        1        5        1        5       15       11
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      331,673
COMMITMENTS
  66,426   52,134   64,924  169,874  182,464  301,224  299,521   30,449   32,151

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      9,500)
   6,381   -2,328      202    2,456    8,568    9,039    6,442      461    3,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     15.7     19.6     51.2     55.0     90.8     90.3      9.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      68       71       79       68       71      185      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      680,572
COMMITMENTS
  68,675  103,369   37,908  409,543  393,601  516,125  534,877  164,447  145,695

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     23,575)
   3,826    9,792    4,620   -2,092   -5,595    6,353    8,816   17,222   14,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     15.2      5.6     60.2     57.8     75.8     78.6     24.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      31       28       38       80       72      129      120
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      374,035
COMMITMENTS
  58,920   33,364      706  255,956  292,366  315,582  326,436   58,454   47,599

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     11,412)
    -199    1,378      136   11,463    2,752   11,400    4,267       12    7,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      8.9      0.2     68.4     78.2     84.4     87.3     15.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        7        5       41       38       52       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,246
COMMITMENTS
   1,083      498    1,253    7,322    8,009    9,658    9,760      588      486

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        196)
     -26     -470      213      -11      502      176      245       20      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      4.9     12.2     71.5     78.2     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        4        6       19       17       30       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,279
COMMITMENTS
  30,193   41,507   38,267  110,020  102,825  178,480  182,600   28,799   24,679

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     -8,445)
     584   -6,313   -1,857   -4,799    4,344   -6,072   -3,826   -2,373   -4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     20.0     18.5     53.1     49.6     86.1     88.1     13.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      40       49       54       70       64      146      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,823
COMMITMENTS
   2,541    5,417    1,183    8,388    6,351   12,112   12,951    2,711    1,872

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -603)
    -264       60     -238      -14     -210     -516     -388      -87     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     36.5      8.0     56.6     42.9     81.7     87.4     18.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       23       14       20       15       48       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      698,581
COMMITMENTS
 160,326  135,816   19,894  406,746  433,648  586,966  589,358  111,615  109,223

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -17,621)
   1,670   -4,529     -604  -17,359  -17,374  -16,293  -22,507   -1,328    4,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     19.4      2.8     58.2     62.1     84.0     84.4     16.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      40       40       25       82      101      137      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,783,732
COMMITMENTS
 240,579  215,512  121,141  1129316  1118152  1491037  1454805  292,695  328,927

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     96,167)
  33,955   18,033    7,428   50,071   45,574   91,454   71,035    4,714   25,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     12.1      6.8     63.3     62.7     83.6     81.6     16.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      38       60       56      121      134      196      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,446,314
COMMITMENTS
 417,944  115,269   67,481  712,689  1020542  1198114  1203292  248,200  243,022

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     56,300)
  43,024   -5,445    6,798   -8,950   44,904   40,872   46,257   15,428   10,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      8.0      4.7     49.3     70.6     82.8     83.2     17.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      31       22       29       76      105      122      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      601,057
COMMITMENTS
  82,278   66,655  141,142  339,258  356,308  562,678  564,105   38,378   36,952

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,882)
   3,703    1,284    1,286   -5,534      297     -545    2,868    4,427    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     11.1     23.5     56.4     59.3     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       21       30       47       49       80       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,719
COMMITMENTS
  13,949    3,906      761   29,418   42,639   44,127   47,306    7,592    4,413

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,297)
    -386       22      372      909    1,284      895    1,678    1,402      619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      7.6      1.5     56.9     82.4     85.3     91.5     14.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       11       10       33       28       65       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,439
COMMITMENTS
  27,897    7,812    1,522   58,836   85,279   88,255   94,612   15,184    8,827

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,594)
    -771       45      744    1,818    2,567    1,790    3,356    2,804    1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      7.6      1.5     56.9     82.4     85.3     91.5     14.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       11       10       33       28       65       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       17,641
COMMITMENTS
  13,599    9,566      497    1,331    5,563   15,427   15,626    2,214    2,015

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,010)
       0   -4,814        7        0    4,816        7        9    2,003    2,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.1     54.2      2.8      7.5     31.5     87.4     88.6     12.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7       15        3        1        2       11       17
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,313
COMMITMENTS
   1,294    1,954       27    8,722    8,267   10,043   10,248      270       65

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -262)
      85     -559        2     -347      322     -260     -235       -2      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     18.9      0.3     84.6     80.2     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        6        1        6       12       14       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,283
COMMITMENTS
   1,389    2,305        0   10,480    9,785   11,869   12,090      414      193

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:        -39)
     203    1,511        0     -215   -1,554      -12      -43      -27        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     18.8      0.0     85.3     79.7     96.6     98.4      3.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        6        0        5       12       14       18
```

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Updated January 13, 2012