```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      407,663
COMMITMENTS
  73,709  129,018   67,501  231,286  156,284  372,496  352,803   35,167   54,860

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     21,262)
     771   11,987    5,234   12,480    2,980   18,485   20,201    2,777    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     31.6     16.6     56.7     38.3     91.4     86.5      8.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
      98      160      132       78      104      268      315
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,211,479
COMMITMENTS
 338,493  115,075  160,089  575,641  689,411  1074223  964,575  137,256  246,904

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     35,470)
  29,854   -2,835    4,162   -4,251   27,840   29,765   29,167    5,705    6,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      9.5     13.2     47.5     56.9     88.7     79.6     11.3     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      696)
     176      152      174      182      308      447      563
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       12,912
COMMITMENTS
   2,387    2,609       47    8,242    8,300   10,676   10,956    2,236    1,956

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:         22)
    -301      127        9       49     -252     -243     -116      265      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.2      0.4     63.8     64.3     82.7     84.9     17.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11        9        2       16        8       28       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      459,749
COMMITMENTS
 111,684   63,034   66,367  239,280  259,348  417,331  388,749   42,418   71,000

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -901)
   1,465   -7,774   -1,207      -28    8,140      230     -841   -1,131      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     13.7     14.4     52.0     56.4     90.8     84.6      9.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     138      100      127       94      147      306      321
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      277,806
COMMITMENTS
  68,023   60,437   28,401  152,940  158,704  249,364  247,542   28,442   30,264

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,352)
   6,560   -3,386   -2,736      -19    7,601    3,805    1,479      547    2,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     21.8     10.2     55.1     57.1     89.8     89.1     10.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      73       64       65       63       61      176      164
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      599,203
COMMITMENTS
  67,515  107,265    3,465  374,335  354,882  445,315  465,612  153,888  133,591

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     13,675)
   4,048   10,251      621   -6,707   -9,716   -2,038    1,156   15,713   12,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     17.9      0.6     62.5     59.2     74.3     77.7     25.7     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      26       31       11       68       64      100      100
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      373,606
COMMITMENTS
  58,920   33,369      677  255,956  292,366  315,553  326,412   58,053   47,194

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     11,314)
    -199    1,370      122   11,463    2,752   11,386    4,244      -72    7,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      8.9      0.2     68.5     78.3     84.5     87.4     15.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        7        4       41       38       51       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      183,589
COMMITMENTS
  30,526   42,006   23,591  102,582   94,932  156,699  160,529   26,890   23,060

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -11,768)
     538   -6,093   -4,262   -5,387    3,506   -9,111   -6,849   -2,657   -4,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     22.9     12.8     55.9     51.7     85.4     87.4     14.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      37       46       49       67       62      137      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       14,100
COMMITMENTS
   2,761    5,405      721    7,985    6,144   11,467   12,270    2,633    1,830

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:       -599)
    -287       50     -216       -2     -214     -505     -380      -94     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     38.3      5.1     56.6     43.6     81.3     87.0     18.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       20       10       17       14       44       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      678,937
COMMITMENTS
 162,169  138,001    5,135  402,444  429,955  569,748  573,091  109,189  105,846

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -18,475)
   1,571   -4,126      -85  -17,897  -18,131  -16,411  -22,342   -2,064    3,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     20.3      0.8     59.3     63.3     83.9     84.4     16.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      37       42       16       78       99      125      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,578,979
COMMITMENTS
 242,671  222,395   25,372  1033830  1018169  1301873  1265936  277,106  313,043

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     81,423)
  30,944   16,904    5,439   40,840   35,638   77,223   57,981    4,200   23,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     14.1      1.6     65.5     64.5     82.5     80.2     17.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      40       56       27      101      118      159      183
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,330,530
COMMITMENTS
 426,281  122,589    8,907  656,453  967,262  1091641  1098758  238,889  231,772

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     44,061)
  44,984   -6,835      836  -17,540   39,643   28,280   33,644   15,781   10,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      9.2      0.7     49.3     72.7     82.0     82.6     18.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      30       21       13       63       99       99      127
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      516,316
COMMITMENTS
  83,320   68,138   66,741  329,919  346,505  479,980  481,384   36,336   34,932

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      3,125)
   3,953    1,088      633   -5,831      329   -1,245    2,050    4,370    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     13.2     12.9     63.9     67.1     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      19       18       22       43       45       73       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       50,249
COMMITMENTS
  13,413    3,894      540   28,790   41,516   42,742   45,950    7,507    4,300

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      2,287)
    -403       30      360      925    1,265      882    1,655    1,406      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.7      1.1     57.3     82.6     85.1     91.4     14.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       10        5       30       27       59       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      100,498
COMMITMENTS
  26,826    7,788    1,079   57,579   83,032   85,484   91,899   15,014    8,599

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:      4,574)
    -806       60      720    1,849    2,530    1,763    3,310    2,811    1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.7      1.1     57.3     82.6     85.1     91.4     14.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      27       10        5       30       27       59       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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