```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,005
COMMITMENTS
  92,761  129,613  137,562  281,574  220,571  511,896  487,746   38,109   62,259

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      2,779)
   8,552  -12,575   -5,649    3,160   22,269    6,063    4,045   -3,284   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     23.6     25.0     51.2     40.1     93.1     88.7      6.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     122      140      173       90      110      308      343
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,676,757
COMMITMENTS
 342,043  126,725  482,759  694,286  791,155  1519088  1400639  157,669  276,118

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -13,144)
  17,419  -16,051  -16,577    6,198   32,337    7,040     -292  -20,184  -12,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      7.6     28.8     41.4     47.2     90.6     83.5      9.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      721)
     170      180      254      262      323      563      641
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,028
COMMITMENTS
   1,863    3,015    1,072    9,691    8,596   12,625   12,683    2,403    2,345

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        -60)
     -51      163       54     -187     -243     -184      -26      124      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     20.1      7.1     64.5     57.2     84.0     84.4     16.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10       15        6       16       10       28       29
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,586
COMMITMENTS
 118,548   61,996  222,084  296,621  314,703  637,253  598,783   47,333   85,803

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:       -334)
   2,155    7,265  -19,571   17,632    9,799      217   -2,506     -551    2,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      9.1     32.4     43.3     46.0     93.1     87.5      6.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      470)
     130      150      211      133      156      388      417
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       12,983
COMMITMENTS
   9,294    1,775      329      346    2,068    9,969    4,172    3,014    8,811

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        131)
      95      465      -78       -3     -369       14       18      117      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6     13.7      2.5      2.7     15.9     76.8     32.1     23.2     67.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        5        7        1        4       14       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      376,334
COMMITMENTS
  66,734   77,710   76,916  205,324  188,655  348,974  343,281   27,360   33,053

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      9,342)
   1,421    5,124    3,224    6,309     -264   10,955    8,084   -1,613    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     20.6     20.4     54.6     50.1     92.7     91.2      7.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      64       90       96       73       72      202      219
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      725,914
COMMITMENTS
  73,341   90,126   44,913  453,044  429,619  571,299  564,658  154,615  161,255

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:    -15,956)
    -669  -18,456  -11,232   -7,070   -2,336  -18,970  -32,024    3,014   16,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     12.4      6.2     62.4     59.2     78.7     77.8     21.3     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      29       35       37       82       77      135      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      379,724
COMMITMENTS
  45,786   31,231    1,044  269,917  294,736  316,748  327,011   62,976   52,713

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      6,615)
 -12,234   -1,994      528   16,221    3,517    4,515    2,050    2,100    4,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      8.2      0.3     71.1     77.6     83.4     86.1     16.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        7        4       40       36       48       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,608
COMMITMENTS
   1,200      182    1,383    7,323    8,566    9,906   10,131      702      477

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        376)
     158      -30      -87      246      536      317      419       59      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      1.7     13.0     69.0     80.8     93.4     95.5      6.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        1        6       19       23       31       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      228,493
COMMITMENTS
  33,077   41,970   43,439  121,824  116,454  198,340  201,863   30,153   26,630

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:      1,086)
     680   -1,475    4,055   -1,646   -1,144    3,089    1,436   -2,004     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.4     19.0     53.3     51.0     86.8     88.3     13.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      43       48       57       75       69      152      157
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,641
COMMITMENTS
   2,677    6,180    1,507    8,795    5,936   12,979   13,623    2,661    2,018

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        729)
     -63      527      379      483     -267      799      639      -70       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     39.5      9.6     56.2     38.0     83.0     87.1     17.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       30       14       23       16       53       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      953,559
COMMITMENTS
 323,542  121,757   21,860  482,832  711,093  828,234  854,711  125,325   98,848

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     86,612)
  30,135  -12,533     -504   56,149  104,669   85,781   91,632      831   -5,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     12.8      2.3     50.6     74.6     86.9     89.6     13.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      56       36       27       93      104      162      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,018,791
COMMITMENTS
 227,546  238,704  131,634  1361375  1289469  1720555  1659807  298,236  358,983

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     29,216)
  -1,654  -22,464  -11,746   19,351   80,832    5,952   46,622   23,264  -17,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     11.8      6.5     67.4     63.9     85.2     82.2     14.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      48       50       56      133      143      206      224
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,623,286
COMMITMENTS
 438,376  148,260   98,667  838,969  1148493  1376013  1395421  247,273  227,865

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     51,829)
  42,387      -65   13,099  -19,310   49,253   36,176   62,288   15,653  -10,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      9.1      6.1     51.7     70.8     84.8     86.0     15.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      41       35       37       87      111      149      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      637,855
COMMITMENTS
  85,734   67,787  148,511  363,207  381,067  597,451  597,365   40,404   40,490

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:     22,464)
   3,718    7,712    1,893   20,181   13,736   25,793   23,341   -3,328     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     10.6     23.3     56.9     59.7     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       14       30       47       49       79       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,559
COMMITMENTS
  17,882    4,448      575   27,956   43,829   46,414   48,852    7,146    4,707

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        334)
   1,064      -92      197     -512      743      750      848     -416     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      8.3      1.1     52.2     81.8     86.7     91.2     13.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       12        8       27       30       63       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,119
COMMITMENTS
  35,765    8,896    1,151   55,912   87,657   92,828   97,704   14,291    9,415

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        667)
   2,129     -184      395   -1,024    1,485    1,499    1,697     -832   -1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4      8.3      1.1     52.2     81.8     86.7     91.2     13.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      31       12        8       27       30       63       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,376
COMMITMENTS
  13,759    7,720      910    1,361    7,724   16,030   16,354      346       22

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:         22)
       0      -18        3       30       28       33       13      -11        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.0     47.1      5.6      8.3     47.2     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12        3        1        2       12       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,571
COMMITMENTS
   1,388      698       30    7,921    8,736    9,339    9,464      232      107

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        -93)
    -151       30        0       53     -165      -98     -135        5       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      7.3      0.3     82.8     91.3     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        1        6       11       15       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,572
COMMITMENTS
   1,109    1,783        0   12,197   11,665   13,306   13,448      266      124

CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST:        997)
  -1,176      227        0    2,223      763    1,047      990      -50        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     13.1      0.0     89.9     85.9     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       10        0        5       13       11       23
```

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Updated February 3, 2012