```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      513,096
COMMITMENTS
  91,949  143,312  116,381  264,987  198,814  473,317  458,507   39,778   54,589

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -36,749)
     993   -7,224  -19,611  -16,480   -6,132  -35,098  -32,967   -1,651   -3,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     27.9     22.7     51.6     38.7     92.2     89.4      7.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     114      142      162       92      110      307      329
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,647,928
COMMITMENTS
 361,372  117,180  442,842  682,195  802,512  1486410  1362534  161,519  285,394

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:   -122,246)
  19,516  -16,328  -86,376  -55,559  -19,081 -122,418 -121,785      172     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      7.1     26.9     41.4     48.7     90.2     82.7      9.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      705)
     187      146      241      241      317      548      608
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,735
COMMITMENTS
   1,758    1,540      437    7,411    8,059    9,606   10,036    2,129    1,699

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     -1,147)
    -202      183     -647     -517     -704   -1,367   -1,169      219       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     13.1      3.7     63.1     68.7     81.9     85.5     18.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        9        4       15       10       26       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      737,025
COMMITMENTS
 174,336   38,534  227,311  279,568  380,771  681,216  646,616   55,810   90,409

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -26,886)
  16,446   -3,911  -26,728  -16,835    6,402  -27,117  -24,238      230   -2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      5.2     30.8     37.9     51.7     92.4     87.7      7.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
     186      123      223      125      178      433      436
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      350,352
COMMITMENTS
  81,289   47,988   69,617  161,615  205,749  312,522  323,355   37,831   26,998

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -26,628)
   5,711   -2,136   -9,939  -23,987  -10,864  -28,214  -22,939    1,586   -3,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     13.7     19.9     46.1     58.7     89.2     92.3     10.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      85       63       97       68       75      217      203
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      739,859
COMMITMENTS
  68,706   84,746   43,511  447,267  437,488  559,483  565,745  180,375  174,113

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      7,137)
  -3,514   -1,075  -15,999    1,258   18,759  -18,254    1,686   25,391    5,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     11.5      5.9     60.5     59.1     75.6     76.5     24.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      33       30       35       81       78      132      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      406,239
COMMITMENTS
  43,947   33,683    6,264  292,713  317,442  342,924  357,389   63,316   48,850

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     28,838)
  -3,158    1,968      812   26,851   29,077   24,505   31,857    4,333   -3,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      8.3      1.5     72.1     78.1     84.4     88.0     15.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        9        5       41       35       51       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,383
COMMITMENTS
   1,484      206    1,648    7,536    8,883   10,668   10,737      715      646

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        115)
     151        0       -6       22      137      167      131      -52      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      1.8     14.5     66.2     78.0     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        2        6       21       25       36       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,482
COMMITMENTS
  52,349   21,638   41,239   78,389  122,392  171,976  185,268   39,505   26,213

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        224)
  10,099   -6,510     -895  -13,621    6,543   -4,417     -862    4,641    1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     10.2     19.5     37.1     57.9     81.3     87.6     18.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      57       36       50       62       72      153      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,970
COMMITMENTS
   3,157    5,892    2,160    7,659    5,731   12,975   13,783    2,995    2,187

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -136)
     372       89      156     -942     -469     -413     -224      277       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     36.9     13.5     48.0     35.9     81.2     86.3     18.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       25       19       23       18       58       54
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      964,438
COMMITMENTS
 188,051  165,251   46,491  600,887  630,941  835,428  842,682  129,010  121,756

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     58,598)
   5,644    5,489      903   39,180   39,750   45,727   46,142   12,871   12,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     17.1      4.8     62.3     65.4     86.6     87.4     13.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      42       34       31      101       99      155      153
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,154,752
COMMITMENTS
 202,258  235,039  161,638  1459842  1383804  1823738  1780480  331,014  374,271

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -93,145)
   2,564  -27,982  -43,840  -81,985  -43,145 -123,261 -114,967   30,117   21,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     10.9      7.5     67.7     64.2     84.6     82.6     15.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      43       56       57      139      146      211      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,503,458
COMMITMENTS
 348,283  135,765   62,848  848,126  1057134  1259257  1255747  244,200  247,710

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:    -51,510)
  -5,566  -11,443  -33,978  -27,005    1,154  -66,550  -44,267   15,040   -7,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      9.0      4.2     56.4     70.3     83.8     83.5     16.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      35       28       33       85      100      135      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      660,796
COMMITMENTS
  86,693   68,762  152,224  388,728  397,835  627,645  618,820   33,151   41,976

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     26,114)
   5,575    2,269    5,291   14,302   16,982   25,168   24,541      946    1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     10.4     23.0     58.8     60.2     95.0     93.6      5.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      21       22       33       49       55       83       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,994
COMMITMENTS
  21,242    5,157    1,448   28,415   46,134   51,105   52,738    6,889    5,256

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      2,865)
   1,946      664      377      494    1,737    2,818    2,778       47       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      8.9      2.5     49.0     79.5     88.1     90.9     11.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       15       10       36       30       70       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,989
COMMITMENTS
  42,484   10,313    2,896   56,830   92,267  102,210  105,477   13,778   10,512

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,729)
   3,893    1,327      754      989    3,475    5,636    5,556       93      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6      8.9      2.5     49.0     79.5     88.1     90.9     11.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      29       15       10       36       30       70       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       16,968
COMMITMENTS
  14,476    7,057    1,078    1,361    8,830   16,915   16,965       53        3

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        449)
     443      339       13        0      220      456      572       -7     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    85.3     41.6      6.4      8.0     52.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      12       10        3        1        3       15       14
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,650
COMMITMENTS
   2,887      205      110    7,369   10,233   10,366   10,548      284      102

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:         96)
     208      -89      100     -219       88       89       99        7       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      1.9      1.0     69.2     96.1     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        3        2        6       11       16       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,017
COMMITMENTS
   3,045      564       12    8,708   11,345   11,765   11,921      252       96

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:       -918)
     330     -347       12   -1,246     -633     -904     -968      -14       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      4.7      0.1     72.5     94.4     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        1        4       13       11       21
```

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Updated March 2, 2012