WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      463,614
COMMITMENTS
  72,877  112,442  117,092  237,822  176,365  427,791  405,899   35,823   57,715

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     12,193)
    -793   -5,384   13,502   -1,622    3,592   11,088   11,710    1,105      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     24.3     25.3     51.3     38.0     92.3     87.6      7.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     106      150      168       92      112      299      342
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,615,568
COMMITMENTS
 317,297  112,994  443,612  687,905  777,710  1448813  1334315  166,754  281,252

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     56,650)
  18,856  -27,360   35,917    3,701   38,575   58,475   47,131   -1,825    9,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      7.0     27.5     42.6     48.1     89.7     82.6     10.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     160      192      242      241      320      539      630
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,096
COMMITMENTS
   2,167    2,475      790    9,058    8,759   12,015   12,025    2,081    2,072

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        338)
     -62      379       62      165     -228      165      213      174      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.6      5.6     64.3     62.1     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        8        4       16        8       30       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      635,183
COMMITMENTS
 110,227   60,861  200,913  275,112  296,354  586,251  558,128   48,932   77,055

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -4,746)
   6,989   -3,842    8,181  -16,251   -4,091   -1,081      247   -3,665   -4,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      9.6     31.6     43.3     46.7     92.3     87.9      7.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     130      139      199      113      153      364      397
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      322,173
COMMITMENTS
  60,045   54,462   64,722  167,418  173,896  292,185  293,080   29,988   29,093

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:    -12,045)
    -527  -10,221    1,082  -12,390       83  -11,836   -9,057     -210   -2,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     16.9     20.1     52.0     54.0     90.7     91.0      9.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      66       68       76       66       73      177      189
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      656,997
COMMITMENTS
  64,849   93,577   33,288  411,635  399,196  509,772  526,061  147,225  130,936

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      1,448)
   5,259    5,717   -3,376   -1,927   -1,497      -44      844    1,492      604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     14.2      5.1     62.7     60.8     77.6     80.1     22.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      25       31       36       75       68      123      112
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      362,623
COMMITMENTS
  59,119   31,986      569  244,493  289,614  304,181  322,169   58,442   40,454

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -6,272)
      91   -3,473     -583   -3,166   -3,615   -3,658   -7,672   -2,614    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      8.8      0.2     67.4     79.9     83.9     88.8     16.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        7        5       39       39       50       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,050
COMMITMENTS
   1,109      968    1,040    7,333    7,507    9,482    9,515      568      535

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        252)
      -5     -166       88      195      302      278      224      -26       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      9.6     10.3     73.0     74.7     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        3        5       19       18       28       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,724
COMMITMENTS
  29,608   47,820   40,124  114,820   98,482  184,552  186,426   31,172   29,298

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -140)
    -339     -806    1,754   -2,438     -675   -1,022      274      882     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     22.2     18.6     53.2     45.7     85.6     86.4     14.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       47       61       69       63      148      148
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,426
COMMITMENTS
   2,805    5,356    1,421    8,403    6,561   12,628   13,339    2,798    2,087

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     -2,003)
     109     -329     -986     -647     -316   -1,524   -1,631     -479     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     34.7      9.2     54.5     42.5     81.9     86.5     18.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       23       17       21       15       55       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      716,202
COMMITMENTS
 158,657  140,345   20,498  424,105  451,022  603,259  611,865  112,943  104,337

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,549)
 -12,214   13,126   -5,146   17,364   -4,681        4    3,300    3,545      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     19.6      2.9     59.2     63.0     84.2     85.4     15.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      36       40       21       83      100      134      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,687,564
COMMITMENTS
 206,625  197,479  113,713  1079245  1072578  1399583  1383770  287,981  303,794

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     33,088)
  -1,464  -13,395   14,887    7,872   27,860   21,295   29,352   11,793    3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     11.7      6.7     64.0     63.6     82.9     82.0     17.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      33       52       47      115      122      179      190
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,390,013
COMMITMENTS
 374,919  120,714   60,684  721,638  975,638  1157241  1157035  232,772  232,978

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:     77,710)
   7,122  -20,980   13,445   29,086   80,317   49,654   72,782   28,057    4,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      8.7      4.4     51.9     70.2     83.3     83.2     16.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      28       24       26       70      103      113      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      597,174
COMMITMENTS
  78,575   65,370  139,856  344,792  356,011  563,223  561,237   33,951   35,937

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:   -121,764)
 -17,645   -6,779  -53,944  -54,369  -56,940 -125,958 -117,663    4,194   -4,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     10.9     23.4     57.7     59.6     94.3     94.0      5.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       21       28       49       50       78       87
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,422
COMMITMENTS
  14,334    3,883      389   28,509   41,356   43,232   45,628    6,190    3,794

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      3,356)
   1,232     -301      -80    1,173    3,916    2,325    3,534    1,031     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      7.9      0.8     57.7     83.7     87.5     92.3     12.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       11        7       31       30       60       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,845
COMMITMENTS
  28,668    7,767      777   57,019   82,712   86,464   91,256   12,380    7,588

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:      6,712)
   2,464     -603     -160    2,346    7,832    4,650    7,068    2,062     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      7.9      0.8     57.7     83.7     87.5     92.3     12.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       11        7       31       30       60       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       15,631
COMMITMENTS
  13,599   14,380      490    1,331      747   15,420   15,617      211       14

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:       -431)
    -185     -989     -195      -54      747     -434     -437        3        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.0     92.0      3.1      8.5      4.8     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       14        3        1        2       11       16
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,575
COMMITMENTS
   1,209    2,513       25    9,069    7,945   10,303   10,483      272       92

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:         92)
       5      601        0       63     -507       68       94       24       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     23.8      0.2     85.8     75.1     97.4     99.1      2.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        6        1        6       11       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,322
COMMITMENTS
   1,186      794        0   10,695   11,339   11,881   12,133      441      189

CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST:        383)
     295      215        0        6      168      301      383       82        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      6.4      0.0     86.8     92.0     96.4     98.5      3.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        6        0        6       12       14       18
 

Updated January 3, 2012