```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      427,502
COMMITMENTS
 107,009  146,462   60,911  232,282  170,251  400,202  377,624   27,300   49,878

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -29,250)
   6,255   -8,063   -7,263  -24,629  -10,371  -25,637  -25,697   -3,613   -3,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     34.3     14.2     54.3     39.8     93.6     88.3      6.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      94      154      110       70       98      237      302
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,225,210
COMMITMENTS
 315,523  163,575  188,733  594,906  636,510  1099162  988,818  126,048  236,392

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -84,523)
   1,896   -2,978  -35,185  -42,099  -22,778  -75,388  -60,941   -9,135  -23,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.4     15.4     48.6     52.0     89.7     80.7     10.3     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      711)
     179      163      201      198      305      491      573
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,537
COMMITMENTS
   3,005      631       14    5,429    8,480    8,448    9,125    2,089    1,412

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -371)
     358      101      -74     -564     -252     -280     -225      -91     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      6.0      0.1     51.5     80.5     80.2     86.6     19.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        6        2       15       11       29       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      807,124
COMMITMENTS
 310,602   51,859  134,346  295,709  522,527  740,657  708,732   66,467   98,392

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -8,702)
  13,140    3,739   -3,986  -16,651   -5,092   -7,497   -5,339   -1,205   -3,363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      6.4     16.6     36.6     64.7     91.8     87.8      8.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      612)
     254      101      192      158      213      496      448
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      364,638
COMMITMENTS
 103,062   67,000   48,155  175,762  224,229  326,979  339,384   37,659   25,254

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -13,293)
  -8,311   10,029   -5,630    5,341  -17,546   -8,600  -13,147   -4,693     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     18.4     13.2     48.2     61.5     89.7     93.1     10.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      98       72       87       70       70      221      193
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      571,339
COMMITMENTS
  60,155   75,131    2,448  359,207  348,813  421,810  426,392  149,529  144,947

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -7,195)
 -10,163     -474      214   -1,310   -7,269  -11,259   -7,529    4,064      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     13.1      0.4     62.9     61.1     73.8     74.6     26.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      20       40       10       72       75      100      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,427
COMMITMENTS
  46,284   24,678      179  250,167  277,860  296,630  302,717   59,797   53,710

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -7,672)
     -87   -1,848        6  -12,245   -8,902  -12,326  -10,744    4,654    3,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      6.9      0.1     70.2     78.0     83.2     84.9     16.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        6        2       36       40       43       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,815
COMMITMENTS
   2,004      258    1,128    7,813    9,687   10,945   11,073      870      742

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        436)
     302       69      -61      167      376      408      384       28       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      2.2      9.5     66.1     82.0     92.6     93.7      7.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        1        4       22       23       32       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      254,173
COMMITMENTS
 109,953   10,768   19,115   81,872  203,083  210,940  232,966   43,233   21,207

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -14,246)
  -6,568    1,499   -4,648   -2,096   -9,371  -13,312  -12,520     -934   -1,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3      4.2      7.5     32.2     79.9     83.0     91.7     17.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      98       30       51       68       66      195      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,254
COMMITMENTS
   3,939    4,585    1,037    6,297    7,174   11,273   12,796    2,981    1,458

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -1,106)
    -147      521      -85     -277   -1,443     -509   -1,007     -597      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     32.2      7.3     44.2     50.3     79.1     89.8     20.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       18       13       22       15       53       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      953,779
COMMITMENTS
 330,094  189,203    9,681  494,643  655,265  834,418  854,149  119,361   99,630

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     36,024)
  48,139    7,161      532  -17,455   32,279   31,216   39,972    4,808   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     19.8      1.0     51.9     68.7     87.5     89.6     12.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      46       40       18       97       99      150      150
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,832,781
COMMITMENTS
 212,287  357,043   27,572  1320307  1128384  1560166  1512999  272,615  319,782

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     12,854)
   9,723   -2,611    4,835    1,008   39,197   15,566   41,421   -2,712  -28,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     19.5      1.5     72.0     61.6     85.1     82.6     14.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      35       80       36      112      160      172      251
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,323,793
COMMITMENTS
 385,865  185,851   19,409  678,053  865,256  1083327  1070516  240,466  253,277

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,504)
  -4,953   13,414    1,106   20,138  -15,319   16,291     -799  -13,787    3,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     14.0      1.5     51.2     65.4     81.8     80.9     18.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      34       37       17       73      101      117      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      490,074
COMMITMENTS
  48,779   83,702   65,354  348,383  293,841  462,516  442,897   27,558   47,177

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -33,490)
    -324    7,464   -6,519  -24,899  -31,263  -31,742  -30,318   -1,748   -3,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     17.1     13.3     71.1     60.0     94.4     90.4      5.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      11       22       26       46       46       73       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,222
COMMITMENTS
  23,380    6,554       26   25,378   44,568   48,784   51,147    7,438    5,075

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      5,880)
   3,722      499       -4    2,263    4,798    5,981    5,292     -101      588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     11.7      0.0     45.1     79.3     86.8     91.0     13.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      39       16        3       28       32       68       50
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,443
COMMITMENTS
  46,760   13,107       51   50,756   89,135   97,567  102,293   14,876   10,150

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     11,760)
   7,443      997       -8    4,526    9,595   11,961   10,584     -201    1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     11.7      0.0     45.1     79.3     86.8     91.0     13.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      39       16        3       28       32       68       50
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,156
COMMITMENTS
   4,728    5,743      891    1,449      500    7,068    7,134       88       22

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -277)
    -376     -208        6       88      -77     -282     -279        5        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.1     80.3     12.5     20.2      7.0     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        2        2        1       15       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,197
COMMITMENTS
   2,503      522       14    5,494    7,549    8,011    8,085      186      112

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        266)
     322       20        0      -50      262      272      282       -6      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      6.4      0.2     67.0     92.1     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        5        1        7       11       15       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,475
COMMITMENTS
   1,268      722        0    6,933    7,701    8,201    8,423      274       52

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -187)
    -388     -746        0      186      577     -202     -169       15      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      8.5      0.0     81.8     90.9     96.8     99.4      3.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8        0        5       13       13       21
```

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Updated May 4, 2012