```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,240
COMMITMENTS
 106,903  165,787   60,306  243,750  158,974  410,959  385,067   27,281   53,173

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     10,738)
    -106   19,325     -605   11,468  -11,277   10,757    7,443      -19    3,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     37.8     13.8     55.6     36.3     93.8     87.9      6.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
      94      167      109       78      101      244      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,232,904
COMMITMENTS
 307,959  149,387  195,494  606,351  652,075  1109804  996,956  123,100  235,948

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      7,694)
  -7,564  -14,188    6,761   11,445   15,565   10,642    8,138   -2,948     -444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     12.1     15.9     49.2     52.9     90.0     80.9     10.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      734)
     183      170      217      202      307      512      593
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,477
COMMITMENTS
   3,978      679       95    5,198    9,312    9,271   10,086    2,206    1,391

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        940)
     973       48       81     -231      832      823      961      117      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      5.9      0.8     45.3     81.1     80.8     87.9     19.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        6        3       15       12       31       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      798,732
COMMITMENTS
 302,014   52,091  126,727  302,581  518,595  731,322  697,413   67,410  101,319

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -8,392)
  -8,588      232   -7,619    6,872   -3,932   -9,335  -11,319      943    2,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      6.5     15.9     37.9     64.9     91.6     87.3      8.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     238      118      186      159      208      482      448
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      382,156
COMMITMENTS
  97,577   74,712   50,217  198,721  228,795  346,515  353,724   35,641   28,432

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     17,518)
  -5,485    7,712    2,062   22,959    4,566   19,536   14,340   -2,018    3,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     19.6     13.1     52.0     59.9     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      96       78       96       68       69      227      202
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      611,630
COMMITMENTS
  82,172   69,730    6,959  365,305  393,016  454,436  469,705  157,194  141,925

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     40,291)
  22,017   -5,401    4,511    6,098   44,203   32,626   43,313    7,665   -3,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     11.4      1.1     59.7     64.3     74.3     76.8     25.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      25       35       18       71       81      108      122
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      358,320
COMMITMENTS
  44,715   27,359      179  250,804  276,426  295,698  303,964   62,622   54,356

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      1,893)
  -1,569    2,681        0      637   -1,434     -932    1,247    2,825      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      7.6      0.0     70.0     77.1     82.5     84.8     17.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        6        2       37       40       44       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,936
COMMITMENTS
   2,517      247    1,028    7,558    9,878   11,103   11,153      833      783

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        121)
     513      -11     -100     -255      191      158       80      -37       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      2.1      8.6     63.3     82.8     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        1        4       23       25       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      252,090
COMMITMENTS
 109,747   10,636   17,184   85,414  203,544  212,345  231,364   39,745   20,726

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -2,083)
    -206     -132   -1,931    3,542      461    1,405   -1,602   -3,488     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      4.2      6.8     33.9     80.7     84.2     91.8     15.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
     100       25       46       70       67      190      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,831
COMMITMENTS
   3,641    4,603      873    6,432    6,912   10,946   12,388    2,885    1,443

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:       -423)
    -298       18     -164      135     -262     -327     -408      -96      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     33.3      6.3     46.5     50.0     79.1     89.6     20.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      23       18       10       23       16       51       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      997,915
COMMITMENTS
 349,335  211,067   11,628  518,805  681,691  879,768  904,386  118,147   93,529

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     44,136)
  19,241   21,864    1,947   24,162   26,426   45,350   50,237   -1,214   -6,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     21.2      1.2     52.0     68.3     88.2     90.6     11.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      47       45       18       98       97      154      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,884,542
COMMITMENTS
 231,373  364,101   30,815  1340437  1154286  1602625  1549202  281,917  335,340

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     51,761)
  19,086    7,058    3,243   20,130   25,902   42,459   36,203    9,302   15,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     19.3      1.6     71.1     61.3     85.0     82.2     15.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      34       77       30      118      155      170      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,369,668
COMMITMENTS
 387,651  180,606   19,201  723,050  903,096  1129902  1102903  239,766  266,765

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     45,875)
   1,786   -5,245     -208   44,997   37,840   46,575   32,387     -700   13,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     13.2      1.4     52.8     65.9     82.5     80.5     17.5     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      34       36       19       77      103      122      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      499,715
COMMITMENTS
  44,827   79,594   69,964  360,553  304,485  475,344  454,043   24,371   45,672

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      9,641)
  -3,952   -4,108    4,610   12,170   10,644   12,828   11,146   -3,187   -1,505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     15.9     14.0     72.2     60.9     95.1     90.9      4.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       19       26       48       49       75       81
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,824
COMMITMENTS
  18,077    9,697      111   26,458   37,725   44,646   47,532    7,178    4,292

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -4,398)
  -5,303    3,143       85    1,080   -6,843   -4,138   -3,615     -260     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     18.7      0.2     51.1     72.8     86.1     91.7     13.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       14        3       30       31       60       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,647
COMMITMENTS
  36,154   19,393      221   52,916   75,450   89,291   95,064   14,356    8,583

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -8,796)
 -10,606    6,286      170    2,160  -13,685   -8,276   -7,229     -520   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     18.7      0.2     51.1     72.8     86.1     91.7     13.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      28       14        3       30       31       60       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,091
COMMITMENTS
   4,744    5,638      891    1,361      550    6,996    7,079       95       12

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:        -65)
      16     -105        0      -88       50      -72      -55        7      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9     79.5     12.6     19.2      7.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        2        1        2       14       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,219
COMMITMENTS
   2,185      408      222    5,643    7,481    8,050    8,111      169      108

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         22)
    -318     -114      208      149      -68       39       26      -17       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      5.0      2.7     68.7     91.0     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        4        2        7       11       16       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/08/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,485
COMMITMENTS
   1,334      590        0    6,890    7,843    8,224    8,433      261       52

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:         10)
      66     -132        0      -43      142       23       10      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      7.0      0.0     81.2     92.4     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        6        0        5       13       13       19
```

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Updated May 11, 2012