```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      471,658
COMMITMENTS
  94,472  145,897   83,739  261,641  189,330  439,852  418,966   31,806   52,692

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      5,493)
  -1,425    8,199    3,195    4,861   -8,738    6,631    2,656   -1,138    2,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     30.9     17.8     55.5     40.1     93.3     88.8      6.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     101      151      138       84      104      276      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,349,593
COMMITMENTS
 352,306  113,037  250,798  613,431  724,761  1216535  1088596  133,058  260,997

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      7,434)
  -2,005    4,592    8,795   -1,111  -15,040    5,679   -1,653    1,755    9,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      8.4     18.6     45.5     53.7     90.1     80.7      9.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      733)
     193      153      222      207      307      523      591
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,108
COMMITMENTS
   2,683      632      169    5,735    8,566    8,587    9,367    2,521    1,741

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        535)
      68       59       97      114      297      279      453      256       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      5.7      1.5     51.6     77.1     77.3     84.3     22.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        5        5       17       14       31       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      786,976
COMMITMENTS
 282,831   51,650  132,934  307,417  503,626  723,182  688,210   63,794   98,766

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     33,307)
   6,907   11,583   15,513    8,065    5,119   30,485   32,215    2,822    1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      6.6     16.9     39.1     64.0     91.9     87.4      8.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      594)
     232      112      195      155      202      481      447
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,217
COMMITMENTS
  15,472    1,370      492       48    2,748   16,012    4,610    3,205   14,607

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -115)
      23      735      124      -10     -654      137      205     -252     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.5      7.1      2.6      0.2     14.3     83.3     24.0     16.7     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        4       10        2        6       18       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      389,320
COMMITMENTS
 117,701   58,501   51,653  177,737  254,111  347,091  364,265   42,229   25,055

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     26,985)
  14,216     -476   10,958    1,231   15,892   26,405   26,374      580      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     15.0     13.3     45.7     65.3     89.2     93.6     10.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     114       57       95       68       74      230      201
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,803
COMMITMENTS
  65,143   82,583    4,744  385,052  378,399  454,939  465,726  141,864  131,077

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     23,167)
   7,828    3,516      297    5,193   26,701   13,318   30,514    9,849   -7,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     13.8      0.8     64.5     63.4     76.2     78.0     23.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      24       38       12       78       69      110      111
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,434
COMMITMENTS
  39,629   30,547      299  260,950  274,267  300,878  305,113   55,556   51,321

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     12,112)
   1,518    4,281        3    9,423    2,562   10,944    6,846    1,168    5,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      8.6      0.1     73.2     76.9     84.4     85.6     15.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        6        2       36       43       42       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,875
COMMITMENTS
   2,494      503    1,608    7,274    9,247   11,376   11,358      499      517

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -374)
    -137     -218      191     -395     -398     -341     -425      -33       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      4.2     13.5     61.3     77.9     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        5        5       20       22       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      260,582
COMMITMENTS
 106,069   13,989   27,287   85,519  197,381  218,875  238,657   41,707   21,925

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      4,484)
   2,675      720    1,934   -1,602   -1,701    3,007      953    1,477    3,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      5.4     10.5     32.8     75.7     84.0     91.6     16.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      94       30       54       69       69      194      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,549
COMMITMENTS
   4,006    5,549    1,947    6,890    6,406   12,843   13,902    3,706    2,647

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        212)
      11      182     -109     -108     -296     -206     -223      418      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     33.5     11.8     41.6     38.7     77.6     84.0     22.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       21       14       21       18       53       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      790,264
COMMITMENTS
 187,433  198,678    8,320  499,331  477,102  695,084  684,100   95,180  106,164

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      4,849)
  16,653      998   -2,057  -13,805   11,264      791   10,205    4,058   -5,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     25.1      1.1     63.2     60.4     88.0     86.6     12.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      38       53       18       93       90      139      153
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,773,855
COMMITMENTS
 165,558  372,147   29,923  1312673  1034635  1508154  1436705  265,701  337,150

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     38,435)
  20,571   15,033   -1,377     -381   34,471   18,813   48,127   19,622   -9,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     21.0      1.7     74.0     58.3     85.0     81.0     15.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      28       71       28      112      146      158      227
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,307,839
COMMITMENTS
 295,366  150,308   14,450  805,533  904,240  1115349  1068998  192,490  238,841

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     32,967)
  36,806   19,128     -944  -24,589   21,113   11,273   39,297   21,694   -6,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     11.5      1.1     61.6     69.1     85.3     81.7     14.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      32       33       12       73      100      112      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      520,321
COMMITMENTS
  74,054   72,932   71,777  350,200  328,605  496,031  473,314   24,290   47,007

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        361)
  -3,235   -7,987    3,200    1,455    2,526    1,420   -2,261   -1,059    2,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     14.0     13.8     67.3     63.2     95.3     91.0      4.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      14       16       25       45       50       72       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,867
COMMITMENTS
  18,142    8,443       27   23,711   36,767   41,880   45,237    7,987    4,630

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,599)
  -1,670    1,250     -131   -1,283   -3,109   -3,083   -1,991      485     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     16.9      0.1     47.5     73.7     84.0     90.7     16.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       13        2       26       27       57       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       99,733
COMMITMENTS
  36,283   16,885       54   47,422   73,534   83,759   90,473   15,974    9,260

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -5,197)
  -3,339    2,499     -262   -2,565   -6,218   -6,166   -3,981      969   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     16.9      0.1     47.5     73.7     84.0     90.7     16.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       13        2       26       27       57       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,348
COMMITMENTS
   5,046    5,777      880    1,361      638    7,287    7,295       61       53

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          3)
      -1       13        2        0       -5        1       10        2       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     78.6     12.0     18.5      8.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        9        2        1        2       13       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,101
COMMITMENTS
   4,285      431       21    5,644    9,508    9,950    9,960      151      141

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -520)
    -707      -76       -3      173     -440     -537     -519       17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4      4.3      0.2     55.9     94.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1        6       11       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,922
COMMITMENTS
   1,516    1,061        0    6,207    6,764    7,723    7,825      199       97

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -222)
     691      -18        0     -959     -218     -268     -236       46       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     13.4      0.0     78.4     85.4     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8        0        5       13       13       21
```

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Updated April 13, 2012