```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      447,102
COMMITMENTS
  92,536  130,924   79,083  236,280  185,343  407,899  395,350   39,203   51,752

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      5,633)
  -1,120   -3,897    1,622    5,306    9,150    5,808    6,875     -175   -1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     29.3     17.7     52.8     41.5     91.2     88.4      8.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     109      138      139       80      103      280      305
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,324,553
COMMITMENTS
 391,254   79,542  228,627  569,311  770,797  1189192  1078966  135,361  245,587

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      2,214)
   9,242  -15,043   -1,949   -6,232   19,708    1,061    2,716    1,153     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      6.0     17.3     43.0     58.2     89.8     81.5     10.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      708)
     212      124      191      181      322      471      569
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,477
COMMITMENTS
   1,829      988      136    6,530    7,675    8,495    8,799    1,982    1,678

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -924)
    -123   -1,766       -6     -486    1,283     -615     -489     -309     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      9.4      1.3     62.3     73.3     81.1     84.0     18.9     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       11        4       16       12       28       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      640,011
COMMITMENTS
 241,330   41,319   92,035  248,051  415,053  581,416  548,407   58,595   91,604

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     36,693)
  24,859   -2,396    2,476    5,795   31,149   33,130   31,229    3,563    5,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      6.5     14.4     38.8     64.9     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     221       93      171      138      184      430      399
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,330
COMMITMENTS
  13,746      424      420      105    3,026   14,271    3,870    3,059   13,460

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,264)
   1,117      214     -185      -46      553      886      582      378      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.3      2.4      2.4      0.6     17.5     82.3     22.3     17.7     77.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        2        8        1        7       14       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      346,344
COMMITMENTS
  96,109   62,420   39,461  172,378  218,610  307,948  320,491   38,396   25,853

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      6,672)
   4,153   -3,734    1,181      932    9,573    6,266    7,020      406     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     18.0     11.4     49.8     63.1     88.9     92.5     11.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
     103       57       72       62       65      203      171
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      573,955
COMMITMENTS
  47,889  102,113    3,490  397,185  331,114  448,564  436,717  125,391  137,238

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -19,546)
 -15,928    9,217     -559    8,204  -13,796   -8,283   -5,138  -11,263  -14,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     17.8      0.6     69.2     57.7     78.2     76.1     21.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      27       37       12       75       77      111      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,745
COMMITMENTS
  41,024   24,769      910  254,500  277,639  296,434  303,318   60,311   53,427

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      5,696)
   1,110   -4,176       21    7,545   12,502    8,676    8,347   -2,980   -2,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      6.9      0.3     71.3     77.8     83.1     85.0     16.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        7        4       37       40       45       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,103
COMMITMENTS
   1,969      269    1,422    7,124    8,945   10,515   10,636      588      467

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:          8)
     389     -181      -73     -405      173      -89      -81       97       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      2.4     12.8     64.2     80.6     94.7     95.8      5.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        5        5       20       23       34       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,159
COMMITMENTS
  89,420   14,718   25,932   81,737  178,085  197,089  218,735   40,070   18,424

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     14,722)
   7,734   -2,356    3,697    4,377   13,523   15,808   14,864   -1,086     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      6.2     10.9     34.5     75.1     83.1     92.2     16.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      81       30       49       61       70      171      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,603
COMMITMENTS
   4,164    6,299      614    6,963    5,705   11,741   12,618    2,862    1,985

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -198)
     194      -30     -108     -274      118     -188      -20      -10     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     43.1      4.2     47.7     39.1     80.4     86.4     19.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      23       25        9       21       19       49       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      843,092
COMMITMENTS
 162,179  195,327   20,227  564,912  508,552  747,318  724,106   95,774  118,986

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     15,427)
 -18,313   29,294   -2,248   36,386  -19,475   15,825    7,571     -398    7,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.2      2.4     67.0     60.3     88.6     85.9     11.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      31       41       17       97       92      135      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,786,732
COMMITMENTS
 205,115  385,287   26,602  1317802  1042167  1549519  1454056  237,213  332,676

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -9,048)
 -12,653   90,230     -827   43,282  -87,971   29,802    1,432  -38,850  -10,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     21.6      1.5     73.8     58.3     86.7     81.4     13.3     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      42       69       32      122      132      181      216
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,415,106
COMMITMENTS
 278,363  198,861   10,612  953,000  940,955  1241975  1150428  173,131  264,678

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     34,310)
 -34,708   28,374    1,083   88,501  -10,812   54,876   18,645  -20,566   15,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     14.1      0.7     67.3     66.5     87.8     81.3     12.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      31       35       13       80       96      115      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      553,560
COMMITMENTS
  83,977   78,049   71,252  374,001  362,842  529,230  512,143   24,330   41,417

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     22,806)
   5,678     -896    7,199   13,474   17,470   26,351   23,773   -3,545     -967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     14.1     12.9     67.6     65.5     95.6     92.5      4.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      20       16       25       45       50       73       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,205
COMMITMENTS
  21,690    6,752        3   24,827   41,705   46,520   48,460    6,686    4,745

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -42,424)
  -1,897    1,109   -6,848  -30,143  -34,003  -38,887  -39,742   -3,537   -2,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     12.7      0.0     46.7     78.4     87.4     91.1     12.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       15        2       28       30       61       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,410
COMMITMENTS
  43,379   13,504        6   49,654   83,410   93,039   96,920   13,371    9,490

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -44,731)
  -3,786      963   -4,194  -33,630  -39,096  -41,610  -42,327   -3,121   -2,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     12.7      0.0     46.7     78.4     87.4     91.1     12.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       15        2       28       30       61       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       18,831
COMMITMENTS
  14,303    7,592    3,077    1,398    8,119   18,778   18,788       53       43

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,461)
    -216     -181    1,638       37        1    1,459    1,458        2        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.0     40.3     16.3      7.4     43.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        9        5        3        3       16       15
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,643
COMMITMENTS
   2,608      332       41    5,834    8,119    8,483    8,492      160      151

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -672)
     659       42       -4   -1,258     -756     -603     -718      -69       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      3.8      0.5     67.5     93.9     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        1        5       12       12       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,047
COMMITMENTS
   2,030      353        0    4,846    6,594    6,876    6,947      171      100

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -1,488)
    -507     -129        0     -864   -1,367   -1,371   -1,496     -117        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      5.0      0.0     68.8     93.6     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        0        4       12        9       17
```

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Updated March 23, 2012