```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,665
COMMITMENTS
  92,885  130,999   83,052  236,752  183,596  412,689  397,647   35,976   51,018

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,563)
     349       75    3,969      472   -1,747    4,790    2,297   -3,227     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     29.2     18.5     52.8     40.9     92.0     88.6      8.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     105      145      151       75      100      286      310
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,309,002
COMMITMENTS
 364,901   95,768  234,523  579,372  732,874  1178796  1063165  130,206  245,837

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -15,551)
 -26,353   16,226    5,896   10,061  -37,923  -10,396  -15,801   -5,155      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      7.3     17.9     44.3     56.0     90.1     81.2      9.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      694)
     188      129      192      190      319      463      570
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,648
COMMITMENTS
   2,562      967      208    5,834    7,966    8,604    9,141    2,044    1,507

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        171)
     733      -21       72     -696      291      109      342       62     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      9.1      2.0     54.8     74.8     80.8     85.8     19.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       10        5       15       12       29       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,581
COMMITMENTS
 250,617   38,190  106,715  267,726  449,466  625,058  594,371   59,523   90,210

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     44,570)
   9,287   -3,129   14,680   19,675   34,413   43,642   45,964      928   -1,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      5.6     15.6     39.1     65.7     91.3     86.8      8.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     219      101      189      146      190      451      423
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,878
COMMITMENTS
  13,964      415      362       84    3,168   14,410    3,945    3,468   13,933

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        548)
     218       -9      -58      -21      142      139       75      409      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.1      2.3      2.0      0.5     17.7     80.6     22.1     19.4     77.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        2        7        1        7       14       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      365,795
COMMITMENTS
  99,730   63,544   43,573  183,626  233,012  326,929  340,129   38,866   25,666

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     19,451)
   3,621    1,124    4,112   11,248   14,402   18,981   19,638      470     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     17.4     11.9     50.2     63.7     89.4     93.0     10.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     107       63       80       65       67      214      180
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      571,340
COMMITMENTS
  45,570   85,196    1,992  396,410  338,393  443,972  425,581  127,368  145,759

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -2,615)
  -2,319  -16,917   -1,498     -775    7,279   -4,592  -11,136    1,977    8,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     14.9      0.3     69.4     59.2     77.7     74.5     22.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      19       37        8       71       66       97      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,177
COMMITMENTS
  41,216   26,102      948  251,219  277,870  293,383  304,920   57,794   46,257

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -5,568)
     192    1,333       38   -3,281      231   -3,051    1,602   -2,517   -7,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      7.4      0.3     71.5     79.1     83.5     86.8     16.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        7        4       37       44       45       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,433
COMMITMENTS
   2,360      468    1,398    7,060    9,100   10,818   10,966      615      467

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        330)
     391      199      -24      -64      155      303      330       27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      4.1     12.2     61.8     79.6     94.6     95.9      5.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        4        5       18       23       31       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      241,213
COMMITMENTS
  93,557   15,633   25,071   80,967  181,026  199,595  221,730   41,618   19,483

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,054)
   4,137      915     -861     -770    2,941    2,506    2,995    1,548    1,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      6.5     10.4     33.6     75.0     82.7     91.9     17.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      85       32       49       61       67      175      132
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,839
COMMITMENTS
   4,281    5,652    1,194    7,071    6,936   12,546   13,782    3,293    2,057

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,236)
     117     -647      580      108    1,231      805    1,164      431       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     35.7      7.5     44.6     43.8     79.2     87.0     20.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       21       14       22       20       57       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      816,724
COMMITMENTS
 149,608  212,297   12,029  573,439  479,667  735,076  703,993   81,648  112,731

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -26,368)
 -12,571   16,970   -8,198    8,527  -28,885  -12,242  -20,113  -14,126   -6,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     26.0      1.5     70.2     58.7     90.0     86.2     10.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      29       42       14       97       91      132      141
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,757,545
COMMITMENTS
 167,145  362,862   25,154  1321767  1019119  1514066  1407135  243,479  350,410

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -29,187)
 -37,970  -22,425   -1,448    3,965  -23,048  -35,453  -46,921    6,266   17,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     20.6      1.4     75.2     58.0     86.1     80.1     13.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      31       70       24      120      140      166      219
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,380,685
COMMITMENTS
 264,349  169,515   17,447  941,606  946,433  1223402  1133395  157,283  247,290

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -34,421)
 -14,014  -29,346    6,835  -11,394    5,478  -18,573  -17,033  -15,848  -17,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     12.3      1.3     68.2     68.5     88.6     82.1     11.4     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      28       37       13       78       98      113      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      571,439
COMMITMENTS
  83,721   78,993   71,441  391,528  376,675  546,690  527,109   24,749   44,330

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     17,879)
    -256      944      189   17,527   13,833   17,460   14,966      419    2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     13.8     12.5     68.5     65.9     95.7     92.2      4.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       19       25       47       50       75       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,369
COMMITMENTS
  21,065    6,378      282   24,806   42,220   46,153   48,879    7,216    4,490

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        164)
    -625     -375      279      -21      515     -367      419      530     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     11.9      0.5     46.5     79.1     86.5     91.6     13.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       14        3       30       30       65       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,737
COMMITMENTS
  42,130   12,755      564   49,612   84,439   92,306   97,758   14,431    8,979

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        327)
  -1,249     -749      558      -42    1,029     -733      838    1,060     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     11.9      0.5     46.5     79.1     86.5     91.6     13.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       14        3       30       30       65       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,535
COMMITMENTS
   4,880    5,757    1,208    1,393      530    7,481    7,495       54       40

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -11,296)
  -9,423   -1,835   -1,869       -5   -7,589  -11,297  -11,293        1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.8     76.4     16.0     18.5      7.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        9        3        2        2       14       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,160
COMMITMENTS
   4,004      352       24    5,987    9,646   10,015   10,022      145      138

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,517)
   1,396       20      -17      153    1,527    1,532    1,530      -15      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      3.5      0.2     58.9     94.9     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        1        6       12       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,559
COMMITMENTS
   1,846      826        0    5,590    6,636    7,436    7,462      123       97

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        512)
    -184      473        0      744       42      560      515      -48       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     10.9      0.0     74.0     87.8     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        7        0        5       13       10       20
```

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Updated March 30, 2012