```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      466,165
COMMITMENTS
  95,897  137,698   80,544  256,780  198,068  433,221  416,310   32,944   49,855

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     17,500)
   3,012    6,699   -2,508   20,028   14,472   20,532   18,663   -3,032   -1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     29.5     17.3     55.1     42.5     92.9     89.3      7.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     110      148      142       76      105      279      316
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,342,159
COMMITMENTS
 354,311  108,445  242,003  614,542  739,801  1210856  1090249  131,303  251,910

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     33,157)
 -10,590   12,677    7,480   35,170    6,927   32,060   27,084    1,097    6,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      8.1     18.0     45.8     55.1     90.2     81.2      9.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      719)
     207      139      215      198      305      513      573
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,573
COMMITMENTS
   2,615      573       72    5,621    8,269    8,308    8,914    2,265    1,659

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        -75)
      53     -394     -136     -213      303     -296     -227      221      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      5.4      0.7     53.2     78.2     78.6     84.3     21.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        5        4       14       14       28       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      753,669
COMMITMENTS
 275,924   40,067  117,421  299,352  498,507  692,697  655,995   60,972   97,674

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     69,088)
  25,307    1,877   10,706   31,626   49,041   67,639   61,624    1,449    7,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      5.3     15.6     39.7     66.1     91.9     87.0      8.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     233      104      182      153      198      471      425
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,332
COMMITMENTS
  15,449      635      368       58    3,402   15,875    4,405    3,457   14,927

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,454)
   1,485      220        6      -26      234    1,465      460      -11      994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.9      3.3      1.9      0.3     17.6     82.1     22.8     17.9     77.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        3        7        1        7       16       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      362,335
COMMITMENTS
 103,485   58,977   40,695  176,506  238,219  320,686  337,891   41,649   24,444

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,460)
   3,755   -4,567   -2,878   -7,120    5,207   -6,243   -2,238    2,783   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     16.3     11.2     48.7     65.7     88.5     93.3     11.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
     113       58       86       66       68      220      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      573,636
COMMITMENTS
  57,315   79,067    4,447  379,859  351,698  441,621  435,212  132,015  138,424

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,296)
  11,745   -6,129    2,455  -16,551   13,305   -2,351    9,631    4,647   -7,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     13.8      0.8     66.2     61.3     77.0     75.9     23.0     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      24       36       12       72       65      104      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      344,322
COMMITMENTS
  38,111   26,266      296  251,527  271,705  289,934  298,267   54,388   46,055

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,855)
  -3,105      164     -652      308   -6,165   -3,449   -6,653   -3,406     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      7.6      0.1     73.0     78.9     84.2     86.6     15.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       5        7        2       37       45       42       54
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,249
COMMITMENTS
   2,631      721    1,417    7,669    9,645   11,717   11,783      532      466

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        816)
     271      253       19      609      545      899      817      -83       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      5.9     11.6     62.6     78.7     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        5        5       21       22       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      256,098
COMMITMENTS
 103,394   13,269   25,353   87,121  199,082  215,868  237,704   40,230   18,394

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     14,885)
   9,837   -2,364      282    6,154   18,056   16,273   15,974   -1,388   -1,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      5.2      9.9     34.0     77.7     84.3     92.8     15.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     103       27       54       66       71      195      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,337
COMMITMENTS
   3,995    5,367    2,056    6,998    6,702   13,049   14,125    3,288    2,212

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        498)
    -286     -285      862      -73     -234      503      343       -5      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     32.9     12.6     42.8     41.0     79.9     86.5     20.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       18       13       22       19       52       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      785,415
COMMITMENTS
 170,780  197,680   10,377  513,136  465,838  694,293  673,895   91,122  111,520

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -31,309)
  21,172  -14,617   -1,652  -60,303  -13,829  -40,783  -30,098    9,474   -1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     25.2      1.3     65.3     59.3     88.4     85.8     11.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      39       44       17       93       85      140      139
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,735,420
COMMITMENTS
 144,987  357,114   31,300  1313054  1000164  1489341  1388578  246,079  346,842

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -22,125)
 -22,158   -5,748    6,146   -8,713  -18,955  -24,725  -18,557    2,600   -3,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     20.6      1.8     75.7     57.6     85.8     80.0     14.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      29       72       29      113      147      160      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,274,872
COMMITMENTS
 258,560  131,180   15,394  830,122  883,127  1104076  1029701  170,796  245,171

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:   -105,813)
  -5,789  -38,335   -2,053 -111,484  -63,306 -119,326 -103,694   13,513   -2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     10.3      1.2     65.1     69.3     86.6     80.8     13.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      31       31       12       77       97      115      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      519,960
COMMITMENTS
  77,289   80,919   68,577  348,745  326,079  494,611  475,575   25,349   44,385

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -51,479)
  -6,432    1,926   -2,864  -42,783  -50,596  -52,079  -51,534      600       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     15.6     13.2     67.1     62.7     95.1     91.5      4.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       19       25       42       45       69       76
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,465
COMMITMENTS
  19,811    7,193      158   24,994   39,876   44,963   47,227    7,503    5,238

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -904)
  -1,254      816     -124      188   -2,344   -1,191   -1,652      287      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     13.7      0.3     47.6     76.0     85.7     90.0     14.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       11        4       31       28       69       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,930
COMMITMENTS
  39,622   14,386      316   49,987   79,752   89,925   94,454   15,005   10,476

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,807)
  -2,508    1,631     -248      375   -4,687   -2,381   -3,304      574    1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     13.7      0.3     47.6     76.0     85.7     90.0     14.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       11        4       31       28       69       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,345
COMMITMENTS
   5,047    5,764      878    1,361      643    7,286    7,285       59       60

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -190)
     167        7     -330      -32      113     -195     -210        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     78.5     12.0     18.5      8.8     99.2     99.2      0.8      0.8

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 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,621
COMMITMENTS
   4,992      507       24    5,471    9,948   10,487   10,479      134      142

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        461)
     988      155        0     -516      302      472      457      -11        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      4.8      0.2     51.5     93.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        1        6       11       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,144
COMMITMENTS
     825    1,079        0    7,166    6,982    7,991    8,061      153       83

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        585)
  -1,021      253        0    1,576      346      555      599       30      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     13.2      0.0     88.0     85.7     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        9        0        5       13        9       22
```

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Updated April 6, 2012