```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      456,752
COMMITMENTS
 100,754  154,525   68,174  256,911  180,622  425,839  403,321   30,913   53,431

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -11,677)
   5,142     -261  -11,972   -3,461     -790  -10,291  -13,023   -1,386    1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     33.8     14.9     56.2     39.5     93.2     88.3      6.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      378)
      99      154      127       80       97      262      310
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,309,733
COMMITMENTS
 313,627  166,553  223,918  637,005  659,288  1174550  1049759  135,183  259,974

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -45,289)
 -32,027   31,330  -13,881    1,598  -59,738  -44,310  -42,289     -979   -3,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     12.7     17.1     48.6     50.3     89.7     80.2     10.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      714)
     177      162      217      220      303      516      587
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,908
COMMITMENTS
   2,647      530       88    5,993    8,732    8,728    9,350    2,180    1,558

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -138)
      90      -44       -8      -82       76        0       24     -138     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      4.9      0.8     54.9     80.1     80.0     85.7     20.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        3       16       13       29       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      815,826
COMMITMENTS
 297,462   48,120  138,332  312,360  527,619  748,154  714,071   67,672  101,755

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      3,994)
  11,293   -4,644   -7,529     -633   16,402    3,131    4,229      863     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      5.9     17.0     38.3     64.7     91.7     87.5      8.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      601)
     240      100      203      154      209      489      455
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       15,628
COMMITMENTS
  12,240      310      238       25    3,051   12,503    3,599    3,125   12,029

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -3,589)
  -3,232   -1,060     -254      -23      303   -3,509   -1,011      -80   -2,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3      2.0      1.5      0.2     19.5     80.0     23.0     20.0     77.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        6        2        7       13       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      377,931
COMMITMENTS
 111,373   56,971   53,785  170,421  241,775  335,579  352,531   42,352   25,400

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -10,629)
  -6,791      715   -1,228   -2,937  -10,998  -10,956  -11,511      327      882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     15.1     14.2     45.1     64.0     88.8     93.3     11.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     111       60       87       67       71      228      194
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      578,534
COMMITMENTS
  70,318   75,605    2,234  360,517  356,082  433,069  433,921  145,465  144,613

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     12,971)
   4,863    6,479   -1,512    6,432   -3,492    9,783    1,475    3,188   11,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     13.1      0.4     62.3     61.5     74.9     75.0     25.1     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      26       37       13       73       77      107      119
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      364,099
COMMITMENTS
  46,371   26,526      173  262,412  286,762  308,956  313,461   55,143   50,638

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,346)
   2,575     -816      -76   -6,307   -1,208   -3,808   -2,100    1,462     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      7.3      0.0     72.1     78.8     84.9     86.1     15.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        7        2       40       44       47       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,379
COMMITMENTS
   1,702      189    1,189    7,646    9,311   10,537   10,689      842      690

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -252)
     -77     -150     -442      -71      169     -590     -423      338      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      1.7     10.4     67.2     81.8     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        5       20       23       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      268,419
COMMITMENTS
 116,521    9,269   23,763   83,968  212,454  224,252  245,486   44,167   22,933

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,294)
   5,678   -1,778   -1,875   -2,099    5,677    1,704    2,024      590      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      3.5      8.9     31.3     79.2     83.5     91.5     16.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
     114       21       53       68       75      209      136
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,360
COMMITMENTS
   4,086    4,064    1,122    6,574    8,617   11,782   13,803    3,578    1,557

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         12)
     -83     -523      -87     -127      855     -297      245      309     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     26.5      7.3     42.8     56.1     76.7     89.9     23.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       19       11       22       17       55       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      917,755
COMMITMENTS
 281,955  182,042    9,149  512,098  622,986  803,202  814,177  114,553  103,578

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     88,316)
  73,289       79    1,952   12,031   82,186   87,272   84,217    1,044    4,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     19.8      1.0     55.8     67.9     87.5     88.7     12.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      41       48       16       95       97      143      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,819,927
COMMITMENTS
 202,564  359,654   22,737  1319299  1089187  1544600  1471578  275,327  348,349

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      6,447)
   1,749  -17,443   -3,019    2,572    9,890    1,302  -10,572    5,145   17,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     19.8      1.2     72.5     59.8     84.9     80.9     15.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      34       72       31      111      148      162      234
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,321,289
COMMITMENTS
 390,818  172,437   18,303  657,915  880,575  1067036  1071315  254,253  249,974

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     13,357)
  51,798   -6,400   -2,647  -63,004   15,004  -13,853    5,957   27,210    7,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     13.1      1.4     49.8     66.6     80.8     81.1     19.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      35       34       18       73       99      119      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      523,564
COMMITMENTS
  49,103   76,238   71,873  373,282  325,104  494,258  473,215   29,306   50,349

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      5,482)
  -2,016   -7,472    2,205    2,787   10,003    2,976    4,736    2,506      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     14.6     13.7     71.3     62.1     94.4     90.4      5.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      13       18       25       45       49       71       80
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,342
COMMITMENTS
  19,659    6,055       30   23,115   39,770   42,803   45,855    7,539    4,487

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,394)
    -429   -1,028      -58   -1,767      159   -2,253     -927      859     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     12.0      0.1     45.9     79.0     85.0     91.1     15.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       13        4       26       30       63       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,683
COMMITMENTS
  39,317   12,110       59   46,230   79,540   85,606   91,709   15,077    8,974

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,788)
    -857   -2,056     -116   -3,533      318   -4,506   -1,854    1,718     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     12.0      0.1     45.9     79.0     85.0     91.1     15.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       13        4       26       30       63       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,433
COMMITMENTS
   5,104    5,951      885    1,361      577    7,350    7,413       83       20

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         21)
       0       42        5        0      -21        5       26       16       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.7     80.1     11.9     18.3      7.8     98.9     99.7      1.1      0.3

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 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,931
COMMITMENTS
   2,181      502       14    5,544    7,287    7,739    7,803      192      128

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,825)
  -1,796       91       -7      -49   -1,906   -1,852   -1,822       27       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5      6.3      0.2     69.9     91.9     97.6     98.4      2.4      1.6

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 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,662
COMMITMENTS
   1,656    1,468        0    6,747    7,124    8,403    8,592      259       70

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         62)
    -606      -45        0      611       89        5       44       57       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     16.9      0.0     77.9     82.2     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8        0        5       13       12       21
```

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Updated April 27, 2012