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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   580,296:    96,500    136,657    148,552    299,139    240,771    544,192    525,981:    36,104     54,315
Old  :   188,396:    53,731     81,034     27,821     90,324     62,351    171,876    171,206:    16,520     17,190
Other:   391,899:    67,720     80,574     95,780    208,815    178,421    372,315    354,775:    19,584     37,124
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    34,995:     3,608      6,315      4,730     29,612     24,722     37,950     35,767:    -2,955       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       23.5       25.6       51.5       41.5       93.8       90.6:       6.2        9.4
Old  :     100.0:      28.5       43.0       14.8       47.9       33.1       91.2       90.9:       8.8        9.1
Other:     100.0:      17.3       20.6       24.4       53.3       45.5       95.0       90.5:       5.0        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       121        154        173         89        116        314        352:
Old  :       332:       122        102         83         67         75        219        230:
Other:       346:        90        127        123         73        108        247        282:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       12.7       32.6       20.3       17.9       10.6       28.3       16.8
Old  :                 25.4       19.8       35.3       32.2       25.3       19.8       34.4       31.5
Other:                 25.2       15.9       36.3       24.1       23.0       14.4       32.7       20.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,856,305:   358,269    122,530    565,418    763,806    861,034  1,687,493  1,548,982:   168,813    307,323
Old  : 1,285,930:   277,136    132,322    386,812    508,954    582,112  1,172,903  1,101,246:   113,027    184,684
Other:   570,376:   159,853     68,929     99,885    254,852    278,923    514,590    447,736:    55,786    122,639
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   112,033:    -4,136     15,197     56,983     53,970     27,587    106,816     99,767:     5,216     12,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        6.6       30.5       41.1       46.4       90.9       83.4:       9.1       16.6
Old  :     100.0:      21.6       10.3       30.1       39.6       45.3       91.2       85.6:       8.8       14.4
Other:     100.0:      28.0       12.1       17.5       44.7       48.9       90.2       78.5:       9.8       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       756:       220        160        276        253        333        601        656:
Old  :       717:       196        166        237        219        316        530        611:
Other:       582:       134        122        144        156        288        369        479:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       10.3       18.4       15.6        8.8        5.9       14.3        9.4
Old  :                 12.2        9.6       20.7       15.4       10.6        6.3       16.7        9.6
Other:                 16.3       15.9       25.9       21.7       13.0       11.2       20.2       16.2
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,969:     5,114      2,223      3,982      1,202      4,176     10,297     10,380:       672        589
Old  :    10,713:     5,096      2,223      3,770      1,202      4,176     10,068     10,169:       645        544
Other:       256:       212        194         17          0          0        230        211:        26         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,136:     1,205        772        676        189        575      2,069      2,023:        67        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       20.3       36.3       11.0       38.1       93.9       94.6:       6.1        5.4
Old  :     100.0:      47.6       20.7       35.2       11.2       39.0       94.0       94.9:       6.0        5.1
Other:     100.0:      83.0       75.8        6.7        0.0        0.0       89.7       82.6:      10.3       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          2          9          5          7         16         17:
Old  :        20:        10          2          9          5          7         16         17:
Other:         4:         1          3          3          0          0          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       51.9       76.9       76.6       24.8       39.6       39.8       49.3
Old  :                 54.1       52.5       78.5       76.6       27.1       40.5       42.4       50.5
Other:                 89.7       82.6       89.7       82.6       83.0       75.8       83.0       75.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,566:     2,477        444        581      6,075      8,762      9,133      9,787:     2,433      1,779
Old  :     5,203:     2,156        165        253      1,315      3,781      3,724      4,199:     1,479      1,005
Other:     6,363:       336        294        314      4,760      4,981      5,409      5,588:       954        774
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       -56:        61       -369       -125       -196        279       -259       -215:       203        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        3.8        5.0       52.5       75.8       79.0       84.6:      21.0       15.4
Old  :     100.0:      41.4        3.2        4.9       25.3       72.7       71.6       80.7:      28.4       19.3
Other:     100.0:       5.3        4.6        4.9       74.8       78.3       85.0       87.8:      15.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          6          4         15         14         29         21:
Old  :        31:        10          4          4         10         11         22         17:
Other:        25:         5          3          4         13         12         20         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       64.0       48.3       74.6       26.0       52.8       42.2       61.1
Old  :                 35.7       62.0       55.5       73.7       35.7       59.1       53.9       66.9
Other:                 40.8       65.7       66.5       80.2       38.0       60.9       54.1       65.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,048,315:   276,488     31,681    332,742    372,442    575,094    981,672    939,517:    66,643    108,798
Old  :   608,974:   197,825     34,727    190,829    185,289    332,273    573,944    557,830:    35,031     51,145
Other:   439,341:   108,234     26,525    112,342    187,153    242,821    407,729    381,687:    31,612     57,654
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   109,102:    24,775      3,594     41,649     41,673     57,379    108,097    102,623:     1,005      6,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        3.0       31.7       35.5       54.9       93.6       89.6:       6.4       10.4
Old  :     100.0:      32.5        5.7       31.3       30.4       54.6       94.2       91.6:       5.8        8.4
Other:     100.0:      24.6        6.0       25.6       42.6       55.3       92.8       86.9:       7.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       607:       244        126        241        170        208        518        491:
Old  :       568:       200        150        177        129        197        418        441:
Other:       446:       140         89        149        137        178        351        358:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       18.2       18.5       26.2        7.0       12.9       11.8       19.0
Old  :                 12.3       16.6       20.0       26.4        9.0       14.8       15.7       23.0
Other:                 15.6       24.0       24.2       32.0       12.3       17.5       19.1       22.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    19,332:    15,449        635        368         58      3,402     15,875      4,405:     3,457     14,927
Old  :     7,005:     4,739        633        151         58      1,038      4,948      1,822:     2,057      5,183
Other:    12,327:    10,917        209         10          0      2,364     10,927      2,583:     1,400      9,744
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     1,454:     1,485        220          6        -26        234      1,465        460:       -11        994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.9        3.3        1.9        0.3       17.6       82.1       22.8:      17.9       77.2
Old  :     100.0:      67.7        9.0        2.2        0.8       14.8       70.6       26.0:      29.4       74.0
Other:     100.0:      88.6        1.7        0.1        0.0       19.2       88.6       21.0:      11.4       79.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          3          7          1          7         16         17:
Old  :        23:        12          5          5          1          6         14         15:
Other:        18:         9          2          3          0          7          9         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       13.0       71.8       19.1       53.7       13.0       70.8       18.8
Old  :                 45.2       13.6       60.5       22.2       45.2       13.6       59.5       22.2
Other:                 66.7       14.4       87.4       20.1       66.7       14.4       87.3       20.1
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,196:       805      1,006      3,835      2,275      2,119      6,915      6,960:       281        236
Old  :     7,186:       802      1,007      3,831      2,275      2,119      6,908      6,957:       278        229
Other:         9:         5          0          2          0          0          7          2:         2          7
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -604:       -91       -148         49       -536       -510       -578       -608:       -26          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       14.0       53.3       31.6       29.4       96.1       96.7:       3.9        3.3
Old  :     100.0:      11.2       14.0       53.3       31.7       29.5       96.1       96.8:       3.9        3.2
Other:     100.0:      52.6        0.0       23.7        0.0        0.0       76.3       23.7:      23.7       76.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          4          9          7         11         17         21:
Old  :        23:         7          4          9          7         11         17         21:
Other:         2:         2          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       62.6       82.7       80.6       15.1       16.0       20.0       21.9
Old  :                 65.7       62.7       82.8       80.7       15.1       16.0       20.0       22.0
Other:                 76.3       23.7       76.3       23.7       52.6        0.0       52.6        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   415,254:    99,703     57,197     75,332    197,155    257,148    372,190    389,677:    43,064     25,577
Old  :   321,116:    94,473     63,507     46,317    146,477    192,063    287,266    301,887:    33,850     19,229
Other:    94,139:    22,731     11,190     11,515     50,678     65,085     84,924     87,790:     9,215      6,348
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       775:     4,725     -3,155       -764     -6,391      5,526     -2,429      1,608:     3,204       -833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       13.8       18.1       47.5       61.9       89.6       93.8:      10.4        6.2
Old  :     100.0:      29.4       19.8       14.4       45.6       59.8       89.5       94.0:      10.5        6.0
Other:     100.0:      24.1       11.9       12.2       53.8       69.1       90.2       93.3:       9.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        95         79         94         72         76        231        199:
Old  :       278:        96         83         73         70         74        212        190:
Other:       137:        45         27         36         39         43        104         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       26.5       23.5       38.0       10.0       22.5       16.6       30.2
Old  :                 15.0       26.5       24.5       35.6       11.8       25.2       19.3       32.8
Other:                 18.3       40.1       33.1       56.3       17.8       37.7       31.0       50.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   701,920:    55,517     76,272     62,043    435,885    408,046    553,445    546,362:   148,475    155,558
Old  :   701,920:    55,517     76,272     62,043    435,885    408,046    553,445    546,362:   148,475    155,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    15,923:    10,431     -5,966     11,123    -12,923     18,514      8,631     23,670:     7,292     -7,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       10.9        8.8       62.1       58.1       78.8       77.8:      21.2       22.2
Old  :     100.0:       7.9       10.9        8.8       62.1       58.1       78.8       77.8:      21.2       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        24         42         44         84         80        140        134:
Old  :       165:        24         42         44         84         80        140        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       15.1       25.4       25.6       12.2       12.7       18.1       21.2
Old  :                 16.4       15.1       25.4       25.6       12.2       12.7       18.1       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   345,215:    38,111     26,266        296    251,527    271,705    289,934    298,267:    55,281     46,948
Old  :   345,215:    38,111     26,266        296    251,527    271,705    289,934    298,267:    55,281     46,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -6,522:    -3,105        164       -652        308     -6,165     -3,449     -6,653:    -3,073        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.6        0.1       72.9       78.7       84.0       86.4:      16.0       13.6
Old  :     100.0:      11.0        7.6        0.1       72.9       78.7       84.0       86.4:      16.0       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         5          7          2         37         45         42         54:
Old  :        70:         5          7          2         37         45         42         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       43.2       46.3       55.0       25.4       43.2       40.9       53.8
Old  :                 27.0       43.2       46.3       55.0       25.4       43.2       40.9       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,249:     2,631        721      1,417      7,669      9,645     11,717     11,783:       532        466
Old  :    12,249:     2,631        721      1,417      7,669      9,645     11,717     11,783:       532        466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       816:       271        253         19        609        545        899        817:       -83         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        5.9       11.6       62.6       78.7       95.7       96.2:       4.3        3.8
Old  :     100.0:      21.5        5.9       11.6       62.6       78.7       95.7       96.2:       4.3        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11          5          5         21         22         35         30:
Old  :        43:        11          5          5         21         22         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       45.2       62.5       66.8       19.6       18.2       27.1       26.0
Old  :                 43.7       45.2       62.5       66.8       19.6       18.2       27.1       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   290,352:   103,216     12,037     50,238     93,673    207,284    247,127    269,558:    43,225     20,794
Old  :   218,151:    90,706     12,070     31,835     61,282    158,371    183,823    202,275:    34,328     15,876
Other:    72,201:    16,858      4,315     14,054     32,391     48,913     63,303     67,283:     8,897      4,918
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    18,565:    10,047     -2,700      2,829      6,425     19,374     19,301     19,504:      -736       -939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5        4.1       17.3       32.3       71.4       85.1       92.8:      14.9        7.2
Old  :     100.0:      41.6        5.5       14.6       28.1       72.6       84.3       92.7:      15.7        7.3
Other:     100.0:      23.3        6.0       19.5       44.9       67.7       87.7       93.2:      12.3        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       103         29         57         71         78        202        146:
Old  :       224:        96         31         46         66         75        182        138:
Other:       124:        32         24         31         44         43         99         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       32.7       19.9       45.5        8.6       27.2       15.3       35.1
Old  :                 10.9       34.6       19.2       46.8       10.5       29.3       18.4       40.6
Other:                 28.8       40.7       41.9       56.9       25.1       31.6       33.8       45.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,971:     3,844      5,375      2,406      7,358      6,928     13,608     14,709:     3,364      2,262
Old  :    15,204:     4,191      5,375      1,843      6,214      5,953     12,248     13,172:     2,956      2,032
Other:     1,767:       124        470         92      1,143        975      1,359      1,537:       408        230
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       621:      -252       -268        902        -26       -166        623        468:        -2        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       31.7       14.2       43.4       40.8       80.2       86.7:      19.8       13.3
Old  :     100.0:      27.6       35.4       12.1       40.9       39.2       80.6       86.6:      19.4       13.4
Other:     100.0:       7.0       26.6        5.2       64.7       55.2       76.9       87.0:      23.1       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        21         21         13         23         19         53         47:
Old  :        74:        22         21         12         22         15         51         42:
Other:        30:         6          6          5          9         11         17         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       28.2       40.6       43.8       23.5       22.4       34.8       35.9
Old  :                 25.7       29.5       42.7       45.6       23.7       25.5       37.4       40.3
Other:                 53.9       57.3       68.3       75.1       52.5       57.3       65.7       74.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   854,351:   157,800    186,580     61,823    542,137    493,033    761,761    741,437:    92,591    112,915
Old  :   854,351:   157,800    186,580     61,823    542,137    493,033    761,761    741,437:    92,591    112,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -27,257:    19,797    -18,227      5,263    -61,575    -12,486    -36,515    -25,450:     9,258     -1,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       21.8        7.2       63.5       57.7       89.2       86.8:      10.8       13.2
Old  :     100.0:      18.5       21.8        7.2       63.5       57.7       89.2       86.8:      10.8       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        38         47         30        100         92        153        154:
Old  :       215:        38         47         30        100         92        153        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       25.9       31.1       34.9       17.6       24.7       27.9       31.6
Old  :                 18.6       25.9       31.1       34.9       17.6       24.7       27.9       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,230,592:   148,204    338,870    259,859  1,543,500  1,241,070  1,951,563  1,839,799:   279,029    390,793
Old  : 2,230,592:   148,204    338,870    259,859  1,543,500  1,241,070  1,951,563  1,839,799:   279,029    390,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    82,045:   -13,682    -17,780     48,926     37,988     39,888     73,232     71,034:     8,813     11,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       15.2       11.6       69.2       55.6       87.5       82.5:      12.5       17.5
Old  :     100.0:       6.6       15.2       11.6       69.2       55.6       87.5       82.5:      12.5       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        38         71         65        155        165        233        261:
Old  :       294:        38         71         65        155        165        233        261:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       15.6       32.5       22.6       23.6       11.6       28.9       16.3
Old  :                 25.3       15.6       32.5       22.6       23.6       11.6       28.9       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,462,573:   255,074    131,030    111,044    917,287    965,853  1,283,406  1,207,927:   179,167    254,645
Old  : 1,462,573:   255,074    131,030    111,044    917,287    965,853  1,283,406  1,207,927:   179,167    254,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -91,640:    -5,478    -38,636      9,627   -110,044    -61,050   -105,895    -90,059:    14,254     -1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        9.0        7.6       62.7       66.0       87.7       82.6:      12.3       17.4
Old  :     100.0:      17.4        9.0        7.6       62.7       66.0       87.7       82.6:      12.3       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        25         40         34         95        108        140        162:
Old  :       195:        25         40         34         95        108        140        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       23.9       37.2       32.4       23.5       22.8       32.2       30.2
Old  :                 27.1       23.9       37.2       32.4       23.5       22.8       32.2       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   598,894:    76,212     82,041    128,245    367,805    342,628    572,262    552,914:    26,631     45,979
Old  :   598,894:    76,212     82,041    128,245    367,805    342,628    572,262    552,914:    26,631     45,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -62,733:    -3,788      3,344    -13,465    -46,015    -52,814    -63,268    -62,934:       535        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.7       21.4       61.4       57.2       95.6       92.3:       4.4        7.7
Old  :     100.0:      12.7       13.7       21.4       61.4       57.2       95.6       92.3:       4.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        14         20         30         43         47         74         81:
Old  :        84:        14         20         30         43         47         74         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       25.8       57.5       42.2       32.1       18.2       37.4       26.6
Old  :                 42.6       25.8       57.5       42.2       32.1       18.2       37.4       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    53,781:    19,744      6,915        781     25,644     40,785     46,169     48,481:     7,612      5,300
Old  :    53,781:    19,744      6,915        781     25,644     40,785     46,169     48,481:     7,612      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -879:    -1,256        805       -108        190     -2,321     -1,174     -1,624:       296        746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       12.9        1.5       47.7       75.8       85.8       90.1:      14.2        9.9
Old  :     100.0:      36.7       12.9        1.5       47.7       75.8       85.8       90.1:      14.2        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        37         11         10         33         28         76         43:
Old  :       101:        37         11         10         33         28         76         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       39.9       42.7       55.8       27.5       39.8       42.7       54.6
Old  :                 27.5       39.9       42.7       55.8       27.5       39.8       42.7       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   107,562:    39,488     13,830      1,562     51,288     81,570     92,338     96,963:    15,224     10,600
Old  :   107,562:    39,488     13,830      1,562     51,288     81,570     92,338     96,963:    15,224     10,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -1,757:    -2,512      1,610       -216        379     -4,641     -2,348     -3,248:       591      1,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       12.9        1.5       47.7       75.8       85.8       90.1:      14.2        9.9
Old  :     100.0:      36.7       12.9        1.5       47.7       75.8       85.8       90.1:      14.2        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        37         11         10         33         28         76         43:
Old  :       101:        37         11         10         33         28         76         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       39.9       42.7       55.8       27.5       39.8       42.7       54.6
Old  :                 27.5       39.9       42.7       55.8       27.5       39.8       42.7       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,345:     5,047      5,764        878      1,361        643      7,286      7,285:        59         60
Old  :     7,345:     5,047      5,764        878      1,361        643      7,286      7,285:        59         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :      -190:       167          7       -330        -32        113       -195       -210:         5         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       78.5       12.0       18.5        8.8       99.2       99.2:       0.8        0.8
Old  :     100.0:      68.7       78.5       12.0       18.5        8.8       99.2       99.2:       0.8        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          9          2          1          2         13         11:
Old  :        22:        10          9          2          1          2         13         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       66.6       92.0       93.5       63.1       59.4       85.3       81.6
Old  :                 63.1       66.6       92.0       93.5       63.1       59.4       85.3       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,621:     4,992        507         24      5,471      9,948     10,487     10,479:       134        142
Old  :    10,621:     4,992        507         24      5,471      9,948     10,487     10,479:       134        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       461:       988        155          0       -516        302        472        457:       -11          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        4.8        0.2       51.5       93.7       98.7       98.7:       1.3        1.3
Old  :     100.0:      47.0        4.8        0.2       51.5       93.7       98.7       98.7:       1.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          5          1          6         11         14         17:
Old  :        29:         8          5          1          6         11         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.9       80.0       96.0       91.4       84.9       80.0       95.8       91.3
Old  :                 84.9       80.0       96.0       91.4       84.9       80.0       95.8       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,144:       825      1,079          0      7,166      6,982      7,991      8,061:       153         83
Old  :     8,144:       825      1,079          0      7,166      6,982      7,991      8,061:       153         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :       585:    -1,021        253          0      1,576        346        555        599:        30        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       13.2        0.0       88.0       85.7       98.1       99.0:       1.9        1.0
Old  :     100.0:      10.1       13.2        0.0       88.0       85.7       98.1       99.0:       1.9        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          9          0          5         13          9         22:
Old  :        30:         4          9          0          5         13          9         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.0       61.2       97.8       78.1       93.0       61.2       97.6       78.1
Old  :                 93.0       61.2       97.8       78.1       93.0       61.2       97.6       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 6, 2012