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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   552,704:   104,859    149,057    124,867    289,556    221,616    519,282    495,540:    33,422     57,164
Old  :    35,497:    12,176      7,277         56     16,763     23,360     28,995     30,693:     6,502      4,804
Other:   517,207:    98,849    147,946    118,645    272,793    198,256    490,287    464,847:    26,920     52,360
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -32,127:     9,651     -1,701    -26,414    -13,284     -5,649    -30,047    -33,764:    -2,080      1,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       27.0       22.6       52.4       40.1       94.0       89.7:       6.0       10.3
Old  :     100.0:      34.3       20.5        0.2       47.2       65.8       81.7       86.5:      18.3       13.5
Other:     100.0:      19.1       28.6       22.9       52.7       38.3       94.8       89.9:       5.2       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       400:       110        161        155         89        111        294        344:
Old  :       133:        35         21          3         40         40         76         64:
Other:       398:       108        167        144         82        109        277        339:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       11.6       33.8       19.1       18.9        9.9       29.8       16.4
Old  :                 40.9       40.3       54.6       59.5       40.9       40.3       54.6       59.5
Other:                 21.6       11.8       35.4       19.5       20.2        9.9       31.3       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  : 1,739,626:   319,639    173,494    496,751    756,898    758,095  1,573,288  1,428,340:   166,338    311,286
Old  : 1,095,660:   234,119    174,066    299,114    456,126    456,504    989,359    929,683:   106,301    165,976
Other:   643,966:   165,992     79,900    117,165    300,772    301,591    583,929    498,656:    60,037    145,310
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :  -125,488:   -18,436     28,290    -73,453    -29,333    -73,448   -121,223   -118,612:    -4,265     -6,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       10.0       28.6       43.5       43.6       90.4       82.1:       9.6       17.9
Old  :     100.0:      21.4       15.9       27.3       41.6       41.7       90.3       84.9:       9.7       15.1
Other:     100.0:      25.8       12.4       18.2       46.7       46.8       90.7       77.4:       9.3       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       742:       195        176        267        260        327        581        657:
Old  :       700:       167        178        222        225        304        506        600:
Other:       600:       154        113        142        170        283        389        481:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9        9.3       19.2       14.5        9.3        5.0       15.3        8.5
Old  :                 12.4        8.4       20.8       14.7       11.8        5.6       18.9        9.6
Other:                 15.2       15.0       25.8       20.4       13.3       10.8       20.7       15.7
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :     7,989:     2,461      1,087      4,017      1,012      2,340      7,491      7,444:       498        545
Old  :     7,749:     2,605      1,259      3,639      1,012      2,340      7,256      7,237:       492        511
Other:       240:       222        194         13          0          0        235        207:         5         33
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -1,359:    -1,291       -436         88        -20     -1,103     -1,224     -1,452:      -135         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       13.6       50.3       12.7       29.3       93.8       93.2:       6.2        6.8
Old  :     100.0:      33.6       16.2       47.0       13.1       30.2       93.6       93.4:       6.4        6.6
Other:     100.0:      92.3       80.7        5.4        0.0        0.0       97.8       86.1:       2.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          3          9          5          7         16         18:
Old  :        20:         9          4          8          5          7         15         18:
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  :                 51.6       49.2       73.8       75.1       19.4       31.0       29.9       33.4
Old  :                 53.0       48.3       75.9       75.0       21.9       32.0       32.8       36.7
Other:                 97.8       86.1       97.8       86.1       92.3       80.7       92.3       80.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    11,578:     2,479        525        403      6,389      9,022      9,272      9,951:     2,306      1,628
Old  :       947:       140          0          0        426        753        566        753:       381        194
Other:    10,631:     2,404        590        338      5,963      8,269      8,706      9,198:     1,925      1,434
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -407:       189         25       -218       -232         22       -261       -170:      -146       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        4.5        3.5       55.2       77.9       80.1       85.9:      19.9       14.1
Old  :     100.0:      14.8        0.0        0.0       45.0       79.5       59.8       79.5:      40.2       20.5
Other:     100.0:      22.6        5.5        3.2       56.1       77.8       81.9       86.5:      18.1       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        10          6          5         16         13         29         21:
Old  :        12:         3          0          0          3          7          6          7:
Other:        34:        10          6          4         15         11         27         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       66.1       50.3       75.5       26.7       54.0       43.5       61.3
Old  :                 55.9       73.4       59.8       79.5       42.3       56.2       42.6       62.3
Other:                 30.8       67.1       53.2       77.3       29.2       55.5       47.8       63.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  : 1,077,314:   292,910     44,978    324,161    384,889    591,646  1,001,960    960,785:    75,355    116,529
Old  :   549,127:   212,925     36,685    142,936    154,565    316,733    510,426    496,354:    38,701     52,773
Other:   528,187:   121,706     50,015    139,504    230,324    274,913    491,534    464,432:    36,653     63,755
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -60,034:     5,734      1,961    -57,890     -8,984     -5,284    -61,140    -61,212:     1,106      1,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        4.2       30.1       35.7       54.9       93.0       89.2:       7.0       10.8
Old  :     100.0:      38.8        6.7       26.0       28.1       57.7       93.0       90.4:       7.0        9.6
Other:     100.0:      23.0        9.5       26.4       43.6       52.0       93.1       87.9:       6.9       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       626:       242        127        256        166        216        529        510:
Old  :       575:       196        148        182        116        204        412        446:
Other:       499:       163        106        181        144        192        395        405:
     :----------------------------------------------------------------------------------------------------
     :             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       16.8       17.7       24.6        7.0       13.0       11.8       18.7
Old  :                 11.1       19.8       19.9       28.5       10.3       17.2       18.2       25.6
Other:                 15.9       20.0       23.5       27.6       11.1       12.1       17.3       17.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    15,628:    12,240        310        238         25      3,051     12,503      3,599:     3,125     12,029
Old  :     4,517:     2,584        402         27         25        963      2,636      1,392:     1,881      3,125
Other:    11,111:     9,848        100         19          0      2,088      9,867      2,207:     1,244      8,904
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -3,589:    -3,232     -1,060       -254        -23        303     -3,509     -1,011:       -80     -2,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3        2.0        1.5        0.2       19.5       80.0       23.0:      20.0       77.0
Old  :     100.0:      57.2        8.9        0.6        0.6       21.3       58.4       30.8:      41.6       69.2
Other:     100.0:      88.6        0.9        0.2        0.0       18.8       88.8       19.9:      11.2       80.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          2          6          2          7         13         15:
Old  :        18:         7          5          2          2          5         10         11:
Other:        16:         9          1          3          0          6          9         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.0       15.9       76.0       20.5       58.8       15.8       74.8       20.4
Old  :                 53.4       21.8       58.1       30.4       53.4       21.8       57.7       30.1
Other:                 69.0       15.4       87.5       19.8       69.0       15.4       87.4       19.7
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    12,993:     2,061      1,466      6,947      3,479      4,241     12,487     12,655:       506        338
Old  :    12,950:     2,024      1,468      6,943      3,479      4,241     12,447     12,652:       503        298
Other:        42:        38          0          2          0          0         40          2:         2         40
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :     2,034:       156       -590      1,439        360      1,007      1,956      1,856:        78        178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       11.3       53.5       26.8       32.6       96.1       97.4:       3.9        2.6
Old  :     100.0:      15.6       11.3       53.6       26.9       32.8       96.1       97.7:       3.9        2.3
Other:     100.0:      89.4        0.0        5.3        0.0        0.0       94.7        5.3:       5.3       94.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          7         11          7         10         18         23:
Old  :        25:         6          7         11          7         10         18         23:
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  :                 66.9       64.9       84.0       80.8       15.6       15.4       21.6       22.8
Old  :                 66.8       65.1       84.0       81.0       15.4       15.5       21.3       22.9
Other:                 94.7        5.3       94.7        5.3       89.4        0.0       89.4        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   417,438:   106,387     57,411     79,314    188,843    254,915    374,544    391,640:    42,894     25,798
Old  :   295,697:    99,238     64,327     40,567    124,769    173,398    264,574    278,292:    31,123     17,406
Other:   121,741:    30,551     16,485     15,345     64,074     81,518    109,970    113,348:    11,771      8,393
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -29,310:    -2,934      2,573    -15,952    -10,050    -16,476    -28,936    -29,854:      -375        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       13.8       19.0       45.2       61.1       89.7       93.8:      10.3        6.2
Old  :     100.0:      33.6       21.8       13.7       42.2       58.6       89.5       94.1:      10.5        5.9
Other:     100.0:      25.1       13.5       12.6       52.6       67.0       90.3       93.1:       9.7        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        99         79        101         71         77        237        215:
Old  :       289:       102         84         82         67         74        218        203:
Other:       153:        43         35         46         47         49        119        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       27.8       23.6       38.0        9.6       21.2       16.3       28.5
Old  :                 17.1       26.1       25.1       35.1       14.9       24.2       22.7       32.3
Other:                 20.1       37.4       34.6       54.6       19.3       31.9       31.7       46.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   681,867:    70,037     72,527     41,566    409,943    407,159    521,546    521,252:   160,321    160,614
Old  :   681,867:    70,037     72,527     41,566    409,943    407,159    521,546    521,252:   160,321    160,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -18,038:     8,585      5,495    -20,621     -8,080     -7,474    -20,115    -22,600:     2,077      4,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       10.6        6.1       60.1       59.7       76.5       76.4:      23.5       23.6
Old  :     100.0:      10.3       10.6        6.1       60.1       59.7       76.5       76.4:      23.5       23.6
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  :       173:        30         34         41         89         89        142        141:
Old  :       173:        30         34         41         89         89        142        141:
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  :                 17.3       13.9       26.0       24.0       14.3       13.4       20.9       22.0
Old  :                 17.3       13.9       26.0       24.0       14.3       13.4       20.9       22.0
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 24, 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  :   365,116:    46,371     26,526        173    262,578    287,356    309,122    314,055:    55,994     51,062
Old  :   365,116:    46,371     26,526        173    262,578    287,356    309,122    314,055:    55,994     51,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,419:     2,575       -816        -76     -6,150       -614     -3,651     -1,506:     1,231       -913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        7.3        0.0       71.9       78.7       84.7       86.0:      15.3       14.0
Old  :     100.0:      12.7        7.3        0.0       71.9       78.7       84.7       86.0:      15.3       14.0
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  :        75:         7          7          2         40         45         47         54:
Old  :        75:         7          7          2         40         45         47         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  :                 26.6       45.6       45.0       55.8       25.5       45.6       41.1       55.0
Old  :                 26.6       45.6       45.0       55.8       25.5       45.6       41.1       55.0
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 24, 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  :    11,379:     1,702        189      1,189      7,646      9,311     10,537     10,689:       842        690
Old  :    11,379:     1,702        189      1,189      7,646      9,311     10,537     10,689:       842        690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -252:       -77       -150       -442        -71        169       -590       -423:       338        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        1.7       10.4       67.2       81.8       92.6       93.9:       7.4        6.1
Old  :     100.0:      15.0        1.7       10.4       67.2       81.8       92.6       93.9:       7.4        6.1
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  :        37:         8          2          5         20         23         30         29:
Old  :        37:         8          2          5         20         23         30         29:
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  :                 44.9       51.2       64.9       68.1       13.8       16.3       24.3       22.8
Old  :                 44.9       51.2       64.9       68.1       13.8       16.3       24.3       22.8
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 24, 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  :   302,754:   116,297      9,072     45,937     94,357    222,948    256,591    277,956:    46,163     24,797
Old  :   212,976:    95,491      8,832     26,431     55,870    159,726    177,792    194,989:    35,184     17,986
Other:    89,778:    23,162      2,596     17,149     38,487     63,222     78,799     82,967:    10,980      6,811
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -2,654:     5,556     -1,837     -6,338     -1,642      5,249     -2,425     -2,927:      -229        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        3.0       15.2       31.2       73.6       84.8       91.8:      15.2        8.2
Old  :     100.0:      44.8        4.1       12.4       26.2       75.0       83.5       91.6:      16.5        8.4
Other:     100.0:      25.8        2.9       19.1       42.9       70.4       87.8       92.4:      12.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:       114         23         59         74         79        218        145:
Old  :       232:       106         24         52         70         74        199        136:
Other:       136:        39         21         34         43         50        104         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       35.0       18.9       48.4        8.1       30.5       14.6       38.8
Old  :                 10.8       38.2       18.8       49.5       10.7       34.0       17.8       43.1
Other:                 23.3       40.3       35.1       53.9       19.4       34.3       29.6       45.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :    15,955:     4,142      3,959      1,416      6,740      8,992     12,298     14,367:     3,657      1,589
Old  :    13,077:     3,900      3,963        772      5,245      7,072      9,918     11,807:     3,159      1,269
Other:     2,879:       740        494        145      1,495      1,920      2,380      2,560:       498        319
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :      -211:      -128       -516       -207       -191        719       -526         -5:       315       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       24.8        8.9       42.2       56.4       77.1       90.0:      22.9       10.0
Old  :     100.0:      29.8       30.3        5.9       40.1       54.1       75.8       90.3:      24.2        9.7
Other:     100.0:      25.7       17.1        5.1       51.9       66.7       82.7       88.9:      17.3       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        25         16         13         24         17         58         41:
Old  :        71:        27         16         10         20         14         53         35:
Other:        32:         8          5          4         11         14         20         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       40.2       36.8       55.1       21.0       35.1       32.1       48.7
Old  :                 22.6       41.9       35.6       60.1       21.5       41.1       32.2       57.7
Other:                 56.7       48.6       68.9       69.4       53.8       46.4       65.6       67.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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  :   973,011:   279,403    174,357     50,127    525,503    643,226    855,033    867,710:   117,977    105,300
Old  :   973,011:   279,403    174,357     50,127    525,503    643,226    855,033    867,710:   117,977    105,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    75,085:    73,036        786     -3,842      3,484     73,911     72,678     70,855:     2,408      4,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       17.9        5.2       54.0       66.1       87.9       89.2:      12.1       10.8
Old  :     100.0:      28.7       17.9        5.2       54.0       66.1       87.9       89.2:      12.1       10.8
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  :       230:        45         45         26        103        103        160        162:
Old  :       230:        45         45         26        103        103        160        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  :                 21.0       25.0       31.0       35.2       17.8       24.4       27.2       34.2
Old  :                 21.0       25.0       31.0       35.2       17.8       24.4       27.2       34.2
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 24, 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  : 2,221,340:   201,201    325,606    224,554  1,496,473  1,295,608  1,922,228  1,845,768:   299,112    375,572
Old  : 2,221,340:   201,201    325,606    224,554  1,496,473  1,295,608  1,922,228  1,845,768:   299,112    375,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :  -109,111:    14,484      8,845    -54,471    -76,705    -80,314   -116,692   -125,941:     7,581     16,829
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       14.7       10.1       67.4       58.3       86.5       83.1:      13.5       16.9
Old  :     100.0:       9.1       14.7       10.1       67.4       58.3       86.5       83.1:      13.5       16.9
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  :       291:        34         75         67        147        165        225        263:
Old  :       291:        34         75         67        147        165        225        263:
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  :                 26.3       13.1       34.7       21.1       24.2        9.9       32.4       14.9
Old  :                 26.3       13.1       34.7       21.1       24.2        9.9       32.4       14.9
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 24, 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  : 1,506,376:   375,429    148,451    118,149    749,313    979,422  1,242,890  1,246,022:   263,485    260,354
Old  : 1,506,376:   375,429    148,451    118,149    749,313    979,422  1,242,890  1,246,022:   263,485    260,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :   -49,346:    47,752     -9,100    -31,024    -95,852    -20,632    -79,124    -60,756:    29,778     11,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        9.9        7.8       49.7       65.0       82.5       82.7:      17.5       17.3
Old  :     100.0:      24.9        9.9        7.8       49.7       65.0       82.5       82.7:      17.5       17.3
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  :       195:        37         33         31         85        107        138        155:
Old  :       195:        37         33         31         85        107        138        155:
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  :                 22.4       17.6       32.3       26.0       18.9       16.3       28.0       22.3
Old  :                 22.4       17.6       32.3       26.0       18.9       16.3       28.0       22.3
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 24, 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  :   609,589:    38,346     69,634    148,402    391,436    339,996    578,184    558,032:    31,404     51,557
Old  :   609,589:    38,346     69,634    148,402    391,436    339,996    578,184    558,032:    31,404     51,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -1,901:    -5,372     -8,775       -561      1,737      7,140     -4,196     -2,196:     2,295        295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.4       24.3       64.2       55.8       94.8       91.5:       5.2        8.5
Old  :     100.0:       6.3       11.4       24.3       64.2       55.8       94.8       91.5:       5.2        8.5
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  :        88:        12         22         29         46         52         76         86:
Old  :        88:        12         22         29         46         52         76         86:
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  :                 39.3       24.2       51.4       39.2       24.7       15.8       31.8       24.7
Old  :                 39.3       24.2       51.4       39.2       24.7       15.8       31.8       24.7
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 24, 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  :    51,621:    19,620      5,675        671     23,708     40,710     43,999     47,056:     7,623      4,565
Old  :    51,621:    19,620      5,675        671     23,708     40,710     43,999     47,056:     7,623      4,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -1,513:      -401     -1,061       -104     -1,858        134     -2,363     -1,031:       850       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       11.0        1.3       45.9       78.9       85.2       91.2:      14.8        8.8
Old  :     100.0:      38.0       11.0        1.3       45.9       78.9       85.2       91.2:      14.8        8.8
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  :        99:        35         13         10         29         30         71         46:
Old  :        99:        35         13         10         29         30         71         46:
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  :                 26.7       41.1       42.1       57.7       26.7       41.1       42.1       57.0
Old  :                 26.7       41.1       42.1       57.7       26.7       41.1       42.1       57.0
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 24, 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  :   103,243:    39,240     11,351      1,341     47,416     81,420     87,998     94,112:    15,245      9,131
Old  :   103,243:    39,240     11,351      1,341     47,416     81,420     87,998     94,112:    15,245      9,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -3,026:      -802     -2,122       -208     -3,716        267     -4,726     -2,062:     1,700       -963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       11.0        1.3       45.9       78.9       85.2       91.2:      14.8        8.8
Old  :     100.0:      38.0       11.0        1.3       45.9       78.9       85.2       91.2:      14.8        8.8
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  :        99:        35         13         10         29         30         71         46:
Old  :        99:        35         13         10         29         30         71         46:
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  :                 26.7       41.1       42.1       57.7       26.7       41.1       42.1       57.0
Old  :                 26.7       41.1       42.1       57.7       26.7       41.1       42.1       57.0
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 24, 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  :     7,433:     5,104      5,951        885      1,361        577      7,350      7,413:        83         20
Old  :     7,433:     5,104      5,951        885      1,361        577      7,350      7,413:        83         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :        21:         0         42          5          0        -21          5         26:        16         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       80.1       11.9       18.3        7.8       98.9       99.7:       1.1        0.3
Old  :     100.0:      68.7       80.1       11.9       18.3        7.8       98.9       99.7:       1.1        0.3
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  :        23:        11          9          2          1          2         14         11:
Old  :        23:        11          9          2          1          2         14         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  :                 62.3       68.0       91.0       95.8       62.3       61.9       84.5       83.9
Old  :                 62.3       68.0       91.0       95.8       62.3       61.9       84.5       83.9
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 24, 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  :     7,931:     2,181        502         14      5,544      7,287      7,739      7,803:       192        128
Old  :     7,931:     2,181        502         14      5,544      7,287      7,739      7,803:       192        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :    -1,825:    -1,796         91         -7        -49     -1,906     -1,852     -1,822:        27         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        6.3        0.2       69.9       91.9       97.6       98.4:       2.4        1.6
Old  :     100.0:      27.5        6.3        0.2       69.9       91.9       97.6       98.4:       2.4        1.6
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  :        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  :                 70.8       80.3       90.6       89.9       70.6       80.2       90.4       89.8
Old  :                 70.8       80.3       90.6       89.9       70.6       80.2       90.4       89.8
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 24, 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  :     8,662:     1,656      1,468          0      6,747      7,124      8,403      8,592:       259         70
Old  :     8,662:     1,656      1,468          0      6,747      7,124      8,403      8,592:       259         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 17, 2012                       :
     :        62:      -606        -45          0        611         89          5         44:        57         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       16.9        0.0       77.9       82.2       97.0       99.2:       3.0        0.8
Old  :     100.0:      19.1       16.9        0.0       77.9       82.2       97.0       99.2:       3.0        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  :        32:         7          8          0          5         13         12         21:
Old  :        32:         7          8          0          5         13         12         21:
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  :                 84.1       56.2       95.2       75.5       84.1       56.2       95.2       75.5
Old  :                 84.1       56.2       95.2       75.5       84.1       56.2       95.2       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 27, 2012