```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      468,429
COMMITMENTS
  95,612  154,786   80,146  260,372  181,412  436,130  416,344   32,299   52,085

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -3,229)
   1,140    8,889   -3,593   -1,269   -7,918   -3,722   -2,622      493     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     33.0     17.1     55.6     38.7     93.1     88.9      6.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     102      153      139       83      100      272      320
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,355,022
COMMITMENTS
 345,654  135,223  237,799  635,407  719,026  1218860  1092048  136,162  262,974

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      5,429)
  -6,652   22,186  -12,999   21,976   -5,735    2,325    3,452    3,104    1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     10.0     17.5     46.9     53.1     90.0     80.6     10.0     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      734)
     183      159      228      222      317      532      607
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,046
COMMITMENTS
   2,557      574       96    6,075    8,656    8,728    9,326    2,318    1,720

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        -62)
    -126      -58      -73      340       90      141      -41     -203      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      5.2      0.9     55.0     78.4     79.0     84.4     21.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        5        4       17       12       31       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      811,832
COMMITMENTS
 286,169   52,764  145,861  312,993  511,217  745,023  709,842   66,809  101,990

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     24,856)
   3,338    1,114   12,927    5,576    7,591   21,841   21,632    3,015    3,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      6.5     18.0     38.6     63.0     91.8     87.4      8.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     243      116      209      165      207      514      461
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      388,560
COMMITMENTS
 118,164   56,256   55,013  173,358  252,773  346,535  364,042   42,025   24,518

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -760)
     463   -2,245    3,360   -4,379   -1,338     -556     -223     -204     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     14.5     14.2     44.6     65.1     89.2     93.7     10.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     112       57       90       61       73      221      195
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      565,563
COMMITMENTS
  65,455   69,126    3,746  354,085  359,574  423,286  432,446  142,277  133,117

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -31,240)
     312  -13,457     -998  -30,967  -18,825  -31,653  -33,280      413    2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     12.2      0.7     62.6     63.6     74.8     76.5     25.2     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      28       35       12       75       72      112      110
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      366,445
COMMITMENTS
  43,796   27,342      249  268,719  287,970  312,764  315,561   53,681   50,884

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     10,011)
   4,167   -3,205      -50    7,769   13,703   11,886   10,448   -1,875     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      7.5      0.1     73.3     78.6     85.4     86.1     14.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6        7        2       38       44       44       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,631
COMMITMENTS
   1,779      339    1,631    7,717    9,142   11,127   11,112      504      519

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -244)
    -715     -164       23      443     -105     -249     -246        5        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      2.9     14.0     66.3     78.6     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        6       21       22       33       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      266,125
COMMITMENTS
 110,843   11,047   25,638   86,067  206,777  222,548  243,462   43,577   22,663

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      5,543)
   4,774   -2,942   -1,649      548    9,396    3,673    4,805    1,870      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7      4.2      9.6     32.3     77.7     83.6     91.5     16.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     105       24       55       66       69      199      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,348
COMMITMENTS
   4,169    4,587    1,209    6,701    7,762   12,079   13,558    3,269    1,790

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,201)
     163     -962     -738     -189    1,356     -764     -344     -437     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     29.9      7.9     43.7     50.6     78.7     88.3     21.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       22       13       20       17       54       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      829,439
COMMITMENTS
 208,666  181,963    7,197  500,067  540,800  715,930  729,960  113,509   99,479

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     39,175)
  21,233  -16,715   -1,123      736   63,698   20,846   45,860   18,329   -6,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     21.9      0.9     60.3     65.2     86.3     88.0     13.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      36       48       19       93       96      138      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,813,480
COMMITMENTS
 200,815  377,097   25,756  1316727  1079297  1543298  1482150  270,182  331,330

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     39,625)
  35,257    4,950   -4,167    4,054   44,662   35,144   45,445    4,481   -5,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     20.8      1.4     72.6     59.5     85.1     81.7     14.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      34       76       34      117      146      172      235
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,307,932
COMMITMENTS
 339,020  178,837   20,950  720,919  865,571  1080889  1065358  227,043  242,574

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         93)
  43,654   28,529    6,500  -84,614  -38,669  -34,460   -3,640   34,553    3,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     13.7      1.6     55.1     66.2     82.6     81.5     17.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      35       36       18       72      107      116      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      518,082
COMMITMENTS
  51,119   83,710   69,668  370,495  315,101  491,282  468,479   26,800   49,603

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -2,239)
 -22,935   10,778   -2,109   20,295  -13,504   -4,749   -4,835    2,510    2,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     16.2     13.4     71.5     60.8     94.8     90.4      5.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       17       26       45       48       72       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,736
COMMITMENTS
  20,087    7,083       88   24,882   39,611   45,056   46,782    6,680    4,954

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,869)
   1,946   -1,360       61    1,171    2,844    3,177    1,545   -1,308      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     13.7      0.2     48.1     76.6     87.1     90.4     12.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      38       14        3       28       32       68       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,471
COMMITMENTS
  40,174   14,166      175   49,763   79,222   90,112   93,563   13,359    9,908

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      3,738)
   3,891   -2,719      121    2,341    5,688    6,353    3,090   -2,615      648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8     13.7      0.2     48.1     76.6     87.1     90.4     12.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      38       14        3       28       32       68       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,412
COMMITMENTS
   5,104    5,909      880    1,361      598    7,345    7,387       67       25

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         64)
      58      132        0        0      -40       58       92        6      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     79.7     11.9     18.4      8.1     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        2        1        2       14       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,756
COMMITMENTS
   3,977      411       21    5,593    9,193    9,591    9,625      165      131

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -345)
    -308      -20        0      -51     -315     -359     -335       14      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      4.2      0.2     57.3     94.2     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1        5       12       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,600
COMMITMENTS
   2,262    1,513        0    6,136    7,035    8,398    8,548      202       52

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        678)
     746      452        0      -71      271      675      723        3      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     17.6      0.0     71.3     81.8     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       10        0        5       13       13       23
```

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Updated April 20, 2012