```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      545,301
COMMITMENTS
  92,892  130,342  143,822  269,528  216,049  506,242  490,214   39,059   55,087

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,295)
   1,756   -1,936    3,953      910    1,989    6,619    4,006   -3,325     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     23.9     26.4     49.4     39.6     92.8     89.9      7.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     112      155      174       86      111      311      343
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,744,273
COMMITMENTS
 362,405  107,333  508,435  709,836  833,448  1580676  1449216  163,597  295,057

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -36,897)
 -18,216   20,162  -22,856    8,164  -36,611  -32,908  -39,305   -3,989    2,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      6.2     29.1     40.7     47.8     90.6     83.1      9.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     201      144      246      241      339      545      635
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,833
COMMITMENTS
   3,909    1,451    3,306    1,013    3,600    8,228    8,357      605      476

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -623)
    -109      -19     -506        2     -135     -612     -660      -11       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     16.4     37.4     11.5     40.8     93.2     94.6      6.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        2        9        6        8       16       18
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,622
COMMITMENTS
   2,415      814      706    6,271    8,482    9,392   10,002    2,230    1,620

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        234)
     700      -84      132     -679      362      153      410       80     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      7.0      6.1     54.0     73.0     80.8     86.1     19.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       10        5       15       12       29       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      939,213
COMMITMENTS
 251,713   28,086  291,093  330,769  517,715  873,575  836,894   65,638  102,319

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     34,937)
   5,850   -6,350   11,057   16,928   29,683   33,836   34,390    1,101      547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      3.0     31.0     35.2     55.1     93.0     89.1      7.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      585)
     223      129      246      165      200      504      481
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       17,878
COMMITMENTS
  13,964      415      362       84    3,168   14,410    3,945    3,468   13,933

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        548)
     218       -9      -58      -21      142      139       75      409      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.1      2.3      2.0      0.5     17.7     80.6     22.1     19.4     77.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        2        7        1        7       14       16
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,800
COMMITMENTS
     896    1,154    3,785    2,811    2,629    7,493    7,568      307      232

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     14.8     48.5     36.0     33.7     96.1     97.0      3.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        8        6       10       16       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      414,479
COMMITMENTS
  94,978   60,351   76,096  203,546  251,621  374,619  388,069   39,860   26,411

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     18,134)
   2,827     -309    3,992   10,581   14,673   17,401   18,356      734     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9     14.6     18.4     49.1     60.7     90.4     93.6      9.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      96       80       90       71       74      226      197
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      685,997
COMMITMENTS
  45,086   82,239   50,920  448,808  389,533  544,814  522,691  141,183  163,306

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -90,034)
   5,370  -15,765  -44,303  -43,771  -36,270  -82,704  -96,338   -7,330    6,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     12.0      7.4     65.4     56.8     79.4     76.2     20.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      24       36       36       85       81      132      130
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      351,737
COMMITMENTS
  41,216   26,102      948  251,219  277,870  293,383  304,920   58,354   46,817

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -7,408)
     192    1,333       38   -3,934     -576   -3,704      795   -3,704   -8,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      7.4      0.3     71.4     79.0     83.4     86.7     16.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        7        4       37       44       45       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,433
COMMITMENTS
   2,360      468    1,398    7,060    9,100   10,818   10,966      615      467

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        330)
     391      199      -24      -64      155      303      330       27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.1     12.2     61.8     79.6     94.6     95.9      5.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        4        5       18       23       31       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      271,787
COMMITMENTS
  93,169   14,736   47,409   87,248  187,909  227,826  250,054   43,962   21,733

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      4,494)
   5,315    1,063     -779   -1,801    2,899    2,735    3,184    1,758    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      5.4     17.4     32.1     69.1     83.8     92.0     16.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      82       37       56       65       74      183      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,350
COMMITMENTS
   4,097    5,643    1,504    7,384    7,094   12,984   14,241    3,366    2,109

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,268)
     209     -654      537       79    1,307      826    1,190      442       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     34.5      9.2     45.2     43.4     79.4     87.1     20.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       24       15       23       20       58       53
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      881,608
COMMITMENTS
 138,004  204,807   56,560  603,711  505,520  798,275  766,887   83,333  114,722

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -39,267)
  -6,252   18,073  -18,208     -689  -31,838  -25,150  -31,972  -14,117   -7,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     23.2      6.4     68.5     57.3     90.5     87.0      9.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      30       42       26      102       98      142      156
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,148,547
COMMITMENTS
 161,885  356,650  210,934  1505511  1201181  1878330  1768765  270,216  379,782

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:   -310,899)
 -28,270  -17,546 -163,921 -113,433 -130,084 -305,624 -311,551   -5,275      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     16.6      9.8     70.1     55.9     87.4     82.3     12.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      33       73       61      150      163      224      256
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,554,213
COMMITMENTS
 260,552  169,666  101,417  1027331  1026903  1389300  1297986  164,913  256,227

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -82,171)
 -20,477  -26,101  -17,337  -25,173  -18,071  -62,987  -61,508  -19,184  -20,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     10.9      6.5     66.1     66.1     89.4     83.5     10.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      24       43       31       96      110      137      167
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      661,626
COMMITMENTS
  80,001   78,697  141,710  413,820  395,441  635,531  615,849   26,096   45,778

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     13,998)
  -2,462    2,069     -802   16,904   10,290   13,641   11,558      358    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     11.9     21.4     62.5     59.8     96.1     93.1      3.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      18       20       30       48       53       81       89
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       54,660
COMMITMENTS
  21,000    6,110      889   25,454   43,106   47,343   50,105    7,316    4,554

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        163)
    -639     -394      304      -31      512     -366      422      529     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     11.2      1.6     46.6     78.9     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       14        9       33       30       73       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      109,319
COMMITMENTS
  41,999   12,221    1,779   50,908   86,211   94,686  100,211   14,633    9,109

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        326)
  -1,279     -788      608      -62    1,023     -733      843    1,059     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4     11.2      1.6     46.6     78.9     86.6     91.7     13.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       14        9       33       30       73       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,535
COMMITMENTS
   4,880    5,757    1,208    1,393      530    7,481    7,495       54       40

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -11,296)
  -9,423   -1,835   -1,869       -5   -7,589  -11,297  -11,293        1       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.8     76.4     16.0     18.5      7.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        9        3        2        2       14       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,160
COMMITMENTS
   4,004      352       24    5,987    9,646   10,015   10,022      145      138

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,517)
   1,396       20      -17      153    1,527    1,532    1,530      -15      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4      3.5      0.2     58.9     94.9     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        1        6       12       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,559
COMMITMENTS
   1,846      826        0    5,590    6,636    7,436    7,462      123       97

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        512)
    -184      473        0      744       42      560      515      -48       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     10.9      0.0     74.0     87.8     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        7        0        5       13       10       20
```

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Updated March 30, 2012