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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 17, 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  :   468,429:    95,612    154,786     80,146    260,372    181,412    436,130    416,344:    32,299     52,085
Old  :    77,055:    30,555     35,442      2,383     34,272     28,599     67,210     66,424:     9,845     10,631
Other:   391,374:    78,083    132,370     64,737    226,100    152,813    368,920    349,920:    22,454     41,454
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -3,229:     1,140      8,889     -3,593     -1,269     -7,918     -3,722     -2,622:       493       -607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       33.0       17.1       55.6       38.7       93.1       88.9:       6.9       11.1
Old  :     100.0:      39.7       46.0        3.1       44.5       37.1       87.2       86.2:      12.8       13.8
Other:     100.0:      20.0       33.8       16.5       57.8       39.0       94.3       89.4:       5.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       102        153        139         83        100        272        320:
Old  :       227:        80         55         14         54         46        140        109:
Other:       362:        81        159        111         66         96        226        299:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.8       13.7       37.9       22.5       22.4       11.3       36.1       18.2
Old  :                 29.3       30.1       42.0       43.8       29.3       30.1       42.0       43.8
Other:                 26.7       15.5       41.7       23.5       26.3       12.1       41.0       19.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 17, 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  : 1,355,022:   345,654    135,223    237,799    635,407    719,026  1,218,860  1,092,048:   136,162    262,974
Old  :   884,629:   283,436    145,659    119,413    391,132    463,325    793,981    728,397:    90,648    156,232
Other:   470,393:   157,838     85,184     22,766    244,275    255,701    424,879    363,651:    45,514    106,742
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     5,429:    -6,652     22,186    -12,999     21,976     -5,735      2,325      3,452:     3,104      1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       10.0       17.5       46.9       53.1       90.0       80.6:      10.0       19.4
Old  :     100.0:      32.0       16.5       13.5       44.2       52.4       89.8       82.3:      10.2       17.7
Other:     100.0:      33.6       18.1        4.8       51.9       54.4       90.3       77.3:       9.7       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       734:       183        159        228        222        317        532        607:
Old  :       695:       177        158        175        187        294        456        547:
Other:       575:       129        123         68        127        263        294        420:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       11.9       23.0       17.8       12.2        7.3       19.9       12.6
Old  :                 14.6       11.9       25.8       17.9       14.6       10.6       24.7       15.5
Other:                 18.7       19.7       31.2       25.5       16.5       14.8       27.3       20.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 17, 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  :    11,046:     2,557        574         96      6,075      8,656      8,728      9,326:     2,318      1,720
Old  :     2,626:       592        152          0      1,196      1,864      1,788      2,016:       838        610
Other:     8,420:     2,041        498         20      4,879      6,792      6,940      7,310:     1,480      1,110
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :       -62:      -126        -58        -73        340         90        141        -41:      -203        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        5.2        0.9       55.0       78.4       79.0       84.4:      21.0       15.6
Old  :     100.0:      22.5        5.8        0.0       45.5       71.0       68.1       76.8:      31.9       23.2
Other:     100.0:      24.2        5.9        0.2       57.9       80.7       82.4       86.8:      17.6       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          5          4         17         12         31         19:
Old  :        25:         7          3          0          8          9         15         12:
Other:        32:        10          4          3         16         10         27         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       67.6       51.5       76.9       27.3       54.9       45.2       62.6
Old  :                 41.2       57.6       58.3       69.9       31.7       42.5       45.3       54.8
Other:                 34.2       70.7       59.7       82.3       33.5       60.8       53.2       69.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 17, 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  :   811,832:   286,169     52,764    145,861    312,993    511,217    745,023    709,842:    66,809    101,990
Old  :   420,288:   213,053     58,893     31,027    141,463    283,559    385,543    373,479:    34,745     46,809
Other:   391,544:   124,768     45,523     63,182    171,530    227,658    359,480    336,363:    32,064     55,181
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    24,856:     3,338      1,114     12,927      5,576      7,591     21,841     21,632:     3,015      3,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        6.5       18.0       38.6       63.0       91.8       87.4:       8.2       12.6
Old  :     100.0:      50.7       14.0        7.4       33.7       67.5       91.7       88.9:       8.3       11.1
Other:     100.0:      31.9       11.6       16.1       43.8       58.1       91.8       85.9:       8.2       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       620:       243        116        209        165        207        514        461:
Old  :       568:       214        124        121        108        190        381        387:
Other:       468:       152         92        124        131        179        354        340:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       19.6       19.5       27.9        8.8       17.1       14.7       24.3
Old  :                 15.6       24.0       25.6       34.7       15.5       23.3       25.3       33.4
Other:                 16.2       20.2       25.2       30.1       12.6       14.4       20.6       20.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 17, 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  :   388,560:   118,164     56,256     55,013    173,358    252,773    346,535    364,042:    42,025     24,518
Old  :   276,175:   111,614     61,271     22,049    111,432    175,069    245,095    258,389:    31,080     17,786
Other:   112,385:    28,760     17,195     10,754     61,926     77,704    101,440    105,653:    10,945      6,732
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -760:       463     -2,245      3,360     -4,379     -1,338       -556       -223:      -204       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       14.5       14.2       44.6       65.1       89.2       93.7:      10.8        6.3
Old  :     100.0:      40.4       22.2        8.0       40.3       63.4       88.7       93.6:      11.3        6.4
Other:     100.0:      25.6       15.3        9.6       55.1       69.1       90.3       94.0:       9.7        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       112         57         90         61         73        221        195:
Old  :       274:       113         69         66         58         70        202        179:
Other:       153:        58         27         25         40         43        108         89:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       29.2       23.6       39.4       11.0       23.4       18.4       33.0
Old  :                 15.4       28.8       23.5       37.9       13.1       27.8       20.8       36.1
Other:                 19.9       40.8       34.1       56.4       19.5       36.3       32.6       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 17, 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  :   565,563:    65,455     69,126      3,746    354,085    359,574    423,286    432,446:   142,277    133,117
Old  :   565,563:    65,455     69,126      3,746    354,085    359,574    423,286    432,446:   142,277    133,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -31,240:       312    -13,457       -998    -30,967    -18,825    -31,653    -33,280:       413      2,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       12.2        0.7       62.6       63.6       74.8       76.5:      25.2       23.5
Old  :     100.0:      11.6       12.2        0.7       62.6       63.6       74.8       76.5:      25.2       23.5
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  :       165:        28         35         12         75         72        112        110:
Old  :       165:        28         35         12         75         72        112        110:
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  :                 19.8       17.3       28.9       29.2       14.7       16.7       22.0       26.3
Old  :                 19.8       17.3       28.9       29.2       14.7       16.7       22.0       26.3
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 - Futures Only, April 17, 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  :   366,445:    43,796     27,342        249    268,719    287,970    312,764    315,561:    53,681     50,884
Old  :   366,445:    43,796     27,342        249    268,719    287,970    312,764    315,561:    53,681     50,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    10,011:     4,167     -3,205        -50      7,769     13,703     11,886     10,448:    -1,875       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        7.5        0.1       73.3       78.6       85.4       86.1:      14.6       13.9
Old  :     100.0:      12.0        7.5        0.1       73.3       78.6       85.4       86.1:      14.6       13.9
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  :        73:         6          7          2         38         44         44         53:
Old  :        73:         6          7          2         38         44         44         53:
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  :                 26.2       45.0       46.0       56.0       25.4       45.0       42.4       55.3
Old  :                 26.2       45.0       46.0       56.0       25.4       45.0       42.4       55.3
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 - Futures Only, April 17, 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  :    11,631:     1,779        339      1,631      7,717      9,142     11,127     11,112:       504        519
Old  :    11,631:     1,779        339      1,631      7,717      9,142     11,127     11,112:       504        519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -244:      -715       -164         23        443       -105       -249       -246:         5          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        2.9       14.0       66.3       78.6       95.7       95.5:       4.3        4.5
Old  :     100.0:      15.3        2.9       14.0       66.3       78.6       95.7       95.5:       4.3        4.5
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  :        41:         8          5          6         21         22         33         31:
Old  :        41:         8          5          6         21         22         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       48.9       62.0       69.0       14.6       18.9       23.8       24.7
Old  :                 42.7       48.9       62.0       69.0       14.6       18.9       23.8       24.7
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 - Futures Only, April 17, 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  :   266,125:   110,843     11,047     25,638     86,067    206,777    222,548    243,462:    43,577     22,663
Old  :   188,606:    92,206     12,907     12,147     50,958    146,366    155,311    171,420:    33,295     17,186
Other:    77,519:    23,266      2,769      8,862     35,109     60,411     67,237     72,042:    10,282      5,477
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     5,543:     4,774     -2,942     -1,649        548      9,396      3,673      4,805:     1,870        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        4.2        9.6       32.3       77.7       83.6       91.5:      16.4        8.5
Old  :     100.0:      48.9        6.8        6.4       27.0       77.6       82.3       90.9:      17.7        9.1
Other:     100.0:      30.0        3.6       11.4       45.3       77.9       86.7       92.9:      13.3        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:       105         24         55         66         69        199        133:
Old  :       215:        93         28         40         60         65        170        124:
Other:       136:        48         14         22         41         46        100         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       35.4       19.9       46.9        9.3       32.1       16.7       41.1
Old  :                 12.1       38.2       21.3       49.2       12.1       35.2       20.3       45.4
Other:                 26.3       41.1       39.2       57.2       22.9       38.0       33.4       51.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 17, 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  :    15,348:     4,169      4,587      1,209      6,701      7,762     12,079     13,558:     3,269      1,790
Old  :    13,046:     3,929      4,589        680      5,541      6,240     10,150     11,509:     2,896      1,537
Other:     2,302:       742        500         27      1,160      1,522      1,929      2,049:       373        253
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -1,201:       163       -962       -738       -189      1,356       -764       -344:      -437       -857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       29.9        7.9       43.7       50.6       78.7       88.3:      21.3       11.7
Old  :     100.0:      30.1       35.2        5.2       42.5       47.8       77.8       88.2:      22.2       11.8
Other:     100.0:      32.2       21.7        1.2       50.4       66.1       83.8       89.0:      16.2       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        24         22         13         20         17         54         47:
Old  :        77:        27         20         10         18         14         50         42:
Other:        31:         8          6          3          8         12         18         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       37.7       38.4       52.9       22.8       32.8       34.4       47.0
Old  :                 24.2       38.0       37.2       55.9       23.4       37.2       34.3       53.9
Other:                 62.9       56.6       76.0       80.0       62.0       54.4       74.2       77.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 17, 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  :   829,439:   208,666    181,963      7,197    500,067    540,800    715,930    729,960:   113,509     99,479
Old  :   829,439:   208,666    181,963      7,197    500,067    540,800    715,930    729,960:   113,509     99,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    39,175:    21,233    -16,715     -1,123        736     63,698     20,846     45,860:    18,329     -6,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       21.9        0.9       60.3       65.2       86.3       88.0:      13.7       12.0
Old  :     100.0:      25.2       21.9        0.9       60.3       65.2       86.3       88.0:      13.7       12.0
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  :       219:        36         48         19         93         96        138        154:
Old  :       219:        36         48         19         93         96        138        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       22.5       34.1       32.5       20.7       21.4       30.9       31.0
Old  :                 23.1       22.5       34.1       32.5       20.7       21.4       30.9       31.0
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 - Futures Only, April 17, 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  : 1,813,480:   200,815    377,097     25,756  1,316,727  1,079,297  1,543,298  1,482,150:   270,182    331,330
Old  : 1,813,480:   200,815    377,097     25,756  1,316,727  1,079,297  1,543,298  1,482,150:   270,182    331,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    39,625:    35,257      4,950     -4,167      4,054     44,662     35,144     45,445:     4,481     -5,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       20.8        1.4       72.6       59.5       85.1       81.7:      14.9       18.3
Old  :     100.0:      11.1       20.8        1.4       72.6       59.5       85.1       81.7:      14.9       18.3
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  :       294:        34         76         34        117        146        172        235:
Old  :       294:        34         76         34        117        146        172        235:
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  :                 30.3       16.2       40.5       23.2       28.2       12.9       37.3       18.0
Old  :                 30.3       16.2       40.5       23.2       28.2       12.9       37.3       18.0
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 - Futures Only, April 17, 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  : 1,307,932:   339,020    178,837     20,950    720,919    865,571  1,080,889  1,065,358:   227,043    242,574
Old  : 1,307,932:   339,020    178,837     20,950    720,919    865,571  1,080,889  1,065,358:   227,043    242,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :        93:    43,654     28,529      6,500    -84,614    -38,669    -34,460     -3,640:    34,553      3,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       13.7        1.6       55.1       66.2       82.6       81.5:      17.4       18.5
Old  :     100.0:      25.9       13.7        1.6       55.1       66.2       82.6       81.5:      17.4       18.5
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  :       202:        35         36         18         72        107        116        152:
Old  :       202:        35         36         18         72        107        116        152:
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  :                 29.3       21.5       38.7       31.4       25.3       20.8       34.5       28.5
Old  :                 29.3       21.5       38.7       31.4       25.3       20.8       34.5       28.5
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 - Futures Only, April 17, 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  :   518,082:    51,119     83,710     69,668    370,495    315,101    491,282    468,479:    26,800     49,603
Old  :   518,082:    51,119     83,710     69,668    370,495    315,101    491,282    468,479:    26,800     49,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -2,239:   -22,935     10,778     -2,109     20,295    -13,504     -4,749     -4,835:     2,510      2,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.2       13.4       71.5       60.8       94.8       90.4:       5.2        9.6
Old  :     100.0:       9.9       16.2       13.4       71.5       60.8       94.8       90.4:       5.2        9.6
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  :        83:        14         17         26         45         48         72         79:
Old  :        83:        14         17         26         45         48         72         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       28.1       55.2       44.9       31.4       19.6       37.9       27.7
Old  :                 42.1       28.1       55.2       44.9       31.4       19.6       37.9       27.7
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 - Futures Only, April 17, 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  :    51,736:    20,087      7,083         88     24,882     39,611     45,056     46,782:     6,680      4,954
Old  :    51,736:    20,087      7,083         88     24,882     39,611     45,056     46,782:     6,680      4,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,869:     1,946     -1,360         61      1,171      2,844      3,177      1,545:    -1,308        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       13.7        0.2       48.1       76.6       87.1       90.4:      12.9        9.6
Old  :     100.0:      38.8       13.7        0.2       48.1       76.6       87.1       90.4:      12.9        9.6
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  :       106:        38         14          3         28         32         68         47:
Old  :       106:        38         14          3         28         32         68         47:
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  :                 26.5       41.5       41.2       58.8       26.5       41.5       41.2       58.1
Old  :                 26.5       41.5       41.2       58.8       26.5       41.5       41.2       58.1
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 - Futures Only, April 17, 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  :   103,471:    40,174     14,166        175     49,763     79,222     90,112     93,563:    13,359      9,908
Old  :   103,471:    40,174     14,166        175     49,763     79,222     90,112     93,563:    13,359      9,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     3,738:     3,891     -2,719        121      2,341      5,688      6,353      3,090:    -2,615        648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       13.7        0.2       48.1       76.6       87.1       90.4:      12.9        9.6
Old  :     100.0:      38.8       13.7        0.2       48.1       76.6       87.1       90.4:      12.9        9.6
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  :       106:        38         14          3         28         32         68         47:
Old  :       106:        38         14          3         28         32         68         47:
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  :                 26.5       41.5       41.2       58.8       26.5       41.5       41.2       58.1
Old  :                 26.5       41.5       41.2       58.8       26.5       41.5       41.2       58.1
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 - Futures Only, April 17, 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  :     7,412:     5,104      5,909        880      1,361        598      7,345      7,387:        67         25
Old  :     7,412:     5,104      5,909        880      1,361        598      7,345      7,387:        67         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :        64:        58        132          0          0        -40         58         92:         6        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9       79.7       11.9       18.4        8.1       99.1       99.7:       0.9        0.3
Old  :     100.0:      68.9       79.7       11.9       18.4        8.1       99.1       99.7:       0.9        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  :                 62.5       67.6       91.2       96.3       62.5       62.4       84.7       84.4
Old  :                 62.5       67.6       91.2       96.3       62.5       62.4       84.7       84.4
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 - Futures Only, April 17, 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  :     9,756:     3,977        411         21      5,593      9,193      9,591      9,625:       165        131
Old  :     9,756:     3,977        411         21      5,593      9,193      9,591      9,625:       165        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -345:      -308        -20          0        -51       -315       -359       -335:        14        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        4.2        0.2       57.3       94.2       98.3       98.7:       1.7        1.3
Old  :     100.0:      40.8        4.2        0.2       57.3       94.2       98.3       98.7:       1.7        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          4          1          5         12         13         17:
Old  :        28:         8          4          1          5         12         13         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  :                 80.4       78.0       94.5       91.2       80.2       78.0       94.3       91.2
Old  :                 80.4       78.0       94.5       91.2       80.2       78.0       94.3       91.2
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 - Futures Only, April 17, 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  :     8,600:     2,262      1,513          0      6,136      7,035      8,398      8,548:       202         52
Old  :     8,600:     2,262      1,513          0      6,136      7,035      8,398      8,548:       202         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :       678:       746        452          0        -71        271        675        723:         3        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       17.6        0.0       71.3       81.8       97.7       99.4:       2.3        0.6
Old  :     100.0:      26.3       17.6        0.0       71.3       81.8       97.7       99.4:       2.3        0.6
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  :        35:         8         10          0          5         13         13         23:
Old  :        35:         8         10          0          5         13         13         23:
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  :                 84.6       57.9       95.3       77.6       84.6       57.9       95.3       77.6
Old  :                 84.6       57.9       95.3       77.6       84.6       57.9       95.3       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 20, 2012