```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      580,296
COMMITMENTS
  96,500  136,657  148,552  299,139  240,771  544,192  525,981   36,104   54,315

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     34,995)
   3,608    6,315    4,730   29,612   24,722   37,950   35,767   -2,955     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     23.5     25.6     51.5     41.5     93.8     90.6      6.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     121      154      173       89      116      314      352
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,856,305
COMMITMENTS
 358,269  122,530  565,418  763,806  861,034  1687493  1548982  168,813  307,323

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    112,033)
  -4,136   15,197   56,983   53,970   27,587  106,816   99,767    5,216   12,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      6.6     30.5     41.1     46.4     90.9     83.4      9.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     220      160      276      253      333      601      656
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,969
COMMITMENTS
   5,114    2,223    3,982    1,202    4,176   10,297   10,380      672      589

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,136)
   1,205      772      676      189      575    2,069    2,023       67      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     20.3     36.3     11.0     38.1     93.9     94.6      6.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        9        5        7       16       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,566
COMMITMENTS
   2,477      444      581    6,075    8,762    9,133    9,787    2,433    1,779

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        -56)
      61     -369     -125     -196      279     -259     -215      203      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      3.8      5.0     52.5     75.8     79.0     84.6     21.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        6        4       15       14       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,048,315
COMMITMENTS
 276,488   31,681  332,742  372,442  575,094  981,672  939,517   66,643  108,798

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    109,102)
  24,775    3,594   41,649   41,673   57,379  108,097  102,623    1,005    6,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      3.0     31.7     35.5     54.9     93.6     89.6      6.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     244      126      241      170      208      518      491
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,332
COMMITMENTS
  15,449      635      368       58    3,402   15,875    4,405    3,457   14,927

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,454)
   1,485      220        6      -26      234    1,465      460      -11      994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    79.9      3.3      1.9      0.3     17.6     82.1     22.8     17.9     77.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        3        7        1        7       16       17
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,196
COMMITMENTS
     805    1,006    3,835    2,275    2,119    6,915    6,960      281      236

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -604)
     -91     -148       49     -536     -510     -578     -608      -26        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     14.0     53.3     31.6     29.4     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        9        7       11       17       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      415,254
COMMITMENTS
  99,703   57,197   75,332  197,155  257,148  372,190  389,677   43,064   25,577

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        775)
   4,725   -3,155     -764   -6,391    5,526   -2,429    1,608    3,204     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     13.8     18.1     47.5     61.9     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      95       79       94       72       76      231      199
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      701,920
COMMITMENTS
  55,517   76,272   62,043  435,885  408,046  553,445  546,362  148,475  155,558

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     15,923)
  10,431   -5,966   11,123  -12,923   18,514    8,631   23,670    7,292   -7,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     10.9      8.8     62.1     58.1     78.8     77.8     21.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      24       42       44       84       80      140      134
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      345,215
COMMITMENTS
  38,111   26,266      296  251,527  271,705  289,934  298,267   55,281   46,948

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -6,522)
  -3,105      164     -652      308   -6,165   -3,449   -6,653   -3,073      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      7.6      0.1     72.9     78.7     84.0     86.4     16.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       5        7        2       37       45       42       54
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,249
COMMITMENTS
   2,631      721    1,417    7,669    9,645   11,717   11,783      532      466

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        816)
     271      253       19      609      545      899      817      -83       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      5.9     11.6     62.6     78.7     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        5        5       21       22       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      290,352
COMMITMENTS
 103,216   12,037   50,238   93,673  207,284  247,127  269,558   43,225   20,794

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     18,565)
  10,047   -2,700    2,829    6,425   19,374   19,301   19,504     -736     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5      4.1     17.3     32.3     71.4     85.1     92.8     14.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     103       29       57       71       78      202      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,971
COMMITMENTS
   3,844    5,375    2,406    7,358    6,928   13,608   14,709    3,364    2,262

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        621)
    -252     -268      902      -26     -166      623      468       -2      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     31.7     14.2     43.4     40.8     80.2     86.7     19.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      21       21       13       23       19       53       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      854,351
COMMITMENTS
 157,800  186,580   61,823  542,137  493,033  761,761  741,437   92,591  112,915

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -27,257)
  19,797  -18,227    5,263  -61,575  -12,486  -36,515  -25,450    9,258   -1,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     21.8      7.2     63.5     57.7     89.2     86.8     10.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      38       47       30      100       92      153      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,230,592
COMMITMENTS
 148,204  338,870  259,859  1543500  1241070  1951563  1839799  279,029  390,793

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     82,045)
 -13,682  -17,780   48,926   37,988   39,888   73,232   71,034    8,813   11,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     15.2     11.6     69.2     55.6     87.5     82.5     12.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      38       71       65      155      165      233      261
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,462,573
COMMITMENTS
 255,074  131,030  111,044  917,287  965,853  1283406  1207927  179,167  254,645

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -91,640)
  -5,478  -38,636    9,627 -110,044  -61,050 -105,895  -90,059   14,254   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      9.0      7.6     62.7     66.0     87.7     82.6     12.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      25       40       34       95      108      140      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      598,894
COMMITMENTS
  76,212   82,041  128,245  367,805  342,628  572,262  552,914   26,631   45,979

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -62,733)
  -3,788    3,344  -13,465  -46,015  -52,814  -63,268  -62,934      535      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     13.7     21.4     61.4     57.2     95.6     92.3      4.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       20       30       43       47       74       81
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,781
COMMITMENTS
  19,744    6,915      781   25,644   40,785   46,169   48,481    7,612    5,300

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -879)
  -1,256      805     -108      190   -2,321   -1,174   -1,624      296      746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7     12.9      1.5     47.7     75.8     85.8     90.1     14.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       11       10       33       28       76       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,562
COMMITMENTS
  39,488   13,830    1,562   51,288   81,570   92,338   96,963   15,224   10,600

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -1,757)
  -2,512    1,610     -216      379   -4,641   -2,348   -3,248      591    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7     12.9      1.5     47.7     75.8     85.8     90.1     14.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       11       10       33       28       76       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,345
COMMITMENTS
   5,047    5,764      878    1,361      643    7,286    7,285       59       60

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:       -190)
     167        7     -330      -32      113     -195     -210        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     78.5     12.0     18.5      8.8     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        9        2        1        2       13       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,621
COMMITMENTS
   4,992      507       24    5,471    9,948   10,487   10,479      134      142

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        461)
     988      155        0     -516      302      472      457      -11        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.0      4.8      0.2     51.5     93.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        5        1        6       11       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,144
COMMITMENTS
     825    1,079        0    7,166    6,982    7,991    8,061      153       83

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:        585)
  -1,021      253        0    1,576      346      555      599       30      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     13.2      0.0     88.0     85.7     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        9        0        5       13        9       22
```

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Updated April 6, 2012