```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      552,704
COMMITMENTS
 104,859  149,057  124,867  289,556  221,616  519,282  495,540   33,422   57,164

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -32,127)
   9,651   -1,701  -26,414  -13,284   -5,649  -30,047  -33,764   -2,080    1,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     27.0     22.6     52.4     40.1     94.0     89.7      6.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
     110      161      155       89      111      294      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,739,626
COMMITMENTS
 319,639  173,494  496,751  756,898  758,095  1573288  1428340  166,338  311,286

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:   -125,488)
 -18,436   28,290  -73,453  -29,333  -73,448 -121,223 -118,612   -4,265   -6,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     10.0     28.6     43.5     43.6     90.4     82.1      9.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      742)
     195      176      267      260      327      581      657
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,989
COMMITMENTS
   2,461    1,087    4,017    1,012    2,340    7,491    7,444      498      545

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,359)
  -1,291     -436       88      -20   -1,103   -1,224   -1,452     -135       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     13.6     50.3     12.7     29.3     93.8     93.2      6.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        3        9        5        7       16       18
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,578
COMMITMENTS
   2,479      525      403    6,389    9,022    9,272    9,951    2,306    1,628

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -407)
     189       25     -218     -232       22     -261     -170     -146     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      4.5      3.5     55.2     77.9     80.1     85.9     19.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        6        5       16       13       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,077,314
COMMITMENTS
 292,910   44,978  324,161  384,889  591,646  1001960  960,785   75,355  116,529

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -60,034)
   5,734    1,961  -57,890   -8,984   -5,284  -61,140  -61,212    1,106    1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      4.2     30.1     35.7     54.9     93.0     89.2      7.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      626)
     242      127      256      166      216      529      510
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       15,628
COMMITMENTS
  12,240      310      238       25    3,051   12,503    3,599    3,125   12,029

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -3,589)
  -3,232   -1,060     -254      -23      303   -3,509   -1,011      -80   -2,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.3      2.0      1.5      0.2     19.5     80.0     23.0     20.0     77.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        2        6        2        7       13       15
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,993
COMMITMENTS
   2,061    1,466    6,947    3,479    4,241   12,487   12,655      506      338

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      2,034)
     156     -590    1,439      360    1,007    1,956    1,856       78      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     11.3     53.5     26.8     32.6     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        7       11        7       10       18       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      417,438
COMMITMENTS
 106,387   57,411   79,314  188,843  254,915  374,544  391,640   42,894   25,798

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -29,310)
  -2,934    2,573  -15,952  -10,050  -16,476  -28,936  -29,854     -375      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     13.8     19.0     45.2     61.1     89.7     93.8     10.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      99       79      101       71       77      237      215
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      681,867
COMMITMENTS
  70,037   72,527   41,566  409,943  407,159  521,546  521,252  160,321  160,614

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -18,038)
   8,585    5,495  -20,621   -8,080   -7,474  -20,115  -22,600    2,077    4,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     10.6      6.1     60.1     59.7     76.5     76.4     23.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      30       34       41       89       89      142      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      365,116
COMMITMENTS
  46,371   26,526      173  262,578  287,356  309,122  314,055   55,994   51,062

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,419)
   2,575     -816      -76   -6,150     -614   -3,651   -1,506    1,231     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      7.3      0.0     71.9     78.7     84.7     86.0     15.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        7        2       40       45       47       54
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,379
COMMITMENTS
   1,702      189    1,189    7,646    9,311   10,537   10,689      842      690

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -252)
     -77     -150     -442      -71      169     -590     -423      338      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      1.7     10.4     67.2     81.8     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        5       20       23       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      302,754
COMMITMENTS
 116,297    9,072   45,937   94,357  222,948  256,591  277,956   46,163   24,797

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,654)
   5,556   -1,837   -6,338   -1,642    5,249   -2,425   -2,927     -229      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      3.0     15.2     31.2     73.6     84.8     91.8     15.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
     114       23       59       74       79      218      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,955
COMMITMENTS
   4,142    3,959    1,416    6,740    8,992   12,298   14,367    3,657    1,589

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -211)
    -128     -516     -207     -191      719     -526       -5      315     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     24.8      8.9     42.2     56.4     77.1     90.0     22.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      25       16       13       24       17       58       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      973,011
COMMITMENTS
 279,403  174,357   50,127  525,503  643,226  855,033  867,710  117,977  105,300

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     75,085)
  73,036      786   -3,842    3,484   73,911   72,678   70,855    2,408    4,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     17.9      5.2     54.0     66.1     87.9     89.2     12.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      45       45       26      103      103      160      162
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,221,340
COMMITMENTS
 201,201  325,606  224,554  1496473  1295608  1922228  1845768  299,112  375,572

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:   -109,111)
  14,484    8,845  -54,471  -76,705  -80,314 -116,692 -125,941    7,581   16,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     14.7     10.1     67.4     58.3     86.5     83.1     13.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      34       75       67      147      165      225      263
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,506,376
COMMITMENTS
 375,429  148,451  118,149  749,313  979,422  1242890  1246022  263,485  260,354

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -49,346)
  47,752   -9,100  -31,024  -95,852  -20,632  -79,124  -60,756   29,778   11,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      9.9      7.8     49.7     65.0     82.5     82.7     17.5     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      37       33       31       85      107      138      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      609,589
COMMITMENTS
  38,346   69,634  148,402  391,436  339,996  578,184  558,032   31,404   51,557

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,901)
  -5,372   -8,775     -561    1,737    7,140   -4,196   -2,196    2,295      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.4     24.3     64.2     55.8     94.8     91.5      5.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       22       29       46       52       76       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,621
COMMITMENTS
  19,620    5,675      671   23,708   40,710   43,999   47,056    7,623    4,565

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,513)
    -401   -1,061     -104   -1,858      134   -2,363   -1,031      850     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     11.0      1.3     45.9     78.9     85.2     91.2     14.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       13       10       29       30       71       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      103,243
COMMITMENTS
  39,240   11,351    1,341   47,416   81,420   87,998   94,112   15,245    9,131

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -3,026)
    -802   -2,122     -208   -3,716      267   -4,726   -2,062    1,700     -963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     11.0      1.3     45.9     78.9     85.2     91.2     14.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       13       10       29       30       71       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,433
COMMITMENTS
   5,104    5,951      885    1,361      577    7,350    7,413       83       20

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         21)
       0       42        5        0      -21        5       26       16       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     80.1     11.9     18.3      7.8     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        2        1        2       14       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,931
COMMITMENTS
   2,181      502       14    5,544    7,287    7,739    7,803      192      128

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,825)
  -1,796       91       -7      -49   -1,906   -1,852   -1,822       27       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5      6.3      0.2     69.9     91.9     97.6     98.4      2.4      1.6

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 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,662
COMMITMENTS
   1,656    1,468        0    6,747    7,124    8,403    8,592      259       70

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         62)
    -606      -45        0      611       89        5       44       57       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     16.9      0.0     77.9     82.2     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        8        0        5       13       12       21
```

----

Updated April 27, 2012