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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   584,831:    95,208    150,758    151,281    302,840    227,265    549,329    529,304:    35,502     55,527
Old  :   104,532:    24,067     35,384     22,916     46,375     35,062     93,359     93,362:    11,173     11,170
Other:   480,299:    80,460    124,694    119,045    256,465    192,204    455,970    435,942:    24,329     44,357
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     3,466:      -117      6,896      2,741        458     -5,503      3,082      4,134:       384       -668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       25.8       25.9       51.8       38.9       93.9       90.5:       6.1        9.5
Old  :     100.0:      23.0       33.8       21.9       44.4       33.5       89.3       89.3:      10.7       10.7
Other:     100.0:      16.8       26.0       24.8       53.4       40.0       94.9       90.8:       5.1        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       110        167        172         92        112        308        356:
Old  :       253:        82         74         75         70         64        189        176:
Other:       388:        94        168        143         78        107        267        332:
     :----------------------------------------------------------------------------------------------------
     :             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       11.0       32.3       18.3       18.3        9.2       29.0       14.9
Old  :                 22.5       22.5       33.5       33.0       22.2       21.6       31.5       30.4
Other:                 23.0       12.9       35.5       20.4       21.2       10.3       33.0       16.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,865,114:   338,075    145,204    570,204    786,231    831,543  1,694,511  1,546,951:   170,604    318,163
Old  : 1,238,367:   256,300    157,400    369,266    502,363    531,294  1,127,929  1,057,960:   110,439    180,407
Other:   626,747:   166,296     72,325    116,417    283,869    300,250    566,582    488,991:    60,165    137,755
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    27,862:   -15,603     18,723      9,758     31,108     -4,678     25,263     23,803:     2,600      4,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        7.8       30.6       42.2       44.6       90.9       82.9:       9.1       17.1
Old  :     100.0:      20.7       12.7       29.8       40.6       42.9       91.1       85.4:       8.9       14.6
Other:     100.0:      26.5       11.5       18.6       45.3       47.9       90.4       78.0:       9.6       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       206        173        282        266        340        605        679:
Old  :       726:       183        176        236        231        317        530        622:
Other:       606:       145        128        146        166        289        389        489:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       10.1       18.7       15.3        8.7        5.0       14.2        8.4
Old  :                 11.4        9.2       20.4       14.7       10.6        5.9       17.3        9.2
Other:                 15.0       15.7       25.1       21.1       12.4       11.3       19.8       15.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    11,985:     2,291        500        621      6,621      9,000      9,533     10,121:     2,452      1,864
Old  :     3,002:       538        118        202      1,370      1,982      2,110      2,303:       892        699
Other:     8,983:     1,850        479        321      5,251      7,018      7,423      7,818:     1,561      1,165
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :      -114:      -248         -9        -57        424        -43        119       -109:      -234         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        4.2        5.2       55.2       75.1       79.5       84.4:      20.5       15.6
Old  :     100.0:      17.9        3.9        6.7       45.6       66.0       70.3       76.7:      29.7       23.3
Other:     100.0:      20.6        5.3        3.6       58.5       78.1       82.6       87.0:      17.4       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         9          7          5         17         12         31         20:
Old  :        25:         6          4          4         10          9         19         14:
Other:        32:         8          6          4         16         11         27         18:
     :----------------------------------------------------------------------------------------------------
     :             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       62.8       50.2       72.2       25.4       49.4       41.3       56.6
Old  :                 39.1       51.6       56.5       65.0       27.7       34.2       39.6       45.4
Other:                 32.4       66.9       57.6       77.9       31.7       56.3       49.6       64.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,137,348:   287,175     43,017    382,051    393,873    596,930  1,063,099  1,021,998:    74,249    115,350
Old  :   639,176:   203,723     34,376    213,678    181,742    337,726    599,144    585,780:    40,031     53,396
Other:   498,172:   116,886     42,075    134,939    212,130    259,204    463,955    436,218:    34,217     61,955
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    41,634:     2,793      1,475     22,737     11,407     12,639     36,936     36,851:     4,697      4,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        3.8       33.6       34.6       52.5       93.5       89.9:       6.5       10.1
Old  :     100.0:      31.9        5.4       33.4       28.4       52.8       93.7       91.6:       6.3        8.4
Other:     100.0:      23.5        8.4       27.1       42.6       52.0       93.1       87.6:       6.9       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       253        141        261        177        217        559        514:
Old  :       600:       212        158        194        130        207        446        463:
Other:       489:       157        105        178        144        191        393        397:
     :----------------------------------------------------------------------------------------------------
     :             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       16.1       18.0       23.8        6.7       12.7       11.3       17.4
Old  :                 11.7       16.7       19.7       25.9        9.3       15.2       16.0       22.7
Other:                 15.7       18.7       23.4       27.3       11.0       11.3       17.3       16.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,959:     1,904      2,056      5,508      3,119      3,234     10,532     10,799:       427        160
Old  :    10,923:     1,875      2,058      5,504      3,119      3,234     10,498     10,796:       425        127
Other:        36:        31          0          2          0          0         33          2:         2         33
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     2,056:       938      1,016        602        387        414      1,927      2,032:       129         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       18.8       50.3       28.5       29.5       96.1       98.5:       3.9        1.5
Old  :     100.0:      17.2       18.8       50.4       28.6       29.6       96.1       98.8:       3.9        1.2
Other:     100.0:      86.6        0.0        6.7        0.0        0.0       93.3        6.7:       6.7       93.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          6         11          7          9         19         21:
Old  :        25:         7          6         11          7          9         19         21:
Other:         2:         2          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.0       66.9       81.6       82.1       13.4       21.0       21.7       26.4
Old  :                 64.9       67.1       81.5       82.3       13.2       21.0       21.5       26.5
Other:                 93.3        6.7       93.3        6.7       86.6        0.0       86.6        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   446,749:   109,321     54,838     95,266    198,893    271,391    403,480    421,494:    43,268     25,254
Old  :   328,161:   104,942     61,593     55,841    135,229    192,398    296,012    309,832:    32,149     18,329
Other:   118,588:    29,212     18,077     14,593     63,664     78,993    107,469    111,662:    11,119      6,925
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -4,758:    -2,995     -2,430      3,111     -4,297     -4,247     -4,180     -3,567:      -577     -1,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       12.3       21.3       44.5       60.7       90.3       94.3:       9.7        5.7
Old  :     100.0:      32.0       18.8       17.0       41.2       58.6       90.2       94.4:       9.8        5.6
Other:     100.0:      24.6       15.2       12.3       53.7       66.6       90.6       94.2:       9.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:       104         71        104         67         80        234        215:
Old  :       281:       104         83         84         64         77        214        203:
Other:       157:        55         31         42         45         49        119        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       27.3       23.9       37.7        9.3       20.5       15.8       27.4
Old  :                 16.7       25.4       24.8       34.7       13.0       23.5       20.0       30.4
Other:                 18.9       39.0       32.5       55.3       18.4       34.6       30.9       49.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   699,905:    61,452     67,032     62,186    418,023    414,633    541,661    543,852:   158,244    156,053
Old  :   699,905:    61,452     67,032     62,186    418,023    414,633    541,661    543,852:   158,244    156,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :   -29,982:    -4,323    -11,663     -1,960    -25,941    -18,226    -32,223    -31,849:     2,241      1,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        9.6        8.9       59.7       59.2       77.4       77.7:      22.6       22.3
Old  :     100.0:       8.8        9.6        8.9       59.7       59.2       77.4       77.7:      22.6       22.3
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  :       172:        24         42         45         92         85        150        138:
Old  :       172:        24         42         45         92         85        150        138:
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  :                 16.2       14.2       23.7       24.1       12.0       13.5       18.0       21.3
Old  :                 16.2       14.2       23.7       24.1       12.0       13.5       18.0       21.3
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 with Delta-adjusted Options and Futures Combined, 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  :   367,536:    43,796     27,342        249    268,728    287,970    312,773    315,561:    54,762     51,975
Old  :   367,536:    43,796     27,342        249    268,728    287,970    312,773    315,561:    54,762     51,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    10,246:     4,167     -3,205        -50      7,778     13,703     11,895     10,448:    -1,650       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.4        0.1       73.1       78.4       85.1       85.9:      14.9       14.1
Old  :     100.0:      11.9        7.4        0.1       73.1       78.4       85.1       85.9:      14.9       14.1
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  :                 26.1       44.9       45.8       55.8       25.3       44.8       42.2       55.2
Old  :                 26.1       44.9       45.8       55.8       25.3       44.8       42.2       55.2
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   305,408:   110,741     10,910     52,275     95,999    217,699    259,015    280,883:    46,393     24,525
Old  :   215,293:    90,382     10,736     32,049     57,312    153,889    179,743    196,675:    35,549     18,618
Other:    90,115:    24,422      4,235     16,164     38,687     63,810     79,272     84,208:    10,843      5,907
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     7,397:     4,629     -2,274     -1,247      2,412     10,746      5,793      7,225:     1,604        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        3.6       17.1       31.4       71.3       84.8       92.0:      15.2        8.0
Old  :     100.0:      42.0        5.0       14.9       26.6       71.5       83.5       91.4:      16.5        8.6
Other:     100.0:      27.1        4.7       17.9       42.9       70.8       88.0       93.4:      12.0        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:       105         28         61         71         78        208        147:
Old  :       223:        94         32         50         65         74        183        139:
Other:       138:        44         19         31         43         50        104         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       33.0       19.3       44.8        8.1       28.3       14.5       36.3
Old  :                 10.6       34.8       19.3       45.4       10.6       31.2       17.8       40.3
Other:                 25.4       40.8       37.7       54.7       21.3       33.9       31.3       45.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    16,166:     4,270      4,475      1,623      6,931      8,274     12,824     14,371:     3,343      1,795
Old  :    13,598:     4,016      4,481        963      5,657      6,615     10,636     12,059:     2,963      1,540
Other:     2,568:       768        508        146      1,273      1,659      2,188      2,312:       380        255
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    -1,010:       416     -1,087       -703       -305      1,641       -593       -149:      -417       -861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       27.7       10.0       42.9       51.2       79.3       88.9:      20.7       11.1
Old  :     100.0:      29.5       33.0        7.1       41.6       48.6       78.2       88.7:      21.8       11.3
Other:     100.0:      29.9       19.8        5.7       49.6       64.6       85.2       90.1:      14.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        30         17         14         22         17         57         47:
Old  :        77:        30         19         13         22         14         56         43:
Other:        33:         9          7          6          9         13         20         24:
     :----------------------------------------------------------------------------------------------------
     :             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       36.1       37.2       50.5       21.6       31.3       32.6       44.7
Old  :                 23.3       36.8       35.9       53.9       21.9       36.0       32.4       52.0
Other:                 60.6       50.7       72.7       73.6       58.0       48.8       69.6       71.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   897,925:   206,367    173,571     53,970    522,019    569,315    782,355    796,855:   115,570    101,070
Old  :   897,925:   206,367    173,571     53,970    522,019    569,315    782,355    796,855:   115,570    101,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    40,183:    22,831    -16,547     -1,578       -119     64,882     21,134     46,758:    19,049     -6,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       19.3        6.0       58.1       63.4       87.1       88.7:      12.9       11.3
Old  :     100.0:      23.0       19.3        6.0       58.1       63.4       87.1       88.7:      12.9       11.3
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  :       220:        43         42         29         99        102        152        163:
Old  :       220:        43         42         29         99        102        152        163:
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  :                 21.3       20.8       31.6       30.2       18.9       19.8       28.1       28.7
Old  :                 21.3       20.8       31.6       30.2       18.9       19.8       28.1       28.7
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 with Delta-adjusted Options and Futures Combined, 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  : 2,330,452:   186,717    316,762    279,025  1,573,178  1,375,922  2,038,920  1,971,709:   291,531    358,743
Old  : 2,330,452:   186,717    316,762    279,025  1,573,178  1,375,922  2,038,920  1,971,709:   291,531    358,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    69,793:    25,320     -5,364     20,206     21,032     58,649     66,558     73,491:     3,235     -3,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       13.6       12.0       67.5       59.0       87.5       84.6:      12.5       15.4
Old  :     100.0:       8.0       13.6       12.0       67.5       59.0       87.5       84.6:      12.5       15.4
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  :       308:        37         80         74        158        172        244        277:
Old  :       308:        37         80         74        158        172        244        277:
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  :                 23.7       13.2       32.4       21.2       21.7        9.3       28.6       14.1
Old  :                 23.7       13.2       32.4       21.2       21.7        9.3       28.6       14.1
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 with Delta-adjusted Options and Futures Combined, 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  : 1,555,721:   327,677    157,551    149,173    845,165  1,000,054  1,322,014  1,306,778:   233,707    248,943
Old  : 1,555,721:   327,677    157,551    149,173    845,165  1,000,054  1,322,014  1,306,778:   233,707    248,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :    29,735:    39,671     13,472     27,122    -71,751    -14,666     -4,958     25,927:    34,693      3,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       10.1        9.6       54.3       64.3       85.0       84.0:      15.0       16.0
Old  :     100.0:      21.1       10.1        9.6       54.3       64.3       85.0       84.0:      15.0       16.0
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  :       209:        35         39         37         94        116        149        172:
Old  :       209:        35         39         37         94        116        149        172:
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  :                 25.0       18.0       34.4       27.2       21.8       17.5       29.8       23.8
Old  :                 25.0       18.0       34.4       27.2       21.8       17.5       29.8       23.8
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 with Delta-adjusted Options and Futures Combined, 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  :   611,490:    43,719     78,409    148,963    389,699    332,856    582,381    560,228:    29,109     51,262
Old  :   611,490:    43,719     78,409    148,963    389,699    332,856    582,381    560,228:    29,109     51,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     9,516:   -27,651      4,215     13,773     19,858    -11,272      5,981      6,717:     3,536      2,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       12.8       24.4       63.7       54.4       95.2       91.6:       4.8        8.4
Old  :     100.0:       7.1       12.8       24.4       63.7       54.4       95.2       91.6:       4.8        8.4
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  :        88:        13         21         30         46         51         77         85:
Old  :        88:        13         21         30         46         51         77         85:
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  :                 39.7       23.8       52.0       38.8       26.0       16.6       31.5       23.7
Old  :                 39.7       23.8       52.0       38.8       26.0       16.6       31.5       23.7
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 with Delta-adjusted Options and Futures Combined, 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  :    53,134:    20,021      6,736        775     25,566     40,576     46,362     48,087:     6,772      5,047
Old  :    53,134:    20,021      6,736        775     25,566     40,576     46,362     48,087:     6,772      5,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     1,983:     1,944     -1,461        119      1,324      2,970      3,386      1,629:    -1,403        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       12.7        1.5       48.1       76.4       87.3       90.5:      12.7        9.5
Old  :     100.0:      37.7       12.7        1.5       48.1       76.4       87.3       90.5:      12.7        9.5
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  :       106:        38         14          9         32         32         77         48:
Old  :       106:        38         14          9         32         32         77         48:
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  :                 25.8       40.4       40.1       57.2       25.8       40.4       40.1       56.6
Old  :                 25.8       40.4       40.1       57.2       25.8       40.4       40.1       56.6
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 with Delta-adjusted Options and Futures Combined, 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  :   106,268:    40,042     13,473      1,549     51,132     81,152     92,723     96,174:    13,545     10,094
Old  :   106,268:    40,042     13,473      1,549     51,132     81,152     92,723     96,174:    13,545     10,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 10, 2012                       :
     :     3,966:     3,888     -2,921        238      2,647      5,941      6,773      3,258:    -2,807        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       12.7        1.5       48.1       76.4       87.3       90.5:      12.7        9.5
Old  :     100.0:      37.7       12.7        1.5       48.1       76.4       87.3       90.5:      12.7        9.5
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  :       106:        38         14          9         32         32         77         48:
Old  :       106:        38         14          9         32         32         77         48:
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  :                 25.8       40.4       40.1       57.2       25.8       40.4       40.1       56.6
Old  :                 25.8       40.4       40.1       57.2       25.8       40.4       40.1       56.6
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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
```

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Updated April 20, 2012