```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      584,831
COMMITMENTS
  95,208  150,758  151,281  302,840  227,265  549,329  529,304   35,502   55,527

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      3,466)
    -117    6,896    2,741      458   -5,503    3,082    4,134      384     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     25.8     25.9     51.8     38.9     93.9     90.5      6.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     110      167      172       92      112      308      356
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,865,114
COMMITMENTS
 338,075  145,204  570,204  786,231  831,543  1694511  1546951  170,604  318,163

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     27,862)
 -15,603   18,723    9,758   31,108   -4,678   25,263   23,803    2,600    4,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      7.8     30.6     42.2     44.6     90.9     82.9      9.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      765)
     206      173      282      266      340      605      679
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,985
COMMITMENTS
   2,291      500      621    6,621    9,000    9,533   10,121    2,452    1,864

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -114)
    -248       -9      -57      424      -43      119     -109     -234       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      4.2      5.2     55.2     75.1     79.5     84.4     20.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        7        5       17       12       31       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,137,348
COMMITMENTS
 287,175   43,017  382,051  393,873  596,930  1063099  1021998   74,249  115,350

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     41,634)
   2,793    1,475   22,737   11,407   12,639   36,936   36,851    4,697    4,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      3.8     33.6     34.6     52.5     93.5     89.9      6.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     253      141      261      177      217      559      514
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,959
COMMITMENTS
   1,904    2,056    5,508    3,119    3,234   10,532   10,799      427      160

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      2,056)
     938    1,016      602      387      414    1,927    2,032      129       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     18.8     50.3     28.5     29.5     96.1     98.5      3.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        6       11        7        9       19       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      446,749
COMMITMENTS
 109,321   54,838   95,266  198,893  271,391  403,480  421,494   43,268   25,254

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -4,758)
  -2,995   -2,430    3,111   -4,297   -4,247   -4,180   -3,567     -577   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     12.3     21.3     44.5     60.7     90.3     94.3      9.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     104       71      104       67       80      234      215
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      699,905
COMMITMENTS
  61,452   67,032   62,186  418,023  414,633  541,661  543,852  158,244  156,053

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -29,982)
  -4,323  -11,663   -1,960  -25,941  -18,226  -32,223  -31,849    2,241    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      9.6      8.9     59.7     59.2     77.4     77.7     22.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      24       42       45       92       85      150      138
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      367,536
COMMITMENTS
  43,796   27,342      249  268,728  287,970  312,773  315,561   54,762   51,975

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     10,246)
   4,167   -3,205      -50    7,778   13,703   11,895   10,448   -1,650     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      7.4      0.1     73.1     78.4     85.1     85.9     14.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6        7        2       38       44       44       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,631
COMMITMENTS
   1,779      339    1,631    7,717    9,142   11,127   11,112      504      519

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -244)
    -715     -164       23      443     -105     -249     -246        5        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      2.9     14.0     66.3     78.6     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        5        6       21       22       33       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      305,408
COMMITMENTS
 110,741   10,910   52,275   95,999  217,699  259,015  280,883   46,393   24,525

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      7,397)
   4,629   -2,274   -1,247    2,412   10,746    5,793    7,225    1,604      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      3.6     17.1     31.4     71.3     84.8     92.0     15.2      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     105       28       61       71       78      208      147
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,166
COMMITMENTS
   4,270    4,475    1,623    6,931    8,274   12,824   14,371    3,343    1,795

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -1,010)
     416   -1,087     -703     -305    1,641     -593     -149     -417     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     27.7     10.0     42.9     51.2     79.3     88.9     20.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      30       17       14       22       17       57       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      897,925
COMMITMENTS
 206,367  173,571   53,970  522,019  569,315  782,355  796,855  115,570  101,070

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     40,183)
  22,831  -16,547   -1,578     -119   64,882   21,134   46,758   19,049   -6,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     19.3      6.0     58.1     63.4     87.1     88.7     12.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      43       42       29       99      102      152      163
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,330,452
COMMITMENTS
 186,717  316,762  279,025  1573178  1375922  2038920  1971709  291,531  358,743

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     69,793)
  25,320   -5,364   20,206   21,032   58,649   66,558   73,491    3,235   -3,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     13.6     12.0     67.5     59.0     87.5     84.6     12.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      37       80       74      158      172      244      277
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,555,721
COMMITMENTS
 327,677  157,551  149,173  845,165  1000054  1322014  1306778  233,707  248,943

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     29,735)
  39,671   13,472   27,122  -71,751  -14,666   -4,958   25,927   34,693    3,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     10.1      9.6     54.3     64.3     85.0     84.0     15.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      35       39       37       94      116      149      172
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      611,490
COMMITMENTS
  43,719   78,409  148,963  389,699  332,856  582,381  560,228   29,109   51,262

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      9,516)
 -27,651    4,215   13,773   19,858  -11,272    5,981    6,717    3,536    2,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     12.8     24.4     63.7     54.4     95.2     91.6      4.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       21       30       46       51       77       85
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,134
COMMITMENTS
  20,021    6,736      775   25,566   40,576   46,362   48,087    6,772    5,047

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,983)
   1,944   -1,461      119    1,324    2,970    3,386    1,629   -1,403      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     12.7      1.5     48.1     76.4     87.3     90.5     12.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      38       14        9       32       32       77       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,268
COMMITMENTS
  40,042   13,473    1,549   51,132   81,152   92,723   96,174   13,545   10,094

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      3,966)
   3,888   -2,921      238    2,647    5,941    6,773    3,258   -2,807      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     12.7      1.5     48.1     76.4     87.3     90.5     12.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      38       14        9       32       32       77       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,412
COMMITMENTS
   5,104    5,909      880    1,361      598    7,345    7,387       67       25

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:         64)
      58      132        0        0      -40       58       92        6      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.9     79.7     11.9     18.4      8.1     99.1     99.7      0.9      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 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,756
COMMITMENTS
   3,977      411       21    5,593    9,193    9,591    9,625      165      131

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -345)
    -308      -20        0      -51     -315     -359     -335       14      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      4.2      0.2     57.3     94.2     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1        5       12       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,600
COMMITMENTS
   2,262    1,513        0    6,136    7,035    8,398    8,548      202       52

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        678)
     746      452        0      -71      271      675      723        3      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     17.6      0.0     71.3     81.8     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       10        0        5       13       13       23
```

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Updated April 20, 2012