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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   581,365:    95,325    143,862    148,540    302,382    232,768    546,247    525,170:    35,118     56,195
Old  :   166,347:    48,215     70,802     23,877     81,006     54,420    153,099    149,099:    13,249     17,248
Other:   415,018:    66,430     92,380    105,342    221,376    178,348    393,148    376,071:    21,870     38,947
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     1,070:    -1,175      7,205        -13      3,243     -8,003      2,055       -811:      -985      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       24.7       25.6       52.0       40.0       94.0       90.3:       6.0        9.7
Old  :     100.0:      29.0       42.6       14.4       48.7       32.7       92.0       89.6:       8.0       10.4
Other:     100.0:      16.0       22.3       25.4       53.3       43.0       94.7       90.6:       5.3        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       121        152        167         93        115        309        351:
Old  :       316:       112        100         87         73         66        217        221:
Other:       353:        89        135        132         77        108        254        295:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.4       11.2       32.7       18.7       18.1        9.4       28.4       15.3
Old  :                 22.9       21.6       33.8       33.5       22.7       21.6       33.2       32.3
Other:                 24.9       14.0       35.9       22.4       22.7       12.6       33.0       18.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  : 1,837,252:   353,677    126,481    560,447    755,124    836,221  1,669,248  1,523,148:   168,004    314,103
Old  : 1,240,865:   271,680    134,515    371,004    487,351    549,000  1,130,035  1,054,519:   110,830    186,346
Other:   596,386:   164,214     74,183    107,225    267,773    287,221    539,212    468,629:    57,174    127,758
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :   -19,054:    -4,592      3,950     -4,971     -8,682    -24,814    -18,245    -25,834:      -809      6,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        6.9       30.5       41.1       45.5       90.9       82.9:       9.1       17.1
Old  :     100.0:      21.9       10.8       29.9       39.3       44.2       91.1       85.0:       8.9       15.0
Other:     100.0:      27.5       12.4       18.0       44.9       48.2       90.4       78.6:       9.6       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       217        164        278        257        333        606        664:
Old  :       724:       188        174        232        225        312        533        609:
Other:       587:       135        125        141        154        286        367        480:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       10.1       18.4       15.3        8.7        5.6       14.2        8.9
Old  :                 11.6        9.2       20.2       14.8       10.6        6.3       17.0        9.6
Other:                 15.8       15.2       25.1       20.8       12.5       10.6       19.6       15.7
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :     9,348:     3,752      1,523      3,930      1,032      3,443      8,715      8,896:       633        451
Old  :     9,090:     3,759      1,549      3,693      1,032      3,443      8,484      8,684:       607        406
Other:       257:       213        194         18          0          0        231        212:        26         45
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -1,621:    -1,362       -700        -52       -169       -733     -1,582     -1,484:       -39       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       16.3       42.0       11.0       36.8       93.2       95.2:       6.8        4.8
Old  :     100.0:      41.3       17.0       40.6       11.4       37.9       93.3       95.5:       6.7        4.5
Other:     100.0:      82.9       75.5        6.9        0.0        0.0       89.8       82.4:      10.2       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          2          9          5          7         16         17:
Old  :        20:         9          3          9          5          7         16         17:
Other:         4:         1          3          3          0          0          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8       50.0       75.1       75.3       22.3       35.8       36.4       43.8
Old  :                 53.2       49.8       76.6       75.3       24.8       36.8       39.6       45.0
Other:                 89.8       82.4       89.8       82.4       82.9       75.5       82.9       75.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :    12,100:     2,539        508        678      6,197      9,044      9,414     10,230:     2,686      1,870
Old  :     5,261:     2,243        151        247      1,330      3,951      3,820      4,349:     1,441        912
Other:     6,839:       398        460        329      4,867      5,093      5,594      5,881:     1,245        958
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :       534:        62         64         97        122        282        281        443:       253         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.2        5.6       51.2       74.7       77.8       84.5:      22.2       15.5
Old  :     100.0:      42.6        2.9        4.7       25.3       75.1       72.6       82.7:      27.4       17.3
Other:     100.0:       5.8        6.7        4.8       71.2       74.5       81.8       86.0:      18.2       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        10          7          5         17         14         31         22:
Old  :        31:         8          6          4         10         11         22         17:
Other:        29:         5          6          4         16         12         24         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       62.3       47.7       72.4       24.4       49.8       40.7       58.0
Old  :                 38.6       61.8       57.2       73.6       38.2       54.8       52.1       63.7
Other:                 37.9       62.8       61.8       76.1       35.0       55.5       49.8       61.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  : 1,095,714:   284,383     41,542    359,314    382,466    584,291  1,026,163    985,147:    69,551    110,567
Old  :   631,035:   203,243     31,449    209,076    182,731    339,106    595,050    579,631:    35,985     51,404
Other:   464,679:   108,596     37,549    122,783    199,735    245,184    431,113    405,516:    33,566     59,163
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    47,399:     7,894      9,861     26,572     10,024      9,197     44,491     45,630:     2,909      1,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.8       32.8       34.9       53.3       93.7       89.9:       6.3       10.1
Old  :     100.0:      32.2        5.0       33.1       29.0       53.7       94.3       91.9:       5.7        8.1
Other:     100.0:      23.4        8.1       26.4       43.0       52.8       92.8       87.3:       7.2       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       624:       246        135        251        169        210        532        503:
Old  :       578:       210        149        187        124        200        425        450:
Other:       467:       152         97        161        138        184        370        376:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       16.6       18.6       24.2        6.6       12.8       11.5       17.6
Old  :                 12.6       16.4       20.5       25.8        9.2       14.9       15.9       22.8
Other:                 16.6       18.7       24.9       27.5       12.0       11.8       18.2       16.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    19,217:    15,472      1,370        492         48      2,748     16,012      4,610:     3,205     14,607
Old  :     6,638:     4,333      1,628        114         48        707      4,495      2,449:     2,143      4,189
Other:    12,579:    11,497        100         20          0      2,041     11,517      2,161:     1,062     10,418
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -115:        23        735        124        -10       -654        137        205:      -252       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.5        7.1        2.6        0.2       14.3       83.3       24.0:      16.7       76.0
Old  :     100.0:      65.3       24.5        1.7        0.7       10.7       67.7       36.9:      32.3       63.1
Other:     100.0:      91.4        0.8        0.2        0.0       16.2       91.6       17.2:       8.4       82.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          4         10          2          6         18         19:
Old  :        24:        12          7          5          2          4         15         15:
Other:        18:        11          1          4          0          6         11         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.6       13.2       73.4       19.8       55.4       13.1       72.2       19.4
Old  :                 46.2       24.3       60.7       33.9       46.2       24.3       59.8       33.9
Other:                 67.5       13.2       88.0       17.1       67.5       13.2       87.9       17.0
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :     8,903:       966      1,040      4,907      2,733      2,820      8,605      8,767:       298        136
Old  :     8,878:       966      1,062      4,883      2,733      2,820      8,582      8,765:       296        113
Other:        25:        22          0          2          0          0         23          2:         2         23
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     1,707:       161         34      1,072        457        701      1,690      1,807:        17       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.7       55.1       30.7       31.7       96.7       98.5:       3.3        1.5
Old  :     100.0:      10.9       12.0       55.0       30.8       31.8       96.7       98.7:       3.3        1.3
Other:     100.0:      86.4        0.0        6.8        0.0        0.0       93.2        6.8:       6.8       93.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          5          9          7         11         17         20:
Old  :        22:         5          5          9          7         11         17         20:
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  :                 66.4       65.9       83.5       82.7       11.7       15.3       17.4       20.6
Old  :                 66.3       66.1       83.5       82.9       11.7       15.4       17.4       20.7
Other:                 93.2        6.8       93.2        6.8       86.4        0.0       86.4        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   451,506:   112,316     57,268     92,155    203,190    275,638    407,661    425,061:    43,846     26,445
Old  :   341,911:   107,538     64,277     54,344    145,979    202,911    307,861    321,532:    34,051     20,379
Other:   109,595:    28,718     16,930     13,871     57,211     72,727     99,800    103,529:     9,795      6,066
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    36,252:    12,614         71     16,822      6,035     18,490     35,471     35,384:       781        868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       12.7       20.4       45.0       61.0       90.3       94.1:       9.7        5.9
Old  :     100.0:      31.5       18.8       15.9       42.7       59.3       90.0       94.0:      10.0        6.0
Other:     100.0:      26.2       15.4       12.7       52.2       66.4       91.1       94.5:       8.9        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:       101         73        102         74         82        239        216:
Old  :       286:        94         89         82         71         79        219        204:
Other:       149:        54         23         41         44         49        115        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       27.3       24.3       38.3        9.3       21.7       15.8       28.5
Old  :                 16.4       26.5       25.3       35.6       13.5       25.0       20.7       32.0
Other:                 17.0       40.6       31.3       57.0       16.8       37.0       30.0       50.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   729,886:    65,774     78,696     64,146    443,963    432,859    573,884    575,701:   156,003    154,185
Old  :   729,886:    65,774     78,696     64,146    443,963    432,859    573,884    575,701:   156,003    154,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    27,967:    10,258      2,423      2,103      8,078     24,813     20,439     29,339:     7,527     -1,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       10.8        8.8       60.8       59.3       78.6       78.9:      21.4       21.1
Old  :     100.0:       9.0       10.8        8.8       60.8       59.3       78.6       78.9:      21.4       21.1
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  :       174:        28         38         44         92         88        149        141:
Old  :       174:        28         38         44         92         88        149        141:
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  :                 15.9       14.3       24.0       25.6       12.0       13.7       17.9       22.6
Old  :                 15.9       14.3       24.0       25.6       12.0       13.7       17.9       22.6
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 10, 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  :   357,290:    39,629     30,547        299    260,950    274,267    300,878    305,113:    56,412     52,177
Old  :   357,290:    39,629     30,547        299    260,950    274,267    300,878    305,113:    56,412     52,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    12,074:     1,518      4,281          3      9,423      2,562     10,944      6,846:     1,130      5,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        8.5        0.1       73.0       76.8       84.2       85.4:      15.8       14.6
Old  :     100.0:      11.1        8.5        0.1       73.0       76.8       84.2       85.4:      15.8       14.6
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  :        69:         6          6          2         36         43         42         51:
Old  :        69:         6          6          2         36         43         42         51:
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  :                 26.0       43.5       45.9       55.2       24.8       43.4       41.8       53.8
Old  :                 26.0       43.5       45.9       55.2       24.8       43.4       41.8       53.8
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 10, 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  :    11,875:     2,494        503      1,608      7,274      9,247     11,376     11,358:       499        517
Old  :    11,875:     2,494        503      1,608      7,274      9,247     11,376     11,358:       499        517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -374:      -137       -218        191       -395       -398       -341       -425:       -33         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        4.2       13.5       61.3       77.9       95.8       95.6:       4.2        4.4
Old  :     100.0:      21.0        4.2       13.5       61.3       77.9       95.8       95.6:       4.2        4.4
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  :        41:         9          5          5         20         22         32         30:
Old  :        41:         9          5          5         20         22         32         30:
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  :                 42.6       45.7       62.1       67.8       18.3       18.7       26.5       25.4
Old  :                 42.6       45.7       62.1       67.8       18.3       18.7       26.5       25.4
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 10, 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  :   298,011:   106,113     13,184     53,522     93,587    206,953    253,222    273,659:    44,789     24,352
Old  :   219,415:    91,126     12,611     33,830     59,916    154,667    184,872    201,108:    34,543     18,307
Other:    78,596:    19,566      5,152     15,113     33,671     52,286     68,350     72,551:    10,246      6,045
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     7,659:     2,897      1,147      3,284        -86       -331      6,095      4,100:     1,563      3,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        4.4       18.0       31.4       69.4       85.0       91.8:      15.0        8.2
Old  :     100.0:      41.5        5.7       15.4       27.3       70.5       84.3       91.7:      15.7        8.3
Other:     100.0:      24.9        6.6       19.2       42.8       66.5       87.0       92.3:      13.0        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        94         33         57         74         79        202        146:
Old  :       220:        89         32         50         68         75        180        141:
Other:       126:        36         19         30         45         48         99         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       33.2       19.0       43.8        8.3       27.5       14.9       35.3
Old  :                 10.5       34.5       18.8       45.1       10.5       29.7       17.6       39.5
Other:                 25.4       38.1       38.4       53.6       21.8       29.3       30.7       42.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :    17,176:     3,855      5,562      2,326      7,235      6,633     13,416     14,520:     3,760      2,656
Old  :    15,056:     4,426      5,545      1,530      6,089      5,594     12,045     12,670:     3,012      2,387
Other:     2,120:       124        711        101      1,147      1,039      1,371      1,851:       748        269
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :       205:        10        187        -80       -122       -295       -192       -189:       396        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       32.4       13.5       42.1       38.6       78.1       84.5:      21.9       15.5
Old  :     100.0:      29.4       36.8       10.2       40.4       37.2       80.0       84.1:      20.0       15.9
Other:     100.0:       5.8       33.6        4.8       54.1       49.0       64.7       87.3:      35.3       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        21         25         15         22         18         54         51:
Old  :        78:        25         22         14         22         14         53         46:
Other:        32:         5          9          6          8         13         17         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  :                 25.1       28.5       40.1       42.4       22.6       22.2       33.5       35.5
Old  :                 26.1       29.1       43.1       45.0       23.2       26.3       36.8       40.9
Other:                 46.3       50.5       57.9       70.6       44.9       50.5       56.0       69.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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  :   857,742:   183,536    190,118     55,548    522,138    504,432    761,221    750,098:    96,520    107,644
Old  :   857,742:   183,536    190,118     55,548    522,138    504,432    761,221    750,098:    96,520    107,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     3,390:    25,735      3,538     -6,276    -19,999     11,399       -539      8,661:     3,930     -5,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       22.2        6.5       60.9       58.8       88.7       87.5:      11.3       12.5
Old  :     100.0:      21.4       22.2        6.5       60.9       58.8       88.7       87.5:      11.3       12.5
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  :       226:        43         49         31         99         99        154        167:
Old  :       226:        43         49         31         99         99        154        167:
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  :                 21.7       21.6       33.7       30.7       19.1       19.8       30.0       27.6
Old  :                 21.7       21.6       33.7       30.7       19.1       19.8       30.0       27.6
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 10, 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  : 2,260,659:   161,397    322,125    258,820  1,552,146  1,317,273  1,972,362  1,898,218:   288,297    362,441
Old  : 2,260,659:   161,397    322,125    258,820  1,552,146  1,317,273  1,972,362  1,898,218:   288,297    362,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    30,067:    13,193    -16,745     -1,039      8,646     76,203     20,799     58,419:     9,267    -28,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       14.2       11.4       68.7       58.3       87.2       84.0:      12.8       16.0
Old  :     100.0:       7.1       14.2       11.4       68.7       58.3       87.2       84.0:      12.8       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  :       293:        27         81         67        149        167        227        264:
Old  :       293:        27         81         67        149        167        227        264:
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  :                 24.6       14.1       32.7       21.8       22.6        9.5       29.5       15.1
Old  :                 24.6       14.1       32.7       21.8       22.6        9.5       29.5       15.1
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 10, 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  : 1,525,987:   288,005    144,080    122,051    916,915  1,014,720  1,326,972  1,280,851:   199,015    245,136
Old  : 1,525,987:   288,005    144,080    122,051    916,915  1,014,720  1,326,972  1,280,851:   199,015    245,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    63,414:    32,931     13,050     11,007       -372     48,867     43,566     72,924:    19,848     -9,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        9.4        8.0       60.1       66.5       87.0       83.9:      13.0       16.1
Old  :     100.0:      18.9        9.4        8.0       60.1       66.5       87.0       83.9:      13.0       16.1
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  :       200:        33         36         35         94        113        143        168:
Old  :       200:        33         36         35         94        113        143        168:
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  :                 26.9       21.3       37.3       29.8       23.3       20.6       32.2       27.0
Old  :                 26.9       21.3       37.3       29.8       23.3       20.6       32.2       27.0
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 10, 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  :   601,974:    71,369     74,194    135,190    369,840    344,128    576,400    553,511:    25,574     48,463
Old  :   601,974:    71,369     74,194    135,190    369,840    344,128    576,400    553,511:    25,574     48,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :     3,080:    -4,843     -7,848      6,945      2,036      1,500      4,138        597:    -1,057      2,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       12.3       22.5       61.4       57.2       95.8       91.9:       4.2        8.1
Old  :     100.0:      11.9       12.3       22.5       61.4       57.2       95.8       91.9:       4.2        8.1
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  :        86:        13         19         29         46         52         76         84:
Old  :        86:        13         19         29         46         52         76         84:
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  :                 41.6       25.0       55.4       41.5       30.3       17.5       36.0       26.0
Old  :                 41.6       25.0       55.4       41.5       30.3       17.5       36.0       26.0
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 10, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    51,151:    18,077      8,197        656     24,242     37,606     42,975     46,458:     8,176      4,693
Old  :    51,151:    18,077      8,197        656     24,242     37,606     42,975     46,458:     8,176      4,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -2,630:    -1,667      1,282       -126     -1,401     -3,179     -3,194     -2,023:       564       -607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       16.0        1.3       47.4       73.5       84.0       90.8:      16.0        9.2
Old  :     100.0:      35.3       16.0        1.3       47.4       73.5       84.0       90.8:      16.0        9.2
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  :        92:        32         12          8         28         27         64         43:
Old  :        92:        32         12          8         28         27         64         43:
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  :                 26.3       40.6       41.8       56.7       26.3       40.6       41.8       55.8
Old  :                 26.3       40.6       41.8       56.7       26.3       40.6       41.8       55.8
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 10, 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  :   102,302:    36,155     16,394      1,311     48,485     75,211     85,951     92,916:    16,352      9,386
Old  :   102,302:    36,155     16,394      1,311     48,485     75,211     85,951     92,916:    16,352      9,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :    -5,260:    -3,333      2,564       -251     -2,803     -6,359     -6,387     -4,046:     1,127     -1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3       16.0        1.3       47.4       73.5       84.0       90.8:      16.0        9.2
Old  :     100.0:      35.3       16.0        1.3       47.4       73.5       84.0       90.8:      16.0        9.2
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  :        92:        32         12          8         28         27         64         43:
Old  :        92:        32         12          8         28         27         64         43:
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  :                 26.3       40.6       41.8       56.7       26.3       40.6       41.8       55.8
Old  :                 26.3       40.6       41.8       56.7       26.3       40.6       41.8       55.8
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 10, 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  :     7,348:     5,046      5,777        880      1,361        638      7,287      7,295:        61         53
Old  :     7,348:     5,046      5,777        880      1,361        638      7,287      7,295:        61         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :         3:        -1         13          2          0         -5          1         10:         2         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       78.6       12.0       18.5        8.7       99.2       99.3:       0.8        0.7
Old  :     100.0:      68.7       78.6       12.0       18.5        8.7       99.2       99.3:       0.8        0.7
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  :        22:        10          9          2          1          2         13         11:
Old  :        22:        10          9          2          1          2         13         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  :                 63.0       66.6       92.0       93.3       63.0       59.7       85.3       81.3
Old  :                 63.0       66.6       92.0       93.3       63.0       59.7       85.3       81.3
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 10, 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  :    10,101:     4,285        431         21      5,644      9,508      9,950      9,960:       151        141
Old  :    10,101:     4,285        431         21      5,644      9,508      9,950      9,960:       151        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -520:      -707        -76         -3        173       -440       -537       -519:        17         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        4.3        0.2       55.9       94.1       98.5       98.6:       1.5        1.4
Old  :     100.0:      42.4        4.3        0.2       55.9       94.1       98.5       98.6:       1.5        1.4
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  :        28:         8          4          1          6         11         14         16:
Old  :        28:         8          4          1          6         11         14         16:
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  :                 81.2       78.8       94.7       91.7       81.2       78.8       94.5       91.7
Old  :                 81.2       78.8       94.7       91.7       81.2       78.8       94.5       91.7
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 10, 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  :     7,922:     1,516      1,061          0      6,207      6,764      7,723      7,825:       199         97
Old  :     7,922:     1,516      1,061          0      6,207      6,764      7,723      7,825:       199         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 3, 2012                        :
     :      -222:       691        -18          0       -959       -218       -268       -236:        46         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       13.4        0.0       78.4       85.4       97.5       98.8:       2.5        1.2
Old  :     100.0:      19.1       13.4        0.0       78.4       85.4       97.5       98.8:       2.5        1.2
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  :        33:         8          8          0          5         13         13         21:
Old  :        33:         8          8          0          5         13         13         21:
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  :                 82.9       60.4       94.3       77.1       82.9       60.4       94.3       77.1
Old  :                 82.9       60.4       94.3       77.1       82.9       60.4       94.3       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 13, 2012