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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   542,006:    91,136    132,278    139,870    268,617    214,060    499,623    486,207:    42,383     55,799
Old  :   222,209:    58,754     78,106     35,838    107,514     87,384    202,107    201,328:    20,102     20,880
Other:   319,798:    59,842     81,631     76,572    161,103    126,676    297,516    284,879:    22,281     34,919
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    16,135:      -959     -3,335      7,737      9,284     12,801     16,063     17,203:        72     -1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       24.4       25.8       49.6       39.5       92.2       89.7:       7.8       10.3
Old  :     100.0:      26.4       35.1       16.1       48.4       39.3       91.0       90.6:       9.0        9.4
Other:     100.0:      18.7       25.5       23.9       50.4       39.6       93.0       89.1:       7.0       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       124        140        165         90        111        308        334:
Old  :       338:       124        105         87         67         78        221        240:
Other:       315:        86        105        111         73        104        225        260:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       13.2       32.7       20.4       19.1       11.3       29.5       16.9
Old  :                 28.3       24.5       37.9       35.2       28.0       23.8       37.6       34.4
Other:                 25.0       11.6       36.1       19.9       23.9       10.1       33.4       17.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  : 1,781,170:   380,621     87,172    531,291    701,672    870,058  1,613,584  1,488,521:   167,586    292,649
Old  : 1,248,583:   300,031    106,380    348,300    484,799    610,184  1,133,130  1,064,864:   115,452    183,718
Other:   532,587:   168,549     68,750     95,032    216,873    259,875    480,454    423,656:    52,133    108,931
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    16,812:     5,026    -14,201     13,751     -4,829     16,345     13,949     15,895:     2,863        917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        4.9       29.8       39.4       48.8       90.6       83.6:       9.4       16.4
Old  :     100.0:      24.0        8.5       27.9       38.8       48.9       90.8       85.3:       9.2       14.7
Other:     100.0:      31.6       12.9       17.8       40.7       48.8       90.2       79.5:       9.8       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       740:       214        150        254        236        342        561        641:
Old  :       713:       192        157        213        207        330        494        606:
Other:       578:       132        111        127        148        298        347        471:
     :----------------------------------------------------------------------------------------------------
     :             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       11.1       18.3       16.5        9.1        6.5       14.7       10.7
Old  :                 12.2        9.8       21.2       16.0       11.0        6.8       17.6       10.4
Other:                 17.9       17.7       28.0       24.1       13.8       12.0       21.7       17.9
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :     9,456:     4,018      1,470      3,811      1,010      3,735      8,840      9,017:       616        439
Old  :     9,170:     4,090      1,573      3,476      1,010      3,735      8,576      8,784:       594        385
Other:       286:       242        210         22          0          0        264        232:        22         54
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       15.5       40.3       10.7       39.5       93.5       95.4:       6.5        4.6
Old  :     100.0:      44.6       17.2       37.9       11.0       40.7       93.5       95.8:       6.5        4.2
Other:     100.0:      84.5       73.4        7.7        0.0        0.0       92.2       81.1:       7.8       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          2          9          6          8         16         18:
Old  :        20:         8          3          9          6          8         16         18:
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  :                 52.1       47.7       79.5       75.3       28.1       34.4       41.0       44.6
Old  :                 53.6       48.9       79.4       75.4       31.1       35.5       44.6       46.0
Other:                 92.2       81.1       92.2       81.1       84.5       73.4       84.5       73.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,388:     1,715        898        574      6,950      8,120      9,239      9,591:     2,150      1,797
Old  :     6,652:     1,700        615        231      3,308      4,578      5,240      5,425:     1,412      1,227
Other:     4,736:       145        412        212      3,642      3,542      3,999      4,166:       737        570
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -793:        19     -1,844         32       -572      1,488       -522       -325:      -271       -468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        7.9        5.0       61.0       71.3       81.1       84.2:      18.9       15.8
Old  :     100.0:      25.6        9.3        3.5       49.7       68.8       78.8       81.6:      21.2       18.4
Other:     100.0:       3.1        8.7        4.5       76.9       74.8       84.4       88.0:      15.6       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8         12          5         16         12         28         25:
Old  :        36:         9          9          4         12          9         23         20:
Other:        24:         2          7          4         14         10         20         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       61.8       50.2       70.9       28.7       55.3       44.4       60.7
Old  :                 36.3       56.5       53.6       68.7       36.3       55.5       53.4       65.5
Other:                 45.2       75.3       69.2       83.7       42.8       65.8       59.7       69.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   904,276:   245,864     34,436    280,035    313,841    488,032    839,740    802,503:    64,536    101,773
Old  :   593,731:   193,725     46,095    177,177    182,687    316,471    553,590    539,744:    40,140     53,987
Other:   310,545:    80,440     16,643     74,556    131,154    171,561    286,150    262,760:    24,396     47,786
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    57,483:    24,844      1,671     13,776     15,107     36,667     53,727     52,114:     3,755      5,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        3.8       31.0       34.7       54.0       92.9       88.7:       7.1       11.3
Old  :     100.0:      32.6        7.8       29.8       30.8       53.3       93.2       90.9:       6.8        9.1
Other:     100.0:      25.9        5.4       24.0       42.2       55.2       92.1       84.6:       7.9       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       568:       219        124        235        156        197        480        471:
Old  :       542:       193        141        182        115        186        401        423:
Other:       406:       128         78        132        120        168        307        332:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       16.8       17.3       24.7        7.7       12.2       12.8       18.9
Old  :                 10.9       16.8       18.6       26.2        9.1       15.1       15.1       22.0
Other:                 15.8       23.5       27.0       31.9       12.8       18.1       21.4       23.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    17,330:    13,746        424        420        105      3,026     14,271      3,870:     3,059     13,460
Old  :     6,027:     3,621        355        167        105        954      3,893      1,476:     2,134      4,551
Other:    11,303:    10,327        271         51          0      2,072     10,378      2,394:       925      8,909
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     1,264:     1,117        214       -185        -46        553        886        582:       378        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.3        2.4        2.4        0.6       17.5       82.3       22.3:      17.7       77.7
Old  :     100.0:      60.1        5.9        2.8        1.7       15.8       64.6       24.5:      35.4       75.5
Other:     100.0:      91.4        2.4        0.5        0.0       18.3       91.8       21.2:       8.2       78.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          2          8          1          7         14         17:
Old  :        21:        11          4          4          1          6         13         13:
Other:        19:        10          2          4          0          7         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.2       13.1       73.2       19.0       54.0       13.1       72.3       18.4
Old  :                 48.8       14.3       60.5       21.3       48.8       14.3       59.2       21.0
Other:                 62.5       14.1       87.8       19.8       62.5       14.1       87.4       19.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   396,345:    92,150     60,660     72,104    192,964    236,949    357,219    369,713:    39,126     26,632
Old  :   308,279:    87,400     62,553     44,527    145,358    180,557    277,286    287,637:    30,994     20,642
Other:    88,066:    17,686     11,043     14,641     47,606     56,392     79,933     82,076:     8,133      5,990
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     9,199:     2,336     -2,484      2,041      4,602     10,027      8,979      9,583:       220       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       15.3       18.2       48.7       59.8       90.1       93.3:       9.9        6.7
Old  :     100.0:      28.4       20.3       14.4       47.2       58.6       89.9       93.3:      10.1        6.7
Other:     100.0:      20.1       12.5       16.6       54.1       64.0       90.8       93.2:       9.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        98         69         85         69         74        216        194:
Old  :       270:        98         76         66         68         72        199        184:
Other:       128:        39         26         35         39         42         97         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       25.9       22.6       37.7       10.2       21.9       17.1       29.8
Old  :                 15.2       25.8       24.2       35.5       11.9       24.5       18.8       32.8
Other:                 23.9       38.5       39.6       57.9       19.8       36.6       33.8       51.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   776,031:    39,717     98,004     95,223    492,578    425,802    627,518    619,029:   148,513    157,002
Old  :   776,031:    39,717     98,004     95,223    492,578    425,802    627,518    619,029:   148,513    157,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    43,754:   -20,922      6,177     32,764     35,266     13,207     47,109     52,149:    -3,355     -8,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       12.6       12.3       63.5       54.9       80.9       79.8:      19.1       20.2
Old  :     100.0:       5.1       12.6       12.3       63.5       54.9       80.9       79.8:      19.1       20.2
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  :       179:        26         41         45         95         92        150        149:
Old  :       179:        26         41         45         95         92        150        149:
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  :                 14.6       15.5       22.6       24.0       10.9       12.9       16.4       20.0
Old  :                 14.6       15.5       22.6       24.0       10.9       12.9       16.4       20.0
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, March 20, 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  :   359,145:    41,024     24,769        910    255,153    278,446    297,087    304,125:    62,058     55,020
Old  :   359,145:    41,024     24,769        910    255,153    278,446    297,087    304,125:    62,058     55,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     6,644:     1,110     -4,176         21      8,046     12,743      9,177      8,588:    -2,533     -1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        6.9        0.3       71.0       77.5       82.7       84.7:      17.3       15.3
Old  :     100.0:      11.4        6.9        0.3       71.0       77.5       82.7       84.7:      17.3       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         6          7          4         37         40         45         49:
Old  :        65:         6          7          4         37         40         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       44.2       44.3       58.9       23.4       43.2       39.9       57.5
Old  :                 25.8       44.2       44.3       58.9       23.4       43.2       39.9       57.5
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, March 20, 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  :    11,103:     1,969        269      1,422      7,124      8,945     10,515     10,636:       588        467
Old  :    11,103:     1,969        269      1,422      7,124      8,945     10,515     10,636:       588        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :         8:       389       -181        -73       -405        173        -89        -81:        97         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        2.4       12.8       64.2       80.6       94.7       95.8:       5.3        4.2
Old  :     100.0:      17.7        2.4       12.8       64.2       80.6       94.7       95.8:       5.3        4.2
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  :        41:        11          5          5         20         23         34         31:
Old  :        41:        11          5          5         20         23         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       45.1       63.3       62.2       14.4       12.2       20.2       19.0
Old  :                 44.0       45.1       63.3       62.2       14.4       12.2       20.2       19.0
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, March 20, 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  :   267,293:    87,854     13,673     48,187     89,049    185,010    225,090    246,871:    42,203     20,423
Old  :   206,342:    76,911     14,166     30,290     64,849    145,735    172,049    190,191:    34,293     16,151
Other:    60,951:    16,603      5,166     12,238     24,200     39,275     53,041     56,680:     7,911      4,272
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    15,263:     6,803     -2,877      4,908      4,882     13,560     16,594     15,591:    -1,331       -328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        5.1       18.0       33.3       69.2       84.2       92.4:      15.8        7.6
Old  :     100.0:      37.3        6.9       14.7       31.4       70.6       83.4       92.2:      16.6        7.8
Other:     100.0:      27.2        8.5       20.1       39.7       64.4       87.0       93.0:      13.0        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        80         31         57         65         77        179        144:
Old  :       212:        76         39         48         61         74        163        140:
Other:       119:        34         21         31         41         41         96         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       33.3       22.5       47.8        9.5       26.5       16.0       34.3
Old  :                 12.6       34.1       22.0       46.8       11.3       29.6       19.4       37.6
Other:                 30.4       45.7       42.5       62.0       26.9       37.8       37.0       50.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :    15,083:     3,888      6,297        967      7,304      5,787     12,159     13,051:     2,924      2,032
Old  :    13,857:     4,327      6,294        407      6,648      5,267     11,381     11,968:     2,476      1,889
Other:     1,226:        41        483         80        657        520        778      1,083:       448        143
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -119:       121        -43        -50       -185        124       -113         31:        -5       -149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       41.8        6.4       48.4       38.4       80.6       86.5:      19.4       13.5
Old  :     100.0:      31.2       45.4        2.9       48.0       38.0       82.1       86.4:      17.9       13.6
Other:     100.0:       3.4       39.4        6.5       53.6       42.4       63.5       88.3:      36.5       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        22         26         10         22         19         50         52:
Old  :        81:        24         26          9         21         16         49         48:
Other:        25:         3          7          5          8          8         15         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       23.1       44.0       39.0       28.6       19.6       43.3       34.9
Old  :                 31.3       25.0       47.0       42.0       31.2       24.0       46.9       41.0
Other:                 47.2       58.7       58.8       77.3       45.2       58.7       54.4       75.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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  :   920,875:   144,256    186,734     74,768    604,401    537,358    823,425    798,859:    97,450    122,016
Old  :   920,875:   144,256    186,734     74,768    604,401    537,358    823,425    798,859:    97,450    122,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    46,865:   -26,924     27,468     18,150     56,391     -6,834     47,617     38,784:      -752      8,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       20.3        8.1       65.6       58.4       89.4       86.7:      10.6       13.3
Old  :     100.0:      15.7       20.3        8.1       65.6       58.4       89.4       86.7:      10.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        33         39         30        106         99        150        157:
Old  :       203:        33         39         30        106         99        150        157:
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  :                 24.0       29.9       36.0       37.9       23.1       27.2       33.2       32.6
Old  :                 24.0       29.9       36.0       37.9       23.1       27.2       33.2       32.6
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, March 20, 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  : 2,459,446:   190,155    374,196    374,855  1,618,945  1,331,265  2,183,955  2,080,316:   275,491    379,130
Old  : 2,459,446:   190,155    374,196    374,855  1,618,945  1,331,265  2,183,955  2,080,316:   275,491    379,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   283,049:   -27,535     84,716    173,751    164,888     26,772    311,104    285,240:   -28,055     -2,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       15.2       15.2       65.8       54.1       88.8       84.6:      11.2       15.4
Old  :     100.0:       7.7       15.2       15.2       65.8       54.1       88.8       84.6:      11.2       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        49         70         74        158        164        244        271:
Old  :       306:        49         70         74        158        164        244        271:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       20.4       31.9       26.8       23.8       15.3       28.9       20.1
Old  :                 25.0       20.4       31.9       26.8       23.8       15.3       28.9       20.1
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, March 20, 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  : 1,636,384:   281,029    195,767    118,754  1,052,504  1,044,974  1,452,287  1,359,494:   184,096    276,889
Old  : 1,636,384:   281,029    195,767    118,754  1,052,504  1,044,974  1,452,287  1,359,494:   184,096    276,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   138,245:   -33,652     31,982     51,214    140,124     39,315    157,686    122,511:   -19,440     15,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.0        7.3       64.3       63.9       88.7       83.1:      11.3       16.9
Old  :     100.0:      17.2       12.0        7.3       64.3       63.9       88.7       83.1:      11.3       16.9
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  :       198:        31         37         32         93        114        138        169:
Old  :       198:        31         37         32         93        114        138        169:
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  :                 29.3       23.8       38.7       32.1       26.9       22.7       35.1       30.1
Old  :                 29.3       23.8       38.7       32.1       26.9       22.7       35.1       30.1
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, March 20, 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  :   647,628:    82,463     76,628    142,512    396,915    385,151    621,890    604,291:    25,738     43,337
Old  :   647,628:    82,463     76,628    142,512    396,915    385,151    621,890    604,291:    25,738     43,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    29,802:     3,191        832     11,360     18,647     19,191     33,198     31,383:    -3,396     -1,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.8       22.0       61.3       59.5       96.0       93.3:       4.0        6.7
Old  :     100.0:      12.7       11.8       22.0       61.3       59.5       96.0       93.3:       4.0        6.7
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  :        93:        23         16         30         46         53         79         89:
Old  :        93:        23         16         30         46         53         79         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       27.4       54.8       42.8       30.4       16.9       34.0       26.0
Old  :                 39.9       27.4       54.8       42.8       30.4       16.9       34.0       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, March 20, 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  :    54,497:    21,639      6,504        586     25,485     42,594     47,710     49,684:     6,787      4,813
Old  :    54,497:    21,639      6,504        586     25,485     42,594     47,710     49,684:     6,787      4,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -43,492:    -1,950      1,657     -7,514    -30,519    -34,902    -39,983    -40,759:    -3,509     -2,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       11.9        1.1       46.8       78.2       87.5       91.2:      12.5        8.8
Old  :     100.0:      39.7       11.9        1.1       46.8       78.2       87.5       91.2:      12.5        8.8
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  :        99:        31         15          9         30         30         69         46:
Old  :        99:        31         15          9         30         30         69         46:
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  :                 26.2       40.2       41.6       55.7       26.2       40.1       41.6       55.5
Old  :                 26.2       40.2       41.6       55.7       26.2       40.1       41.6       55.5
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, March 20, 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  :   108,994:    43,278     13,008      1,171     50,970     85,188     95,419     99,368:    13,574      9,626
Old  :   108,994:    43,278     13,008      1,171     50,970     85,188     95,419     99,368:    13,574      9,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :   -46,821:    -3,897      2,065     -5,505    -34,381    -40,894    -43,783    -44,334:    -3,039     -2,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       11.9        1.1       46.8       78.2       87.5       91.2:      12.5        8.8
Old  :     100.0:      39.7       11.9        1.1       46.8       78.2       87.5       91.2:      12.5        8.8
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  :        99:        31         15          9         30         30         69         46:
Old  :        99:        31         15          9         30         30         69         46:
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  :                 26.2       40.2       41.6       55.7       26.2       40.1       41.6       55.5
Old  :                 26.2       40.2       41.6       55.7       26.2       40.1       41.6       55.5
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, March 20, 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  :    18,831:    14,303      7,592      3,077      1,398      8,119     18,778     18,788:        53         43
Old  :    18,831:    14,303      7,592      3,077      1,398      8,119     18,778     18,788:        53         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :     1,461:      -216       -181      1,638         37          1      1,459      1,458:         2          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.0       40.3       16.3        7.4       43.1       99.7       99.8:       0.3        0.2
Old  :     100.0:      76.0       40.3       16.3        7.4       43.1       99.7       99.8:       0.3        0.2
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  :        24:        11          9          5          3          3         16         15:
Old  :        24:        11          9          5          3          3         16         15:
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  :                 79.7       69.9       93.9       86.7       74.7       68.2       82.0       78.7
Old  :                 79.7       69.9       93.9       86.7       74.7       68.2       82.0       78.7
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, March 20, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,643:     2,608        332         41      5,834      8,119      8,483      8,492:       160        151
Old  :     8,643:     2,608        332         41      5,834      8,119      8,483      8,492:       160        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :      -672:       659         42         -4     -1,258       -756       -603       -718:       -69         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.8        0.5       67.5       93.9       98.1       98.3:       1.9        1.7
Old  :     100.0:      30.2        3.8        0.5       67.5       93.9       98.1       98.3:       1.9        1.7
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  :        27:         6          5          1          5         12         12         17:
Old  :        27:         6          5          1          5         12         12         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.0       77.7       96.6       90.4       84.0       77.7       96.6       90.3
Old  :                 84.0       77.7       96.6       90.4       84.0       77.7       96.6       90.3
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, March 20, 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  :     7,047:     2,030        353          0      4,846      6,594      6,876      6,947:       171        100
Old  :     7,047:     2,030        353          0      4,846      6,594      6,876      6,947:       171        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 13, 2012                       :
     :    -1,488:      -507       -129          0       -864     -1,367     -1,371     -1,496:      -117          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        5.0        0.0       68.8       93.6       97.6       98.6:       2.4        1.4
Old  :     100.0:      28.8        5.0        0.0       68.8       93.6       97.6       98.6:       2.4        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  :        26:         5          5          0          4         12          9         17:
Old  :        26:         5          5          0          4         12          9         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.0       68.6       97.2       86.0       89.0       68.6       97.2       86.0
Old  :                 89.0       68.6       97.2       86.0       89.0       68.6       97.2       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 23, 2012