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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   545,301:    92,892    130,342    143,822    269,528    216,049    506,242    490,214:    39,059     55,087
Old  :   202,599:    55,449     85,209     30,415     98,635     67,613    184,499    183,237:    18,100     19,361
Other:   342,702:    67,901     75,591     82,949    170,893    148,437    321,743    306,976:    20,959     35,726
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     3,295:     1,756     -1,936      3,953        910      1,989      6,619      4,006:    -3,325       -712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       23.9       26.4       49.4       39.6       92.8       89.9:       7.2       10.1
Old  :     100.0:      27.4       42.1       15.0       48.7       33.4       91.1       90.4:       8.9        9.6
Other:     100.0:      19.8       22.1       24.2       49.9       43.3       93.9       89.6:       6.1       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       112        155        174         86        111        311        343:
Old  :       337:       122        108         84         63         81        218        240:
Other:       327:        77        124        121         72        103        238        269:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       12.8       33.1       20.2       19.2       11.2       29.6       16.6
Old  :                 28.9       19.2       38.9       31.1       28.5       18.5       38.2       30.4
Other:                 24.4       14.8       35.1       22.8       23.1       13.1       32.7       19.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  : 1,744,273:   362,405    107,333    508,435    709,836    833,448  1,580,676  1,449,216:   163,597    295,057
Old  : 1,196,778:   277,551    128,796    326,451    481,860    560,639  1,085,862  1,015,886:   110,917    180,892
Other:   547,494:   169,058     62,741     97,780    227,976    272,808    494,814    433,330:    52,680    114,165
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -36,897:   -18,216     20,162    -22,856      8,164    -36,611    -32,908    -39,305:    -3,989      2,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.2       29.1       40.7       47.8       90.6       83.1:       9.4       16.9
Old  :     100.0:      23.2       10.8       27.3       40.3       46.8       90.7       84.9:       9.3       15.1
Other:     100.0:      30.9       11.5       17.9       41.6       49.8       90.4       79.1:       9.6       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       201        144        246        241        339        545        635:
Old  :       692:       168        161        206        214        324        480        596:
Other:       570:       129        107        129        148        297        341        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       10.4       18.5       15.6        9.3        6.0       15.0        9.7
Old  :                 12.6        9.6       21.2       14.7       11.6        6.6       18.3       10.7
Other:                 17.5       17.3       27.1       23.3       13.5       11.9       20.6       17.3
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :     8,833:     3,909      1,451      3,306      1,013      3,600      8,228      8,357:       605        476
Old  :     8,548:     3,878      1,451      3,074      1,013      3,600      7,965      8,126:       583        422
Other:       285:       241        210         22          0          0        263        232:        22         53
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :      -623:      -109        -19       -506          2       -135       -612       -660:       -11         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       16.4       37.4       11.5       40.8       93.2       94.6:       6.8        5.4
Old  :     100.0:      45.4       17.0       36.0       11.8       42.1       93.2       95.1:       6.8        4.9
Other:     100.0:      84.6       73.7        7.6        0.0        0.0       92.2       81.3:       7.8       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          2          9          6          8         16         18:
Old  :        20:         9          2          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  :                 51.5       50.0       78.2       74.3       26.0       35.8       41.5       46.1
Old  :                 53.0       49.7       78.1       74.2       29.2       37.0       44.1       47.7
Other:                 92.2       81.3       92.2       81.3       84.6       73.7       84.6       73.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    11,622:     2,415        814        706      6,271      8,482      9,392     10,002:     2,230      1,620
Old  :     6,649:     2,316        625        251      2,627      4,739      5,194      5,615:     1,455      1,034
Other:     4,973:       249        338        305      3,644      3,743      4,198      4,386:       775        586
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       234:       700        -84        132       -679        362        153        410:        80       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        7.0        6.1       54.0       73.0       80.8       86.1:      19.2       13.9
Old  :     100.0:      34.8        9.4        3.8       39.5       71.3       78.1       84.5:      21.9       15.5
Other:     100.0:       5.0        6.8        6.1       73.3       75.3       84.4       88.2:      15.6       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        11         10          5         15         12         29         24:
Old  :        37:        11          9          4         10         10         23         21:
Other:        24:         5          4          4         12         12         19         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       63.1       47.6       72.6       24.5       52.9       37.6       58.0
Old  :                 34.8       61.2       54.0       71.4       34.8       60.6       54.0       68.8
Other:                 48.2       71.3       70.5       80.8       42.3       63.4       58.0       67.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   939,213:   251,713     28,086    291,093    330,769    517,715    873,575    836,894:    65,638    102,319
Old  :   586,796:   190,493     38,127    174,559    182,942    323,048    547,995    535,734:    38,802     51,063
Other:   352,417:    89,674     18,413     88,080    147,827    194,667    325,581    301,160:    26,836     51,257
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    34,937:     5,850     -6,350     11,057     16,928     29,683     33,836     34,390:     1,101        547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        3.0       31.0       35.2       55.1       93.0       89.1:       7.0       10.9
Old  :     100.0:      32.5        6.5       29.7       31.2       55.1       93.4       91.3:       6.6        8.7
Other:     100.0:      25.4        5.2       25.0       41.9       55.2       92.4       85.5:       7.6       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       585:       223        129        246        165        200        504        481:
Old  :       552:       200        140        187        123        191        417        429:
Other:       429:       125         93        146        129        174        328        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       16.7       17.4       25.3        7.4       12.2       12.5       19.1
Old  :                 11.5       16.1       19.6       26.4        9.4       14.6       16.3       22.6
Other:                 14.2       23.6       24.3       31.4       11.6       17.2       19.5       22.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    17,878:    13,964        415        362         84      3,168     14,410      3,945:     3,468     13,933
Old  :     6,378:     3,809        449        129         84      1,059      4,022      1,637:     2,356      4,741
Other:    11,500:    10,372        183         16          0      2,109     10,388      2,308:     1,112      9,192
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       548:       218         -9        -58        -21        142        139         75:       409        473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.1        2.3        2.0        0.5       17.7       80.6       22.1:      19.4       77.9
Old  :     100.0:      59.7        7.0        2.0        1.3       16.6       63.1       25.7:      36.9       74.3
Other:     100.0:      90.2        1.6        0.1        0.0       18.3       90.3       20.1:       9.7       79.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          2          7          1          7         14         16:
Old  :        21:        11          4          4          1          6         13         13:
Other:        18:         9          2          3          0          7          9         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.4       13.2       72.1       19.1       54.3       13.2       71.6       18.6
Old  :                 45.7       15.2       57.3       23.0       45.7       15.2       56.3       23.0
Other:                 64.3       14.0       88.4       19.2       64.3       14.0       88.3       19.2
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :     7,800:       896      1,154      3,785      2,811      2,629      7,493      7,568:       307        232
Old  :     7,788:       896      1,161      3,776      2,811      2,629      7,483      7,566:       305        222
Other:        11:         7          0          2          0          0          9          2:         2          9
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.8       48.5       36.0       33.7       96.1       97.0:       3.9        3.0
Old  :     100.0:      11.5       14.9       48.5       36.1       33.8       96.1       97.1:       3.9        2.9
Other:     100.0:      61.4        0.0       19.3        0.0        0.0       80.7       19.3:      19.3       80.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          4          8          6         10         16         18:
Old  :        20:         6          4          8          6         10         16         18:
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  :                 62.4       63.1       83.1       82.6       13.6       16.2       20.1       22.8
Old  :                 62.4       63.2       83.1       82.7       13.6       16.2       20.1       22.9
Other:                 80.7       19.3       80.7       19.3       61.4        0.0       61.4        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   414,479:    94,978     60,351     76,096    203,546    251,621    374,619    388,069:    39,860     26,411
Old  :   320,236:    88,453     64,888     47,125    153,818    187,890    289,396    299,903:    30,839     20,332
Other:    94,244:    21,938     10,876     13,558     49,727     63,731     85,223     88,165:     9,021      6,079
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    18,134:     2,827       -309      3,992     10,581     14,673     17,401     18,356:       734       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       14.6       18.4       49.1       60.7       90.4       93.6:       9.6        6.4
Old  :     100.0:      27.6       20.3       14.7       48.0       58.7       90.4       93.7:       9.6        6.3
Other:     100.0:      23.3       11.5       14.4       52.8       67.6       90.4       93.6:       9.6        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        96         80         90         71         74        226        197:
Old  :       277:        97         86         70         70         73        207        191:
Other:       131:        45         24         37         39         42        103         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       25.7       23.4       37.7       10.2       22.2       17.0       30.2
Old  :                 15.9       25.6       24.8       35.4       12.5       24.2       19.6       32.5
Other:                 21.9       39.6       37.4       58.4       18.9       38.9       32.5       53.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   685,997:    45,086     82,239     50,920    448,808    389,533    544,814    522,691:   141,183    163,306
Old  :   685,997:    45,086     82,239     50,920    448,808    389,533    544,814    522,691:   141,183    163,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -90,034:     5,370    -15,765    -44,303    -43,771    -36,270    -82,704    -96,338:    -7,330      6,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       12.0        7.4       65.4       56.8       79.4       76.2:      20.6       23.8
Old  :     100.0:       6.6       12.0        7.4       65.4       56.8       79.4       76.2:      20.6       23.8
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  :       159:        24         36         36         85         81        132        130:
Old  :       159:        24         36         36         85         81        132        130:
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  :                 17.0       16.5       26.7       27.3       13.3       13.6       19.7       23.1
Old  :                 17.0       16.5       26.7       27.3       13.3       13.6       19.7       23.1
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 27, 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  :   351,737:    41,216     26,102        948    251,219    277,870    293,383    304,920:    58,354     46,817
Old  :   351,737:    41,216     26,102        948    251,219    277,870    293,383    304,920:    58,354     46,817
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    -7,408:       192      1,333         38     -3,934       -576     -3,704        795:    -3,704     -8,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        7.4        0.3       71.4       79.0       83.4       86.7:      16.6       13.3
Old  :     100.0:      11.7        7.4        0.3       71.4       79.0       83.4       86.7:      16.6       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  :        69:         6          7          4         37         44         45         53:
Old  :        69:         6          7          4         37         44         45         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       43.3       44.8       56.3       23.8       43.3       39.4       55.3
Old  :                 26.0       43.3       44.8       56.3       23.8       43.3       39.4       55.3
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 27, 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  :    11,433:     2,360        468      1,398      7,060      9,100     10,818     10,966:       615        467
Old  :    11,433:     2,360        468      1,398      7,060      9,100     10,818     10,966:       615        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       330:       391        199        -24        -64        155        303        330:        27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        4.1       12.2       61.8       79.6       94.6       95.9:       5.4        4.1
Old  :     100.0:      20.6        4.1       12.2       61.8       79.6       94.6       95.9:       5.4        4.1
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  :        39:        10          4          5         18         23         31         30:
Old  :        39:        10          4          5         18         23         31         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  :                 43.4       44.5       61.4       64.1       16.8       13.7       22.5       22.2
Old  :                 43.4       44.5       61.4       64.1       16.8       13.7       22.5       22.2
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 27, 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  :   271,787:    93,169     14,736     47,409     87,248    187,909    227,826    250,054:    43,962     21,733
Old  :   209,534:    82,017     15,747     30,015     62,487    146,738    174,519    192,501:    35,015     17,034
Other:    62,253:    16,039      3,876     12,506     24,761     41,171     53,306     57,554:     8,947      4,699
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     4,494:     5,315      1,063       -779     -1,801      2,899      2,735      3,184:     1,758      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        5.4       17.4       32.1       69.1       83.8       92.0:      16.2        8.0
Old  :     100.0:      39.1        7.5       14.3       29.8       70.0       83.3       91.9:      16.7        8.1
Other:     100.0:      25.8        6.2       20.1       39.8       66.1       85.6       92.5:      14.4        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        82         37         56         65         74        183        143:
Old  :       213:        76         44         47         61         71        164        139:
Other:       120:        35         21         32         39         41         96         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       33.6       21.4       47.6        9.2       27.3       16.3       35.2
Old  :                 11.6       34.0       20.6       47.5       11.0       29.7       19.3       38.8
Other:                 28.8       45.3       43.0       61.3       25.0       37.8       33.6       49.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,350:     4,097      5,643      1,504      7,384      7,094     12,984     14,241:     3,366      2,109
Old  :    14,640:     4,558      5,640        904      6,457      6,212     11,919     12,756:     2,721      1,884
Other:     1,711:        47        511         92        927        882      1,066      1,485:       645        225
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,268:       209       -654        537         79      1,307        826      1,190:       442         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       34.5        9.2       45.2       43.4       79.4       87.1:      20.6       12.9
Old  :     100.0:      31.1       38.5        6.2       44.1       42.4       81.4       87.1:      18.6       12.9
Other:     100.0:       2.7       29.8        5.4       54.2       51.6       62.3       86.8:      37.7       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        24         24         15         23         20         58         53:
Old  :        84:        26         23         13         22         18         57         49:
Other:        29:         4          7          5          9         11         15         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       24.9       40.2       39.4       25.3       21.0       38.0       35.1
Old  :                 26.7       24.5       42.5       40.8       26.2       23.8       41.0       39.3
Other:                 46.7       56.0       56.5       71.9       45.5       56.0       53.7       71.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :   881,608:   138,004    204,807     56,560    603,711    505,520    798,275    766,887:    83,333    114,722
Old  :   881,608:   138,004    204,807     56,560    603,711    505,520    798,275    766,887:    83,333    114,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -39,267:    -6,252     18,073    -18,208       -689    -31,838    -25,150    -31,972:   -14,117     -7,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       23.2        6.4       68.5       57.3       90.5       87.0:       9.5       13.0
Old  :     100.0:      15.7       23.2        6.4       68.5       57.3       90.5       87.0:       9.5       13.0
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  :       203:        30         42         26        102         98        142        156:
Old  :       203:        30         42         26        102         98        142        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       31.5       37.8       38.5       21.6       30.0       34.9       34.8
Old  :                 23.5       31.5       37.8       38.5       21.6       30.0       34.9       34.8
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 27, 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  : 2,148,547:   161,885    356,650    210,934  1,505,511  1,201,181  1,878,330  1,768,765:   270,216    379,782
Old  : 2,148,547:   161,885    356,650    210,934  1,505,511  1,201,181  1,878,330  1,768,765:   270,216    379,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :  -310,899:   -28,270    -17,546   -163,921   -113,433   -130,084   -305,624   -311,551:    -5,275        652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       16.6        9.8       70.1       55.9       87.4       82.3:      12.6       17.7
Old  :     100.0:       7.5       16.6        9.8       70.1       55.9       87.4       82.3:      12.6       17.7
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  :       291:        33         73         61        150        163        224        256:
Old  :       291:        33         73         61        150        163        224        256:
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  :                 27.0       18.8       34.1       24.9       26.4       15.0       32.4       20.1
Old  :                 27.0       18.8       34.1       24.9       26.4       15.0       32.4       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 27, 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  : 1,554,213:   260,552    169,666    101,417  1,027,331  1,026,903  1,389,300  1,297,986:   164,913    256,227
Old  : 1,554,213:   260,552    169,666    101,417  1,027,331  1,026,903  1,389,300  1,297,986:   164,913    256,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -82,171:   -20,477    -26,101    -17,337    -25,173    -18,071    -62,987    -61,508:   -19,184    -20,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       10.9        6.5       66.1       66.1       89.4       83.5:      10.6       16.5
Old  :     100.0:      16.8       10.9        6.5       66.1       66.1       89.4       83.5:      10.6       16.5
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  :       200:        24         43         31         96        110        137        167:
Old  :       200:        24         43         31         96        110        137        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  :                 29.5       24.1       39.7       32.6       26.8       23.1       35.6       30.4
Old  :                 29.5       24.1       39.7       32.6       26.8       23.1       35.6       30.4
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 27, 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  :   661,626:    80,001     78,697    141,710    413,820    395,441    635,531    615,849:    26,096     45,778
Old  :   661,626:    80,001     78,697    141,710    413,820    395,441    635,531    615,849:    26,096     45,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :    13,998:    -2,462      2,069       -802     16,904     10,290     13,641     11,558:       358      2,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.9       21.4       62.5       59.8       96.1       93.1:       3.9        6.9
Old  :     100.0:      12.1       11.9       21.4       62.5       59.8       96.1       93.1:       3.9        6.9
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  :        94:        18         20         30         48         53         81         89:
Old  :        94:        18         20         30         48         53         81         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  :                 39.3       26.9       54.6       42.1       29.1       17.2       33.3       25.7
Old  :                 39.3       26.9       54.6       42.1       29.1       17.2       33.3       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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  :    54,660:    21,000      6,110        889     25,454     43,106     47,343     50,105:     7,316      4,554
Old  :    54,660:    21,000      6,110        889     25,454     43,106     47,343     50,105:     7,316      4,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       163:      -639       -394        304        -31        512       -366        422:       529       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       11.2        1.6       46.6       78.9       86.6       91.7:      13.4        8.3
Old  :     100.0:      38.4       11.2        1.6       46.6       78.9       86.6       91.7:      13.4        8.3
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  :       101:        33         14          9         33         30         73         46:
Old  :       101:        33         14          9         33         30         73         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  :                 26.5       39.1       41.8       55.3       26.5       39.0       41.8       54.3
Old  :                 26.5       39.1       41.8       55.3       26.5       39.0       41.8       54.3
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 27, 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  :   109,319:    41,999     12,221      1,779     50,908     86,211     94,686    100,211:    14,633      9,109
Old  :   109,319:    41,999     12,221      1,779     50,908     86,211     94,686    100,211:    14,633      9,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       326:    -1,279       -788        608        -62      1,023       -733        843:     1,059       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       11.2        1.6       46.6       78.9       86.6       91.7:      13.4        8.3
Old  :     100.0:      38.4       11.2        1.6       46.6       78.9       86.6       91.7:      13.4        8.3
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  :       101:        33         14          9         33         30         73         46:
Old  :       101:        33         14          9         33         30         73         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  :                 26.5       39.1       41.8       55.3       26.5       39.0       41.8       54.3
Old  :                 26.5       39.1       41.8       55.3       26.5       39.0       41.8       54.3
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 27, 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  :     7,535:     4,880      5,757      1,208      1,393        530      7,481      7,495:        54         40
Old  :     7,535:     4,880      5,757      1,208      1,393        530      7,481      7,495:        54         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :   -11,296:    -9,423     -1,835     -1,869         -5     -7,589    -11,297    -11,293:         1         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8       76.4       16.0       18.5        7.0       99.3       99.5:       0.7        0.5
Old  :     100.0:      64.8       76.4       16.0       18.5        7.0       99.3       99.5:       0.7        0.5
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  :        23:        10          9          3          2          2         14         12:
Old  :        23:        10          9          3          2          2         14         12:
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  :                 63.2       63.9       91.5       91.8       63.2       57.5       81.1       80.1
Old  :                 63.2       63.9       91.5       91.8       63.2       57.5       81.1       80.1
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 27, 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  :    10,160:     4,004        352         24      5,987      9,646     10,015     10,022:       145        138
Old  :    10,160:     4,004        352         24      5,987      9,646     10,015     10,022:       145        138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :     1,517:     1,396         20        -17        153      1,527      1,532      1,530:       -15        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        3.5        0.2       58.9       94.9       98.6       98.6:       1.4        1.4
Old  :     100.0:      39.4        3.5        0.2       58.9       94.9       98.6       98.6:       1.4        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  :        29:         7          5          1          6         12         13         18:
Old  :        29:         7          5          1          6         12         13         18:
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  :                 86.6       80.7       96.2       91.9       86.6       80.7       96.2       91.8
Old  :                 86.6       80.7       96.2       91.9       86.6       80.7       96.2       91.8
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 27, 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  :     7,559:     1,846        826          0      5,590      6,636      7,436      7,462:       123         97
Old  :     7,559:     1,846        826          0      5,590      6,636      7,436      7,462:       123         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 20, 2012                       :
     :       512:      -184        473          0        744         42        560        515:       -48         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       10.9        0.0       74.0       87.8       98.4       98.7:       1.6        1.3
Old  :     100.0:      24.4       10.9        0.0       74.0       87.8       98.4       98.7:       1.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          7          0          5         13         10         20:
Old  :        29:         5          7          0          5         13         10         20:
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  :                 88.1       61.5       97.5       79.6       88.1       61.5       97.4       79.6
Old  :                 88.1       61.5       97.5       79.6       88.1       61.5       97.4       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 30, 2012