```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      581,365
COMMITMENTS
  95,325  143,862  148,540  302,382  232,768  546,247  525,170   35,118   56,195

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,070)
  -1,175    7,205      -13    3,243   -8,003    2,055     -811     -985    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     24.7     25.6     52.0     40.0     94.0     90.3      6.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     121      152      167       93      115      309      351
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,837,252
COMMITMENTS
 353,677  126,481  560,447  755,124  836,221  1669248  1523148  168,004  314,103

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -19,054)
  -4,592    3,950   -4,971   -8,682  -24,814  -18,245  -25,834     -809    6,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      6.9     30.5     41.1     45.5     90.9     82.9      9.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      765)
     217      164      278      257      333      606      664
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,348
COMMITMENTS
   3,752    1,523    3,930    1,032    3,443    8,715    8,896      633      451

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -1,621)
  -1,362     -700      -52     -169     -733   -1,582   -1,484      -39     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.1     16.3     42.0     11.0     36.8     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        2        9        5        7       16       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,100
COMMITMENTS
   2,539      508      678    6,197    9,044    9,414   10,230    2,686    1,870

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        534)
      62       64       97      122      282      281      443      253       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      4.2      5.6     51.2     74.7     77.8     84.5     22.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7        5       17       14       31       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,095,714
COMMITMENTS
 284,383   41,542  359,314  382,466  584,291  1026163  985,147   69,551  110,567

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     47,399)
   7,894    9,861   26,572   10,024    9,197   44,491   45,630    2,909    1,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      3.8     32.8     34.9     53.3     93.7     89.9      6.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      624)
     246      135      251      169      210      532      503
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       19,217
COMMITMENTS
  15,472    1,370      492       48    2,748   16,012    4,610    3,205   14,607

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -115)
      23      735      124      -10     -654      137      205     -252     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.5      7.1      2.6      0.2     14.3     83.3     24.0     16.7     76.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      15        4       10        2        6       18       19
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,903
COMMITMENTS
     966    1,040    4,907    2,733    2,820    8,605    8,767      298      136

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      1,707)
     161       34    1,072      457      701    1,690    1,807       17     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     11.7     55.1     30.7     31.7     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        5        9        7       11       17       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      451,506
COMMITMENTS
 112,316   57,268   92,155  203,190  275,638  407,661  425,061   43,846   26,445

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     36,252)
  12,614       71   16,822    6,035   18,490   35,471   35,384      781      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     12.7     20.4     45.0     61.0     90.3     94.1      9.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
     101       73      102       74       82      239      216
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      729,886
COMMITMENTS
  65,774   78,696   64,146  443,963  432,859  573,884  575,701  156,003  154,185

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     27,967)
  10,258    2,423    2,103    8,078   24,813   20,439   29,339    7,527   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     10.8      8.8     60.8     59.3     78.6     78.9     21.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      28       38       44       92       88      149      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      357,290
COMMITMENTS
  39,629   30,547      299  260,950  274,267  300,878  305,113   56,412   52,177

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     12,074)
   1,518    4,281        3    9,423    2,562   10,944    6,846    1,130    5,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      8.5      0.1     73.0     76.8     84.2     85.4     15.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        6        2       36       43       42       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,875
COMMITMENTS
   2,494      503    1,608    7,274    9,247   11,376   11,358      499      517

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -374)
    -137     -218      191     -395     -398     -341     -425      -33       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      4.2     13.5     61.3     77.9     95.8     95.6      4.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        5        5       20       22       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      298,011
COMMITMENTS
 106,113   13,184   53,522   93,587  206,953  253,222  273,659   44,789   24,352

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      7,659)
   2,897    1,147    3,284      -86     -331    6,095    4,100    1,563    3,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6      4.4     18.0     31.4     69.4     85.0     91.8     15.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      94       33       57       74       79      202      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,176
COMMITMENTS
   3,855    5,562    2,326    7,235    6,633   13,416   14,520    3,760    2,656

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:        205)
      10      187      -80     -122     -295     -192     -189      396      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     32.4     13.5     42.1     38.6     78.1     84.5     21.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      21       25       15       22       18       54       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      857,742
COMMITMENTS
 183,536  190,118   55,548  522,138  504,432  761,221  750,098   96,520  107,644

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      3,390)
  25,735    3,538   -6,276  -19,999   11,399     -539    8,661    3,930   -5,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     22.2      6.5     60.9     58.8     88.7     87.5     11.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      43       49       31       99       99      154      167
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,260,659
COMMITMENTS
 161,397  322,125  258,820  1552146  1317273  1972362  1898218  288,297  362,441

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     30,067)
  13,193  -16,745   -1,039    8,646   76,203   20,799   58,419    9,267  -28,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     14.2     11.4     68.7     58.3     87.2     84.0     12.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      27       81       67      149      167      227      264
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,525,987
COMMITMENTS
 288,005  144,080  122,051  916,915  1014720  1326972  1280851  199,015  245,136

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     63,414)
  32,931   13,050   11,007     -372   48,867   43,566   72,924   19,848   -9,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      9.4      8.0     60.1     66.5     87.0     83.9     13.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      33       36       35       94      113      143      168
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      601,974
COMMITMENTS
  71,369   74,194  135,190  369,840  344,128  576,400  553,511   25,574   48,463

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      3,080)
  -4,843   -7,848    6,945    2,036    1,500    4,138      597   -1,057    2,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     12.3     22.5     61.4     57.2     95.8     91.9      4.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       19       29       46       52       76       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,151
COMMITMENTS
  18,077    8,197      656   24,242   37,606   42,975   46,458    8,176    4,693

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -2,630)
  -1,667    1,282     -126   -1,401   -3,179   -3,194   -2,023      564     -607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     16.0      1.3     47.4     73.5     84.0     90.8     16.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       12        8       28       27       64       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,302
COMMITMENTS
  36,155   16,394    1,311   48,485   75,211   85,951   92,916   16,352    9,386

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -5,260)
  -3,333    2,564     -251   -2,803   -6,359   -6,387   -4,046    1,127   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     16.0      1.3     47.4     73.5     84.0     90.8     16.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       12        8       28       27       64       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,348
COMMITMENTS
   5,046    5,777      880    1,361      638    7,287    7,295       61       53

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:          3)
      -1       13        2        0       -5        1       10        2       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7     78.6     12.0     18.5      8.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        9        2        1        2       13       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,101
COMMITMENTS
   4,285      431       21    5,644    9,508    9,950    9,960      151      141

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -520)
    -707      -76       -3      173     -440     -537     -519       17       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      4.3      0.2     55.9     94.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        4        1        6       11       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,922
COMMITMENTS
   1,516    1,061        0    6,207    6,764    7,723    7,825      199       97

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:       -222)
     691      -18        0     -959     -218     -268     -236       46       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     13.4      0.0     78.4     85.4     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        8        0        5       13       13       21
```

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Updated April 13, 2012