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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   485,958:    97,057     77,507     77,395    268,758    275,101    443,210    430,003:    42,748     55,955
Old  :   193,485:    67,013     52,900      3,256    101,055    121,229    171,324    177,385:    22,161     16,100
Other:   292,473:    62,422     56,985     41,761    167,703    153,872    271,886    252,618:    20,587     39,855
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,147:    -3,224     -2,156      1,299      6,712      5,435      4,787      4,578:    -3,640     -3,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       15.9       15.9       55.3       56.6       91.2       88.5:       8.8       11.5
Old  :     100.0:      34.6       27.3        1.7       52.2       62.7       88.5       91.7:      11.5        8.3
Other:     100.0:      21.3       19.5       14.3       57.3       52.6       93.0       86.4:       7.0       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       143        124        159         84        135        322        344:
Old  :       371:       152         95         28         40         93        204        205:
Other:       344:        87        109         87         74        126        217        279:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       22.4       37.4       29.5       21.2       19.2       35.5       23.6
Old  :                 35.0       35.3       46.7       45.0       35.0       35.3       46.7       44.8
Other:                 25.8       18.3       38.0       25.7       24.2       14.2       34.0       19.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,627,775:   558,925    101,036    222,693    673,431  1,053,631  1,455,049  1,377,360:   172,726    250,415
Old  : 1,155,248:   396,230    110,780    142,840    493,866    741,786  1,032,936    995,406:   122,312    159,842
Other:   472,527:   213,623     41,184     28,925    179,565    311,845    422,113    381,954:    50,414     90,573
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -19,860:   -25,647     -4,839      9,255        765    -24,045    -15,627    -19,629:    -4,233       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        6.2       13.7       41.4       64.7       89.4       84.6:      10.6       15.4
Old  :     100.0:      34.3        9.6       12.4       42.7       64.2       89.4       86.2:      10.6       13.8
Other:     100.0:      45.2        8.7        6.1       38.0       66.0       89.3       80.8:      10.7       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       865:       261        135        229        228        380        598        668:
Old  :       831:       242        140        177        192        366        519        620:
Other:       670:       165        104         57        127        331        319        474:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       12.9       20.9       18.7       11.6        9.6       17.6       14.5
Old  :                 15.0       16.4       22.8       22.2       14.4       12.8       21.0       18.1
Other:                 20.4       13.8       31.3       20.3       19.5       13.5       29.9       19.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,058:     3,832         62         21      5,720     11,684      9,573     11,767:     3,485      1,291
Old  :     8,899:     2,359          0          1      4,003      7,974      6,363      7,975:     2,536        924
Other:     4,159:     1,475         64         18      1,717      3,710      3,210      3,792:       949        367
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       -64:       -68          0       -385        191        -34       -262       -419:       198        355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        0.5        0.2       43.8       89.5       73.3       90.1:      26.7        9.9
Old  :     100.0:      26.5        0.0        0.0       45.0       89.6       71.5       89.6:      28.5       10.4
Other:     100.0:      35.5        1.5        0.4       41.3       89.2       77.2       91.2:      22.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        20          1          4         18         13         39         17:
Old  :        36:        16          0          1         15          8         31          9:
Other:        26:         8          1          2         11         11         19         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       68.9       42.9       83.6       27.2       62.3       40.9       74.9
Old  :                 33.3       82.1       47.9       89.6       33.3       80.9       47.9       88.2
Other:                 46.5       62.9       62.7       81.1       40.9       61.3       57.1       72.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   617,315:   212,527     33,994     80,273    262,346    411,217    555,146    525,484:    62,169     91,831
Old  :   394,840:   154,738     30,482     30,408    169,927    286,332    355,073    347,222:    39,767     47,618
Other:   222,475:    85,280     31,003     22,374     92,419    124,885    200,073    178,262:    22,402     44,213
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     4,647:     3,625    -10,068      3,007     -2,972      9,774      3,660      2,713:       987      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        5.5       13.0       42.5       66.6       89.9       85.1:      10.1       14.9
Old  :     100.0:      39.2        7.7        7.7       43.0       72.5       89.9       87.9:      10.1       12.1
Other:     100.0:      38.3       13.9       10.1       41.5       56.1       89.9       80.1:      10.1       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       200         90        147        131        199        398        394:
Old  :       505:       182         93         89         98        178        320        331:
Other:       380:       100         77         52         81        173        213        278:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       20.9       23.8       29.5       11.4       18.6       17.5       25.1
Old  :                 19.5       28.0       29.2       39.6       18.5       27.5       27.4       36.3
Other:                 20.1       16.3       31.4       25.9       19.1       15.2       29.7       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    23,438:    20,623      1,515        171         23      5,370     20,817      7,056:     2,621     16,382
Old  :     5,212:     3,318        234        135         23        946      3,476      1,315:     1,736      3,897
Other:    18,226:    17,334      1,310          7          0      4,424     17,341      5,741:       885     12,485
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       520:       260         78       -128         -1        134        131         84:       389        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.0        6.5        0.7        0.1       22.9       88.8       30.1:      11.2       69.9
Old  :     100.0:      63.7        4.5        2.6        0.4       18.2       66.7       25.2:      33.3       74.8
Other:     100.0:      95.1        7.2        0.0        0.0       24.3       95.1       31.5:       4.9       68.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          4          6          2         14         19         24:
Old  :        32:        15          4          6          2         12         18         21:
Other:        32:        14          4          2          0         14         14         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.8       13.2       77.1       19.4       56.5       13.2       76.7       19.4
Old  :                 37.8       14.5       56.4       19.3       36.5       14.5       55.1       18.9
Other:                 65.1       13.5       85.9       19.9       65.1       13.5       85.9       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   371,133:   109,839     34,212     43,507    182,588    271,231    335,934    348,950:    35,199     22,183
Old  :   297,945:    90,944     40,430     26,820    149,473    212,657    267,237    279,907:    30,708     18,038
Other:    73,188:    30,290      5,177      5,292     33,115     58,574     68,697     69,043:     4,491      4,145
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     3,555:     5,528        171      3,326     -2,369      6,098      6,485      9,595:    -2,930     -6,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        9.2       11.7       49.2       73.1       90.5       94.0:       9.5        6.0
Old  :     100.0:      30.5       13.6        9.0       50.2       71.4       89.7       93.9:      10.3        6.1
Other:     100.0:      41.4        7.1        7.2       45.2       80.0       93.9       94.3:       6.1        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:       100         50         68         64         67        205        163:
Old  :       254:        98         60         54         59         64        187        156:
Other:       114:        44         15         14         42         29         90         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       33.1       25.1       48.1       11.4       26.5       19.2       40.1
Old  :                 16.6       33.8       29.0       46.8       14.0       28.7       23.7       39.2
Other:                 30.0       48.7       48.5       64.0       28.9       47.9       46.8       62.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   622,337:    84,958    108,404      2,225    399,489    352,237    486,672    462,866:   135,665    159,471
Old  :   622,337:    84,958    108,404      2,225    399,489    352,237    486,672    462,866:   135,665    159,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -42,418:    -8,549    -17,341     -1,680    -29,265    -26,480    -39,494    -45,501:    -2,924      3,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       17.4        0.4       64.2       56.6       78.2       74.4:      21.8       25.6
Old  :     100.0:      13.7       17.4        0.4       64.2       56.6       78.2       74.4:      21.8       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        21         34          7         70         66         95        103:
Old  :       151:        21         34          7         70         66         95        103:
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  :                 20.4       18.1       32.3       29.5       18.3       17.8       29.3       28.4
Old  :                 20.4       18.1       32.3       29.5       18.3       17.8       29.3       28.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   330,735:    45,772     62,389      7,825    217,688    213,576    271,285    283,790:    59,450     46,945
Old  :   330,735:    45,772     62,389      7,825    217,688    213,576    271,285    283,790:    59,450     46,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -31,422:       865       -643     -4,347    -21,199    -17,293    -24,681    -22,283:    -6,741     -9,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       18.9        2.4       65.8       64.6       82.0       85.8:      18.0       14.2
Old  :     100.0:      13.8       18.9        2.4       65.8       64.6       82.0       85.8:      18.0       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         7         12          4         39         32         48         46:
Old  :        68:         7         12          4         39         32         48         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  :                 24.9       40.4       44.1       55.1       24.0       39.3       41.8       52.9
Old  :                 24.9       40.4       44.1       55.1       24.0       39.3       41.8       52.9
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,862:     1,059        598        445      5,993      6,417      7,497      7,460:       365        402
Old  :     7,862:     1,059        598        445      5,993      6,417      7,497      7,460:       365        402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -320:       299        128       -211       -466       -296       -378       -379:        58         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        7.6        5.7       76.2       81.6       95.4       94.9:       4.6        5.1
Old  :     100.0:      13.5        7.6        5.7       76.2       81.6       95.4       94.9:       4.6        5.1
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  :        34:         4          3          5         20         25         27         30:
Old  :        34:         4          3          5         20         25         27         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  :                 54.5       48.0       76.2       69.1       31.7       25.5       42.2       35.9
Old  :                 54.5       48.0       76.2       69.1       31.7       25.5       42.2       35.9
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   212,482:    56,576     21,582     25,663     91,600    141,039    173,839    188,284:    38,643     24,198
Old  :   164,101:    46,208     22,694     13,001     72,318    109,052    131,527    144,747:    32,574     19,354
Other:    48,381:    13,221      1,741      9,809     19,282     31,987     42,312     43,537:     6,069      4,844
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     3,550:    -3,094     -1,797        375      1,920      2,355       -799        933:     4,349      2,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       10.2       12.1       43.1       66.4       81.8       88.6:      18.2       11.4
Old  :     100.0:      28.2       13.8        7.9       44.1       66.5       80.2       88.2:      19.8       11.8
Other:     100.0:      27.3        3.6       20.3       39.9       66.1       87.5       90.0:      12.5       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        57         28         43         71         57        157        114:
Old  :       177:        56         30         37         68         55        146        109:
Other:       101:        26          9         12         47         29         83         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       33.7       20.5       45.4        8.4       28.8       15.2       36.9
Old  :                 12.0       34.1       22.2       46.7       10.9       27.7       18.6       39.1
Other:                 24.2       41.3       38.6       62.5       21.1       40.8       33.8       53.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    25,768:     8,943      3,020      1,875      7,924     19,395     18,742     24,290:     7,026      1,478
Old  :    21,359:     8,460      2,823      1,170      5,973     16,285     15,603     20,278:     5,756      1,081
Other:     4,409:       835        549        353      1,951      3,110      3,139      4,012:     1,270        397
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :        81:       585        616       -548        327       -119        364        -51:      -283        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.7        7.3       30.8       75.3       72.7       94.3:      27.3        5.7
Old  :     100.0:      39.6       13.2        5.5       28.0       76.2       73.1       94.9:      26.9        5.1
Other:     100.0:      18.9       12.5        8.0       44.3       70.5       71.2       91.0:      28.8        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        58         15         19         23         20         92         49:
Old  :       107:        56         16         13         16         19         80         44:
Other:        48:        16          9          7         13         14         33         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       54.5       26.5       66.9       15.6       50.0       23.8       61.5
Old  :                 18.7       57.8       29.2       71.2       18.7       57.5       28.3       70.1
Other:                 35.9       51.3       46.5       69.9       35.7       49.7       46.0       68.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   868,953:   201,928    150,148      9,495    564,021    569,673    775,444    729,316:    93,509    139,637
Old  :   868,953:   201,928    150,148      9,495    564,021    569,673    775,444    729,316:    93,509    139,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -16,568:    33,200    -43,656     -8,205    -43,182     30,141    -18,187    -21,720:     1,619      5,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       17.3        1.1       64.9       65.6       89.2       83.9:      10.8       16.1
Old  :     100.0:      23.2       17.3        1.1       64.9       65.6       89.2       83.9:      10.8       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        31         50         17         84        116        123        175:
Old  :       227:        31         50         17         84        116        123        175:
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  :                 28.0       18.0       39.5       27.7       24.3       17.0       34.7       25.8
Old  :                 28.0       18.0       39.5       27.7       24.3       17.0       34.7       25.8
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,547,378:   184,288    241,005     27,298  1,093,930    939,587  1,305,516  1,207,890:   241,862    339,488
Old  : 1,547,378:   184,288    241,005     27,298  1,093,930    939,587  1,305,516  1,207,890:   241,862    339,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    69,995:    17,178        -63     -4,021     81,763     63,050     94,920     58,966:   -24,925     11,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.6        1.8       70.7       60.7       84.4       78.1:      15.6       21.9
Old  :     100.0:      11.9       15.6        1.8       70.7       60.7       84.4       78.1:      15.6       21.9
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  :       248:        35         55         27        108        119        155        190:
Old  :       248:        35         55         27        108        119        155        190:
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  :                 26.7       14.4       35.8       24.7       25.3       11.8       32.7       18.4
Old  :                 26.7       14.4       35.8       24.7       25.3       11.8       32.7       18.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,212,652:   270,218    130,304     16,499    750,718    808,297  1,037,435    955,100:   175,217    257,552
Old  : 1,212,652:   270,218    130,304     16,499    750,718    808,297  1,037,435    955,100:   175,217    257,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -36,761:   -15,313       -183      2,684    -33,049    -21,927    -45,678    -19,426:     8,917    -17,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       10.7        1.4       61.9       66.7       85.6       78.8:      14.4       21.2
Old  :     100.0:      22.3       10.7        1.4       61.9       66.7       85.6       78.8:      14.4       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        25         38         11         88         93        116        139:
Old  :       181:        25         38         11         88         93        116        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       19.1       35.5       31.0       24.9       16.5       33.6       25.1
Old  :                 25.5       19.1       35.5       31.0       24.9       16.5       33.6       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :   584,776:    99,944     45,220     74,200    380,080    417,727    554,224    537,147:    30,552     47,629
Old  :   584,776:    99,944     45,220     74,200    380,080    417,727    554,224    537,147:    30,552     47,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    26,552:    -6,008      4,679     13,749     26,275     15,010     34,016     33,438:    -7,464     -6,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        7.7       12.7       65.0       71.4       94.8       91.9:       5.2        8.1
Old  :     100.0:      17.1        7.7       12.7       65.0       71.4       94.8       91.9:       5.2        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        27         27         35         56         57        100        106:
Old  :       124:        27         27         35         56         57        100        106:
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  :                 35.1       33.4       48.3       47.2       19.3       16.7       26.6       23.8
Old  :                 35.1       33.4       48.3       47.2       19.3       16.7       26.6       23.8
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    59,316:    15,414      3,842      3,685     31,816     44,410     50,914     51,936:     8,403      7,381
Old  :    59,316:    15,414      3,842      3,685     31,816     44,410     50,914     51,936:     8,403      7,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       405:     1,589       -401       -535       -429         95        626       -841:      -221      1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        6.5        6.2       53.6       74.9       85.8       87.6:      14.2       12.4
Old  :     100.0:      26.0        6.5        6.2       53.6       74.9       85.8       87.6:      14.2       12.4
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  :       110:        31         15         11         33         34         71         58:
Old  :       110:        31         15         11         33         34         71         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       35.8       35.9       52.0       22.8       35.6       33.0       50.2
Old  :                 24.6       35.8       35.9       52.0       22.8       35.6       33.0       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    13,841:     4,258        763         54      7,536     10,621     11,848     11,438:     1,993      2,403
Old  :    13,841:     4,258        763         54      7,536     10,621     11,848     11,438:     1,993      2,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,059:       136        -48         54        838        838      1,028        844:        31        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        5.5        0.4       54.4       76.7       85.6       82.6:      14.4       17.4
Old  :     100.0:      30.8        5.5        0.4       54.4       76.7       85.6       82.6:      14.4       17.4
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  :        24:         7          3          2          6          9         14         13:
Old  :        24:         7          3          2          6          9         14         13:
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  :                 51.5       60.8       73.8       75.6       50.3       60.8       72.6       75.5
Old  :                 51.5       60.8       73.8       75.6       50.3       60.8       72.6       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    90,950:    29,345     13,191        227     48,559     67,577     78,131     80,995:    12,819      9,955
Old  :    90,950:    29,345     13,191        227     48,559     67,577     78,131     80,995:    12,819      9,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -1,308:     3,046       -565     -1,318     -2,533     -1,487       -805     -3,370:      -503      2,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       14.5        0.2       53.4       74.3       85.9       89.1:      14.1       10.9
Old  :     100.0:      32.3       14.5        0.2       53.4       74.3       85.9       89.1:      14.1       10.9
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  :       105:        31         17          7         31         33         64         55:
Old  :       105:        31         17          7         31         33         64         55:
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       35.7       37.4       52.7       23.2       35.5       36.3       52.4
Old  :                 23.5       35.7       37.4       52.7       23.2       35.5       36.3       52.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     6,421:     4,557      2,535         37      1,737      3,849      6,331      6,421:        90          0
Old  :     6,421:     4,557      2,535         37      1,737      3,849      6,331      6,421:        90          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       787:       753        351          0         16        465        769        816:        18        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       39.5        0.6       27.1       59.9       98.6      100.0:       1.4        0.0
Old  :     100.0:      71.0       39.5        0.6       27.1       59.9       98.6      100.0:       1.4        0.0
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  :        20:        12          3          1          1          4         13          8:
Old  :        20:        12          3          1          1          4         13          8:
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  :                 67.7       91.0       90.4      100.0       67.7       91.0       90.4       99.4
Old  :                 67.7       91.0       90.4      100.0       67.7       91.0       90.4       99.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,679:       799      1,337        843     12,981     12,237     14,623     14,417:        56        262
Old  :    14,679:       799      1,337        843     12,981     12,237     14,623     14,417:        56        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       247:        40        -20        453       -239       -199        254        234:        -7         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.1        5.7       88.4       83.4       99.6       98.2:       0.4        1.8
Old  :     100.0:       5.4        9.1        5.7       88.4       83.4       99.6       98.2:       0.4        1.8
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  :        31:         2          8          2         10         14         13         23:
Old  :        31:         2          8          2         10         14         13         23:
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  :                 77.0       65.8       98.5       83.1       73.5       64.3       86.1       74.4
Old  :                 77.0       65.8       98.5       83.1       73.5       64.3       86.1       74.4
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 - Futures Only, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   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  :    47,152:     1,016      1,559        874     45,126     44,517     47,016     46,950:       136        202
Old  :    47,152:     1,016      1,559        874     45,126     44,517     47,016     46,950:       136        202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -183:       289        629        654     -1,184     -1,480       -241       -197:        58         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        3.3        1.9       95.7       94.4       99.7       99.6:       0.3        0.4
Old  :     100.0:       2.2        3.3        1.9       95.7       94.4       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          5          1          8         14         12         20:
Old  :        28:         4          5          1          8         14         12         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  :                 93.2       77.3       99.1       92.4       64.8       55.1       67.2       62.7
Old  :                 93.2       77.3       99.1       92.4       64.8       55.1       67.2       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 11, 2011