```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      470,608
COMMITMENTS
 107,090   84,919   65,880  259,384  267,124  432,354  417,923   38,254   52,685

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -14,743)
   2,751      546   -8,270   -9,804   -6,623  -15,323  -14,347      580     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     18.0     14.0     55.1     56.8     91.9     88.8      8.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     128      131      154       93      137      325      347
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,592,733
COMMITMENTS
 570,525   97,458  214,364  627,856  1041771  1412745  1353593  179,988  239,140

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -57,658)
   1,476  -12,863  -22,745  -43,320  -15,749  -64,589  -51,357    6,931   -6,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      6.1     13.5     39.4     65.4     88.7     85.0     11.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      925)
     300      119      242      260      409      668      710
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,532
COMMITMENTS
   4,140      142      187    6,397   12,395   10,724   12,724    2,808      808

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        -19)
     781        2       57     -532      245      306      304     -325     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      1.0      1.4     47.3     91.6     79.2     94.0     20.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        2        4       21       13       42       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      593,568
COMMITMENTS
 177,725   45,001   93,651  267,792  372,301  539,168  510,953   54,400   82,615

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -42,472)
 -15,879  -10,805  -16,012   -9,522  -12,163  -41,413  -38,980   -1,059   -3,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      7.6     15.8     45.1     62.7     90.8     86.1      9.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      540)
     182      102      180      133      192      424      412
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,974
COMMITMENTS
  22,208    2,519      147        5    6,079   22,360    8,745    2,614   16,229

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        524)
   1,203      521      -62       -3      413    1,138      872     -614     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.9     10.1      0.6      0.0     24.3     89.5     35.0     10.5     65.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        7        8        2       18       20       32
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      340,125
COMMITMENTS
 107,675   39,724   40,824  153,429  234,788  301,928  315,336   38,197   24,789

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -12,880)
  -9,014      210      147   -1,750  -11,541  -10,617  -11,184   -2,263   -1,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     11.7     12.0     45.1     69.0     88.8     92.7     11.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      91       62       84       64       67      213      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      575,695
COMMITMENTS
  67,844  104,390    6,735  360,387  321,881  434,966  433,006  140,729  142,689

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     14,014)
   9,657    1,658   -1,343   -5,683   23,873    2,631   24,188   11,383  -10,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     18.1      1.2     62.6     55.9     75.6     75.2     24.4     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      31       23       19       63       67       99      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      317,060
COMMITMENTS
  43,359   57,753      640  204,784  213,680  248,783  272,073   68,277   44,987

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -4,165)
     956   -1,727        9  -14,397   -7,639  -13,432   -9,357    9,267    5,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     18.2      0.2     64.6     67.4     78.5     85.8     21.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5       10        2       30       32       35       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,334
COMMITMENTS
     971      286      771    5,206    5,920    6,948    6,977      386      357

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:       -193)
      48      -48       85     -380     -290     -247     -253       54       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      3.9     10.5     71.0     80.7     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        4        8       18       20       30       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      226,777
COMMITMENTS
  56,633   26,216   28,681  102,361  146,939  187,675  201,836   39,102   24,941

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -7,372)
    -886   -8,097      590   -7,587    4,076   -7,883   -3,431      511   -3,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     11.6     12.6     45.1     64.8     82.8     89.0     17.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      65       28       55       68       63      168      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,452
COMMITMENTS
   7,582    3,556    1,056    8,784   18,299   17,422   22,911    7,030    1,541

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        106)
      38      180     -340      311      411        9      251       97     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     14.5      4.3     35.9     74.8     71.2     93.7     28.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      50       15       17       23       21       81       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,057,084
COMMITMENTS
 338,554  159,934   16,925  593,210  726,965  948,689  903,824  108,395  153,260

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      2,290)
  31,769  -11,375    3,003  -43,022   18,335   -8,250    9,963   10,540   -7,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     15.1      1.6     56.1     68.8     89.7     85.5     10.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      48       57       19       96      123      155      189
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,660,137
COMMITMENTS
 211,100  245,514   24,608  1150294  1001448  1386002  1271570  274,135  388,567

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     34,021)
   8,889   -9,589   -7,820     -167   17,307      902     -102   33,119   34,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     14.8      1.5     69.3     60.3     83.5     76.6     16.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      38       56       28      106      126      156      199
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,423,930
COMMITMENTS
 371,791  127,976   14,068  837,397  999,175  1223256  1141219  200,674  282,711

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     68,976)
  56,643  -13,024   -1,633     -963   73,811   54,047   59,154   14,929    9,822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      9.0      1.0     58.8     70.2     85.9     80.1     14.1     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      28       40       13       90      101      122      150
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      695,570
COMMITMENTS
 110,910   64,077   87,594  461,246  493,375  659,750  645,046   35,820   50,524

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     12,788)
  -1,446    2,735    4,916    9,965    6,932   13,435   14,583     -647   -1,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      9.2     12.6     66.3     70.9     94.9     92.7      5.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      29       32       36       59       68      105      125
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,431
COMMITMENTS
  21,083    4,819      120   28,950   43,534   50,152   48,472    7,279    8,960

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,374)
     646      281      107    3,545    2,932    4,297    3,319       78    1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      8.4      0.2     50.4     75.8     87.3     84.4     12.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      39        8        3       31       31       70       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      114,862
COMMITMENTS
  42,165    9,637      239   57,900   87,067  100,304   96,943   14,558   17,919

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      8,748)
   1,291      561      213    7,089    5,864    8,593    6,638      155    2,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      8.4      0.2     50.4     75.8     87.3     84.4     12.7     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      39        8        3       31       31       70       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,819
COMMITMENTS
   4,979    2,267       37    1,674    5,595    6,690    7,899    2,129      920

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        276)
     286      261        0      -10       15      276      276        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     25.7      0.4     19.0     63.4     75.9     89.6     24.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        6        1        1        4       14       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,249
COMMITMENTS
   1,262    1,221       10    9,838    9,836   11,110   11,067      139      182

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:        182)
     610        0      -37     -423      281      150      244       32      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     10.9      0.1     87.5     87.4     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        8        1        6       14       10       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       27,679
COMMITMENTS
   2,148    1,096        0   25,254   26,196   27,402   27,292      277      387

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     -1,452)
     621      276     -554   -1,610      -73   -1,543     -351       91   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      4.0      0.0     91.2     94.6     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        5        0        7       14       12       19
```

----

Updated April 29, 2011