```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      485,351
COMMITMENTS
 104,339   84,373   74,150  269,188  273,747  447,677  432,270   37,674   53,081

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -4,206)
   2,600    4,205   -2,172   -2,023   -1,148   -1,595      885   -2,611   -5,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     17.4     15.3     55.5     56.4     92.2     89.1      7.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     135      132      161       92      136      327      357
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,650,391
COMMITMENTS
 569,049  110,321  237,109  671,176  1057520  1477334  1404950  173,057  245,441

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -9,477)
  11,836    2,681     -373  -29,948   -3,138  -18,485     -830    9,008   -8,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      6.7     14.4     40.7     64.1     89.5     85.1     10.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      925)
     290      132      250      244      411      659      716
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,551
COMMITMENTS
   3,359      140      130    6,929   12,150   10,418   12,420    3,133    1,131

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -101)
     183       76      -47     -414      -61     -278      -32      177      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      1.0      1.0     51.1     89.7     76.9     91.7     23.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        2        3       20       12       39       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      636,040
COMMITMENTS
 193,604   55,806  109,663  277,314  384,464  580,581  549,933   55,459   86,107

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -553)
  -9,832    3,849    8,894    2,453  -10,045    1,515    2,698   -2,068   -3,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      8.8     17.2     43.6     60.4     91.3     86.5      8.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     189      112      189      137      190      438      430
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,450
COMMITMENTS
  21,005    1,998      209        8    5,666   21,222    7,873    3,228   16,577

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -952)
  -1,025       16     -202       -9     -135   -1,236     -321      284     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    85.9      8.2      0.9      0.0     23.2     86.8     32.2     13.2     67.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        5        7        2       16       17       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      353,005
COMMITMENTS
 116,689   39,514   40,677  155,179  246,329  312,545  326,520   40,460   26,485

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -16,055)
   3,480   -1,689   -8,094   -8,679   -2,167  -13,293  -11,950   -2,762   -4,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     11.2     11.5     44.0     69.8     88.5     92.5     11.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     106       61       87       67       66      227      180
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      561,681
COMMITMENTS
  58,187  102,732    8,078  366,070  298,008  432,335  408,818  129,346  152,863

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -1,003)
  20,378   -8,988   -1,223   -1,441   19,300   17,714    9,089  -18,717  -10,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     18.3      1.4     65.2     53.1     77.0     72.8     23.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      31       28       18       64       65      101      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      321,225
COMMITMENTS
  42,403   59,480      631  219,181  221,319  262,215  281,430   59,010   39,795

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -3,299)
  -2,057    1,783       41    5,981   -4,954    3,965   -3,130   -7,264     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     18.5      0.2     68.2     68.9     81.6     87.6     18.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5       10        2       31       32       36       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,527
COMMITMENTS
     923      334      686    5,586    6,210    7,195    7,230      332      297

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        -63)
     345       59     -273      -87      211      -15       -3      -48      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      4.4      9.1     74.2     82.5     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        3        8       21       22       33       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      234,149
COMMITMENTS
  57,519   34,313   28,091  109,948  142,863  195,558  205,267   38,591   28,882

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      8,877)
  -1,231    2,963    2,804    7,770    1,315    9,343    7,082     -466    1,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     14.7     12.0     47.0     61.0     83.5     87.7     16.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      63       34       58       72       60      171      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,346
COMMITMENTS
   7,544    3,376    1,396    8,473   17,888   17,413   22,660    6,933    1,686

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -166)
    -326     -292      123       54      138     -149      -31      -17     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     13.9      5.7     34.8     73.5     71.5     93.1     28.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      49       15       17       23       21       80       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,054,794
COMMITMENTS
 306,785  171,309   13,922  636,232  708,630  956,939  893,861   97,855  160,933

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     19,471)
  51,676   -9,550    4,314  -49,525   25,299    6,465   20,063   13,006     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     16.2      1.3     60.3     67.2     90.7     84.7      9.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      44       58       21       94      122      149      191
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,626,116
COMMITMENTS
 202,211  255,103   32,428  1150461  984,141  1385100  1271672  241,016  354,444

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -28,084)
  -8,960  -37,982    4,617    7,796   46,803    3,453   13,438  -31,537  -41,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     15.7      2.0     70.7     60.5     85.2     78.2     14.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      40       65       31      107      130      160      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,354,954
COMMITMENTS
 315,148  141,000   15,701  838,360  925,364  1169209  1082065  185,745  272,889

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     29,318)
  17,756    1,445      816   11,647   41,311   30,219   43,572     -901  -14,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     10.4      1.2     61.9     68.3     86.3     79.9     13.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      27       43       11       88      103      118      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      682,782
COMMITMENTS
 112,356   61,342   82,678  451,281  486,443  646,315  630,463   36,467   52,319

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     30,397)
   3,211    3,271    8,919   20,719   19,210   32,849   31,400   -2,452   -1,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      9.0     12.1     66.1     71.2     94.7     92.3      5.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      31       25       34       61       68      105      120
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,057
COMMITMENTS
  20,437    4,538       13   25,406   40,602   45,856   45,153    7,202    7,905

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     -6,204)
  -5,642      171     -141     -767   -6,621   -6,549   -6,591      345      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      8.6      0.0     47.9     76.5     86.4     85.1     13.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      38       10        3       28       30       67       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      106,114
COMMITMENTS
  40,874    9,076       26   50,811   81,203   91,711   90,305   14,403   15,809

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:    -12,407)
 -11,283      341     -281   -1,533  -13,242  -13,097  -13,182      690      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5      8.6      0.0     47.9     76.5     86.4     85.1     13.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      38       10        3       28       30       67       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,543
COMMITMENTS
   4,693    2,006       37    1,684    5,580    6,414    7,623    2,129      920

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        119)
     137      337        0      -20     -218      117      119        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     23.5      0.4     19.7     65.3     75.1     89.2     24.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        5        1        1        4       13       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,067
COMMITMENTS
     652    1,221       47   10,261    9,555   10,960   10,823      107      244

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:       -162)
     170     -102       21     -348      -44     -157     -125       -5      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     11.0      0.4     92.7     86.3     99.0     97.8      1.0      2.2

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 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,131
COMMITMENTS
   1,527      820      554   26,864   26,269   28,945   27,643      186    1,488

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:        522)
     210   -1,051      554     -307      122      457     -375       65      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.8      1.9     92.2     90.2     99.4     94.9      0.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        6        1        8       14       13       20
```

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Updated April 22, 2011