```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      491,848
COMMITMENTS
 104,210   83,048   82,420  265,313  268,624  451,943  434,092   39,905   57,756

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     10,753)
   7,543   -2,754    2,302    1,051   11,216   10,896   10,764     -143      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     16.9     16.8     53.9     54.6     91.9     88.3      8.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     137      138      167       95      134      339      356
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,618,509
COMMITMENTS
 523,604  104,990  217,996  716,614  1046688  1458214  1369674  160,295  248,835

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     85,403)
  36,901    6,618   18,244   24,664   49,815   79,809   74,677    5,594   10,726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      6.5     13.5     44.3     64.7     90.1     84.6      9.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      880)
     276      128      223      237      395      605      684
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,732
COMMITMENTS
   2,900      357      319    7,402   11,664   10,621   12,340    3,111    1,392

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:         88)
      53     -172     -397      556      806      212      237     -124     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      2.6      2.3     53.9     84.9     77.3     89.9     22.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        3        4       21       13       40       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      634,186
COMMITMENTS
 215,997   49,264   82,123  275,094  417,873  573,214  549,260   60,972   84,926

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     15,724)
   5,396    4,225    2,065    2,539    9,591   10,000   15,881    5,724     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      7.8     12.9     43.4     65.9     90.4     86.6      9.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
     205       92      161      122      195      412      396
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       26,086
COMMITMENTS
  22,710    2,634      593       17    5,585   23,320    8,812    2,766   17,274

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      1,121)
     750      606      222       -4     -218      968      610      153      511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.1     10.1      2.3      0.1     21.4     89.4     33.8     10.6     66.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      22        6        6        1       15       23       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      377,348
COMMITMENTS
 116,528   41,957   53,062  171,352  257,947  340,942  352,966   36,406   24,382

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     27,334)
  13,389    5,002    9,129    2,518   12,953   25,036   27,084    2,298      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     11.1     14.1     45.4     68.4     90.4     93.5      9.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     103       56       84       68       68      220      182
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      593,161
COMMITMENTS
  74,675  121,338    6,509  383,071  302,847  464,255  430,694  128,906  162,467

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      2,251)
  -1,853   25,626    2,556    7,018  -29,238    7,721   -1,056   -5,470    3,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     20.5      1.1     64.6     51.1     78.3     72.6     21.7     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      27       32        9       68       63       97      102
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      325,982
COMMITMENTS
  42,527   60,153      533  217,947  224,683  261,007  285,369   64,975   40,613

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      6,827)
  -1,435    3,011        1    6,709    6,704    5,275    9,716    1,552   -2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.5      0.2     66.9     68.9     80.1     87.5     19.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5       11        2       31       31       36       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,416
COMMITMENTS
     600      369      775    5,517    5,900    6,892    7,044      524      372

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -178)
      34       92      114     -398     -405     -250     -199       72       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      5.0     10.5     74.4     79.6     92.9     95.0      7.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        4        6       19       21       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      221,496
COMMITMENTS
  60,031   26,297   25,809   95,290  145,563  181,130  197,669   40,366   23,827

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:      7,001)
  -3,057    2,554      806    5,710      537    3,459    3,897    3,542    3,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     11.9     11.7     43.0     65.7     81.8     89.2     18.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      66       28       44       65       61      157      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,514
COMMITMENTS
   7,984    3,279    1,303    8,397   18,392   17,684   22,974    6,830    1,540

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        134)
     245       98     -142       -7      323       96      279       38     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     13.4      5.3     34.3     75.0     72.1     93.7     27.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      53       15       16       24       22       84       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      971,656
COMMITMENTS
 184,022  178,712    6,911  685,347  626,832  876,280  812,455   95,376  159,201

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     77,860)
 -53,481   42,353    1,099  137,178   19,179   84,796   62,631   -6,936   15,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     18.4      0.7     70.5     64.5     90.2     83.6      9.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      28       58       19       96      111      134      178
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,605,373
COMMITMENTS
 210,683  291,348   24,863  1105903  903,917  1341449  1220128  263,924  385,245

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     36,831)
   2,137   66,663   -4,749   38,741  -47,488   36,129   14,426      702   22,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     18.1      1.5     68.9     56.3     83.6     76.0     16.4     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      41       64       30      100      124      158      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,302,380
COMMITMENTS
 255,561  136,165   12,839  849,577  852,163  1117977  1001167  184,403  301,213

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     46,271)
 -21,233   -5,867   -3,543   86,423   22,363   61,647   12,953  -15,376   33,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     10.5      1.0     65.2     65.4     85.8     76.9     14.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      24       39       10       85       98      112      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      638,687
COMMITMENTS
 116,812   69,674   69,955  416,420  451,841  603,187  591,470   35,500   47,217

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -34,105)
  -7,090   12,104   -3,427  -27,062  -47,004  -37,579  -38,327    3,474    4,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     10.9     11.0     65.2     70.7     94.4     92.6      5.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      25       27       33       57       65      101      115
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,807
COMMITMENTS
  26,687    4,945       41   25,348   45,642   52,075   50,627    6,732    8,180

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:         21)
   2,438      609     -227      203   -2,813    2,414   -2,431   -2,393    2,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4      8.4      0.1     43.1     77.6     88.6     86.1     11.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       10        3       26       32       58       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,613
COMMITMENTS
  53,374    9,889       81   50,695   91,283  104,150  101,253   13,463   16,360

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:         41)
   4,875    1,218     -454      406   -5,625    4,827   -4,861   -4,786    4,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4      8.4      0.1     43.1     77.6     88.6     86.1     11.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       10        3       26       32       58       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,886
COMMITMENTS
   5,594    1,669       37    1,674    5,680    7,305    7,386    1,581    1,500

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -793)
    -725   -1,411        0      -74      642     -799     -769        6      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.0     18.8      0.4     18.8     63.9     82.2     83.1     17.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        4        1        1        4       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,225
COMMITMENTS
     650    1,353        7   10,440    9,606   11,097   10,966      128      259

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:       -697)
     377       88       -4   -1,116     -780     -743     -696       46       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     12.1      0.1     93.0     85.6     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        9        1        6       14        8       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,465
COMMITMENTS
   1,205    1,536        0   26,975   26,697   28,180   28,233      285      232

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        -15)
      46     -217        0     -186      109     -140     -108      125       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.4      0.0     94.8     93.8     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        5        0        7       15       10       20
```

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Updated April 8, 2011