```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 15, 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  :   485,753:   101,029     79,762     76,455    266,984    272,107    444,468    428,324:    41,285     57,429
Old  :   192,715:    69,052     53,141      4,280     98,310    118,050    171,642    175,471:    21,073     17,244
Other:   293,038:    63,619     58,263     40,533    168,674    154,057    272,826    252,853:    20,212     40,185
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :      -205:     3,972      2,255       -940     -1,774     -2,994      1,258     -1,679:    -1,463      1,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       16.4       15.7       55.0       56.0       91.5       88.2:       8.5       11.8
Old  :     100.0:      35.8       27.6        2.2       51.0       61.3       89.1       91.1:      10.9        8.9
Other:     100.0:      21.7       19.9       13.8       57.6       52.6       93.1       86.3:       6.9       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       128        137        148         82        131        309        340:
Old  :       369:       143        102         21         42         91        195        205:
Other:       335:        86        100         81         70        120        207        267:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       20.2       36.7       27.3       20.4       16.6       34.5       21.4
Old  :                 34.7       31.6       44.8       41.5       34.7       31.6       44.8       41.5
Other:                 24.4       17.3       36.8       24.9       22.7       12.8       32.8       18.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 15, 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  : 1,613,794:   528,936    109,633    216,584    706,250  1,037,756  1,451,770  1,363,973:   162,024    249,821
Old  : 1,115,060:   363,494    125,231    131,857    507,642    702,644  1,002,993    959,732:   112,067    155,328
Other:   498,734:   221,047     40,007     29,122    198,608    335,112    448,777    404,241:    49,957     94,493
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -13,981:   -29,989      8,597     -6,109     32,819    -15,875     -3,279    -13,387:   -10,702       -594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        6.8       13.4       43.8       64.3       90.0       84.5:      10.0       15.5
Old  :     100.0:      32.6       11.2       11.8       45.5       63.0       89.9       86.1:      10.1       13.9
Other:     100.0:      44.3        8.0        5.8       39.8       67.2       90.0       81.1:      10.0       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       861:       253        142        223        230        384        593        668:
Old  :       826:       233        152        180        192        363        517        616:
Other:       676:       167        107         65        127        338        321        489:
     :----------------------------------------------------------------------------------------------------
     :             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       12.1       21.4       18.2       11.2        9.0       17.1       13.8
Old  :                 15.6       15.8       23.4       21.5       15.2       12.0       22.2       16.9
Other:                 21.1       16.0       31.3       22.3       19.6       15.5       29.5       21.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 15, 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  :    13,164:     3,822        425         92      6,112     11,289     10,026     11,806:     3,138      1,358
Old  :     8,092:     1,845        365          3      4,039      6,733      5,887      7,101:     2,205        991
Other:     5,072:     2,006         89         60      2,073      4,556      4,139      4,705:       933        367
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :       106:       -10        363         71        392       -395        453         39:      -347         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        3.2        0.7       46.4       85.8       76.2       89.7:      23.8       10.3
Old  :     100.0:      22.8        4.5        0.0       49.9       83.2       72.8       87.8:      27.2       12.2
Other:     100.0:      39.6        1.8        1.2       40.9       89.8       81.6       92.8:      18.4        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          4          5         19         13         40         20:
Old  :        39:        14          4          1         13          9         28         13:
Other:        30:         9          2          1         14         11         23         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  :                 28.7       65.6       44.6       79.8       28.7       58.5       42.7       69.8
Old  :                 34.9       75.1       49.9       84.5       34.9       74.0       49.9       83.3
Other:                 45.4       65.3       64.2       83.2       40.5       55.4       54.4       69.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 15, 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  :   621,678:   214,376     49,442     77,547    271,888    399,970    563,811    526,959:    57,867     94,719
Old  :   392,292:   156,732     44,836     27,076    173,030    271,110    356,838    343,022:    35,454     49,270
Other:   229,386:    83,778     30,740     24,337     98,858    128,860    206,973    183,937:    22,413     45,449
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     4,363:     1,849     15,448     -2,726      9,542    -11,247      8,665      1,475:    -4,302      2,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        8.0       12.5       43.7       64.3       90.7       84.8:       9.3       15.2
Old  :     100.0:      40.0       11.4        6.9       44.1       69.1       91.0       87.4:       9.0       12.6
Other:     100.0:      36.5       13.4       10.6       43.1       56.2       90.2       80.2:       9.8       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       522:       180        106        146        123        190        370        399:
Old  :       494:       167        108        100         92        170        304        344:
Other:       385:       105         78         56         80        169        220        277:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       20.1       25.3       27.8       11.5       17.0       17.9       23.3
Old  :                 19.9       27.1       29.4       37.6       18.8       25.3       27.1       33.4
Other:                 22.2       15.3       32.5       24.5       21.2       13.9       30.7       22.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 15, 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  :    23,863:    20,837      1,817        170         22      5,440     21,029      7,427:     2,834     16,436
Old  :     5,470:     3,361        501        132         22        972      3,515      1,605:     1,955      3,865
Other:    18,393:    17,505      1,345          9          0      4,468     17,514      5,822:       879     12,571
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :       425:       214        302         -1         -1         70        212        371:       213         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3        7.6        0.7        0.1       22.8       88.1       31.1:      11.9       68.9
Old  :     100.0:      61.4        9.2        2.4        0.4       17.8       64.3       29.3:      35.7       70.7
Other:     100.0:      95.2        7.3        0.0        0.0       24.3       95.2       31.7:       4.8       68.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          5          4          2         14         19         23:
Old  :        34:        16          5          4          2         12         19         20:
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  :                 56.1       13.1       76.0       19.5       55.8       13.1       75.5       19.5
Old  :                 35.3       16.8       53.3       22.9       33.9       16.8       52.0       22.4
Other:                 65.5       13.4       86.0       20.0       65.4       13.4       86.0       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 15, 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  :   373,398:   104,982     39,253     44,671    177,413    249,193    327,066    333,117:    46,332     40,281
Old  :   294,788:    86,498     44,204     26,073    141,582    188,612    254,153    258,889:    40,635     35,899
Other:    78,610:    29,393      5,958      7,689     35,831     60,581     72,913     74,228:     5,697      4,382
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     2,265:    -4,857      5,041      1,164     -5,175    -22,038     -8,868    -15,833:    11,133     18,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       10.5       12.0       47.5       66.7       87.6       89.2:      12.4       10.8
Old  :     100.0:      29.3       15.0        8.8       48.0       64.0       86.2       87.8:      13.8       12.2
Other:     100.0:      37.4        7.6        9.8       45.6       77.1       92.8       94.4:       7.2        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        96         55         69         69         67        206        173:
Old  :       259:       101         66         55         65         63        191        164:
Other:       126:        45         23         17         44         30         96         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       30.9       22.9       43.7       12.0       25.3       19.4       37.2
Old  :                 16.0       30.0       26.9       40.9       14.4       25.5       23.5       34.5
Other:                 25.7       45.8       43.2       61.6       23.3       44.7       39.0       58.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 15, 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  :   596,535:    67,991    101,079      3,202    392,094    346,570    463,287    450,851:   133,248    145,684
Old  :   596,535:    67,991    101,079      3,202    392,094    346,570    463,287    450,851:   133,248    145,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -25,802:   -16,967     -7,325        977     -7,395     -5,667    -23,385    -12,015:    -2,417    -13,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       16.9        0.5       65.7       58.1       77.7       75.6:      22.3       24.4
Old  :     100.0:      11.4       16.9        0.5       65.7       58.1       77.7       75.6:      22.3       24.4
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  :       154:        23         32          7         71         63         98         98:
Old  :       154:        23         32          7         71         63         98         98:
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  :                 19.7       17.9       30.3       29.0       17.1       17.9       26.8       27.5
Old  :                 19.7       17.9       30.3       29.0       17.1       17.9       26.8       27.5
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 15, 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  :   320,346:    43,600     63,580      3,636    205,397    210,892    252,633    278,108:    67,713     42,238
Old  :   320,346:    43,600     63,580      3,636    205,397    210,892    252,633    278,108:    67,713     42,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -10,389:    -2,172      1,191     -4,189    -12,291     -2,684    -18,652     -5,682:     8,263     -4,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       19.8        1.1       64.1       65.8       78.9       86.8:      21.1       13.2
Old  :     100.0:      13.6       19.8        1.1       64.1       65.8       78.9       86.8:      21.1       13.2
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  :        63:         6         12          3         32         30         39         44:
Old  :        63:         6         12          3         32         30         39         44:
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  :                 26.2       42.8       45.2       58.0       25.0       42.8       41.8       57.1
Old  :                 26.2       42.8       45.2       58.0       25.0       42.8       41.8       57.1
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 15, 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  :     8,044:     1,085        322        677      5,943      6,657      7,705      7,656:       339        388
Old  :     8,044:     1,085        322        677      5,943      6,657      7,705      7,656:       339        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :       182:        26       -276        232        -50        240        208        196:       -26        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        4.0        8.4       73.9       82.8       95.8       95.2:       4.2        4.8
Old  :     100.0:      13.5        4.0        8.4       73.9       82.8       95.8       95.2:       4.2        4.8
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  :        35:         7          3          6         19         22         29         28:
Old  :        35:         7          3          6         19         22         29         28:
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  :                 54.3       48.7       76.0       65.7       31.0       24.9       39.8       34.5
Old  :                 54.3       48.7       76.0       65.7       31.0       24.9       39.8       34.5
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 15, 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  :   215,424:    57,346     24,852     24,327     98,882    141,474    180,555    190,653:    34,869     24,771
Old  :   164,221:    45,582     26,296     12,378     77,769    105,118    135,729    143,792:    28,492     20,429
Other:    51,203:    14,820      1,612      8,893     21,113     36,356     44,826     46,861:     6,377      4,342
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     2,942:       770      3,270     -1,336      7,282        435      6,716      2,369:    -3,774        573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       11.5       11.3       45.9       65.7       83.8       88.5:      16.2       11.5
Old  :     100.0:      27.8       16.0        7.5       47.4       64.0       82.7       87.6:      17.3       12.4
Other:     100.0:      28.9        3.1       17.4       41.2       71.0       87.5       91.5:      12.5        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        56         30         45         69         57        157        115:
Old  :       177:        57         33         38         66         52        146        107:
Other:       101:        28          9         13         44         29         80         47:
     :----------------------------------------------------------------------------------------------------
     :             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       33.9       22.2       45.1       10.4       31.1       17.2       39.1
Old  :                 13.5       32.0       24.0       45.5       11.7       28.5       19.5       38.8
Other:                 23.4       42.0       39.8       63.1       21.6       41.4       36.2       59.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 15, 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  :    24,345:     7,656      3,026      1,674      8,056     17,690     17,386     22,390:     6,959      1,955
Old  :    19,713:     7,332      2,844        974      5,987     14,557     14,293     18,375:     5,420      1,338
Other:     4,632:       618        476        406      2,069      3,133      3,093      4,015:     1,539        617
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,423:    -1,287          6       -201        132     -1,705     -1,356     -1,900:       -67        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       12.4        6.9       33.1       72.7       71.4       92.0:      28.6        8.0
Old  :     100.0:      37.2       14.4        4.9       30.4       73.8       72.5       93.2:      27.5        6.8
Other:     100.0:      13.3       10.3        8.8       44.7       67.6       66.8       86.7:      33.2       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        99:        47         12         12         23         21         76         45:
Old  :        95:        47         13          8         16         20         66         41:
Other:        43:        12          7          7         13         15         30         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       51.2       27.8       65.0       16.1       46.1       25.1       58.9
Old  :                 19.8       55.4       31.2       69.1       19.8       54.7       30.3       67.8
Other:                 36.5       50.3       46.5       68.1       36.0       48.8       45.3       65.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 15, 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  :   882,677:   222,457    165,108      9,456    545,405    576,613    777,318    751,177:   105,359    131,500
Old  :   882,677:   222,457    165,108      9,456    545,405    576,613    777,318    751,177:   105,359    131,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    13,724:    20,529     14,960        -39    -18,616      6,940      1,874     21,861:    11,850     -8,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       18.7        1.1       61.8       65.3       88.1       85.1:      11.9       14.9
Old  :     100.0:      25.2       18.7        1.1       61.8       65.3       88.1       85.1:      11.9       14.9
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  :       233:        32         54         15         85        116        127        175:
Old  :       233:        32         54         15         85        116        127        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  :                 27.2       16.1       38.8       25.1       23.7       15.0       34.3       23.0
Old  :                 27.2       16.1       38.8       25.1       23.7       15.0       34.3       23.0
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 15, 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  : 1,598,698:   174,536    292,280     28,223  1,104,851    932,307  1,307,610  1,252,810:   291,088    345,888
Old  : 1,598,698:   174,536    292,280     28,223  1,104,851    932,307  1,307,610  1,252,810:   291,088    345,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    51,320:    -9,752     51,275        925     10,921     -7,280      2,094     44,920:    49,226      6,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       18.3        1.8       69.1       58.3       81.8       78.4:      18.2       21.6
Old  :     100.0:      10.9       18.3        1.8       69.1       58.3       81.8       78.4:      18.2       21.6
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  :       256:        33         62         27        108        124        154        200:
Old  :       256:        33         62         27        108        124        154        200:
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  :                 26.4       16.0       36.2       24.7       25.0       13.4       32.1       18.9
Old  :                 26.4       16.0       36.2       24.7       25.0       13.4       32.1       18.9
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 15, 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  : 1,166,238:   254,562    116,797     14,457    699,258    775,947    968,277    907,201:   197,961    259,037
Old  : 1,166,238:   254,562    116,797     14,457    699,258    775,947    968,277    907,201:   197,961    259,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -46,414:   -15,656    -13,507     -2,042    -51,460    -32,350    -69,158    -47,899:    22,744      1,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       10.0        1.2       60.0       66.5       83.0       77.8:      17.0       22.2
Old  :     100.0:      21.8       10.0        1.2       60.0       66.5       83.0       77.8:      17.0       22.2
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  :       184:        31         39         13         79         89        115        136:
Old  :       184:        31         39         13         79         89        115        136:
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  :                 24.1       20.7       35.4       31.4       22.5       17.9       33.1       25.9
Old  :                 24.1       20.7       35.4       31.4       22.5       17.9       33.1       25.9
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 15, 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  :   623,786:    99,109     57,763     79,094    417,239    444,404    595,442    581,261:    28,344     42,525
Old  :   623,786:    99,109     57,763     79,094    417,239    444,404    595,442    581,261:    28,344     42,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    39,010:      -835     12,543      4,894     37,159     26,677     41,218     44,114:    -2,208     -5,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        9.3       12.7       66.9       71.2       95.5       93.2:       4.5        6.8
Old  :     100.0:      15.9        9.3       12.7       66.9       71.2       95.5       93.2:       4.5        6.8
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  :       128:        27         26         35         60         62        104        111:
Old  :       128:        27         26         35         60         62        104        111:
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       33.3       48.7       46.7       18.4       15.3       27.2       22.0
Old  :                 35.1       33.3       48.7       46.7       18.4       15.3       27.2       22.0
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 15, 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  :    63,793:    11,942      2,887      4,766     37,387     44,892     54,094     52,545:     9,699     11,248
Old  :    63,793:    11,942      2,887      4,766     37,387     44,892     54,094     52,545:     9,699     11,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     4,477:    -3,472       -955      1,081      5,571        483      3,181        609:     1,296      3,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        4.5        7.5       58.6       70.4       84.8       82.4:      15.2       17.6
Old  :     100.0:      18.7        4.5        7.5       58.6       70.4       84.8       82.4:      15.2       17.6
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  :       103:        31         12         19         40         39         80         64:
Old  :       103:        31         12         19         40         39         80         64:
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  :                 25.0       32.5       35.9       47.5       21.1       27.6       30.4       39.7
Old  :                 25.0       32.5       35.9       47.5       21.1       27.6       30.4       39.7
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 15, 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  :    14,894:     2,965        250        283      8,654     10,442     11,902     10,975:     2,992      3,919
Old  :    14,894:     2,965        250        283      8,654     10,442     11,902     10,975:     2,992      3,919
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     1,053:    -1,293       -513        229      1,118       -179         54       -463:       999      1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        1.7        1.9       58.1       70.1       79.9       73.7:      20.1       26.3
Old  :     100.0:      19.9        1.7        1.9       58.1       70.1       79.9       73.7:      20.1       26.3
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  :        21:         6          1          1          7         10         13         12:
Old  :        21:         6          1          1          7         10         13         12:
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  :                 46.0       52.1       66.0       66.8       43.2       52.1       60.6       65.7
Old  :                 46.0       52.1       66.0       66.8       43.2       52.1       60.6       65.7
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 15, 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  :    97,797:    21,867      9,187      5,052     57,465     68,900     84,384     83,139:    13,413     14,658
Old  :    97,797:    21,867      9,187      5,052     57,465     68,900     84,384     83,139:    13,413     14,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     6,847:    -7,478     -4,004      4,825      8,906      1,323      6,253      2,144:       594      4,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        9.4        5.2       58.8       70.5       86.3       85.0:      13.7       15.0
Old  :     100.0:      22.4        9.4        5.2       58.8       70.5       86.3       85.0:      13.7       15.0
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  :       100:        30         15         15         38         37         74         61:
Old  :       100:        30         15         15         38         37         74         61:
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  :                 24.4       29.1       37.9       48.1       21.5       25.6       32.5       40.7
Old  :                 24.4       29.1       37.9       48.1       21.5       25.6       32.5       40.7
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 15, 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  :    10,312:     4,498      2,577        491      2,713      4,741      7,702      7,809:     2,610      2,503
Old  :    10,312:     4,498      2,577        491      2,713      4,741      7,702      7,809:     2,610      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     3,891:       -59         42        454        976        892      1,371      1,388:     2,520      2,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       25.0        4.8       26.3       46.0       74.7       75.7:      25.3       24.3
Old  :     100.0:      43.6       25.0        4.8       26.3       46.0       74.7       75.7:      25.3       24.3
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  :        21:        12          4          2          3          4         16          9:
Old  :        21:        12          4          2          3          4         16          9:
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  :                 44.9       69.1       65.0       75.4       41.6       55.0       55.4       60.9
Old  :                 44.9       69.1       65.0       75.4       41.6       55.0       55.4       60.9
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 15, 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  :    10,721:       877      1,050          7      9,788      9,303     10,672     10,360:        49        361
Old  :    10,721:       877      1,050          7      9,788      9,303     10,672     10,360:        49        361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -3,958:        78       -287       -836     -3,193     -2,934     -3,951     -4,057:        -7         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.8        0.1       91.3       86.8       99.5       96.6:       0.5        3.4
Old  :     100.0:       8.2        9.8        0.1       91.3       86.8       99.5       96.6:       0.5        3.4
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  :        27:         3          6          1          7         13         10         20:
Old  :        27:         3          6          1          7         13         10         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  :                 89.7       75.0       99.0       86.3       89.7       74.8       98.9       86.1
Old  :                 89.7       75.0       99.0       86.3       89.7       74.8       98.9       86.1
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 15, 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  :    29,233:     2,399      1,495          0     26,606     27,602     29,005     29,097:       228        136
Old  :    29,233:     2,399      1,495          0     26,606     27,602     29,005     29,097:       228        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -17,919:     1,383        -64       -874    -18,520    -16,915    -18,011    -17,853:        92        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        5.1        0.0       91.0       94.4       99.2       99.5:       0.8        0.5
Old  :     100.0:       8.2        5.1        0.0       91.0       94.4       99.2       99.5:       0.8        0.5
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:         3          6          0          7         14         10         20:
Old  :        28:         3          6          0          7         14         10         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  :                 97.0       77.3       99.1       90.6       97.0       77.3       98.8       90.6
Old  :                 97.0       77.3       99.1       90.6       97.0       77.3       98.8       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 18, 2011