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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   592,679:   102,399     72,744    148,208    298,817    314,090    549,424    535,042:    43,255     57,637
Old  :    22,053:     9,143      8,654          0      7,452     11,143     16,595     19,797:     5,458      2,256
Other:   570,626:   103,570     74,403    137,894    291,365    302,947    532,829    515,245:    37,797     55,381
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -36,140:     3,672         44    -23,212    -16,402    -12,179    -35,942    -35,348:      -198       -792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       12.3       25.0       50.4       53.0       92.7       90.3:       7.3        9.7
Old  :     100.0:      41.5       39.2        0.0       33.8       50.5       75.3       89.8:      24.7       10.2
Other:     100.0:      18.2       13.0       24.2       51.1       53.1       93.4       90.3:       6.6        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       464:       144        139        193        110        143        371        385:
Old  :       151:        37         28          0         40         47         77         75:
Other:       457:       145        148        178        103        141        350        378:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       17.1       32.3       24.0       16.1       13.6       27.4       18.2
Old  :                 20.4       33.8       31.0       50.1       20.4       33.8       31.0       50.1
Other:                 20.1       17.2       33.3       24.2       16.5       14.3       28.3       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 2,297,491:   496,337     93,563    728,482    839,755  1,179,934  2,064,574  2,001,980:   232,917    295,511
Old  : 1,367,170:   288,822    112,444    431,655    506,727    671,123  1,227,204  1,215,222:   139,967    151,948
Other:   930,320:   272,083     45,687    232,259    333,028    508,811    837,370    786,758:    92,950    143,563
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :  -183,828:     1,794        353   -123,752    -64,599    -54,927   -186,558   -178,327:     2,729     -5,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        4.1       31.7       36.6       51.4       89.9       87.1:      10.1       12.9
Old  :     100.0:      21.1        8.2       31.6       37.1       49.1       89.8       88.9:      10.2       11.1
Other:     100.0:      29.2        4.9       25.0       35.8       54.7       90.0       84.6:      10.0       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       958:       296        152        333        316        437        761        813:
Old  :       907:       240        185        290        273        413        667        757:
Other:       790:       213        131        189        214        394        508        641:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       10.6       18.0       16.9        8.8        6.8       12.9       10.3
Old  :                 12.4       13.0       20.3       18.8       11.4       10.1       16.9       14.4
Other:                 13.7       12.6       21.7       18.5        9.8        9.0       15.8       13.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    15,105:     3,898        184      1,096      7,144     12,916     12,138     14,197:     2,967        908
Old  :     1,008:         8          0          0        658        940        666        940:       342         68
Other:    14,097:     3,892        186      1,094      6,486     11,976     11,472     13,257:     2,625        840
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :      -339:       671         40        -76       -539         39         56          3:      -395       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        1.2        7.3       47.3       85.5       80.4       94.0:      19.6        6.0
Old  :     100.0:       0.8        0.0        0.0       65.3       93.3       66.1       93.3:      33.9        6.7
Other:     100.0:      27.6        1.3        7.8       46.0       85.0       81.4       94.0:      18.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20          3          8         22         15         43         25:
Old  :        16:         2          0          0         11          3         13          3:
Other:        46:        20          3          8         18         15         39         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  :                 24.9       61.4       43.0       80.6       23.3       53.6       38.7       69.0
Old  :                 42.3       93.3       62.8       93.3       42.3       93.3       62.8       93.3
Other:                 26.7       59.1       46.0       79.7       24.8       51.3       41.1       68.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   818,174:   152,353     41,686    271,105    332,202    414,195    755,659    726,986:    62,515     91,188
Old  :   416,876:   110,939     31,625    106,077    162,745    239,378    379,761    377,080:    37,115     39,796
Other:   401,298:    81,257     49,904    125,184    169,457    174,817    375,898    349,905:    25,400     51,392
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -93,828:     8,167     -9,371    -64,295    -35,019    -16,427    -91,148    -90,093:    -2,680     -3,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        5.1       33.1       40.6       50.6       92.4       88.9:       7.6       11.1
Old  :     100.0:      26.6        7.6       25.4       39.0       57.4       91.1       90.5:       8.9        9.5
Other:     100.0:      20.2       12.4       31.2       42.2       43.6       93.7       87.2:       6.3       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       206        116        234        147        205        469        474:
Old  :       527:       193        109        175        115        188        380        417:
Other:       462:       120        133        141        102        182        303        383:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       16.7       26.6       25.1       11.7       11.1       17.1       16.1
Old  :                 17.5       24.1       27.1       33.8       16.4       19.3       22.9       28.7
Other:                 20.5       15.2       29.8       24.6       15.2        9.0       21.0       14.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    24,974:    22,208      2,519        147          5      6,079     22,360      8,745:     2,614     16,229
Old  :     4,165:     2,490        554         48          5        714      2,543      1,316:     1,622      2,849
Other:    20,809:    19,747      1,994         70          0      5,365     19,817      7,429:       992     13,380
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :       524:     1,203        521        -62         -3        413      1,138        872:      -614       -348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9       10.1        0.6        0.0       24.3       89.5       35.0:      10.5       65.0
Old  :     100.0:      59.8       13.3        1.2        0.1       17.1       61.1       31.6:      38.9       68.4
Other:     100.0:      94.9        9.6        0.3        0.0       25.8       95.2       35.7:       4.8       64.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17          7          8          2         18         20         32:
Old  :        39:        15          8          5          2         16         18         28:
Other:        41:        16          7          6          0         18         16         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 60.8       12.5       78.9       19.1       60.6       12.5       78.5       19.1
Old  :                 38.2       19.8       53.7       25.6       37.9       19.8       52.7       25.5
Other:                 65.9       12.2       85.1       18.8       65.7       12.2       84.9       18.8
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    12,150:       966      8,906      2,452      7,931        495     11,349     11,853:       800        296
Old  :    11,057:       966      8,796      1,483      7,931        495     10,380     10,775:       677        282
Other:     1,093:       548        658        421          0          0        969      1,079:       124         14
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :       132:       -95       -277        314       -107        112        111        149:        21        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       73.3       20.2       65.3        4.1       93.4       97.6:       6.6        2.4
Old  :     100.0:       8.7       79.6       13.4       71.7        4.5       93.9       97.4:       6.1        2.6
Other:     100.0:      50.1       60.2       38.5        0.0        0.0       88.7       98.7:      11.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          6          8         13          7         27         16:
Old  :        28:         9          5          8         13          7         27         15:
Other:         4:         2          2          3          0          0          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.9       88.2       76.3       96.6       53.3       69.7       61.1       73.4
Old  :                 64.0       87.9       75.6       96.7       58.6       76.3       67.1       79.6
Other:                 88.7       98.7       88.7       98.7       50.1       60.2       50.1       60.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   409,262:    96,311     35,358     89,691    183,969    258,807    369,972    383,857:    39,290     25,405
Old  :   282,828:    75,159     41,160     50,493    126,566    170,198    252,218    261,851:    30,609     20,977
Other:   126,434:    36,138      9,184     24,213     57,403     88,609    117,753    122,006:     8,681      4,428
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -33,186:    -4,786       -344    -10,835    -14,879    -20,107    -30,501    -31,286:    -2,685     -1,900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        8.6       21.9       45.0       63.2       90.4       93.8:       9.6        6.2
Old  :     100.0:      26.6       14.6       17.9       44.8       60.2       89.2       92.6:      10.8        7.4
Other:     100.0:      28.6        7.3       19.2       45.4       70.1       93.1       96.5:       6.9        3.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:       100         55        101         70         76        229        203:
Old  :       268:        99         72         86         65         71        213        191:
Other:       147:        55         27         38         47         45        117         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       28.7       21.3       42.6        9.4       22.5       15.8       31.0
Old  :                 14.6       24.9       23.7       37.0       12.3       20.0       19.0       27.7
Other:                 18.9       45.1       32.3       60.4       16.3       39.6       27.8       49.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :   634,517:    65,323    105,264     27,838    386,355    342,183    479,516    475,285:   155,001    159,231
Old  :   634,517:    65,323    105,264     27,838    386,355    342,183    479,516    475,285:   155,001    159,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     1,539:    10,538      2,620    -11,956    -11,406     19,211    -12,825      9,875:    14,363     -8,337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       16.6        4.4       60.9       53.9       75.6       74.9:      24.4       25.1
Old  :     100.0:      10.3       16.6        4.4       60.9       53.9       75.6       74.9:      24.4       25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        19         37         27         69         69        108        113:
Old  :       147:        19         37         27         69         69        108        113:
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  :                 17.6       17.3       28.5       26.6       17.0       16.0       26.2       24.2
Old  :                 17.6       17.3       28.5       26.6       17.0       16.0       26.2       24.2
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :   321,384:    43,359     56,835      1,737    205,740    216,876    250,836    275,448:    70,548     45,937
Old  :   321,384:    43,359     56,835      1,737    205,740    216,876    250,836    275,448:    70,548     45,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    -3,978:       956     -1,810        108    -14,355     -7,430    -13,291     -9,132:     9,313      5,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       17.7        0.5       64.0       67.5       78.0       85.7:      22.0       14.3
Old  :     100.0:      13.5       17.7        0.5       64.0       67.5       78.0       85.7:      22.0       14.3
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  :        63:         5         10          3         33         32         39         44:
Old  :        63:         5         10          3         33         32         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  :                 28.1       48.4       47.8       60.8       25.7       48.0       44.0       60.0
Old  :                 28.1       48.4       47.8       60.8       25.7       48.0       44.0       60.0
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 with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,334:       971        286        771      5,206      5,920      6,948      6,977:       386        357
Old  :     7,334:       971        286        771      5,206      5,920      6,948      6,977:       386        357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :      -193:        48        -48         85       -380       -290       -247       -253:        54         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        3.9       10.5       71.0       80.7       94.7       95.1:       5.3        4.9
Old  :     100.0:      13.2        3.9       10.5       71.0       80.7       94.7       95.1:       5.3        4.9
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  :        34:         8          4          8         18         20         30         28:
Old  :        34:         8          4          8         18         20         30         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  :                 48.5       46.0       67.8       66.7       31.3       26.3       39.7       36.6
Old  :                 48.5       46.0       67.8       66.7       31.3       26.3       39.7       36.6
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :   260,056:    48,224     27,532     51,817    117,523    154,159    217,564    233,509:    42,491     26,547
Old  :   172,137:    44,206     27,012     21,360     73,987    105,129    139,553    153,501:    32,583     18,636
Other:    87,919:    13,349      9,851     21,126     43,536     49,031     78,011     80,008:     9,908      7,911
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -10,744:     3,522     -8,280     -2,784    -11,732      4,235    -10,994     -6,829:       251     -3,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       10.6       19.9       45.2       59.3       83.7       89.8:      16.3       10.2
Old  :     100.0:      25.7       15.7       12.4       43.0       61.1       81.1       89.2:      18.9       10.8
Other:     100.0:      15.2       11.2       24.0       49.5       55.8       88.7       91.0:      11.3        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        61         37         70         73         70        176        157:
Old  :       199:        68         38         51         71         67        164        138:
Other:       129:        24         31         30         54         45         97         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       32.5       22.3       42.4        8.0       24.0       14.3       29.3
Old  :                 10.8       35.5       19.3       44.8       10.0       32.8       16.7       40.3
Other:                 29.0       30.3       42.1       50.2       20.8       25.3       32.6       34.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    26,056:     7,573      3,606      1,891      9,251     18,907     18,715     24,403:     7,341      1,653
Old  :    19,608:     6,987      3,037      1,047      6,264     14,602     14,297     18,686:     5,311        922
Other:     6,448:       817        800        613      2,988      4,305      4,417      5,717:     2,031        731
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :        79:       330        143       -560        123        620       -108        203:       187       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       13.8        7.3       35.5       72.6       71.8       93.7:      28.2        6.3
Old  :     100.0:      35.6       15.5        5.3       31.9       74.5       72.9       95.3:      27.1        4.7
Other:     100.0:      12.7       12.4        9.5       46.3       66.8       68.5       88.7:      31.5       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        51         18         19         28         22         90         52:
Old  :        98:        48         17         14         21         21         75         47:
Other:        53:        16         11         10         15         16         36         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       47.9       27.9       59.4       16.6       42.2       25.3       53.0
Old  :                 19.4       52.4       29.6       65.9       19.0       50.6       28.8       62.6
Other:                 41.4       45.4       50.1       59.7       41.2       44.2       48.9       58.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,100,756:   338,658    151,497     46,863    604,435    746,131    989,956    944,491:   110,800    156,265
Old  : 1,100,756:   338,658    151,497     46,863    604,435    746,131    989,956    944,491:   110,800    156,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :      -642:    32,100     -9,880     -1,135    -42,743     18,066    -11,778      7,052:    11,135     -7,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       13.8        4.3       54.9       67.8       89.9       85.8:      10.1       14.2
Old  :     100.0:      30.8       13.8        4.3       54.9       67.8       89.9       85.8:      10.1       14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        51         59         33        105        133        176        205:
Old  :       275:        51         59         33        105        133        176        205:
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  :                 25.4       20.5       37.6       28.3       25.4       17.4       36.1       24.6
Old  :                 25.4       20.5       37.6       28.3       25.4       17.4       36.1       24.6
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 with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,941,127:   208,390    207,453    165,128  1,274,398  1,155,733  1,647,916  1,528,313:   293,210    412,813
Old  : 1,941,127:   208,390    207,453    165,128  1,274,398  1,155,733  1,647,916  1,528,313:   293,210    412,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :   -58,799:    20,279     -6,602    -64,950    -45,384    -18,630    -90,055    -90,183:    31,256     31,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       10.7        8.5       65.7       59.5       84.9       78.7:      15.1       21.3
Old  :     100.0:      10.7       10.7        8.5       65.7       59.5       84.9       78.7:      15.1       21.3
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  :       272:        45         59         61        134        148        214        233:
Old  :       272:        45         59         61        134        148        214        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       15.0       28.8       23.3       20.0       12.6       26.9       17.6
Old  :                 20.4       15.0       28.8       23.3       20.0       12.6       26.9       17.6
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 with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,523,010:   359,682    111,289     85,629    868,062  1,032,491  1,313,373  1,229,409:   209,636    293,601
Old  : 1,523,010:   359,682    111,289     85,629    868,062  1,032,491  1,313,373  1,229,409:   209,636    293,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    37,385:    56,103     -2,512    -20,154    -11,170     54,344     24,778     31,677:    12,606      5,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.3        5.6       57.0       67.8       86.2       80.7:      13.8       19.3
Old  :     100.0:      23.6        7.3        5.6       57.0       67.8       86.2       80.7:      13.8       19.3
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  :       207:        37         31         34        104        110        150        166:
Old  :       207:        37         31         34        104        110        150        166:
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  :                 21.0       19.8       32.5       28.6       19.6       17.8       30.3       25.3
Old  :                 21.0       19.8       32.5       28.6       19.6       17.8       30.3       25.3
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 with Delta-adjusted Options and Futures Combined, April 26, 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  : 1,010,102:   101,737     66,001    344,090    525,022    545,778    970,849    955,869:    39,253     54,233
Old  : 1,010,102:   101,737     66,001    344,090    525,022    545,778    970,849    955,869:    39,253     54,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    11,410:      -672      2,903      3,579      9,344      7,138     12,251     13,620:      -841     -2,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        6.5       34.1       52.0       54.0       96.1       94.6:       3.9        5.4
Old  :     100.0:      10.1        6.5       34.1       52.0       54.0       96.1       94.6:       3.9        5.4
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  :       148:        31         37         47         65         70        120        135:
Old  :       148:        31         37         47         65         70        120        135:
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  :                 33.9       22.1       49.2       39.4       16.7        9.1       21.3       14.9
Old  :                 33.9       22.1       49.2       39.4       16.7        9.1       21.3       14.9
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 with Delta-adjusted Options and Futures Combined, April 26, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    59,102:    20,827      4,824      1,020     29,893     44,139     51,740     49,983:     7,362      9,119
Old  :    59,102:    20,827      4,824      1,020     29,893     44,139     51,740     49,983:     7,362      9,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     4,600:       592        286        239      3,688      2,970      4,519      3,495:        82      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        8.2        1.7       50.6       74.7       87.5       84.6:      12.5       15.4
Old  :     100.0:      35.2        8.2        1.7       50.6       74.7       87.5       84.6:      12.5       15.4
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  :       103:        38          9          7         35         32         74         47:
Old  :       103:        38          9          7         35         32         74         47:
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  :                 29.1       39.2       41.8       54.0       28.8       38.6       40.1       52.8
Old  :                 29.1       39.2       41.8       54.0       28.8       38.6       40.1       52.8
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :   118,204:    41,653      9,648      2,040     59,787     88,278    103,480     99,966:    14,724     18,238
Old  :   118,204:    41,653      9,648      2,040     59,787     88,278    103,480     99,966:    14,724     18,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :     9,201:     1,183        572        479      7,375      5,940      9,037      6,990:       163      2,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        8.2        1.7       50.6       74.7       87.5       84.6:      12.5       15.4
Old  :     100.0:      35.2        8.2        1.7       50.6       74.7       87.5       84.6:      12.5       15.4
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  :       103:        38          9          7         35         32         74         47:
Old  :       103:        38          9          7         35         32         74         47:
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  :                 29.1       39.2       41.8       54.0       28.8       38.6       40.1       52.8
Old  :                 29.1       39.2       41.8       54.0       28.8       38.6       40.1       52.8
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :     8,819:     4,979      2,267         37      1,674      5,595      6,690      7,899:     2,129        920
Old  :     8,819:     4,979      2,267         37      1,674      5,595      6,690      7,899:     2,129        920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :       276:       286        261          0        -10         15        276        276:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       25.7        0.4       19.0       63.4       75.9       89.6:      24.1       10.4
Old  :     100.0:      56.5       25.7        0.4       19.0       63.4       75.9       89.6:      24.1       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          6          1          1          4         14         11:
Old  :        24:        13          6          1          1          4         14         11:
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  :                 46.7       78.7       68.1       87.4       46.7       78.7       68.1       87.4
Old  :                 46.7       78.7       68.1       87.4       46.7       78.7       68.1       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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  :    11,249:     1,262      1,221         10      9,838      9,836     11,110     11,067:       139        182
Old  :    11,249:     1,262      1,221         10      9,838      9,836     11,110     11,067:       139        182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :       182:       610          0        -37       -423        281        150        244:        32        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       10.9        0.1       87.5       87.4       98.8       98.4:       1.2        1.6
Old  :     100.0:      11.2       10.9        0.1       87.5       87.4       98.8       98.4:       1.2        1.6
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  :        30:         4          8          1          6         14         10         23:
Old  :        30:         4          8          1          6         14         10         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.0       69.5       98.3       84.2       85.0       69.5       98.2       84.0
Old  :                 85.0       69.5       98.3       84.2       85.0       69.5       98.2       84.0
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 with Delta-adjusted Options and Futures Combined, April 26, 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  :    27,679:     2,148      1,096          0     25,254     26,196     27,402     27,292:       277        387
Old  :    27,679:     2,148      1,096          0     25,254     26,196     27,402     27,292:       277        387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2011                       :
     :    -1,452:       621        276       -554     -1,610        -73     -1,543       -351:        91     -1,101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        4.0        0.0       91.2       94.6       99.0       98.6:       1.0        1.4
Old  :     100.0:       7.8        4.0        0.0       91.2       94.6       99.0       98.6:       1.0        1.4
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  :        30:         5          5          0          7         14         12         19:
Old  :        30:         5          5          0          7         14         12         19:
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  :                 95.5       75.6       98.1       90.6       95.5       75.6       98.1       90.6
Old  :                 95.5       75.6       98.1       90.6       95.5       75.6       98.1       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 29, 2011