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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   636,214:    97,254     71,996    173,976    316,347    327,300    587,576    573,271:    48,637     62,942
Old  :   249,770:    60,658     51,006     52,665    110,931    126,508    224,254    230,178:    25,516     19,592
Other:   386,444:    62,236     46,631     95,671    205,416    200,792    363,323    343,094:    23,121     43,350
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    21,615:     5,324       -803     16,435        690      4,284     22,448     19,916:      -833      1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       11.3       27.3       49.7       51.4       92.4       90.1:       7.6        9.9
Old  :     100.0:      24.3       20.4       21.1       44.4       50.6       89.8       92.2:      10.2        7.8
Other:     100.0:      16.1       12.1       24.8       53.2       52.0       94.0       88.8:       6.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       140        149        195         99        139        357        385:
Old  :       387:       135        123        111         68        103        263        277:
Other:       364:       113         98        131         86        130        262        309:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       16.6       30.5       23.5       15.4       13.0       26.2       17.0
Old  :                 26.8       24.6       34.6       32.7       26.5       24.2       34.3       31.7
Other:                 21.7       16.6       31.9       24.2       16.8       10.5       24.3       14.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 2,326,505:   432,983    100,266    734,266    941,882  1,199,387  2,109,131  2,033,920:   217,374    292,585
Old  : 1,606,373:   294,915    117,470    508,517    654,032    802,253  1,457,464  1,428,240:   148,909    178,133
Other:   720,131:   197,329     42,057    166,488    287,850    397,134    651,667    605,679:    68,465    114,452
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     4,147:   -43,113     11,631     17,902     37,443    -17,463     12,233     12,070:    -8,086     -7,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        4.3       31.6       40.5       51.6       90.7       87.4:       9.3       12.6
Old  :     100.0:      18.4        7.3       31.7       40.7       49.9       90.7       88.9:       9.3       11.1
Other:     100.0:      27.4        5.8       23.1       40.0       55.1       90.5       84.1:       9.5       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       899:       281        142        308        302        418        705        769:
Old  :       868:       262        148        264        268        402        630        725:
Other:       713:       165        134        146        190        365        431        574:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       11.9       19.6       17.2        8.6        5.7       12.3        8.9
Old  :                 12.0       13.1       20.1       18.2       10.1        7.7       14.9       11.0
Other:                 16.0       13.7       26.6       20.4       13.6       10.2       21.9       14.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    15,357:     2,655        475      1,690      7,781     11,688     12,127     13,853:     3,230      1,504
Old  :     8,573:     1,624        378        334      4,377      6,850      6,335      7,562:     2,238      1,011
Other:     6,784:     1,077        143      1,311      3,404      4,838      5,792      6,291:       992        493
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :       689:      -757        405        711      1,159       -466      1,113        649:      -425         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        3.1       11.0       50.7       76.1       79.0       90.2:      21.0        9.8
Old  :     100.0:      18.9        4.4        3.9       51.1       79.9       73.9       88.2:      26.1       11.8
Other:     100.0:      15.9        2.1       19.3       50.2       71.3       85.4       92.7:      14.6        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        16          9          9         19         15         42         26:
Old  :        40:        15          4          5         15         11         32         18:
Other:        31:         5          7          6         14         14         24         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       56.8       46.1       73.0       23.8       45.4       33.5       55.2
Old  :                 33.0       71.1       47.5       80.8       33.0       69.3       47.1       75.9
Other:                 47.1       53.8       67.5       73.9       30.0       39.8       39.5       46.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   898,859:   153,789     42,906    309,326    367,624    442,165    830,738    794,397:    68,121    104,462
Old  :   578,815:   114,408     37,992    188,176    233,944    298,061    536,528    524,228:    42,287     54,586
Other:   320,045:    70,150     35,683     90,381    133,680    144,104    294,210    270,168:    25,834     49,876
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    31,741:   -19,263     14,129     23,933     30,181     -9,445     34,851     28,617:    -3,110      3,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        4.8       34.4       40.9       49.2       92.4       88.4:       7.6       11.6
Old  :     100.0:      19.8        6.6       32.5       40.4       51.5       92.7       90.6:       7.3        9.4
Other:     100.0:      21.9       11.1       28.2       41.8       45.0       91.9       84.4:       8.1       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       551:       196        118        218        141        208        430        467:
Old  :       524:       182        117        186        115        194        373        428:
Other:       405:       107         90        102        100        178        264        319:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       15.5       24.9       24.2       10.2       10.1       14.3       13.7
Old  :                 17.3       20.0       26.2       28.7       13.7       14.3       19.2       19.0
Other:                 18.1       13.5       28.9       22.6       15.8        9.8       22.7       15.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    12,266:       470      8,617      2,480      8,679        953     11,630     12,049:       637        217
Old  :    12,266:       470      8,617      2,480      8,679        953     11,630     12,049:       637        217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :       193:       -27        337       -148        229          3         54        192:       138          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       70.2       20.2       70.8        7.8       94.8       98.2:       5.2        1.8
Old  :     100.0:       3.8       70.2       20.2       70.8        7.8       94.8       98.2:       5.2        1.8
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  :        22:         5          6          7          9          7         19         15:
Old  :        22:         5          6          7          9          7         19         15:
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  :                 70.7       83.8       83.2       95.1       58.7       66.3       63.9       71.0
Old  :                 70.7       83.8       83.2       95.1       58.7       66.3       63.9       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   465,171:    84,395     38,920    105,990    227,565    279,346    417,951    424,257:    47,220     40,914
Old  :   377,096:    67,054     43,136     80,029    188,665    217,453    335,748    340,618:    41,348     36,478
Other:    88,075:    29,878      8,322     13,424     38,900     61,893     82,203     83,639:     5,872      4,436
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    17,343:   -19,109      6,910     12,724     13,276    -19,676      6,891        -42:    10,452     17,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        8.4       22.8       48.9       60.1       89.8       91.2:      10.2        8.8
Old  :     100.0:      17.8       11.4       21.2       50.0       57.7       89.0       90.3:      11.0        9.7
Other:     100.0:      33.9        9.4       15.2       44.2       70.3       93.3       95.0:       6.7        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        96         65        101         74         77        225        209:
Old  :       267:       101         74         91         72         74        214        202:
Other:       131:        44         27         34         44         36        103         84:
     :----------------------------------------------------------------------------------------------------
     :             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       28.1       23.7       41.5        8.8       20.6       14.8       28.1
Old  :                 15.8       26.7       25.6       38.7       10.0       19.2       16.4       24.7
Other:                 25.5       41.2       41.2       59.4       23.1       39.9       36.9       52.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   680,448:    69,155     97,648     38,280    427,019    381,486    534,453    517,414:   145,994    163,034
Old  :   680,448:    69,155     97,648     38,280    427,019    381,486    534,453    517,414:   145,994    163,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -12,026:   -17,250     -8,405      6,894        998       -108     -9,357     -1,618:    -2,669    -10,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       14.4        5.6       62.8       56.1       78.5       76.0:      21.5       24.0
Old  :     100.0:      10.2       14.4        5.6       62.8       56.1       78.5       76.0:      21.5       24.0
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  :       158:        20         38         35         83         76        127        125:
Old  :       158:        20         38         35         83         76        127        125:
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  :                 17.2       16.0       26.6       25.9       15.0       15.6       23.5       24.5
Old  :                 17.2       16.0       26.6       25.9       15.0       15.6       23.5       24.5
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 with Delta-adjusted Options and Futures Combined, 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  :   324,495:    43,600     63,212      4,479    206,824    213,175    254,903    280,866:    69,592     43,629
Old  :   324,495:    43,600     63,212      4,479    206,824    213,175    254,903    280,866:    69,592     43,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -8,416:    -2,172        926     -3,755    -11,704     -1,577    -17,631     -4,406:     9,214     -4,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       19.5        1.4       63.7       65.7       78.6       86.6:      21.4       13.4
Old  :     100.0:      13.4       19.5        1.4       63.7       65.7       78.6       86.6:      21.4       13.4
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  :        64:         6         12          5         34         31         43         45:
Old  :        64:         6         12          5         34         31         43         45:
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  :                 25.8       42.9       44.7       57.9       24.7       42.6       41.2       56.8
Old  :                 25.8       42.9       44.7       57.9       24.7       42.6       41.2       56.8
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, 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 with Delta-adjusted Options and Futures Combined, 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  :   254,072:    45,037     28,022     50,838    119,471    148,827    215,347    227,688:    38,725     26,384
Old  :   190,380:    37,443     26,823     31,200     90,233    110,636    158,875    168,660:    31,505     21,720
Other:    63,692:    10,314      3,919     16,918     29,239     38,191     56,471     59,028:     7,221      4,664
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     3,785:       472      4,559     -1,083      7,282       -463      6,670      3,013:    -2,885        772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       11.0       20.0       47.0       58.6       84.8       89.6:      15.2       10.4
Old  :     100.0:      19.7       14.1       16.4       47.4       58.1       83.5       88.6:      16.5       11.4
Other:     100.0:      16.2        6.2       26.6       45.9       60.0       88.7       92.7:      11.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        49         41         60         75         66        167        137:
Old  :       185:        52         41         55         75         60        159        130:
Other:       110:        23         18         27         51         37         93         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       29.9       21.9       42.5        9.0       24.2       15.1       31.4
Old  :                 13.2       28.8       22.6       41.9       10.1       23.5       17.6       33.1
Other:                 20.8       37.6       37.1       58.4       18.6       32.3       30.6       44.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    25,927:     7,240      3,139      2,749      8,692     17,983     18,681     23,871:     7,246      2,056
Old  :    20,956:     6,899      2,863      1,923      6,566     14,780     15,388     19,566:     5,568      1,390
Other:     4,971:       600        534        567      2,126      3,203      3,293      4,305:     1,678        666
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    -1,350:    -1,411         90       -137        287     -1,780     -1,260     -1,827:       -90        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.1       10.6       33.5       69.4       72.1       92.1:      27.9        7.9
Old  :     100.0:      32.9       13.7        9.2       31.3       70.5       73.4       93.4:      26.6        6.6
Other:     100.0:      12.1       10.7       11.4       42.8       64.4       66.2       86.6:      33.8       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        49         18         17         29         22         90         51:
Old  :       104:        50         17         15         23         22         80         50:
Other:        48:        13          9         10         16         16         36         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       48.4       26.1       61.4       15.2       43.4       23.6       54.4
Old  :                 18.6       52.4       29.4       65.3       18.6       50.5       28.5       62.6
Other:                 34.6       47.6       43.9       65.5       33.6       46.2       42.2       62.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   920,289:   219,537    158,936     39,287    554,404    587,634    813,229    785,857:   107,060    134,432
Old  :   920,289:   219,537    158,936     39,287    554,404    587,634    813,229    785,857:   107,060    134,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    19,317:    19,767     14,484      6,503    -19,760      5,990      6,510     26,977:    12,807     -7,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       17.3        4.3       60.2       63.9       88.4       85.4:      11.6       14.6
Old  :     100.0:      23.9       17.3        4.3       60.2       63.9       88.4       85.4:      11.6       14.6
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  :       235:        38         49         31         91        120        147        182:
Old  :       235:        38         49         31         91        120        147        182:
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  :                 26.1       15.5       37.2       24.0       22.7       14.4       32.9       22.1
Old  :                 26.1       15.5       37.2       24.0       22.7       14.4       32.9       22.1
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, 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  : 2,050,869:   171,497    226,471    277,165  1,278,838  1,157,406  1,727,500  1,661,042:   323,370    389,827
Old  : 2,050,869:   171,497    226,471    277,165  1,278,838  1,157,406  1,727,500  1,661,042:   323,370    389,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   147,704:    -8,733     21,108     66,213     31,856     39,421     89,337    126,742:    58,367     20,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       11.0       13.5       62.4       56.4       84.2       81.0:      15.8       19.0
Old  :     100.0:       8.4       11.0       13.5       62.4       56.4       84.2       81.0:      15.8       19.0
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  :       269:        57         49         71        132        148        214        243:
Old  :       269:        57         49         71        132        148        214        243:
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       14.2       29.7       21.4       19.0       11.7       24.3       16.0
Old  :                 21.0       14.2       29.7       21.4       19.0       11.7       24.3       16.0
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, 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  : 1,306,788:   238,787    108,874    117,165    742,984    811,785  1,098,936  1,037,823:   207,852    268,965
Old  : 1,306,788:   238,787    108,874    117,165    742,984    811,785  1,098,936  1,037,823:   207,852    268,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :   -13,000:   -21,359    -13,666     23,704    -40,155    -26,647    -37,809    -16,609:    24,809      3,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        8.3        9.0       56.9       62.1       84.1       79.4:      15.9       20.6
Old  :     100.0:      18.3        8.3        9.0       56.9       62.1       84.1       79.4:      15.9       20.6
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  :       191:        36         37         41         91         95        143        157:
Old  :       191:        36         37         41         91         95        143        157:
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  :                 21.5       18.7       32.2       28.3       20.1       16.0       28.7       23.2
Old  :                 21.5       18.7       32.2       28.3       20.1       16.0       28.7       23.2
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, 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  :   869,199:    98,723     64,320    286,485    453,874    473,169    839,082    823,975:    30,117     45,225
Old  :   869,199:    98,723     64,320    286,485    453,874    473,169    839,082    823,975:    30,117     45,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :    42,749:      -261     12,569      8,776     36,721     26,392     45,236     47,737:    -2,487     -4,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        7.4       33.0       52.2       54.4       96.5       94.8:       3.5        5.2
Old  :     100.0:      11.4        7.4       33.0       52.2       54.4       96.5       94.8:       3.5        5.2
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  :       138:        32         32         43         63         64        116        121:
Old  :       138:        32         32         43         63         64        116        121:
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  :                 33.5       26.2       47.6       42.4       14.3       10.9       19.9       15.8
Old  :                 33.5       26.2       47.6       42.4       14.3       10.9       19.9       15.8
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, 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  :    66,092:    11,878      2,869      5,694     38,606     46,119     56,178     54,682:     9,915     11,410
Old  :    66,092:    11,878      2,869      5,694     38,606     46,119     56,178     54,682:     9,915     11,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     4,577:    -3,476       -947      1,135      5,533        534      3,191        721:     1,386      3,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        4.3        8.6       58.4       69.8       85.0       82.7:      15.0       17.3
Old  :     100.0:      18.0        4.3        8.6       58.4       69.8       85.0       82.7:      15.0       17.3
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  :       104:        33         11         22         40         40         82         67:
Old  :       104:        33         11         22         40         40         82         67:
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  :                 24.2       31.4       34.6       45.9       20.4       26.6       29.3       38.3
Old  :                 24.2       31.4       34.6       45.9       20.4       26.6       29.3       38.3
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 with Delta-adjusted Options and Futures Combined, 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  :    14,926:     2,965        250        283      8,654     10,442     11,902     10,975:     3,024      3,951
Old  :    14,926:     2,965        250        283      8,654     10,442     11,902     10,975:     3,024      3,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     1,062:    -1,293       -513        229      1,118       -179         54       -463:     1,008      1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        1.7        1.9       58.0       70.0       79.7       73.5:      20.3       26.5
Old  :     100.0:      19.9        1.7        1.9       58.0       70.0       79.7       73.5:      20.3       26.5
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  :        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  :                 45.9       52.0       65.8       66.7       43.2       52.0       60.5       65.6
Old  :                 45.9       52.0       65.8       66.7       43.2       52.0       60.5       65.6
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, 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  :   102,333:    21,738      9,151      6,910     59,903     71,354     88,551     87,415:    13,782     14,918
Old  :   102,333:    21,738      9,151      6,910     59,903     71,354     88,551     87,415:    13,782     14,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2011                        :
     :     7,031:    -7,488     -3,990      4,933      8,830      1,425      6,275      2,368:       756      4,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        8.9        6.8       58.5       69.7       86.5       85.4:      13.5       14.6
Old  :     100.0:      21.2        8.9        6.8       58.5       69.7       86.5       85.4:      13.5       14.6
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  :       101:        32         14         18         38         38         76         64:
Old  :       101:        32         14         18         38         38         76         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  :                 23.3       27.8       36.3       46.0       20.5       24.5       31.0       38.9
Old  :                 23.3       27.8       36.3       46.0       20.5       24.5       31.0       38.9
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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