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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   609,322:    95,355     76,421    154,857    307,126    313,412    557,338    544,691:    51,984     64,631
Old  :   242,927:    64,448     54,269     40,801    108,345    127,056    213,593    222,126:    29,334     20,801
Other:   366,395:    58,587     49,833     86,376    198,781    186,356    343,745    322,565:    22,650     43,830
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -17,573:   -12,245    -11,080     11,306    -11,781    -15,400    -12,720    -15,174:    -4,853     -2,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       12.5       25.4       50.4       51.4       91.5       89.4:       8.5       10.6
Old  :     100.0:      26.5       22.3       16.8       44.6       52.3       87.9       91.4:      12.1        8.6
Other:     100.0:      16.0       13.6       23.6       54.3       50.9       93.8       88.0:       6.2       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       144        149        186         95        138        350        379:
Old  :       393:       150        116        108         64        103        257        284:
Other:       356:        94        112        127         82        127        254        300:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       18.8       32.1       25.2       16.4       15.3       27.8       18.8
Old  :                 28.2       28.5       37.6       35.8       28.2       28.4       37.6       35.5
Other:                 23.8       16.7       35.8       24.4       18.5       11.4       26.2       15.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  : 2,334,568:   507,864     94,926    700,362    898,086  1,237,506  2,106,313  2,032,794:   228,256    301,774
Old  : 1,666,339:   365,997    100,658    495,778    641,671    873,662  1,503,447  1,470,097:   162,893    196,242
Other:   668,229:   189,787     42,188    156,665    256,415    363,845    602,866    562,697:    65,363    105,532
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    -8,145:    -5,916    -10,343     31,681    -14,447     -8,451     11,317     12,887:   -19,462    -21,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        4.1       30.0       38.5       53.0       90.2       87.1:       9.8       12.9
Old  :     100.0:      22.0        6.0       29.8       38.5       52.4       90.2       88.2:       9.8       11.8
Other:     100.0:      28.4        6.3       23.4       38.4       54.4       90.2       84.2:       9.8       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       933:       283        153        315        289        425        712        791:
Old  :       907:       263        162        262        251        410        632        745:
Other:       712:       164        129        142        185        367        418        577:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       12.8       19.3       18.4        8.9        6.5       13.3        9.8
Old  :                 12.0       14.8       20.7       20.3       10.3        9.4       15.1       12.8
Other:                 16.0       11.9       26.9       19.3       14.4        9.2       22.4       12.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    14,719:     3,596         63      1,326      6,329     12,228     11,251     13,617:     3,468      1,102
Old  :     9,370:     2,756          4        183      3,891      8,495      6,830      8,682:     2,540        688
Other:     5,349:     1,216        435        767      2,438      3,733      4,421      4,935:       928        414
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :      -874:    -1,416        -47        208        711       -823       -497       -662:      -376       -211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        0.4        9.0       43.0       83.1       76.4       92.5:      23.6        7.5
Old  :     100.0:      29.4        0.0        2.0       41.5       90.7       72.9       92.7:      27.1        7.3
Other:     100.0:      22.7        8.1       14.3       45.6       69.8       82.6       92.3:      17.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          3          7         16         15         40         22:
Old  :        40:        17          2          4         13         11         32         15:
Other:        29:         9          2          5         11         14         21         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  :                 27.0       60.3       42.7       77.8       24.0       51.6       35.2       66.2
Old  :                 31.5       81.2       46.5       89.5       31.5       79.4       46.5       87.5
Other:                 48.6       48.3       65.3       71.3       38.1       47.8       47.0       57.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   851,201:   167,694     36,466    276,218    337,808    440,086    781,719    752,769:    69,482     98,432
Old  :   547,448:   124,535     34,900    159,866    219,903    300,737    504,304    495,504:    43,144     51,944
Other:   303,753:    76,174     34,581     83,336    117,905    139,348    277,415    257,265:    26,338     46,488
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -12,714:    -4,591     -2,915      2,512     -7,587     -6,242     -9,666     -6,645:    -3,049     -6,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        4.3       32.5       39.7       51.7       91.8       88.4:       8.2       11.6
Old  :     100.0:      22.7        6.4       29.2       40.2       54.9       92.1       90.5:       7.9        9.5
Other:     100.0:      25.1       11.4       27.4       38.8       45.9       91.3       84.7:       8.7       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       566:       203        101        231        142        215        446        482:
Old  :       535:       191        105        189        118        202        380        440:
Other:       413:       107        101        100         99        181        260        332:
     :----------------------------------------------------------------------------------------------------
     :             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       16.6       23.3       24.7       11.2       12.0       15.8       16.3
Old  :                 16.5       21.0       24.7       29.9       14.9       17.4       21.5       22.5
Other:                 16.3       13.8       27.9       22.9       13.6       11.5       22.4       17.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    22,918:    20,363      1,437        299         24      5,236     20,686      6,972:     2,232     15,946
Old  :     5,005:     3,373        211        187         24        865      3,584      1,263:     1,421      3,742
Other:    17,913:    17,090      1,326         12          0      4,371     17,102      5,709:       811     12,204
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :      -766:      -380       -271       -184          0          5       -564       -450:      -202       -316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.9        6.3        1.3        0.1       22.8       90.3       30.4:       9.7       69.6
Old  :     100.0:      67.4        4.2        3.7        0.5       17.3       71.6       25.2:      28.4       74.8
Other:     100.0:      95.4        7.4        0.1        0.0       24.4       95.5       31.9:       4.5       68.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        19          4          8          2         14         22         25:
Old  :        35:        15          6          6          2         13         19         23:
Other:        33:        15          4          3          0         14         16         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  :                 56.3       13.1       76.6       19.3       55.9       13.1       76.1       19.1
Old  :                 36.6       14.0       55.2       18.4       35.1       13.7       53.1       17.7
Other:                 64.5       13.5       85.3       20.1       64.5       13.5       85.3       20.1
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    10,774:       415      7,638      2,084      7,769        866     10,267     10,588:       507        186
Old  :    10,774:       415      7,638      2,084      7,769        866     10,267     10,588:       507        186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       -38:       -69       -212        210       -227        -28        -86        -30:        48         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       70.9       19.3       72.1        8.0       95.3       98.3:       4.7        1.7
Old  :     100.0:       3.8       70.9       19.3       72.1        8.0       95.3       98.3:       4.7        1.7
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:         5          6          7          9          6         19         14:
Old  :        21:         5          6          7          9          6         19         14:
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  :                 70.9       84.0       83.2       95.4       59.2       66.9       64.1       71.1
Old  :                 70.9       84.0       83.2       95.4       59.2       66.9       64.1       71.1
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 1, 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  :   439,456:    99,509     34,316     84,906    215,333    290,827    399,748    410,050:    39,709     29,407
Old  :   361,777:    83,820     40,283     61,054    182,466    235,351    327,340    336,687:    34,437     25,090
Other:    77,680:    28,917      7,262     10,624     32,867     55,477     72,408     73,363:     5,272      4,317
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       266:    12,559     -3,176      2,739    -12,177      3,970      3,121      3,533:    -2,855     -3,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        7.8       19.3       49.0       66.2       91.0       93.3:       9.0        6.7
Old  :     100.0:      23.2       11.1       16.9       50.4       65.1       90.5       93.1:       9.5        6.9
Other:     100.0:      37.2        9.3       13.7       42.3       71.4       93.2       94.4:       6.8        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        99         66         92         69         77        215        197:
Old  :       260:        89         78         85         66         74        205        190:
Other:       112:        39         20         29         41         30         92         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       31.2       23.4       45.5        9.0       22.6       15.2       31.9
Old  :                 15.5       30.4       25.5       43.4       11.0       22.8       18.7       30.7
Other:                 28.2       45.3       45.4       62.8       26.4       44.4       41.7       58.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   726,435:    94,814    125,258     28,173    452,963    402,915    575,950    556,346:   150,485    170,089
Old  :   726,435:    94,814    125,258     28,173    452,963    402,915    575,950    556,346:   150,485    170,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    15,775:    27,906     11,018      2,860     16,609     21,928     47,375     35,806:   -31,600    -20,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       17.2        3.9       62.4       55.5       79.3       76.6:      20.7       23.4
Old  :     100.0:      13.1       17.2        3.9       62.4       55.5       79.3       76.6:      20.7       23.4
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  :       155:        23         37         30         82         73        122        123:
Old  :       155:        23         37         30         82         73        122        123:
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  :                 18.8       16.9       29.8       26.0       17.0       15.7       27.6       23.9
Old  :                 18.8       16.9       29.8       26.0       17.0       15.7       27.6       23.9
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 1, 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  :   364,858:    44,907     62,918     12,664    240,158    232,558    297,729    308,141:    67,129     56,717
Old  :   364,858:    44,907     62,918     12,664    240,158    232,558    297,729    308,141:    67,129     56,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :    32,254:     1,287       -697      7,688     29,096     25,438     38,071     32,429:    -5,817       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       17.2        3.5       65.8       63.7       81.6       84.5:      18.4       15.5
Old  :     100.0:      12.3       17.2        3.5       65.8       63.7       81.6       84.5:      18.4       15.5
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  :        66:         6         12          7         40         29         51         43:
Old  :        66:         6         12          7         40         29         51         43:
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  :                 21.7       41.9       39.1       56.6       21.0       37.6       37.1       51.5
Old  :                 21.7       41.9       39.1       56.6       21.0       37.6       37.1       51.5
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 1, 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  :     8,182:       760        470        656      6,459      6,713      7,875      7,839:       307        343
Old  :     8,182:       760        470        656      6,459      6,713      7,875      7,839:       307        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       380:        41        -85        221         37        177        299        313:        81         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        5.7        8.0       78.9       82.0       96.2       95.8:       3.8        4.2
Old  :     100.0:       9.3        5.7        8.0       78.9       82.0       96.2       95.8:       3.8        4.2
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  :        38:         4          5          7         21         26         30         34:
Old  :        38:         4          5          7         21         26         30         34:
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  :                 56.5       47.3       76.0       64.6       34.7       24.8       41.6       31.6
Old  :                 56.5       47.3       76.0       64.6       34.7       24.8       41.6       31.6
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, March 1, 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  :   245,781:    48,164     25,231     50,786    109,352    146,637    208,301    222,654:    37,480     23,127
Old  :   189,128:    40,516     22,884     32,965     84,464    114,081    157,946    169,930:    31,182     19,198
Other:    56,653:     9,781      4,480     15,687     24,887     32,557     50,356     52,724:     6,297      3,929
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     4,122:    -2,315      1,536      7,515        329     -4,777      5,529      4,274:    -1,407       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       10.3       20.7       44.5       59.7       84.8       90.6:      15.2        9.4
Old  :     100.0:      21.4       12.1       17.4       44.7       60.3       83.5       89.8:      16.5       10.2
Other:     100.0:      17.3        7.9       27.7       43.9       57.5       88.9       93.1:      11.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        61         31         65         73         64        174        141:
Old  :       194:        67         25         60         73         60        167        135:
Other:       107:        19         20         27         49         35         89         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       31.6       20.2       42.5        7.2       24.8       13.1       30.9
Old  :                 12.2       31.0       21.2       42.0        9.2       25.8       16.1       33.0
Other:                 23.1       39.6       37.5       57.1       17.9       31.9       28.8       41.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    27,175:     8,222      2,489      3,307      8,019     19,927     19,548     25,723:     7,628      1,452
Old  :    22,673:     8,540      2,482      1,851      6,100     17,177     16,491     21,509:     6,182      1,164
Other:     4,502:       769      1,094        370      1,919      2,751      3,057      4,214:     1,445        289
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       353:      -950        -60        920        517       -795        487         65:      -134        288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        9.2       12.2       29.5       73.3       71.9       94.7:      28.1        5.3
Old  :     100.0:      37.7       10.9        8.2       26.9       75.8       72.7       94.9:      27.3        5.1
Other:     100.0:      17.1       24.3        8.2       42.6       61.1       67.9       93.6:      32.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        59         17         25         29         22        105         55:
Old  :       114:        56         20         21         23         22         94         52:
Other:        51:        17          8         10         16         15         37         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  :                 16.1       52.5       24.7       64.6       14.6       48.2       21.8       58.7
Old  :                 17.4       56.6       26.7       69.4       17.3       56.1       26.1       67.7
Other:                 36.3       50.2       47.4       70.7       35.7       48.1       45.6       68.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   909,747:   167,152    190,053     36,248    613,609    547,050    817,009    773,350:    92,737    136,396
Old  :   909,747:   167,152    190,053     36,248    613,609    547,050    817,009    773,350:    92,737    136,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :  -104,380:   -30,740    -41,150     -6,921    -55,706    -40,310    -93,367    -88,380:   -11,013    -16,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       20.9        4.0       67.4       60.1       89.8       85.0:      10.2       15.0
Old  :     100.0:      18.4       20.9        4.0       67.4       60.1       89.8       85.0:      10.2       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        30         48         28         93        118        139        178:
Old  :       221:        30         48         28         93        118        139        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       19.3       41.9       28.7       23.7       18.2       35.4       26.4
Old  :                 27.1       19.3       41.9       28.7       23.7       18.2       35.4       26.4
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 1, 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  : 1,781,510:   168,365    209,307    179,919  1,142,388  1,036,287  1,490,672  1,425,513:   290,838    355,997
Old  : 1,781,510:   168,365    209,307    179,919  1,142,388  1,036,287  1,490,672  1,425,513:   290,838    355,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -39,171:    -4,614    -89,360     44,005    -69,284     33,344    -29,893    -12,011:    -9,278    -27,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       11.7       10.1       64.1       58.2       83.7       80.0:      16.3       20.0
Old  :     100.0:       9.5       11.7       10.1       64.1       58.2       83.7       80.0:      16.3       20.0
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  :       254:        46         49         64        131        140        207        223:
Old  :       254:        46         49         64        131        140        207        223:
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  :                 23.5       11.0       30.9       19.5       20.1        9.4       25.9       14.3
Old  :                 23.5       11.0       30.9       19.5       20.1        9.4       25.9       14.3
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 1, 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  : 1,347,763:   277,292    126,599     83,059    814,024    855,758  1,174,375  1,065,416:   173,388    282,347
Old  : 1,347,763:   277,292    126,599     83,059    814,024    855,758  1,174,375  1,065,416:   173,388    282,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -63,930:   -41,194      2,269     -1,713       -865    -34,294    -43,772    -33,738:   -20,158    -30,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.4        6.2       60.4       63.5       87.1       79.1:      12.9       20.9
Old  :     100.0:      20.6        9.4        6.2       60.4       63.5       87.1       79.1:      12.9       20.9
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  :       189:        30         37         34         98         96        143        152:
Old  :       189:        30         37         34         98         96        143        152:
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  :                 23.5       16.4       33.1       26.6       23.0       14.5       31.2       22.0
Old  :                 23.5       16.4       33.1       26.6       23.0       14.5       31.2       22.0
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 1, 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  :   772,618:   103,744     46,281    241,249    387,510    427,676    732,503    715,207:    40,115     57,411
Old  :   772,618:   103,744     46,281    241,249    387,510    427,676    732,503    715,207:    40,115     57,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :   -64,344:      -127     -1,411    -24,173    -35,327    -39,646    -59,627    -65,229:    -4,717        886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.0       31.2       50.2       55.4       94.8       92.6:       5.2        7.4
Old  :     100.0:      13.4        6.0       31.2       50.2       55.4       94.8       92.6:       5.2        7.4
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  :       125:        36         26         39         56         54        107        105:
Old  :       125:        36         26         39         56         54        107        105:
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  :                 33.2       26.2       47.3       42.2       15.4       12.8       19.4       18.2
Old  :                 33.2       26.2       47.3       42.2       15.4       12.8       19.4       18.2
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 1, 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  :    60,982:    13,818      4,272      5,008     33,413     45,407     52,239     54,687:     8,743      6,295
Old  :    60,982:    13,818      4,272      5,008     33,413     45,407     52,239     54,687:     8,743      6,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :     1,122:    -2,543     -1,348      1,455      2,281      2,928      1,193      3,035:       -71     -1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        7.0        8.2       54.8       74.5       85.7       89.7:      14.3       10.3
Old  :     100.0:      22.7        7.0        8.2       54.8       74.5       85.7       89.7:      14.3       10.3
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  :       107:        31         15         14         38         33         78         57:
Old  :       107:        31         15         14         38         33         78         57:
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  :                 22.7       36.8       34.3       52.4       21.0       35.9       30.5       49.7
Old  :                 22.7       36.8       34.3       52.4       21.0       35.9       30.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    12,807:     4,122        811          0      6,698      9,783     10,820     10,594:     1,987      2,213
Old  :    12,807:     4,122        811          0      6,698      9,783     10,820     10,594:     1,987      2,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       953:       796         58          0        116        944        912      1,002:        41        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        6.3        0.0       52.3       76.4       84.5       82.7:      15.5       17.3
Old  :     100.0:      32.2        6.3        0.0       52.3       76.4       84.5       82.7:      15.5       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  :        23:         6          3          0          6          9         12         12:
Old  :        23:         6          3          0          6          9         12         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  :                 49.1       59.1       73.1       75.1       47.8       59.1       71.8       75.1
Old  :                 49.1       59.1       73.1       75.1       47.8       59.1       71.8       75.1
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 1, 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  :    96,351:    26,286     13,816      3,122     53,431     71,247     82,839     88,186:    13,512      8,165
Old  :    96,351:    26,286     13,816      3,122     53,431     71,247     82,839     88,186:    13,512      8,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       339:    -4,853       -986      1,084      4,330      3,968        562      4,066:      -223     -3,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       14.3        3.2       55.5       73.9       86.0       91.5:      14.0        8.5
Old  :     100.0:      27.3       14.3        3.2       55.5       73.9       86.0       91.5:      14.0        8.5
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  :       102:        31         16          9         36         32         71         53:
Old  :       102:        31         16          9         36         32         71         53:
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  :                 22.7       37.9       36.4       53.8       22.1       37.7       33.5       53.3
Old  :                 22.7       37.9       36.4       53.8       22.1       37.7       33.5       53.3
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 1, 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  :    14,432:       759      1,357        390     13,220     12,436     14,369     14,183:        63        249
Old  :    14,432:       759      1,357        390     13,220     12,436     14,369     14,183:        63        249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :      -203:       229       -144        135       -568       -193       -204       -202:         1         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        9.4        2.7       91.6       86.2       99.6       98.3:       0.4        1.7
Old  :     100.0:       5.3        9.4        2.7       91.6       86.2       99.6       98.3:       0.4        1.7
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  :        31:         2          8          2          9         15         12         24:
Old  :        31:         2          8          2          9         15         12         24:
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  :                 78.8       65.3       98.7       81.0       75.4       65.0       89.1       75.6
Old  :                 78.8       65.3       98.7       81.0       75.4       65.0       89.1       75.6
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 1, 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  :    47,335:       727        930        220     46,310     45,997     47,257     47,147:        78        188
Old  :    47,335:       727        930        220     46,310     45,997     47,257     47,147:        78        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2011                    :
     :       210:      -589        -18        220        949        -67        580        135:      -370         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        2.0        0.5       97.8       97.2       99.8       99.6:       0.2        0.4
Old  :     100.0:       1.5        2.0        0.5       97.8       97.2       99.8       99.6:       0.2        0.4
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  :        29:         4          5          1          8         15         12         21:
Old  :        29:         4          5          1          8         15         12         21:
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  :                 95.6       76.5       99.5       94.0       67.3       54.6       69.0       64.9
Old  :                 95.6       76.5       99.5       94.0       67.3       54.6       69.0       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 4, 2011