```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   633,461:    95,384     68,520    171,991    319,713    329,375    587,088    569,887:    46,373     63,575
Old  :   137,024:    40,936     29,921     32,253     45,745     63,343    118,934    125,518:    18,090     11,507
Other:   496,437:    75,884     60,034    118,303    273,968    266,032    468,154    444,369:    28,283     52,068
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -8,672:    -1,000     -4,208    -10,935      2,807      6,427     -9,128     -8,716:       456         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       10.8       27.2       50.5       52.0       92.7       90.0:       7.3       10.0
Old  :     100.0:      29.9       21.8       23.5       33.4       46.2       86.8       91.6:      13.2        8.4
Other:     100.0:      15.3       12.1       23.8       55.2       53.6       94.3       89.5:       5.7       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       153        141        201        112        138        377        392:
Old  :       359:       134        105        104         69         93        253        252:
Other:       416:       129        131        162        101        133        315        354:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       17.9       31.2       25.0       15.8       14.9       26.9       18.6
Old  :                 16.9       22.9       25.9       30.9       16.5       20.8       25.4       28.6
Other:                 21.7       18.4       34.9       26.5       18.4       14.9       29.3       19.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  : 2,487,515:   476,347     91,986    851,098    938,508  1,235,668  2,265,952  2,178,752:   221,563    308,763
Old  : 1,625,590:   305,500    104,008    584,721    591,330    761,490  1,481,550  1,450,219:   144,040    175,372
Other:   861,925:   232,085     49,216    205,139    347,178    474,179    784,402    728,533:    77,522    133,391
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    32,348:    25,273     -9,056     32,540    -22,357      9,732     35,456     33,216:    -3,107       -867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        3.7       34.2       37.7       49.7       91.1       87.6:       8.9       12.4
Old  :     100.0:      18.8        6.4       36.0       36.4       46.8       91.1       89.2:       8.9       10.8
Other:     100.0:      26.9        5.7       23.8       40.3       55.0       91.0       84.5:       9.0       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       956:       297        159        345        304        434        754        826:
Old  :       915:       261        184        305        262        412        670        773:
Other:       765:       210        121        173        209        380        490        610:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       10.8       18.1       16.6        8.3        6.1       12.0        9.3
Old  :                 11.6       13.2       18.9       18.4       10.1        9.6       15.1       12.9
Other:                 15.9       13.0       25.1       19.4       12.2        9.7       19.4       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    15,598:     3,010        122      1,250      8,145     12,905     12,405     14,278:     3,192      1,320
Old  :     4,395:     1,002         86        183      1,889      3,830      3,074      4,098:     1,321        297
Other:    11,203:     2,098        126        978      6,256      9,076      9,331     10,179:     1,871      1,023
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -199:       377       -236       -288        -74        517         15         -7:      -214       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        0.8        8.0       52.2       82.7       79.5       91.5:      20.5        8.5
Old  :     100.0:      22.8        2.0        4.2       43.0       87.1       69.9       93.2:      30.1        6.8
Other:     100.0:      18.7        1.1        8.7       55.8       81.0       83.3       90.9:      16.7        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16          5          8         21         15         42         23:
Old  :        29:        10          2          4         14          8         25         13:
Other:        39:        12          4          6         18         14         33         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       58.4       41.8       76.7       23.5       47.4       36.6       60.9
Old  :                 34.4       83.1       50.7       91.3       34.4       77.8       45.6       78.9
Other:                 32.5       51.3       50.7       74.5       29.4       42.1       44.0       61.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   919,879:   150,952     45,525    333,138    367,874    442,589    851,964    821,252:    67,914     98,626
Old  :   534,037:   118,553     44,381    168,581    205,473    273,540    492,607    486,502:    41,430     47,535
Other:   385,841:    80,556     49,301    116,401    162,401    169,048    359,357    334,750:    26,484     51,091
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    21,046:   -14,852      8,069     28,058     10,912    -19,408     24,118     16,718:    -3,073      4,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        4.9       36.2       40.0       48.1       92.6       89.3:       7.4       10.7
Old  :     100.0:      22.2        8.3       31.6       38.5       51.2       92.2       91.1:       7.8        8.9
Other:     100.0:      20.9       12.8       30.2       42.1       43.8       93.1       86.8:       6.9       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       593:       209        130        251        147        210        484        497:
Old  :       550:       202        122        206        120        196        410        450:
Other:       455:       127        118        138        103        181        310        365:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       16.2       25.5       24.6       10.1        9.1       14.5       13.0
Old  :                 16.5       21.9       26.5       30.2       13.3       15.1       18.6       21.0
Other:                 19.3       14.7       28.7       23.6       15.0        8.8       21.2       13.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    25,402:    22,030      1,982        411         17      5,801     22,458      8,194:     2,944     17,208
Old  :     5,134:     2,637        320        375         17        821      3,029      1,516:     2,105      3,618
Other:    20,268:    19,417      1,686         12          0      4,980     19,429      6,678:       839     13,590
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -684:      -680       -652       -182          0        216       -862       -618:       178        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.7        7.8        1.6        0.1       22.8       88.4       32.3:      11.6       67.7
Old  :     100.0:      51.4        6.2        7.3        0.3       16.0       59.0       29.5:      41.0       70.5
Other:     100.0:      95.8        8.3        0.1        0.0       24.6       95.9       32.9:       4.1       67.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          5         10          1         16         22         29:
Old  :        37:        16          5          9          1         16         20         27:
Other:        38:        17          5          3          0         16         17         24:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.7       12.4       74.5       19.0       55.7       12.1       73.4       18.8
Old  :                 29.7       18.1       47.1       23.9       27.9       14.5       42.5       19.2
Other:                 65.2       12.3       84.9       19.0       65.1       12.3       84.9       19.0
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :    12,099:       912      9,894      1,501      9,057        392     11,470     11,787:       629        312
Old  :    11,450:       912      9,861        904      9,057        392     10,873     11,157:       577        293
Other:       649:       598        631          0          0          0        598        631:        52         19
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       110:       -76        305        -81        255       -126         98         98:        12         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       81.8       12.4       74.9        3.2       94.8       97.4:       5.2        2.6
Old  :     100.0:       8.0       86.1        7.9       79.1        3.4       95.0       97.4:       5.0        2.6
Other:     100.0:      92.1       97.1        0.0        0.0        0.0       92.1       97.1:       7.9        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          6          7         13          7         26         15:
Old  :        27:         8          5          7         13          7         26         14:
Other:         4:         1          3          0          0          0          1          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 69.5       88.4       81.1       97.0       64.9       77.4       73.6       81.8
Old  :                 71.6       88.5       81.9       97.1       68.5       82.1       77.7       86.2
Other:                 92.1       97.1       92.1       97.1       92.1       97.1       92.1       97.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   460,522:    97,120     37,129    110,465    208,272    281,702    415,857    429,297:    44,665     31,225
Old  :   340,082:    78,078     42,650     70,999    154,843    200,425    303,920    314,074:    36,161     26,007
Other:   120,440:    35,788     11,226     22,720     53,429     81,277    111,937    115,223:     8,503      5,217
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   -10,321:    -7,503       -810     -4,338     -5,128    -11,153    -16,970    -16,301:     6,649      5,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        8.1       24.0       45.2       61.2       90.3       93.2:       9.7        6.8
Old  :     100.0:      23.0       12.5       20.9       45.5       58.9       89.4       92.4:      10.6        7.6
Other:     100.0:      29.7        9.3       18.9       44.4       67.5       92.9       95.7:       7.1        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:       101         63        105         74         78        238        207:
Old  :       274:       109         71         91         70         73        223        195:
Other:       146:        50         33         33         48         44        115         93:
     :----------------------------------------------------------------------------------------------------
     :             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       26.0       20.5       40.6        8.2       18.9       14.0       26.6
Old  :                 12.7       23.8       21.7       37.2       10.3       17.3       16.3       24.4
Other:                 20.1       43.4       34.0       58.0       17.5       33.6       28.5       44.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   630,234:    34,369    109,886     40,372    395,180    303,734    469,921    453,992:   160,312    176,242
Old  :   630,234:    34,369    109,886     40,372    395,180    303,734    469,921    453,992:   160,312    176,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :   -23,682:   -37,609    -10,116      6,937    -13,959    -21,816    -44,631    -24,995:    20,948      1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       17.4        6.4       62.7       48.2       74.6       72.0:      25.4       28.0
Old  :     100.0:       5.5       17.4        6.4       62.7       48.2       74.6       72.0:      25.4       28.0
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  :       149:        19         40         36         74         64        117        116:
Old  :       149:        19         40         36         74         64        117        116:
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  :                 17.4       15.8       27.9       24.7       16.9       14.2       24.9       22.0
Old  :                 17.4       15.8       27.9       24.7       16.9       14.2       24.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   327,301:    44,460     57,116      1,274    214,027    228,154    259,760    286,544:    67,540     40,757
Old  :   327,301:    44,460     57,116      1,274    214,027    228,154    259,760    286,544:    67,540     40,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    -1,749:     1,933     -2,359        -36     -4,783      1,241     -2,886     -1,154:     1,137       -594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       17.5        0.4       65.4       69.7       79.4       87.5:      20.6       12.5
Old  :     100.0:      13.6       17.5        0.4       65.4       69.7       79.4       87.5:      20.6       12.5
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  :        64:         6         10          3         33         32         40         44:
Old  :        64:         6         10          3         33         32         40         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       49.9       46.0       62.9       24.4       49.7       42.2       61.7
Old  :                 27.4       49.9       46.0       62.9       24.4       49.7       42.2       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,590:       578        275        959      5,673      5,999      7,210      7,233:       380        357
Old  :     7,590:       578        275        959      5,673      5,999      7,210      7,233:       380        357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       174:       -22        -94        184        156         99        318        189:      -144        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        3.6       12.6       74.7       79.0       95.0       95.3:       5.0        4.7
Old  :     100.0:       7.6        3.6       12.6       74.7       79.0       95.0       95.3:       5.0        4.7
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  :        36:         8          4          8         20         21         32         29:
Old  :        36:         8          4          8         20         21         32         29:
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  :                 51.9       44.6       69.9       63.0       25.7       25.2       33.4       33.2
Old  :                 51.9       44.6       69.9       63.0       25.7       25.2       33.4       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   259,923:    46,518     33,547     49,723    120,998    148,035    217,239    231,305:    42,685     28,619
Old  :   180,520:    39,945     32,085     24,760     82,867    102,296    147,572    159,141:    32,948     21,379
Other:    79,403:    12,980      7,869     18,556     38,131     45,739     69,666     72,164:     9,737      7,240
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :     3,313:    -2,953      5,661        284      7,328     -5,906      4,659         38:    -1,346      3,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       12.9       19.1       46.6       57.0       83.6       89.0:      16.4       11.0
Old  :     100.0:      22.1       17.8       13.7       45.9       56.7       81.7       88.2:      18.3       11.8
Other:     100.0:      16.3        9.9       23.4       48.0       57.6       87.7       90.9:      12.3        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        57         43         67         73         62        171        147:
Old  :       192:        64         40         55         71         56        160        132:
Other:       123:        23         29         32         47         42         94         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       29.7       21.2       41.9        8.3       23.4       14.8       30.0
Old  :                 11.4       30.6       20.4       42.7        9.5       28.4       16.7       37.4
Other:                 24.6       33.2       39.0       53.0       19.6       28.9       31.9       39.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,356:     7,397      3,825      2,501      9,264     18,123     19,162     24,449:     7,194      1,907
Old  :    20,697:     6,875      3,449      1,645      6,676     14,275     15,196     19,369:     5,501      1,328
Other:     5,659:       777        631        601      2,589      3,848      3,966      5,079:     1,693        579
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -178:      -237        481       -121        139       -819       -219       -459:        42        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       14.5        9.5       35.2       68.8       72.7       92.8:      27.3        7.2
Old  :     100.0:      33.2       16.7        8.0       32.3       69.0       73.4       93.6:      26.6        6.4
Other:     100.0:      13.7       11.1       10.6       45.7       68.0       70.1       89.8:      29.9       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        54         20         21         29         22         94         58:
Old  :       108:        52         20         17         23         22         82         55:
Other:        51:        15         10         11         16         15         37         32:
     :----------------------------------------------------------------------------------------------------
     :             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       46.9       27.5       59.2       16.4       41.3       24.7       52.4
Old  :                 18.3       50.2       28.3       64.3       18.3       48.3       27.4       61.1
Other:                 38.5       47.7       48.1       62.6       38.3       46.7       47.0       61.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,103,354:   254,312    173,007     60,134    701,926    704,979  1,016,371    938,121:    86,982    165,233
Old  : 1,103,354:   254,312    173,007     60,134    701,926    704,979  1,016,371    938,121:    86,982    165,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    46,205:    70,046      1,002    -10,599     -2,490     54,359     56,957     44,762:   -10,751      1,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       15.7        5.5       63.6       63.9       92.1       85.0:       7.9       15.0
Old  :     100.0:      23.0       15.7        5.5       63.6       63.9       92.1       85.0:       7.9       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  :       262:        35         59         37        105        133        160        209:
Old  :       262:        35         59         37        105        133        160        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       18.1       42.5       25.2       29.4       15.5       40.4       22.1
Old  :                 29.4       18.1       42.5       25.2       29.4       15.5       40.4       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, April 12, 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  : 2,022,882:   198,413    278,653    211,261  1,319,649  1,111,422  1,729,323  1,601,335:   293,559    421,547
Old  : 2,022,882:   198,413    278,653    211,261  1,319,649  1,111,422  1,729,323  1,601,335:   293,559    421,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    29,424:    -5,466      7,209    -19,012     45,885     34,396     21,406     22,592:     8,018      6,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       13.8       10.4       65.2       54.9       85.5       79.2:      14.5       20.8
Old  :     100.0:       9.8       13.8       10.4       65.2       54.9       85.5       79.2:      14.5       20.8
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  :       281:        40         75         72        134        153        222        252:
Old  :       281:        40         75         72        134        153        222        252:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       12.8       27.6       19.9       18.7        9.7       25.7       14.3
Old  :                 19.1       12.8       27.6       19.9       18.7        9.7       25.7       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, April 12, 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  : 1,454,378:   285,057    122,228     99,836    868,967    931,191  1,253,860  1,153,255:   200,519    301,123
Old  : 1,454,378:   285,057    122,228     99,836    868,967    931,191  1,253,860  1,153,255:   200,519    301,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    22,354:    35,177     -1,068     14,881    -30,060     23,244     19,998     37,057:     2,356    -14,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        8.4        6.9       59.7       64.0       86.2       79.3:      13.8       20.7
Old  :     100.0:      19.6        8.4        6.9       59.7       64.0       86.2       79.3:      13.8       20.7
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  :       208:        30         43         37        103        113        152        174:
Old  :       208:        30         43         37        103        113        152        174:
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  :                 22.0       17.9       33.8       27.0       20.4       15.9       30.0       23.7
Old  :                 22.0       17.9       33.8       27.0       20.4       15.9       30.0       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   983,838:    95,901     58,794    334,978    496,810    519,660    927,689    913,432:    56,149     70,406
Old  :   983,838:    95,901     58,794    334,978    496,810    519,660    927,689    913,432:    56,149     70,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :    26,755:    -7,488     -9,345     12,003     18,648     18,231     23,162     20,889:     3,592      5,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        6.0       34.0       50.5       52.8       94.3       92.8:       5.7        7.2
Old  :     100.0:       9.7        6.0       34.0       50.5       52.8       94.3       92.8:       5.7        7.2
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  :       134:        28         29         42         60         64        110        119:
Old  :       134:        28         29         42         60         64        110        119:
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       22.9       48.0       40.0       15.6        9.8       20.4       15.8
Old  :                 33.2       22.9       48.0       40.0       15.6        9.8       20.4       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, April 12, 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  :    60,811:    25,856      4,369        975     26,958     47,831     53,788     53,174:     7,022      7,637
Old  :    60,811:    25,856      4,369        975     26,958     47,831     53,788     53,174:     7,022      7,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       478:      -592       -632        102        807      1,673        317      1,144:       161       -666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        7.2        1.6       44.3       78.7       88.5       87.4:      11.5       12.6
Old  :     100.0:      42.5        7.2        1.6       44.3       78.7       88.5       87.4:      11.5       12.6
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  :        95:        37          7          6         29         31         67         43:
Old  :        95:        37          7          6         29         31         67         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  :                 36.8       44.2       49.9       60.9       36.5       44.2       48.4       59.9
Old  :                 36.8       44.2       49.9       60.9       36.5       44.2       48.4       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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  :   121,621:    51,711      8,737      1,949     53,916     95,662    107,577    106,348:    14,045     15,273
Old  :   121,621:    51,711      8,737      1,949     53,916     95,662    107,577    106,348:    14,045     15,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       956:    -1,184     -1,264        204      1,614      3,347        635      2,287:       321     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        7.2        1.6       44.3       78.7       88.5       87.4:      11.5       12.6
Old  :     100.0:      42.5        7.2        1.6       44.3       78.7       88.5       87.4:      11.5       12.6
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  :        95:        37          7          6         29         31         67         43:
Old  :        95:        37          7          6         29         31         67         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  :                 36.8       44.2       49.9       60.9       36.5       44.2       48.4       59.9
Old  :                 36.8       44.2       49.9       60.9       36.5       44.2       48.4       59.9
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, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,424:     4,556      1,669         37      1,704      5,798      6,297      7,504:     2,127        920
Old  :     8,424:     4,556      1,669         37      1,704      5,798      6,297      7,504:     2,127        920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :      -462:    -1,038          0          0         30        118     -1,008        118:       546       -580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1       19.8        0.4       20.2       68.8       74.8       89.1:      25.2       10.9
Old  :     100.0:      54.1       19.8        0.4       20.2       68.8       74.8       89.1:      25.2       10.9
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  :        21:        12          4          1          1          4         13          9:
Old  :        21:        12          4          1          1          4         13          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  :                 45.2       81.7       67.5       88.6       45.2       81.7       67.5       88.6
Old  :                 45.2       81.7       67.5       88.6       45.2       81.7       67.5       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,229:       482      1,323         26     10,609      9,599     11,117     10,948:       112        281
Old  :    11,229:       482      1,323         26     10,609      9,599     11,117     10,948:       112        281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :         4:      -168        -30         19        169         -7         20        -18:       -16         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       11.8        0.2       94.5       85.5       99.0       97.5:       1.0        2.5
Old  :     100.0:       4.3       11.8        0.2       94.5       85.5       99.0       97.5:       1.0        2.5
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  :        30:         2         10          1          6         13          8         24:
Old  :        30:         2         10          1          6         13          8         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  :                 93.6       67.1       99.0       82.3       93.6       67.1       98.6       82.1
Old  :                 93.6       67.1       99.0       82.3       93.6       67.1       98.6       82.1
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, April 12, 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  :    28,609:     1,317      1,871          0     27,171     26,147     28,488     28,018:       121        591
Old  :    28,609:     1,317      1,871          0     27,171     26,147     28,488     28,018:       121        591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2011                        :
     :       144:       112        335          0        196       -550        308       -215:      -164        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        6.5        0.0       95.0       91.4       99.6       97.9:       0.4        2.1
Old  :     100.0:       4.6        6.5        0.0       95.0       91.4       99.6       97.9:       0.4        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          6          0          8         14         10         20:
Old  :        28:         2          6          0          8         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  :                 98.5       75.1       99.4       89.3       98.5       75.1       99.4       89.3
Old  :                 98.5       75.1       99.4       89.3       98.5       75.1       99.4       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 15, 2011