```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      489,557
COMMITMENTS
 101,739   80,168   76,322  271,211  274,895  449,272  431,385   40,285   58,172

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -2,291)
  -2,471   -2,880   -6,098    5,898    6,271   -2,671   -2,707      380      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.4     15.6     55.4     56.2     91.8     88.1      8.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     135      138      163       93      133      332      357
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,659,868
COMMITMENTS
 557,213  107,640  237,482  701,124  1060658  1495819  1405780  164,049  254,088

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     41,359)
  33,609    2,650   19,486  -15,490   13,970   37,605   36,106    3,754    5,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      6.5     14.3     42.2     63.9     90.1     84.7      9.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      921)
     293      133      254      238      404      652      720
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,652
COMMITMENTS
   3,176       64      177    7,343   12,211   10,696   12,452    2,956    1,200

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        -80)
     276     -293     -142      -59      547       75      112     -155     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      0.5      1.3     53.8     89.4     78.3     91.2     21.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        2        5       21       13       41       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      636,593
COMMITMENTS
 203,436   51,957  100,769  274,861  394,509  579,066  547,235   57,527   89,358

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      2,407)
 -12,561    2,693   18,646     -233  -23,364    5,852   -2,025   -3,445    4,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      8.2     15.8     43.2     62.0     91.0     86.0      9.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      560)
     198      108      180      128      191      429      419
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       25,402
COMMITMENTS
  22,030    1,982      411       17    5,801   22,458    8,194    2,944   17,208

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -684)
    -680     -652     -182        0      216     -862     -618      178      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.7      7.8      1.6      0.1     22.8     88.4     32.3     11.6     67.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        5       10        1       16       22       29
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      369,060
COMMITMENTS
 113,209   41,203   48,771  163,858  248,496  325,838  338,470   43,222   30,590

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -8,288)
  -3,319     -754   -4,291   -7,494   -9,451  -15,104  -14,496    6,816    6,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     11.2     13.2     44.4     67.3     88.3     91.7     11.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      98       59       83       69       68      222      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      562,684
COMMITMENTS
  37,809  111,720    9,301  367,511  278,708  414,621  399,729  148,063  162,955

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:    -30,477)
 -36,866   -9,618    2,792  -15,560  -24,139  -49,634  -30,965   19,157      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     19.9      1.7     65.3     49.5     73.7     71.0     26.3     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      23       31       14       68       59       94      101
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      324,524
COMMITMENTS
  44,460   57,697      590  213,200  226,273  258,250  284,560   66,274   39,964

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     -1,458)
   1,933   -2,456       57   -4,747    1,590   -2,757     -809    1,299     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     17.8      0.2     65.7     69.7     79.6     87.7     20.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       10        2       32       31       38       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,590
COMMITMENTS
     578      275      959    5,673    5,999    7,210    7,233      380      357

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        174)
     -22      -94      184      156       99      318      189     -144      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      3.6     12.6     74.7     79.0     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        4        8       20       21       32       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      225,272
COMMITMENTS
  58,750   31,350   25,287  102,178  141,548  186,215  198,185   39,057   27,087

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      3,776)
  -1,281    5,053     -522    6,888   -4,015    5,085      516   -1,309    3,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     13.9     11.2     45.4     62.8     82.7     88.0     17.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      62       33       53       68       52      161      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,512
COMMITMENTS
   7,870    3,668    1,273    8,419   17,750   17,562   22,691    6,950    1,821

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:         -2)
    -114      389      -30       22     -642     -122     -283      120      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     15.0      5.2     34.3     72.4     71.6     92.6     28.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      52       16       15       22       21       80       52
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,035,323
COMMITMENTS
 255,109  180,859    9,608  685,757  683,331  950,474  873,798   84,849  161,525

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     63,667)
  71,087    2,147    2,697      410   56,499   74,194   61,343  -10,527    2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     17.5      0.9     66.2     66.0     91.8     84.4      8.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      28       62       18       97      124      134      195
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,654,200
COMMITMENTS
 211,171  293,085   27,811  1142665  937,338  1381647  1258234  272,553  395,966

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     48,827)
     488    1,737    2,948   36,762   33,421   40,198   38,106    8,629   10,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     17.7      1.7     69.1     56.7     83.5     76.1     16.5     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      46       61       31      101      129      159      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,325,636
COMMITMENTS
 297,392  139,555   14,885  826,713  884,053  1138990  1038493  186,646  287,143

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     23,256)
  41,831    3,390    2,046  -22,864   31,890   21,013   37,326    2,243  -14,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     10.5      1.1     62.4     66.7     85.9     78.3     14.1     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      25       45       14       85      100      113      156
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      652,385
COMMITMENTS
 109,145   58,071   73,759  430,562  467,233  613,466  599,063   38,919   53,322

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     13,698)
  -7,667  -11,603    3,804   14,142   15,392   10,279    7,593    3,419    6,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      8.9     11.3     66.0     71.6     94.0     91.8      6.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24       26       32       55       62       97      110
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,261
COMMITMENTS
  26,079    4,368      154   26,172   47,223   52,404   51,744    6,857    7,517

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        454)
    -609     -577      113      825    1,581      329    1,117      125     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      7.4      0.3     44.2     79.7     88.4     87.3     11.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      38        6        2       26       30       64       38
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      118,521
COMMITMENTS
  52,157    8,735      307   52,344   94,445  104,808  103,487   13,713   15,034

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        908)
  -1,217   -1,154      226    1,649    3,162      658    2,234      250   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      7.4      0.3     44.2     79.7     88.4     87.3     11.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      38        6        2       26       30       64       38
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,424
COMMITMENTS
   4,556    1,669       37    1,704    5,798    6,297    7,504    2,127      920

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:       -462)
  -1,038        0        0       30      118   -1,008      118      546     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.1     19.8      0.4     20.2     68.8     74.8     89.1     25.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        4        1        1        4       13        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,229
COMMITMENTS
     482    1,323       26   10,609    9,599   11,117   10,948      112      281

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:          4)
    -168      -30       19      169       -7       20      -18      -16       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     11.8      0.2     94.5     85.5     99.0     97.5      1.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2       10        1        6       13        8       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,609
COMMITMENTS
   1,317    1,871        0   27,171   26,147   28,488   28,018      121      591

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        144)
     112      335        0      196     -550      308     -215     -164      359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      6.5      0.0     95.0     91.4     99.6     97.9      0.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        0        8       14       10       20
```

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Updated April 15, 2011