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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   614,599:    91,930     72,798    157,541    315,657    323,016    565,128    553,355:    49,471     61,243
Old  :   237,457:    60,603     50,298     40,155    110,494    129,041    211,252    219,494:    26,205     17,963
Other:   377,142:    58,619     49,792     90,094    205,163    193,975    353,876    333,861:    23,266     43,280
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     5,277:    -3,425     -3,623      2,684      8,531      9,604      7,790      8,665:    -2,513     -3,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       11.8       25.6       51.4       52.6       92.0       90.0:       8.0       10.0
Old  :     100.0:      25.5       21.2       16.9       46.5       54.3       89.0       92.4:      11.0        7.6
Other:     100.0:      15.5       13.2       23.9       54.4       51.4       93.8       88.5:       6.2       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       460:       142        148        195         96        141        358        384:
Old  :       397:       145        123        113         61        105        262        286:
Other:       365:        98        114        132         85        132        261        311:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       18.5       32.0       25.2       16.6       15.2       27.8       18.7
Old  :                 28.6       29.0       38.2       37.2       28.5       28.9       38.1       36.6
Other:                 23.0       16.6       34.6       24.2       18.1       11.3       25.8       15.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  : 2,322,358:   476,095     88,635    716,364    904,438  1,216,851  2,096,898  2,021,849:   225,460    300,508
Old  : 1,634,432:   335,129    101,161    500,588    640,805    842,256  1,476,523  1,444,005:   157,909    190,427
Other:   687,926:   196,442     42,950    160,300    263,633    374,595    620,375    577,845:    67,551    110,081
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -12,211:   -31,769     -6,291     16,002      6,352    -20,656     -9,415    -10,945:    -2,795     -1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.8       30.8       38.9       52.4       90.3       87.1:       9.7       12.9
Old  :     100.0:      20.5        6.2       30.6       39.2       51.5       90.3       88.3:       9.7       11.7
Other:     100.0:      28.6        6.2       23.3       38.3       54.5       90.2       84.0:       9.8       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       894:       273        145        305        291        415        694        762:
Old  :       865:       260        144        258        252        401        616        717:
Other:       704:       167        126        135        183        362        411        569:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       12.3       19.0       17.8        9.0        6.3       13.3        9.6
Old  :                 11.7       14.1       20.4       19.3       10.3        8.8       15.1       12.3
Other:                 15.3       12.1       26.5       19.5       14.4        9.1       22.0       12.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,668:     3,413         71        979      6,622     12,154     11,014     13,204:     3,654      1,465
Old  :     9,270:     2,330          0        191      4,130      8,122      6,650      8,312:     2,621        958
Other:     5,398:     1,117        104        755      2,493      4,032      4,364      4,891:     1,034        507
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       -51:      -183          8       -347        293        -74       -237       -413:       186        363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        0.5        6.7       45.1       82.9       75.1       90.0:      24.9       10.0
Old  :     100.0:      25.1        0.0        2.1       44.5       87.6       71.7       89.7:      28.3       10.3
Other:     100.0:      20.7        1.9       14.0       46.2       74.7       80.8       90.6:      19.2        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        20          3          6         18         15         41         21:
Old  :        38:        17          0          4         16          9         33         13:
Other:        28:         5          5          4         11         14         20         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       62.5       42.9       77.9       24.3       53.0       35.5       64.0
Old  :                 32.0       79.9       46.0       87.9       32.0       77.9       46.0       84.7
Other:                 47.3       50.8       64.4       71.7       38.4       47.5       48.9       56.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   867,118:   173,052     28,777    285,392    337,443    451,610    795,887    765,780:    71,231    101,339
Old  :   553,185:   132,076     23,811    165,802    209,674    310,961    507,553    500,574:    45,632     52,611
Other:   313,934:    71,776     35,766     88,790    127,768    140,650    288,335    265,206:    25,599     48,728
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    15,917:     5,359     -7,689      9,175       -365     11,524     14,168     13,010:     1,749      2,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        3.3       32.9       38.9       52.1       91.8       88.3:       8.2       11.7
Old  :     100.0:      23.9        4.3       30.0       37.9       56.2       91.8       90.5:       8.2        9.5
Other:     100.0:      22.9       11.4       28.3       40.7       44.8       91.8       84.5:       8.2       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       563:       218         97        217        145        215        448        464:
Old  :       533:       198        101        178        119        199        384        419:
Other:       403:       103         90         98        101        182        257        323:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       16.5       23.2       24.7       10.8       11.9       14.9       16.4
Old  :                 15.6       21.4       23.8       30.4       14.4       17.4       20.6       23.9
Other:                 16.8       13.4       28.3       22.9       14.1       10.6       22.3       16.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    23,438:    20,623      1,515        171         23      5,370     20,817      7,056:     2,621     16,382
Old  :     5,212:     3,318        234        135         23        946      3,476      1,315:     1,736      3,897
Other:    18,226:    17,334      1,310          7          0      4,424     17,341      5,741:       885     12,485
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       520:       260         78       -128         -1        134        131         84:       389        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.0        6.5        0.7        0.1       22.9       88.8       30.1:      11.2       69.9
Old  :     100.0:      63.7        4.5        2.6        0.4       18.2       66.7       25.2:      33.3       74.8
Other:     100.0:      95.1        7.2        0.0        0.0       24.3       95.1       31.5:       4.9       68.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        17          4          6          2         14         19         24:
Old  :        32:        15          4          6          2         12         18         21:
Other:        32:        14          4          2          0         14         14         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       13.2       77.1       19.4       56.5       13.2       76.7       19.4
Old  :                 37.8       14.5       56.4       19.3       36.5       14.5       55.1       18.9
Other:                 65.1       13.5       85.9       19.9       65.1       13.5       85.9       19.9
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    12,074:       497      8,280      2,628      8,450        950     11,575     11,857:       499        216
Old  :    12,074:       497      8,280      2,628      8,450        950     11,575     11,857:       499        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,300:        83        641        544        681         84      1,308      1,269:        -8         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       68.6       21.8       70.0        7.9       95.9       98.2:       4.1        1.8
Old  :     100.0:       4.1       68.6       21.8       70.0        7.9       95.9       98.2:       4.1        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          6          7          9          6         19         14:
Old  :        21:         5          6          7          9          6         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       83.5       84.6       95.7       57.6       64.5       62.6       68.7
Old  :                 72.0       83.5       84.6       95.7       57.6       64.5       62.6       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   447,828:   103,505     32,010     93,266    214,289    299,022    411,060    424,299:    36,768     23,529
Old  :   365,709:    84,514     37,890     69,253    179,893    239,257    333,660    346,400:    32,048     19,309
Other:    82,119:    31,381      6,511     11,623     34,396     59,765     77,400     77,899:     4,719      4,221
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     8,372:     3,996     -2,306      8,360     -1,044      8,195     11,312     14,249:    -2,941     -5,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        7.1       20.8       47.9       66.8       91.8       94.7:       8.2        5.3
Old  :     100.0:      23.1       10.4       18.9       49.2       65.4       91.2       94.7:       8.8        5.3
Other:     100.0:      38.2        7.9       14.2       41.9       72.8       94.3       94.9:       5.7        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:       106         54         89         69         77        220        192:
Old  :       262:        99         66         79         65         74        206        185:
Other:       119:        43         19         30         43         34         98         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       30.8       24.1       45.6        9.8       23.2       15.8       33.2
Old  :                 15.3       30.4       26.8       43.7       11.7       24.0       19.4       31.9
Other:                 26.8       43.5       44.6       60.2       24.9       42.7       41.6       55.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   692,474:    86,405    106,053     31,385    426,020    381,594    543,811    519,032:   148,663    173,443
Old  :   692,474:    86,405    106,053     31,385    426,020    381,594    543,811    519,032:   148,663    173,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -33,961:    -8,409    -19,205      3,212    -26,943    -21,322    -32,139    -37,314:    -1,822      3,353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       15.3        4.5       61.5       55.1       78.5       75.0:      21.5       25.0
Old  :     100.0:      12.5       15.3        4.5       61.5       55.1       78.5       75.0:      21.5       25.0
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  :       155:        23         35         33         81         73        122        123:
Old  :       155:        23         35         33         81         73        122        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       16.5       29.0       26.8       16.4       15.9       26.3       25.7
Old  :                 18.3       16.5       29.0       26.8       16.4       15.9       26.3       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   332,911:    45,772     62,286      8,234    218,528    214,752    272,534    285,272:    60,378     47,640
Old  :   332,911:    45,772     62,286      8,234    218,528    214,752    272,534    285,272:    60,378     47,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -31,947:       865       -633     -4,430    -21,630    -17,807    -25,195    -22,869:    -6,752     -9,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.7        2.5       65.6       64.5       81.9       85.7:      18.1       14.3
Old  :     100.0:      13.7       18.7        2.5       65.6       64.5       81.9       85.7:      18.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         7         12          6         41         32         52         46:
Old  :        68:         7         12          6         41         32         52         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       40.4       43.8       55.1       23.8       39.3       41.5       52.8
Old  :                 24.8       40.4       43.8       55.1       23.8       39.3       41.5       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :     7,862:     1,059        598        445      5,993      6,417      7,497      7,460:       365        402
Old  :     7,862:     1,059        598        445      5,993      6,417      7,497      7,460:       365        402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -320:       299        128       -211       -466       -296       -378       -379:        58         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        7.6        5.7       76.2       81.6       95.4       94.9:       4.6        5.1
Old  :     100.0:      13.5        7.6        5.7       76.2       81.6       95.4       94.9:       4.6        5.1
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  :        34:         4          3          5         20         25         27         30:
Old  :        34:         4          3          5         20         25         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       48.0       76.2       69.1       31.7       25.5       42.2       35.9
Old  :                 54.5       48.0       76.2       69.1       31.7       25.5       42.2       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   250,287:    44,565     23,463     51,922    112,189    149,290    208,676    224,674:    41,610     25,612
Old  :   190,132:    37,812     22,374     31,959     85,500    115,242    155,271    169,575:    34,860     20,557
Other:    60,155:     9,959      4,294     16,757     26,689     34,048     53,405     55,099:     6,750      5,056
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     4,506:    -3,598     -1,768      1,136      2,837      2,652        375      2,020:     4,131      2,485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        9.4       20.7       44.8       59.6       83.4       89.8:      16.6       10.2
Old  :     100.0:      19.9       11.8       16.8       45.0       60.6       81.7       89.2:      18.3       10.8
Other:     100.0:      16.6        7.1       27.9       44.4       56.6       88.8       91.6:      11.2        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        51         37         59         76         65        167        134:
Old  :       184:        54         34         55         75         62        158        130:
Other:       110:        24         15         26         52         37         94         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       30.1       21.1       42.9        7.3       23.2       13.2       28.8
Old  :                 12.4       30.7       21.6       42.5        9.4       23.4       16.4       31.8
Other:                 24.3       39.2       38.1       57.4       17.7       31.9       29.4       45.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    27,277:     8,651      3,049      2,886      8,405     19,763     19,942     25,697:     7,335      1,580
Old  :    22,486:     8,183      2,817      1,984      6,417     16,556     16,584     21,357:     5,901      1,128
Other:     4,791:       819        583        550      1,988      3,207      3,357      4,340:     1,434        451
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       102:       429        560       -421        386       -164        394        -26:      -292        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       11.2       10.6       30.8       72.5       73.1       94.2:      26.9        5.8
Old  :     100.0:      36.4       12.5        8.8       28.5       73.6       73.8       95.0:      26.2        5.0
Other:     100.0:      17.1       12.2       11.5       41.5       66.9       70.1       90.6:      29.9        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        63         17         24         29         22        106         55:
Old  :       116:        59         19         21         23         22         94         54:
Other:        53:        17         11         10         16         15         39         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       51.7       25.1       63.6       14.8       47.3       22.5       57.5
Old  :                 17.8       55.2       27.7       67.9       17.7       54.6       26.9       65.8
Other:                 33.3       48.2       43.7       65.9       32.8       46.8       42.3       63.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   900,971:   199,770    144,452     32,784    574,164    581,644    806,718    758,880:    94,253    142,091
Old  :   900,971:   199,770    144,452     32,784    574,164    581,644    806,718    758,880:    94,253    142,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -8,776:    32,618    -45,601     -3,464    -39,445     34,594    -10,291    -14,470:     1,515      5,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       16.0        3.6       63.7       64.6       89.5       84.2:      10.5       15.8
Old  :     100.0:      22.2       16.0        3.6       63.7       64.6       89.5       84.2:      10.5       15.8
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  :       228:        32         49         31         90        121        142        181:
Old  :       228:        32         49         31         90        121        142        181:
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  :                 27.0       17.3       38.1       26.8       23.5       16.4       33.4       24.9
Old  :                 27.0       17.3       38.1       26.8       23.5       16.4       33.4       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  : 1,903,165:   180,230    205,363    210,951  1,246,982  1,117,985  1,638,163  1,534,300:   265,002    368,865
Old  : 1,903,165:   180,230    205,363    210,951  1,246,982  1,117,985  1,638,163  1,534,300:   265,002    368,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   121,655:    11,865     -3,944     31,032    104,594     81,698    147,491    108,787:   -25,836     12,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       10.8       11.1       65.5       58.7       86.1       80.6:      13.9       19.4
Old  :     100.0:       9.5       10.8       11.1       65.5       58.7       86.1       80.6:      13.9       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        48         51         66        131        145        209        232:
Old  :       260:        48         51         66        131        145        209        232:
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       12.3       29.8       20.9       20.2       10.0       26.1       15.4
Old  :                 22.0       12.3       29.8       20.9       20.2       10.0       26.1       15.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  : 1,319,788:   260,146    122,540     93,461    783,138    838,431  1,136,745  1,054,432:   183,043    265,356
Old  : 1,319,788:   260,146    122,540     93,461    783,138    838,431  1,136,745  1,054,432:   183,043    265,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :   -27,974:   -17,146     -4,059     10,402    -30,886    -17,327    -37,629    -10,983:     9,655    -16,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        9.3        7.1       59.3       63.5       86.1       79.9:      13.9       20.1
Old  :     100.0:      19.7        9.3        7.1       59.3       63.5       86.1       79.9:      13.9       20.1
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  :       187:        25         39         31        101        101        143        154:
Old  :       187:        25         39         31        101        101        143        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       17.6       33.0       28.6       22.9       15.3       30.4       23.1
Old  :                 23.5       17.6       33.0       28.6       22.9       15.3       30.4       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   826,451:    98,983     51,751    277,710    417,153    446,777    793,846    776,238:    32,605     50,213
Old  :   826,451:    98,983     51,751    277,710    417,153    446,777    793,846    776,238:    32,605     50,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    53,833:    -4,760      5,469     36,461     29,643     19,101     61,343     61,031:    -7,510     -7,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        6.3       33.6       50.5       54.1       96.1       93.9:       3.9        6.1
Old  :     100.0:      12.0        6.3       33.6       50.5       54.1       96.1       93.9:       3.9        6.1
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  :       133:        30         33         43         58         60        111        116:
Old  :       133:        30         33         43         58         60        111        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  :                 33.0       26.0       47.0       41.7       14.6       11.8       19.2       16.9
Old  :                 33.0       26.0       47.0       41.7       14.6       11.8       19.2       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    61,515:    15,354      3,816      4,560     33,073     45,586     52,986     53,961:     8,529      7,554
Old  :    61,515:    15,354      3,816      4,560     33,073     45,586     52,986     53,961:     8,529      7,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       533:     1,536       -456       -449       -341        179        747       -726:      -213      1,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.2        7.4       53.8       74.1       86.1       87.7:      13.9       12.3
Old  :     100.0:      25.0        6.2        7.4       53.8       74.1       86.1       87.7:      13.9       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        33         13         16         36         35         77         61:
Old  :       110:        33         13         16         36         35         77         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       34.5       34.6       50.1       22.0       34.3       31.9       48.4
Old  :                 23.7       34.5       34.6       50.1       22.0       34.3       31.9       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    13,864:     4,258        763         54      7,536     10,621     11,848     11,438:     2,016      2,426
Old  :    13,864:     4,258        763         54      7,536     10,621     11,848     11,438:     2,016      2,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :     1,057:       136        -48         54        838        838      1,028        844:        29        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        5.5        0.4       54.4       76.6       85.5       82.5:      14.5       17.5
Old  :     100.0:      30.7        5.5        0.4       54.4       76.6       85.5       82.5:      14.5       17.5
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  :        24:         7          3          2          6          9         14         13:
Old  :        24:         7          3          2          6          9         14         13:
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  :                 51.4       60.7       73.7       75.4       50.2       60.7       72.5       75.4
Old  :                 51.4       60.7       73.7       75.4       50.2       60.7       72.5       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    95,302:    29,226     13,141      1,977     51,073     69,929     82,276     85,047:    13,026     10,256
Old  :    95,302:    29,226     13,141      1,977     51,073     69,929     82,276     85,047:    13,026     10,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :    -1,048:     2,940       -676     -1,145     -2,357     -1,318       -563     -3,139:      -486      2,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       13.8        2.1       53.6       73.4       86.3       89.2:      13.7       10.8
Old  :     100.0:      30.7       13.8        2.1       53.6       73.4       86.3       89.2:      13.7       10.8
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  :       105:        33         15         12         34         34         70         58:
Old  :       105:        33         15         12         34         34         70         58:
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  :                 22.5       34.1       35.8       50.3       22.1       33.9       34.6       50.0
Old  :                 22.5       34.1       35.8       50.3       22.1       33.9       34.6       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :     6,421:     4,557      2,535         37      1,737      3,849      6,331      6,421:        90          0
Old  :     6,421:     4,557      2,535         37      1,737      3,849      6,331      6,421:        90          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       787:       753        351          0         16        465        769        816:        18        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       39.5        0.6       27.1       59.9       98.6      100.0:       1.4        0.0
Old  :     100.0:      71.0       39.5        0.6       27.1       59.9       98.6      100.0:       1.4        0.0
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  :        20:        12          3          1          1          4         13          8:
Old  :        20:        12          3          1          1          4         13          8:
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  :                 67.7       91.0       90.4      100.0       67.7       91.0       90.4       99.4
Old  :                 67.7       91.0       90.4      100.0       67.7       91.0       90.4       99.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,679:       799      1,337        843     12,981     12,237     14,623     14,417:        56        262
Old  :    14,679:       799      1,337        843     12,981     12,237     14,623     14,417:        56        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :       247:        40        -20        453       -239       -199        254        234:        -7         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.1        5.7       88.4       83.4       99.6       98.2:       0.4        1.8
Old  :     100.0:       5.4        9.1        5.7       88.4       83.4       99.6       98.2:       0.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          8          2         10         14         13         23:
Old  :        31:         2          8          2         10         14         13         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.0       65.8       98.5       83.1       73.5       64.3       86.1       74.4
Old  :                 77.0       65.8       98.5       83.1       73.5       64.3       86.1       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    47,152:     1,016      1,559        874     45,126     44,517     47,016     46,950:       136        202
Old  :    47,152:     1,016      1,559        874     45,126     44,517     47,016     46,950:       136        202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2011                        :
     :      -183:       289        629        654     -1,184     -1,480       -241       -197:        58         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        3.3        1.9       95.7       94.4       99.7       99.6:       0.3        0.4
Old  :     100.0:       2.2        3.3        1.9       95.7       94.4       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          5          1          8         14         12         20:
Old  :        28:         4          5          1          8         14         12         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  :                 93.2       77.3       99.1       92.4       64.8       55.1       67.2       62.7
Old  :                 93.2       77.3       99.1       92.4       64.8       55.1       67.2       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 11, 2011