```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,447
COMMITMENTS
 104,193   91,566   63,066  256,451  251,889  423,710  406,521   36,737   53,926

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -10,161)
  -2,897    6,647   -2,814   -2,933  -15,235   -8,644  -11,402   -1,517    1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     19.9     13.7     55.7     54.7     92.0     88.3      8.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     114      137      147       84      133      300      340
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,492,620
COMMITMENTS
 547,057  100,606  176,307  609,289  994,298  1332653  1271211  159,967  221,409

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:   -100,113)
 -23,468    3,148  -38,057  -18,567  -47,473  -80,092  -82,382  -20,021  -17,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      6.7     11.8     40.8     66.6     89.3     85.2     10.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      869)
     274      120      200      216      400      576      664
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,050
COMMITMENTS
   3,431      328       78    6,226   11,501    9,735   11,907    3,315    1,143

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -482)
    -709      186     -109     -171     -894     -989     -817      507      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      2.5      0.6     47.7     88.1     74.6     91.2     25.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        3        3       18       14       38       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      571,505
COMMITMENTS
 178,732   50,816   72,937  267,838  368,578  519,507  492,331   51,998   79,174

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -22,063)
   1,007    5,815  -20,714       46   -3,723  -19,661  -18,622   -2,402   -3,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      8.9     12.8     46.9     64.5     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     180      103      150      116      193      372      398
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,941
COMMITMENTS
  22,235    2,646      120        5    6,333   22,360    9,099    2,581   15,842

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        -33)
      27      127      -27        0      254        0      354      -33     -387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.2     10.6      0.5      0.0     25.4     89.7     36.5     10.3     63.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        7        7        2       19       18       33
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      321,664
COMMITMENTS
 100,549   36,666   37,174  147,762  221,472  285,485  295,312   36,179   26,352

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -18,461)
  -7,126   -3,058   -3,650   -5,667  -13,316  -16,443  -20,024   -2,018    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     11.4     11.6     45.9     68.9     88.8     91.8     11.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      91       53       70       56       60      189      161
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      607,225
COMMITMENTS
  88,234  110,790    7,503  357,614  342,271  453,351  460,564  153,874  146,661

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     31,530)
  20,390    6,400      768   -2,773   20,390   18,385   27,558   13,145    3,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     18.2      1.2     58.9     56.4     74.7     75.8     25.3     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      34       25       21       67       66      107      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      317,386
COMMITMENTS
  50,109   56,712      761  205,022  214,930  255,892  272,403   61,494   44,983

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        326)
   6,750   -1,041      121      238    1,250    7,109      330   -6,783       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     17.9      0.2     64.6     67.7     80.6     85.8     19.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7       11        4       34       34       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,635
COMMITMENTS
   1,144      357      902    5,297    5,973    7,343    7,232      292      403

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        301)
     173       71      131       91       53      395      255      -94       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      4.7     11.8     69.4     78.2     96.2     94.7      3.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        6        8       20       21       34       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      226,128
COMMITMENTS
  55,684   25,875   30,439  100,715  144,741  186,838  201,055   39,290   25,073

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -649)
    -949     -341    1,758   -1,646   -2,198     -837     -781      188      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     11.4     13.5     44.5     64.0     82.6     88.9     17.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      61       33       58       63       64      163      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,542
COMMITMENTS
   8,240    2,885      736    8,273   18,331   17,249   21,952    6,293    1,590

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -910)
     658     -671     -320     -511       32     -173     -959     -737       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     12.3      3.1     35.1     77.9     73.3     93.2     26.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      52       15       13       22       18       79       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,067,052
COMMITMENTS
 373,285  151,381   18,520  562,149  733,403  953,954  903,304  113,098  163,748

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      9,968)
  34,731   -8,553    1,595  -31,061    6,438    5,265     -520    4,703   10,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     14.2      1.7     52.7     68.7     89.4     84.7     10.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      53       56       21      100      129      165      195
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,704,182
COMMITMENTS
 219,432  275,543   28,364  1164909  1009976  1412705  1313883  291,477  390,299

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     44,045)
   8,332   30,029    3,756   14,615    8,528   26,703   42,313   17,342    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     16.2      1.7     68.4     59.3     82.9     77.1     17.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      36       67       29      103      130      155      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,457,788
COMMITMENTS
 378,634  144,128   11,844  831,431  1002962  1221909  1158934  235,879  298,854

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     33,858)
   6,843   16,152   -2,224   -5,966    3,787   -1,347   17,715   35,205   16,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      9.9      0.8     57.0     68.8     83.8     79.5     16.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      32       42       18       88       98      131      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      646,665
COMMITMENTS
  98,542   61,566   87,172  428,034  442,719  613,748  591,457   32,917   55,208

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -48,905)
 -12,368   -2,511     -422  -33,212  -50,656  -46,002  -53,589   -2,903    4,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      9.5     13.5     66.2     68.5     94.9     91.5      5.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      27       31       37       59       69      105      125
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,524
COMMITMENTS
  29,601    6,358       10   28,911   53,323   58,522   59,690    7,003    5,834

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:      8,093)
   8,518    1,539     -110      -39    9,789    8,370   11,219     -277   -3,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      9.7      0.0     44.1     81.4     89.3     91.1     10.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      41       14        2       32       31       73       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,048
COMMITMENTS
  59,201   12,715       20   57,822  106,645  117,043  119,380   14,005   11,668

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     16,186)
  17,036    3,078     -219      -78   19,578   16,739   22,437     -553   -6,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2      9.7      0.0     44.1     81.4     89.3     91.1     10.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      41       14        2       32       31       73       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,523
COMMITMENTS
   4,688    1,472       37    1,584    6,014    6,309    7,523    1,214        0

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -1,296)
    -291     -795        0      -90      419     -381     -376     -915     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.3     19.6      0.5     21.1     79.9     83.9    100.0     16.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        6        1        1        4       13       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,818
COMMITMENTS
     943    1,161        4    9,557    9,471   10,504   10,636      314      182

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:       -431)
    -319      -60       -6     -281     -365     -606     -431      175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     10.7      0.0     88.3     87.5     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        8        1        7       13       12       22
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       27,935
COMMITMENTS
   3,065    1,158        0   24,620   26,707   27,685   27,865      250       70

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:        256)
     917       62        0     -634      511      283      573      -27     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      4.1      0.0     88.1     95.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        5        0        7       14       13       19
```

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Updated May 6, 2011