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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   642,134:    96,384     72,728    182,927    316,906    322,948    596,217    578,603:    45,917     63,531
Old  :   189,326:    50,466     52,361     38,793     80,092     82,423    169,351    173,577:    19,975     15,749
Other:   452,808:    78,033     52,482    112,019    236,813    240,526    426,865    405,026:    25,942     47,782
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    16,271:     4,779     -4,676      8,308      3,460     12,098     16,548     15,731:      -277        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       11.3       28.5       49.4       50.3       92.8       90.1:       7.2        9.9
Old  :     100.0:      26.7       27.7       20.5       42.3       43.5       89.4       91.7:      10.6        8.3
Other:     100.0:      17.2       11.6       24.7       52.3       53.1       94.3       89.4:       5.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       150        145        204        112        141        380        395:
Old  :       376:       135        115        107         69         99        251        274:
Other:       400:       115        123        148        100        133        308        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       17.8       30.9       24.5       15.5       14.6       26.4       18.6
Old  :                 24.8       19.5       33.4       28.6       24.5       19.2       33.2       27.3
Other:                 20.4       19.1       32.7       27.1       17.0       14.5       26.0       19.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  : 2,455,167:   451,074    101,041    818,558    960,865  1,225,937  2,230,497  2,145,536:   224,670    309,630
Old  : 1,616,058:   273,965    106,606    561,285    633,091    766,846  1,468,342  1,434,737:   147,716    181,321
Other:   839,109:   230,825     48,151    203,557    327,774    459,091    762,155    710,799:    76,953    128,309
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :   206,233:    47,684      7,620    109,372     37,714     66,692    194,771    183,685:    11,462     22,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        4.1       33.3       39.1       49.9       90.8       87.4:       9.2       12.6
Old  :     100.0:      17.0        6.6       34.7       39.2       47.5       90.9       88.8:       9.1       11.2
Other:     100.0:      27.5        5.7       24.3       39.1       54.7       90.8       84.7:       9.2       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       918:       277        155        309        307        430        710        792:
Old  :       883:       244        174        271        264        410        627        747:
Other:       748:       181        132        162        206        379        465        602:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       11.4       19.7       17.2        8.3        6.1       12.7        9.3
Old  :                 12.3       12.9       20.6       18.5       10.8        8.7       16.3       12.0
Other:                 16.2       13.4       25.4       19.9       12.2        9.7       19.8       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,797:     2,633        358      1,539      8,219     12,388     12,391     14,285:     3,406      1,512
Old  :     5,111:       936        339        193      2,260      4,008      3,389      4,539:     1,722        572
Other:    10,687:     1,911        234      1,131      5,960      8,381      9,002      9,746:     1,684        940
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :        54:       592       -171       -629        125      1,012         87        212:       -34       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        2.3        9.7       52.0       78.4       78.4       90.4:      21.6        9.6
Old  :     100.0:      18.3        6.6        3.8       44.2       78.4       66.3       88.8:      33.7       11.2
Other:     100.0:      17.9        2.2       10.6       55.8       78.4       84.2       91.2:      15.8        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          4          7         21         15         41         24:
Old  :        32:         8          4          4         16          9         27         14:
Other:        39:        13          3          6         17         14         30         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       56.7       43.5       73.4       25.0       45.5       35.5       56.6
Old  :                 31.5       76.9       44.8       86.1       31.5       71.5       43.1       76.2
Other:                 36.2       51.3       55.7       71.6       32.9       41.7       45.3       57.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   898,833:   165,804     37,457    305,080    356,962    461,997    827,846    804,534:    70,987     94,299
Old  :   528,925:   128,121     36,839    151,204    205,184    295,362    484,509    483,405:    44,416     45,520
Other:   369,908:    77,864     40,799    113,695    151,778    166,635    343,337    321,129:    26,571     48,779
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    16,051:     7,144      3,849      2,250      1,284     10,764     10,678     16,863:     5,373       -812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        4.2       33.9       39.7       51.4       92.1       89.5:       7.9       10.5
Old  :     100.0:      24.2        7.0       28.6       38.8       55.8       91.6       91.4:       8.4        8.6
Other:     100.0:      21.0       11.0       30.7       41.0       45.0       92.8       86.8:       7.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       577:       225        106        231        141        211        467        473:
Old  :       538:       199        115        190        114        197        400        425:
Other:       427:       120        102        124        103        182        294        341:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       16.6       24.7       24.8       10.5       10.3       14.8       14.7
Old  :                 15.8       22.6       24.5       31.5       14.2       17.5       19.9       24.1
Other:                 20.3       14.0       30.1       23.4       15.9        9.0       22.2       13.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    26,086:    22,710      2,634        593         17      5,585     23,320      8,812:     2,766     17,274
Old  :     6,151:     3,920      1,059        483         17        864      4,420      2,406:     1,731      3,745
Other:    19,935:    18,891      1,676          9          0      4,721     18,900      6,406:     1,035     13,529
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     1,121:       750        606        222         -4       -218        968        610:       153        511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.1       10.1        2.3        0.1       21.4       89.4       33.8:      10.6       66.2
Old  :     100.0:      63.7       17.2        7.9        0.3       14.0       71.9       39.1:      28.1       60.9
Other:     100.0:      94.8        8.4        0.0        0.0       23.7       94.8       32.1:       5.2       67.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        22          6          6          1         15         23         27:
Old  :        40:        20          7          6          1         13         23         24:
Other:        35:        15          5          2          0         15         15         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.8       13.7       72.3       20.2       53.0       13.7       70.4       19.9
Old  :                 33.5       24.3       50.2       31.9       33.5       19.3       47.0       26.1
Other:                 64.9       12.1       85.2       18.9       64.9       12.1       85.2       18.9
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    11,989:       988      9,589      1,582      8,802        518     11,372     11,690:       617        300
Old  :    11,557:       988      9,573      1,191      8,802        518     10,981     11,282:       577        276
Other:       432:       391        408          0          0          0        391        408:        40         24
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -660:       384       -701        112     -1,041       -123       -544       -712:      -115         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       80.0       13.2       73.4        4.3       94.9       97.5:       5.1        2.5
Old  :     100.0:       8.6       82.8       10.3       76.2        4.5       95.0       97.6:       5.0        2.4
Other:     100.0:      90.6       94.4        0.0        0.0        0.0       90.6       94.4:       9.4        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          6          7         14          7         27         15:
Old  :        29:         8          6          7         14          7         27         15:
Other:         4:         1          3          0          0          0          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       87.4       78.5       96.9       61.1       75.6       69.3       80.0
Old  :                 67.8       87.4       79.0       97.0       63.3       78.6       71.8       82.9
Other:                 90.6       94.4       90.6       94.4       90.6       94.4       90.6       94.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   470,843:   104,623     37,940    114,804    213,401    292,855    432,827    445,599:    38,016     25,244
Old  :   350,379:    85,166     46,446     73,607    160,530    209,681    319,303    329,735:    31,076     20,644
Other:   120,464:    37,016      9,052     23,637     52,871     83,175    113,524    115,864:     6,940      4,600
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    25,311:    15,658      3,885      8,443       -935     13,146     23,165     25,474:     2,146       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        8.1       24.4       45.3       62.2       91.9       94.6:       8.1        5.4
Old  :     100.0:      24.3       13.3       21.0       45.8       59.8       91.1       94.1:       8.9        5.9
Other:     100.0:      30.7        7.5       19.6       43.9       69.0       94.2       96.2:       5.8        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:       108         60        106         74         79        240        210:
Old  :       278:       110         73         94         70         74        224        200:
Other:       144:        45         33         31         47         47        109         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       27.7       21.3       42.7        8.4       19.3       14.3       28.5
Old  :                 12.4       25.1       21.5       39.0       10.9       18.5       17.3       27.9
Other:                 25.4       45.5       40.8       61.6       17.5       32.9       28.4       42.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   653,916:    71,978    120,002     33,435    409,139    325,550    514,552    478,987:   139,364    174,929
Old  :   653,916:    71,978    120,002     33,435    409,139    325,550    514,552    478,987:   139,364    174,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     3,175:    -2,740     25,845      1,365      9,992    -27,591      8,617       -382:    -5,442      3,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       18.4        5.1       62.6       49.8       78.7       73.2:      21.3       26.8
Old  :     100.0:      11.0       18.4        5.1       62.6       49.8       78.7       73.2:      21.3       26.8
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  :       162:        25         39         34         79         69        123        123:
Old  :       162:        25         39         34         79         69        123        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  :                 17.3       17.0       28.3       26.1       16.7       15.7       26.0       24.1
Old  :                 17.3       17.0       28.3       26.1       16.7       15.7       26.0       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   329,049:    42,527     59,475      1,310    218,809    226,914    262,646    287,698:    66,403     41,351
Old  :   329,049:    42,527     59,475      1,310    218,809    226,914    262,646    287,698:    66,403     41,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     7,349:    -1,435      2,822        180      7,571      7,508      6,317     10,510:     1,033     -3,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.1        0.4       66.5       69.0       79.8       87.4:      20.2       12.6
Old  :     100.0:      12.9       18.1        0.4       66.5       69.0       79.8       87.4:      20.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         5         11          3         33         32         39         45:
Old  :        65:         5         11          3         33         32         39         45:
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  :                 26.8       49.0       46.7       61.9       24.1       48.8       42.9       60.9
Old  :                 26.8       49.0       46.7       61.9       24.1       48.8       42.9       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     7,416:       600        369        775      5,517      5,900      6,892      7,044:       524        372
Old  :     7,416:       600        369        775      5,517      5,900      6,892      7,044:       524        372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -178:        34         92        114       -398       -405       -250       -199:        72         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        5.0       10.5       74.4       79.6       92.9       95.0:       7.1        5.0
Old  :     100.0:       8.1        5.0       10.5       74.4       79.6       92.9       95.0:       7.1        5.0
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  :        34:         7          4          6         19         21         29         28:
Old  :        34:         7          4          6         19         21         29         28:
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  :                 55.4       45.7       72.2       63.4       29.4       26.2       37.2       36.4
Old  :                 55.4       45.7       72.2       63.4       29.4       26.2       37.2       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   256,611:    49,470     27,886     49,439    113,670    153,941    212,580    231,267:    44,031     25,344
Old  :   181,256:    42,385     26,565     26,001     77,927    109,628    146,312    162,194:    34,943     19,062
Other:    75,355:    12,227      6,462     18,298     35,743     44,313     66,267     69,073:     9,088      6,282
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :     4,965:    -2,125      2,996     -1,270      4,887         14      1,493      1,740:     3,472      3,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       10.9       19.3       44.3       60.0       82.8       90.1:      17.2        9.9
Old  :     100.0:      23.4       14.7       14.3       43.0       60.5       80.7       89.5:      19.3       10.5
Other:     100.0:      16.2        8.6       24.3       47.4       58.8       87.9       91.7:      12.1        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        62         37         57         74         72        170        144:
Old  :       191:        67         33         50         72         64        159        131:
Other:       116:        21         21         31         50         44         95         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       32.4       19.2       44.9        7.9       26.1       13.5       32.3
Old  :                 10.8       34.6       18.9       45.2        8.2       29.6       15.1       38.1
Other:                 22.3       36.5       37.6       56.4       18.2       30.6       30.4       43.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,533:     7,634      3,344      2,622      9,125     18,942     19,381     24,908:     7,152      1,626
Old  :    21,038:     7,172      3,105      1,666      6,740     15,158     15,578     19,929:     5,459      1,108
Other:     5,496:       771        548        647      2,385      3,783      3,803      4,978:     1,693        518
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       110:       351         94       -199        -79        373         73        268:        37       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       12.6        9.9       34.4       71.4       73.0       93.9:      27.0        6.1
Old  :     100.0:      34.1       14.8        7.9       32.0       72.1       74.0       94.7:      26.0        5.3
Other:     100.0:      14.0       10.0       11.8       43.4       68.8       69.2       90.6:      30.8        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        57         17         22         30         23         97         58:
Old  :       110:        53         19         18         24         23         84         56:
Other:        53:        16         10         11         16         16         38         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       48.1       27.1       60.3       16.5       42.3       24.2       53.6
Old  :                 19.6       51.2       29.7       65.2       19.6       49.5       28.9       62.0
Other:                 34.6       48.8       44.8       64.3       34.3       47.9       43.3       62.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,057,149:   184,266    172,005     70,733    704,416    650,620    959,415    893,358:    97,734    163,790
Old  : 1,057,149:   184,266    172,005     70,733    704,416    650,620    959,415    893,358:    97,734    163,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    81,931:   -52,411     43,862      2,240    138,728     21,098     88,558     67,201:    -6,626     14,731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.3        6.7       66.6       61.5       90.8       84.5:       9.2       15.5
Old  :     100.0:      17.4       16.3        6.7       66.6       61.5       90.8       84.5:       9.2       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        32         58         38        102        122        158        194:
Old  :       246:        32         58         38        102        122        158        194:
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  :                 24.6       17.3       38.5       24.3       24.4       15.1       35.2       21.7
Old  :                 24.6       17.3       38.5       24.3       24.4       15.1       35.2       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  : 1,993,458:   203,880    271,444    230,273  1,273,764  1,077,026  1,707,917  1,578,743:   285,541    414,715
Old  : 1,993,458:   203,880    271,444    230,273  1,273,764  1,077,026  1,707,917  1,578,743:   285,541    414,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    40,908:     1,934     55,485        212     36,297    -39,963     38,443     15,735:     2,465     25,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       13.6       11.6       63.9       54.0       85.7       79.2:      14.3       20.8
Old  :     100.0:      10.2       13.6       11.6       63.9       54.0       85.7       79.2:      14.3       20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        43         72         71        130        150        218        248:
Old  :       276:        43         72         71        130        150        218        248:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       12.9       28.4       19.7       19.1       10.1       26.0       14.6
Old  :                 19.4       12.9       28.4       19.7       19.1       10.1       26.0       14.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  : 1,432,024:   249,880    123,296     84,955    899,026    907,947  1,233,861  1,116,198:   198,162    315,826
Old  : 1,432,024:   249,880    123,296     84,955    899,026    907,947  1,233,861  1,116,198:   198,162    315,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    52,434:   -20,182     -8,861        663     85,295     24,887     65,776     16,689:   -13,341     35,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.6        5.9       62.8       63.4       86.2       77.9:      13.8       22.1
Old  :     100.0:      17.4        8.6        5.9       62.8       63.4       86.2       77.9:      13.8       22.1
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  :       195:        24         43         33        100        106        146        160:
Old  :       195:        24         43         33        100        106        146        160:
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       17.2       34.9       27.4       21.1       15.5       31.8       22.9
Old  :                 22.5       17.2       34.9       27.4       21.1       15.5       31.8       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   957,084:   103,389     68,139    322,975    478,162    501,429    904,527    892,544:    52,557     64,540
Old  :   957,084:   103,389     68,139    322,975    478,162    501,429    904,527    892,544:    52,557     64,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :    -6,317:   -14,311      7,991      2,729    -12,667    -35,385    -24,250    -24,665:    17,933     18,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        7.1       33.7       50.0       52.4       94.5       93.3:       5.5        6.7
Old  :     100.0:      10.8        7.1       33.7       50.0       52.4       94.5       93.3:       5.5        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        31         28         44         61         66        114        123:
Old  :       138:        31         28         44         61         66        114        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  :                 33.9       23.3       48.0       40.1       15.7        9.7       20.8       15.7
Old  :                 33.9       23.3       48.0       40.1       15.7        9.7       20.8       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,333:    26,447      5,000        873     26,151     46,157     53,471     52,030:     6,862      8,302
Old  :    60,333:    26,447      5,000        873     26,151     46,157     53,471     52,030:     6,862      8,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :        94:     2,337        549        -95        234     -2,794      2,476     -2,340:    -2,382      2,434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        8.3        1.4       43.3       76.5       88.6       86.2:      11.4       13.8
Old  :     100.0:      43.8        8.3        1.4       43.3       76.5       88.6       86.2:      11.4       13.8
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  :        92:        30         11          7         30         33         62         49:
Old  :        92:        30         11          7         30         33         62         49:
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  :                 38.2       42.3       49.9       57.9       37.8       42.3       49.5       56.9
Old  :                 38.2       42.3       49.9       57.9       37.8       42.3       49.5       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   120,665:    52,895     10,001      1,745     52,302     92,315    106,942    104,061:    13,723     16,605
Old  :   120,665:    52,895     10,001      1,745     52,302     92,315    106,942    104,061:    13,723     16,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       188:     4,673      1,098       -190        469     -5,588      4,952     -4,680:    -4,764      4,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        8.3        1.4       43.3       76.5       88.6       86.2:      11.4       13.8
Old  :     100.0:      43.8        8.3        1.4       43.3       76.5       88.6       86.2:      11.4       13.8
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  :        92:        30         11          7         30         33         62         49:
Old  :        92:        30         11          7         30         33         62         49:
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  :                 38.2       42.3       49.9       57.9       37.8       42.3       49.5       56.9
Old  :                 38.2       42.3       49.9       57.9       37.8       42.3       49.5       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,886:     5,594      1,669         37      1,674      5,680      7,305      7,386:     1,581      1,500
Old  :     8,886:     5,594      1,669         37      1,674      5,680      7,305      7,386:     1,581      1,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -793:      -725     -1,411          0        -74        642       -799       -769:         6        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       18.8        0.4       18.8       63.9       82.2       83.1:      17.8       16.9
Old  :     100.0:      63.0       18.8        0.4       18.8       63.9       82.2       83.1:      17.8       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          4          1          1          4         13          9:
Old  :        21:        12          4          1          1          4         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       75.6       75.6       82.7       53.1       75.6       75.6       82.7
Old  :                 53.1       75.6       75.6       82.7       53.1       75.6       75.6       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,225:       650      1,353          7     10,440      9,606     11,097     10,966:       128        259
Old  :    11,225:       650      1,353          7     10,440      9,606     11,097     10,966:       128        259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :      -697:       377         88         -4     -1,116       -780       -743       -696:        46         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       12.1        0.1       93.0       85.6       98.9       97.7:       1.1        2.3
Old  :     100.0:       5.8       12.1        0.1       93.0       85.6       98.9       97.7:       1.1        2.3
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  :        29:         2          9          1          6         14          8         24:
Old  :        29:         2          9          1          6         14          8         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.8       69.7       98.9       82.4       91.8       69.7       98.5       82.2
Old  :                 91.8       69.7       98.9       82.4       91.8       69.7       98.5       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    28,465:     1,205      1,536          0     26,975     26,697     28,180     28,233:       285        232
Old  :    28,465:     1,205      1,536          0     26,975     26,697     28,180     28,233:       285        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2011                       :
     :       -15:        46       -217          0       -186        109       -140       -108:       125         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.4        0.0       94.8       93.8       99.0       99.2:       1.0        0.8
Old  :     100.0:       4.2        5.4        0.0       94.8       93.8       99.0       99.2:       1.0        0.8
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  :        28:         3          5          0          7         15         10         20:
Old  :        28:         3          5          0          7         15         10         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.4       75.6       98.9       90.4       97.4       75.6       98.8       90.4
Old  :                 97.4       75.6       98.9       90.4       97.4       75.6       98.8       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 8, 2011