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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   625,863:    91,606     77,404    174,618    313,445    310,850    579,669    562,871:    46,194     62,992
Old  :   221,079:    52,208     56,144     42,195    104,896    104,206    199,300    202,545:    21,779     18,533
Other:   404,784:    69,012     50,874    102,808    208,549    206,644    380,369    360,326:    24,415     44,458
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :      -129:       560       -598        -32        469       -636        997     -1,266:    -1,127      1,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       12.4       27.9       50.1       49.7       92.6       89.9:       7.4       10.1
Old  :     100.0:      23.6       25.4       19.1       47.4       47.1       90.1       91.6:       9.9        8.4
Other:     100.0:      17.0       12.6       25.4       51.5       51.1       94.0       89.0:       6.0       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       139        143        195        105        136        356        384:
Old  :       372:       134        113        106         69         97        246        273:
Other:       372:       103        117        133         94        129        281        309:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.6       17.1       31.7       24.0       16.2       13.8       27.7       17.6
Old  :                 27.3       24.2       35.8       32.4       27.0       23.5       35.5       31.0
Other:                 21.2       16.2       31.8       25.2       16.9       10.5       24.9       14.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  : 2,248,933:   403,389     93,421    709,186    923,150  1,159,244  2,035,726  1,961,851:   213,207    287,082
Old  : 1,482,430:   258,943    116,329    459,969    623,435    738,808  1,342,347  1,315,107:   140,083    167,324
Other:   766,503:   204,656     37,301    189,008    299,716    420,436    693,379    646,745:    73,124    119,758
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :   -79,894:     4,175     -1,439    -55,740    -32,482    -22,773    -84,047    -79,952:     4,153         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        4.2       31.5       41.0       51.5       90.5       87.2:       9.5       12.8
Old  :     100.0:      17.5        7.8       31.0       42.1       49.8       90.6       88.7:       9.4       11.3
Other:     100.0:      26.7        4.9       24.7       39.1       54.9       90.5       84.4:       9.5       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       878:       261        142        294        294        422        672        763:
Old  :       843:       233        155        249        254        401        590        712:
Other:       707:       168        118        147        195        367        430        572:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       11.6       20.8       17.5        9.1        6.4       13.2        9.8
Old  :                 12.6       12.9       21.9       18.6       10.9        8.0       16.8       11.5
Other:                 17.2       14.1       26.6       20.7       14.2       10.6       21.6       14.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    15,743:     2,041        529      2,168      8,095     11,376     12,303     14,073:     3,440      1,671
Old  :     7,306:       956      1,136        140      4,160      5,071      5,256      6,347:     2,051        960
Other:     8,437:     1,821        129      1,292      3,935      6,305      7,048      7,726:     1,389        711
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     1,025:      -116        100        580        343        213        807        893:       219        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        3.4       13.8       51.4       72.3       78.1       89.4:      21.9       10.6
Old  :     100.0:      13.1       15.5        1.9       56.9       69.4       71.9       86.9:      28.1       13.1
Other:     100.0:      21.6        1.5       15.3       46.6       74.7       83.5       91.6:      16.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17          5          9         18         15         37         27:
Old  :        38:        10          7          5         15         10         29         18:
Other:        32:         8          4          6         14         14         23         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  :                 31.4       54.8       48.5       73.1       24.4       41.5       33.3       50.3
Old  :                 34.3       71.6       50.5       80.2       34.3       67.9       50.5       76.0
Other:                 45.5       50.2       65.1       70.8       32.8       38.8       44.4       48.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   882,782:   158,660     33,607    302,830    355,678    451,233    817,169    787,670:    65,613     95,112
Old  :   528,956:   122,164     28,869    156,171    210,335    297,348    488,670    482,388:    40,286     46,568
Other:   353,826:    73,803     42,044    109,353    145,343    153,885    328,498    305,282:    25,328     48,544
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :   -13,269:    -5,779     -1,546     -7,993      1,252       -836    -12,520    -10,375:      -748     -2,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        3.8       34.3       40.3       51.1       92.6       89.2:       7.4       10.8
Old  :     100.0:      23.1        5.5       29.5       39.8       56.2       92.4       91.2:       7.6        8.8
Other:     100.0:      20.9       11.9       30.9       41.1       43.5       92.8       86.3:       7.2       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       200        104        214        142        208        433        457:
Old  :       500:       181        102        169        116        191        359        406:
Other:       417:       115         97        116        101        178        281        332:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       16.1       24.8       24.9       10.8       10.7       14.9       14.9
Old  :                 16.6       22.0       25.2       31.2       14.6       17.3       20.5       23.7
Other:                 19.1       13.7       30.5       23.5       15.7        8.9       22.6       14.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    24,965:    21,960      2,028        371         21      5,803     22,352      8,202:     2,613     16,763
Old  :     6,132:     4,102        665        333         21      1,070      4,456      2,068:     1,676      4,064
Other:    18,833:    17,887      1,392          9          0      4,733     17,896      6,134:       937     12,699
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       297:       215        -61         29          0         97        244         65:        53        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.0        8.1        1.5        0.1       23.2       89.5       32.9:      10.5       67.1
Old  :     100.0:      66.9       10.8        5.4        0.3       17.4       72.7       33.7:      27.3       66.3
Other:     100.0:      95.0        7.4        0.0        0.0       25.1       95.0       32.6:       5.0       67.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        20          5          5          1         15         21         25:
Old  :        38:        19          5          5          1         14         21         23:
Other:        33:        14          4          2          0         15         14         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       13.5       74.2       19.9       54.4       13.5       73.1       19.9
Old  :                 30.7       18.2       52.7       27.3       30.6       18.1       50.5       24.0
Other:                 65.4       13.4       86.0       20.0       65.4       13.4       86.0       20.0
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,649:       605     10,291      1,470      9,842        641     11,917     12,402:       733        248
Old  :    12,649:       605     10,291      1,470      9,842        641     11,917     12,402:       733        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       239:       177        931       -466        542       -200        253        265:       -14        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       81.4       11.6       77.8        5.1       94.2       98.0:       5.8        2.0
Old  :     100.0:       4.8       81.4       11.6       77.8        5.1       94.2       98.0:       5.8        2.0
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  :        26:         5          7          7         13          7         24         15:
Old  :        26:         5          7          7         13          7         24         15:
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  :                 71.6       86.3       81.6       96.2       66.0       76.2       72.2       81.4
Old  :                 71.6       86.3       81.6       96.2       66.0       76.2       72.2       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   445,532:    88,965     34,055    106,361    214,336    279,710    409,662    420,125:    35,870     25,406
Old  :   332,540:    69,513     40,618     69,761    164,034    200,817    303,308    311,195:    29,232     21,345
Other:   112,991:    34,047      8,031     22,005     50,302     78,893    106,354    108,930:     6,637      4,062
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    12,988:     4,966       -990      6,476        519      8,513     11,961     13,998:     1,027     -1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        7.6       23.9       48.1       62.8       91.9       94.3:       8.1        5.7
Old  :     100.0:      20.9       12.2       21.0       49.3       60.4       91.2       93.6:       8.8        6.4
Other:     100.0:      30.1        7.1       19.5       44.5       69.8       94.1       96.4:       5.9        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        98         59        100         76         79        231        203:
Old  :       266:       103         71         90         73         73        219        193:
Other:       138:        44         30         33         47         46        107         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       27.8       21.9       42.7        9.0       19.7       15.3       28.1
Old  :                 14.1       26.3       23.9       39.2       11.5       20.7       18.7       28.2
Other:                 25.5       43.4       41.6       61.3       18.4       31.9       30.3       42.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   650,741:    74,718     94,157     32,071    399,147    353,141    505,935    479,368:   144,806    171,373
Old  :   650,741:    74,718     94,157     32,071    399,147    353,141    505,935    479,368:   144,806    171,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :   -35,497:    -6,775     -1,161     -8,795    -20,905    -32,923    -36,475    -42,879:       979      7,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.5        4.9       61.3       54.3       77.7       73.7:      22.3       26.3
Old  :     100.0:      11.5       14.5        4.9       61.3       54.3       77.7       73.7:      22.3       26.3
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  :       146:        20         32         33         75         68        115        113:
Old  :       146:        20         32         33         75         68        115        113:
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  :                 17.5       17.9       29.3       27.9       17.1       16.7       26.6       25.8
Old  :                 17.5       17.9       29.3       27.9       17.1       16.7       26.6       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   321,700:    43,962     56,653      1,130    211,238    219,406    256,330    277,188:    65,370     44,512
Old  :   321,700:    43,962     56,653      1,130    211,238    219,406    256,330    277,188:    65,370     44,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :     3,927:       483     -1,702       -293      5,372      4,073      5,561      2,078:    -1,634      1,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       17.6        0.4       65.7       68.2       79.7       86.2:      20.3       13.8
Old  :     100.0:      13.7       17.6        0.4       65.7       68.2       79.7       86.2:      20.3       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  :        63:         6         10          3         32         31         39         43:
Old  :        63:         6         10          3         32         31         39         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       47.5       47.0       60.9       24.6       47.3       43.4       60.3
Old  :                 26.7       47.5       47.0       60.9       24.6       47.3       43.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     7,594:       566        277        661      5,915      6,305      7,142      7,243:       452        351
Old  :     7,594:       566        277        661      5,915      6,305      7,142      7,243:       452        351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :      -253:      -120         27       -179        159          8       -140       -144:      -113       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        3.6        8.7       77.9       83.0       94.0       95.4:       6.0        4.6
Old  :     100.0:       7.5        3.6        8.7       77.9       83.0       94.0       95.4:       6.0        4.6
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  :        30:         5          3          4         18         20         25         25:
Old  :        30:         5          3          4         18         20         25         25:
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  :                 59.9       47.1       75.8       67.1       31.7       27.5       40.2       39.0
Old  :                 59.9       47.1       75.8       67.1       31.7       27.5       40.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   251,646:    51,595     24,890     50,709    108,783    153,927    211,087    229,527:    40,559     22,119
Old  :   184,904:    44,515     24,624     28,902     79,310    113,902    152,727    167,429:    32,176     17,475
Other:    66,743:    10,765      3,951     18,122     29,472     40,025     58,360     62,098:     8,383      4,645
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    -1,403:    -1,566        901      2,025     -2,642     -4,075     -2,183     -1,148:       779       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        9.9       20.2       43.2       61.2       83.9       91.2:      16.1        8.8
Old  :     100.0:      24.1       13.3       15.6       42.9       61.6       82.6       90.5:      17.4        9.5
Other:     100.0:      16.1        5.9       27.2       44.2       60.0       87.4       93.0:      12.6        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        63         33         56         73         68        167        140:
Old  :       189:        60         39         49         72         61        159        127:
Other:       113:        26         14         29         50         46         92         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       33.4       20.2       46.3        8.0       28.1       14.3       34.1
Old  :                 11.7       34.6       20.8       47.0        9.1       29.7       16.6       38.0
Other:                 22.6       36.8       38.4       56.6       18.6       30.8       28.6       41.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    26,423:     7,283      3,250      2,821      9,204     18,569     19,308     24,639:     7,115      1,784
Old  :    21,264:     6,933      3,019      1,869      6,935     15,078     15,737     19,966:     5,527      1,298
Other:     5,159:       652        533        650      2,270      3,491      3,572      4,674:     1,587        485
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :      -206:         4        -94       -194        257         42         67       -245:      -274         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       12.3       10.7       34.8       70.3       73.1       93.3:      26.9        6.7
Old  :     100.0:      32.6       14.2        8.8       32.6       70.9       74.0       93.9:      26.0        6.1
Other:     100.0:      12.6       10.3       12.6       44.0       67.7       69.2       90.6:      30.8        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        56         18         22         30         22         97         57:
Old  :       111:        54         19         20         24         22         87         56:
Other:        52:        16         10         11         15         15         37         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       47.8       27.1       60.4       16.4       41.6       24.1       52.8
Old  :                 19.9       51.3       29.8       64.4       19.9       48.5       29.0       60.7
Other:                 35.1       49.2       44.4       66.0       33.7       48.3       42.4       63.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   975,217:   236,677    128,143     68,493    565,688    629,522    870,857    826,158:   104,360    149,060
Old  :   975,217:   236,677    128,143     68,493    565,688    629,522    870,857    826,158:   104,360    149,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    10,899:   -20,176    -26,225     14,060     22,167     11,906     16,052       -259:    -5,152     11,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       13.1        7.0       58.0       64.6       89.3       84.7:      10.7       15.3
Old  :     100.0:      24.3       13.1        7.0       58.0       64.6       89.3       84.7:      10.7       15.3
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  :       239:        45         49         34         88        119        153        182:
Old  :       239:        45         49         34         88        119        153        182:
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  :                 26.0       17.4       37.2       24.6       23.0       15.3       31.0       21.9
Old  :                 26.0       17.4       37.2       24.6       23.0       15.3       31.0       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  : 1,952,550:   201,946    215,959    230,061  1,237,467  1,116,989  1,669,474  1,563,008:   283,077    389,542
Old  : 1,952,550:   201,946    215,959    230,061  1,237,467  1,116,989  1,669,474  1,563,008:   283,077    389,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :  -118,682:       562     17,437    -78,319    -33,185    -81,032   -110,942   -141,914:    -7,740     23,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.1       11.8       63.4       57.2       85.5       80.0:      14.5       20.0
Old  :     100.0:      10.3       11.1       11.8       63.4       57.2       85.5       80.0:      14.5       20.0
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  :       276:        54         59         69        128        147        217        240:
Old  :       276:        54         59         69        128        147        217        240:
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  :                 21.4       13.6       28.3       20.5       20.1       11.0       25.9       16.2
Old  :                 21.4       13.6       28.3       20.5       20.1       11.0       25.9       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  : 1,379,590:   270,062    132,157     84,292    813,731    883,060  1,168,086  1,099,509:   211,504    280,080
Old  : 1,379,590:   270,062    132,157     84,292    813,731    883,060  1,168,086  1,099,509:   211,504    280,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    -3,370:   -22,164      6,517    -32,981     54,460     18,979       -684     -7,485:    -2,686      4,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        9.6        6.1       59.0       64.0       84.7       79.7:      15.3       20.3
Old  :     100.0:      19.6        9.6        6.1       59.0       64.0       84.7       79.7:      15.3       20.3
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  :       193:        28         38         34         96        104        143        157:
Old  :       193:        28         38         34         96        104        143        157:
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  :                 21.9       17.4       33.2       26.9       20.1       15.7       29.1       23.0
Old  :                 21.9       17.4       33.2       26.9       20.1       15.7       29.1       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   963,401:   117,701     60,147    320,247    490,829    536,815    928,776    917,209:    34,624     46,192
Old  :   963,401:   117,701     60,147    320,247    490,829    536,815    928,776    917,209:    34,624     46,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    45,561:    -2,712     -3,151     19,225     28,037     28,524     44,550     44,599:     1,011        962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        6.2       33.2       50.9       55.7       96.4       95.2:       3.6        4.8
Old  :     100.0:      12.2        6.2       33.2       50.9       55.7       96.4       95.2:       3.6        4.8
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  :       140:        33         30         44         61         65        116        122:
Old  :       140:        33         30         44         61         65        116        122:
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  :                 31.1       24.8       46.5       41.9       13.6       11.4       19.3       17.1
Old  :                 31.1       24.8       46.5       41.9       13.6       11.4       19.3       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    60,239:    24,111      4,452        967     25,917     48,951     50,995     54,370:     9,244      5,868
Old  :    60,239:    24,111      4,452        967     25,917     48,951     50,995     54,370:     9,244      5,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    13,917:     8,695        318         47      1,209     14,184      9,950     14,549:     3,967       -632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        7.4        1.6       43.0       81.3       84.7       90.3:      15.3        9.7
Old  :     100.0:      40.0        7.4        1.6       43.0       81.3       84.7       90.3:      15.3        9.7
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  :        85:        24         12          9         26         32         54         49:
Old  :        85:        24         12          9         26         32         54         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  :                 38.3       43.0       51.2       60.1       37.9       43.0       50.7       59.1
Old  :                 38.3       43.0       51.2       60.1       37.9       43.0       50.7       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   120,477:    48,222      8,903      1,935     51,833     97,903    101,990    108,740:    18,487     11,737
Old  :   120,477:    48,222      8,903      1,935     51,833     97,903    101,990    108,740:    18,487     11,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :    27,834:    17,389        636         94      2,418     28,368     19,901     29,097:     7,934     -1,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        7.4        1.6       43.0       81.3       84.7       90.3:      15.3        9.7
Old  :     100.0:      40.0        7.4        1.6       43.0       81.3       84.7       90.3:      15.3        9.7
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  :        85:        24         12          9         26         32         54         49:
Old  :        85:        24         12          9         26         32         54         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  :                 38.3       43.0       51.2       60.1       37.9       43.0       50.7       59.1
Old  :                 38.3       43.0       51.2       60.1       37.9       43.0       50.7       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     9,679:     6,319      3,080         37      1,748      5,038      8,104      8,155:     1,575      1,524
Old  :     9,679:     6,319      3,080         37      1,748      5,038      8,104      8,155:     1,575      1,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       857:      -179     -1,482          0       -475        839       -654       -643:     1,511      1,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.3       31.8        0.4       18.1       52.1       83.7       84.3:      16.3       15.7
Old  :     100.0:      65.3       31.8        0.4       18.1       52.1       83.7       84.3:      16.3       15.7
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  :        22:        13          4          1          2          3         15          8:
Old  :        22:        13          4          1          2          3         15          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       75.9       75.4       84.3       51.7       75.9       75.4       83.9
Old  :                 51.7       75.9       75.4       84.3       51.7       75.9       75.4       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    11,922:       273      1,265         11     11,556     10,386     11,840     11,662:        82        260
Old  :    11,922:       273      1,265         11     11,556     10,386     11,840     11,662:        82        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :       -41:      -125       -534          1         93        503        -31        -30:       -10        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       10.6        0.1       96.9       87.1       99.3       97.8:       0.7        2.2
Old  :     100.0:       2.3       10.6        0.1       96.9       87.1       99.3       97.8:       0.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          8          1          6         14          8         23:
Old  :        28:         2          8          1          6         14          8         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.8       72.6       99.3       85.1       95.8       72.6       98.9       84.9
Old  :                 95.8       72.6       99.3       85.1       95.8       72.6       98.9       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    28,480:     1,159      1,753          0     27,161     26,588     28,320     28,341:       160        139
Old  :    28,480:     1,159      1,753          0     27,161     26,588     28,320     28,341:       160        139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2011                       :
     :      -418:    -1,815        366          0      1,819       -894          4       -528:      -422        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        6.2        0.0       95.4       93.4       99.4       99.5:       0.6        0.5
Old  :     100.0:       4.1        6.2        0.0       95.4       93.4       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          6          0          7         15         11         21:
Old  :        30:         4          6          0          7         15         11         21:
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  :                 97.2       76.6       99.1       88.8       97.2       76.6       99.1       88.8
Old  :                 97.2       76.6       99.1       88.8       97.2       76.6       99.1       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 1, 2011