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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   625,992:    91,046     78,001    174,650    312,976    311,486    578,672    564,138:    47,321     61,855
Old  :   242,531:    54,129     55,152     52,344    112,506    115,314    218,979    222,809:    23,552     19,722
Other:   383,462:    63,994     49,927     95,228    200,470    196,172    359,693    341,328:    23,769     42,133
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -10,221:    -6,208      6,006        674     -3,371    -15,814     -8,905     -9,134:    -1,317     -1,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.5       27.9       50.0       49.8       92.4       90.1:       7.6        9.9
Old  :     100.0:      22.3       22.7       21.6       46.4       47.5       90.3       91.9:       9.7        8.1
Other:     100.0:      16.7       13.0       24.8       52.3       51.2       93.8       89.0:       6.2       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       459:       130        158        198        102        138        357        392:
Old  :       381:       127        125        112         69        102        255        281:
Other:       370:       103        114        135         93        129        275        314:
     :----------------------------------------------------------------------------------------------------
     :             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       16.1       31.4       23.0       16.1       12.7       27.2       16.2
Old  :                 27.6       24.3       35.5       32.5       27.4       23.6       35.2       31.3
Other:                 21.9       14.8       32.8       23.7       17.3        8.8       24.7       13.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  : 2,328,827:   399,214     94,860    764,926    955,632  1,182,017  2,119,773  2,041,804:   209,054    287,023
Old  : 1,575,014:   256,352    113,058    518,801    661,439    772,321  1,436,592  1,404,181:   138,422    170,834
Other:   753,813:   199,389     38,329    189,598    294,193    409,696    683,181    637,623:    70,632    116,190
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     2,322:   -33,768     -5,406     30,660     13,751    -17,370     10,642      7,884:    -8,320     -5,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        4.1       32.8       41.0       50.8       91.0       87.7:       9.0       12.3
Old  :     100.0:      16.3        7.2       32.9       42.0       49.0       91.2       89.2:       8.8       10.8
Other:     100.0:      26.5        5.1       25.2       39.0       54.3       90.6       84.6:       9.4       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       882:       250        153        302        299        422        685        765:
Old  :       847:       219        170        262        262        403        607        721:
Other:       716:       170        124        147        193        367        433        575:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       11.4       20.2       17.1        8.8        6.0       12.8        9.2
Old  :                 12.3       12.7       21.4       18.0       10.3        7.5       15.9       10.9
Other:                 16.3       14.2       26.1       20.6       13.4       10.5       21.0       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,718:     2,157        429      1,588      7,752     11,163     11,497     13,180:     3,221      1,538
Old  :     7,758:       982        521        140      4,556      6,121      5,679      6,783:     2,079        975
Other:     6,960:     1,344         76      1,278      3,196      5,043      5,818      6,397:     1,143        563
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :      -639:      -498        -46       -102        -30       -524       -630       -673:        -9         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        2.9       10.8       52.7       75.8       78.1       89.5:      21.9       10.5
Old  :     100.0:      12.7        6.7        1.8       58.7       78.9       73.2       87.4:      26.8       12.6
Other:     100.0:      19.3        1.1       18.4       45.9       72.4       83.6       91.9:      16.4        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          5          9         18         15         37         26:
Old  :        36:        11          4          5         14         10         27         17:
Other:        31:         7          5          6         13         14         23         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  :                 30.5       57.8       47.1       73.7       25.5       44.2       34.6       54.2
Old  :                 37.3       73.5       52.7       81.5       37.3       69.0       52.7       76.2
Other:                 47.2       52.3       64.7       73.0       27.8       39.7       36.5       46.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   896,050:   164,440     35,153    310,823    354,426    452,069    829,689    798,045:    66,362     98,005
Old  :   552,497:   125,350     29,522    171,290    213,633    302,444    510,273    503,255:    42,224     49,242
Other:   343,553:    75,049     41,591    103,574    140,793    149,625    319,416    294,790:    24,137     48,763
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -2,809:    10,651     -7,753      1,498    -13,198      9,904     -1,050      3,649:    -1,759     -6,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        3.9       34.7       39.6       50.5       92.6       89.1:       7.4       10.9
Old  :     100.0:      22.7        5.3       31.0       38.7       54.7       92.4       91.1:       7.6        8.9
Other:     100.0:      21.8       12.1       30.1       41.0       43.6       93.0       85.8:       7.0       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       213        103        225        145        210        446        469:
Old  :       516:       193        105        184        116        194        375        421:
Other:       418:       115         98        112        102        175        281        326:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       15.2       24.3       24.1       10.6       10.1       14.7       14.4
Old  :                 16.2       20.1       24.8       29.1       14.2       15.4       19.7       21.9
Other:                 18.6       13.5       29.9       23.2       15.5        9.2       22.4       14.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    24,668:    21,745      2,089        342         21      5,706     22,108      8,137:     2,560     16,531
Old  :     6,126:     4,125        743        304         21      1,044      4,450      2,091:     1,676      4,035
Other:    18,542:    17,649      1,375          9          0      4,662     17,658      6,046:       884     12,496
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       805:       908        272        172         -1        266      1,079        710:      -274         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      88.2        8.5        1.4        0.1       23.1       89.6       33.0:      10.4       67.0
Old  :     100.0:      67.3       12.1        5.0        0.3       17.0       72.6       34.1:      27.4       65.9
Other:     100.0:      95.2        7.4        0.0        0.0       25.1       95.2       32.6:       4.8       67.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        20          6          6          1         15         21         27:
Old  :        39:        19          6          6          1         14         21         25:
Other:        34:        14          5          2          0         15         14         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  :                 55.2       12.9       74.2       19.2       54.3       12.9       73.3       19.2
Old  :                 30.9       17.4       53.3       26.9       30.9       16.9       50.4       24.4
Other:                 65.4       13.4       86.1       20.0       65.4       13.4       86.1       20.0
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                                                         Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    12,410:       427      9,359      1,936      9,300        841     11,664     12,137:       747        274
Old  :    12,410:       427      9,359      1,936      9,300        841     11,664     12,137:       747        274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       144:       -43        743       -544        621       -112         34         87:       110         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       75.4       15.6       74.9        6.8       94.0       97.8:       6.0        2.2
Old  :     100.0:       3.4       75.4       15.6       74.9        6.8       94.0       97.8:       6.0        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  :        22:         4          6          6         10          7         19         14:
Old  :        22:         4          6          6         10          7         19         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       84.8       83.3       95.3       63.4       71.2       68.9       76.3
Old  :                 72.6       84.8       83.3       95.3       63.4       71.2       68.9       76.3
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 22, 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  :   432,544:    83,999     35,045     99,885    213,817    271,197    397,701    406,127:    34,843     26,417
Old  :   338,634:    64,852     38,217     73,216    172,195    204,920    310,263    316,353:    28,372     22,282
Other:    93,909:    31,509      9,191     14,307     41,621     66,276     87,438     89,774:     6,471      4,135
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -32,628:      -397     -3,875     -6,105    -13,748     -8,150    -20,250    -18,130:   -12,377    -14,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        8.1       23.1       49.4       62.7       91.9       93.9:       8.1        6.1
Old  :     100.0:      19.2       11.3       21.6       50.8       60.5       91.6       93.4:       8.4        6.6
Other:     100.0:      33.6        9.8       15.2       44.3       70.6       93.1       95.6:       6.9        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        91         56        103         74         81        220        209:
Old  :       258:        99         65         91         70         76        205        200:
Other:       135:        42         31         33         47         40        107         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       27.9       22.7       41.3        9.4       19.9       15.9       28.0
Old  :                 15.1       25.5       25.0       38.8       10.9       17.6       17.9       26.2
Other:                 24.7       43.0       41.6       61.2       21.7       38.0       35.4       49.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   686,238:    81,493     95,318     40,866    420,052    386,063    542,411    522,247:   143,828    163,991
Old  :   686,238:    81,493     95,318     40,866    420,052    386,063    542,411    522,247:   143,828    163,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     5,790:    12,337     -2,330      2,586     -6,967      4,578      7,957      4,834:    -2,167        957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       13.9        6.0       61.2       56.3       79.0       76.1:      21.0       23.9
Old  :     100.0:      11.9       13.9        6.0       61.2       56.3       79.0       76.1:      21.0       23.9
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  :       159:        28         30         37         82         77        129        125:
Old  :       159:        28         30         37         82         77        129        125:
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  :                 17.1       17.3       28.4       26.8       16.1       16.2       25.3       24.7
Old  :                 17.1       17.3       28.4       26.8       16.1       16.2       25.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   317,773:    43,479     58,354      1,423    205,866    215,333    250,768    275,110:    67,004     42,663
Old  :   317,773:    43,479     58,354      1,423    205,866    215,333    250,768    275,110:    67,004     42,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -6,722:      -121     -4,858     -3,056       -958      2,158     -4,135     -5,756:    -2,587       -966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.4        0.4       64.8       67.8       78.9       86.6:      21.1       13.4
Old  :     100.0:      13.7       18.4        0.4       64.8       67.8       78.9       86.6:      21.1       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         6         10          4         31         32         39         44:
Old  :        63:         6         10          4         31         32         39         44:
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  :                 26.6       47.8       47.2       60.8       25.5       47.5       43.9       59.9
Old  :                 26.6       47.8       47.2       60.8       25.5       47.5       43.9       59.9
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, March 22, 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  :     7,847:       686        250        840      5,756      6,297      7,282      7,387:       565        460
Old  :     7,847:       686        250        840      5,756      6,297      7,282      7,387:       565        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :      -197:      -399        -72        163       -187       -360       -423       -269:       226         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        3.2       10.7       73.4       80.2       92.8       94.1:       7.2        5.9
Old  :     100.0:       8.7        3.2       10.7       73.4       80.2       92.8       94.1:       7.2        5.9
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  :        32:         6          3          5         18         20         27         25:
Old  :        32:         6          3          5         18         20         27         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  :                 57.7       48.6       75.9       67.1       30.8       24.8       37.8       35.1
Old  :                 57.7       48.6       75.9       67.1       30.8       24.8       37.8       35.1
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 22, 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  :   253,049:    53,161     23,989     48,684    111,425    158,002    213,269    230,675:    39,780     22,374
Old  :   188,821:    45,631     24,232     28,312     82,969    118,894    156,912    171,437:    31,909     17,383
Other:    64,228:    10,738      2,966     17,164     28,455     39,108     56,357     59,238:     7,871      4,991
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -1,023:     8,124     -4,033     -2,155     -8,046      9,175     -2,077      2,987:     1,054     -4,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        9.5       19.2       44.0       62.4       84.3       91.2:      15.7        8.8
Old  :     100.0:      24.2       12.8       15.0       43.9       63.0       83.1       90.8:      16.9        9.2
Other:     100.0:      16.7        4.6       26.7       44.3       60.9       87.7       92.2:      12.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        71         28         58         74         69        175        139:
Old  :       195:        67         36         53         74         63        167        131:
Other:       111:        27         14         27         51         38         92         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       32.8       20.3       45.6        8.2       27.5       14.4       34.1
Old  :                 13.1       34.0       22.0       46.2        9.3       27.8       16.6       35.9
Other:                 21.7       35.6       36.4       56.9       18.8       31.7       29.7       43.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    26,629:     7,280      3,344      3,014      8,947     18,527     19,241     24,885:     7,388      1,744
Old  :    21,645:     6,965      3,098      2,094      6,823     15,248     15,882     20,440:     5,762      1,205
Other:     4,985:       619        551        616      2,124      3,279      3,359      4,445:     1,626        540
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :       702:        40        205        265        255        544        560      1,014:       143       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       12.6       11.3       33.6       69.6       72.3       93.4:      27.7        6.6
Old  :     100.0:      32.2       14.3        9.7       31.5       70.4       73.4       94.4:      26.6        5.6
Other:     100.0:      12.4       11.0       12.4       42.6       65.8       67.4       89.2:      32.6       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        54         17         19         29         23         92         56:
Old  :       109:        51         19         17         23         23         82         55:
Other:        50:        14          9         10         16         16         36         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       47.6       27.1       60.9       16.1       41.8       24.2       53.0
Old  :                 19.6       50.2       30.0       64.1       19.6       48.1       29.2       60.5
Other:                 35.2       48.7       44.4       66.7       33.5       47.4       42.0       63.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :   964,318:   256,853    154,368     54,432    543,520    617,617    854,806    826,417:   109,512    137,901
Old  :   964,318:   256,853    154,368     54,432    543,520    617,617    854,806    826,417:   109,512    137,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    44,029:    37,316     -4,568     15,145    -10,883     29,983     41,577     40,560:     2,452      3,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       16.0        5.6       56.4       64.0       88.6       85.7:      11.4       14.3
Old  :     100.0:      26.6       16.0        5.6       56.4       64.0       88.6       85.7:      11.4       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        50         45         32         89        122        156        182:
Old  :       242:        50         45         32         89        122        156        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  :                 27.3       15.5       37.6       23.2       24.0       14.5       33.8       21.1
Old  :                 27.3       15.5       37.6       23.2       24.0       14.5       33.8       21.1
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 22, 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  : 2,071,232:   201,384    198,522    308,379  1,270,652  1,198,021  1,780,416  1,704,922:   290,817    366,311
Old  : 2,071,232:   201,384    198,522    308,379  1,270,652  1,198,021  1,780,416  1,704,922:   290,817    366,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    20,363:    29,887    -27,950     31,215     -8,186     40,614     52,916     43,879:   -32,553    -23,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        9.6       14.9       61.3       57.8       86.0       82.3:      14.0       17.7
Old  :     100.0:       9.7        9.6       14.9       61.3       57.8       86.0       82.3:      14.0       17.7
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  :       299:        61         59         77        143        161        236        265:
Old  :       299:        61         59         77        143        161        236        265:
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  :                 21.0       14.0       27.8       21.2       19.6       11.4       24.8       16.5
Old  :                 21.0       14.0       27.8       21.2       19.6       11.4       24.8       16.5
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 22, 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  : 1,382,960:   292,226    125,640    117,273    759,271    864,081  1,168,770  1,106,995:   214,189    275,965
Old  : 1,382,960:   292,226    125,640    117,273    759,271    864,081  1,168,770  1,106,995:   214,189    275,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    76,171:    53,439     16,767        108     16,287     52,296     69,834     69,171:     6,337      7,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        9.1        8.5       54.9       62.5       84.5       80.0:      15.5       20.0
Old  :     100.0:      21.1        9.1        8.5       54.9       62.5       84.5       80.0:      15.5       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  :       199:        34         39         38         98        102        149        162:
Old  :       199:        34         39         38         98        102        149        162:
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  :                 20.5       18.6       30.0       28.5       18.7       16.0       27.4       24.0
Old  :                 20.5       18.6       30.0       28.5       18.7       16.0       27.4       24.0
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 22, 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  :   917,839:   120,413     63,298    301,022    462,792    508,290    884,226    872,610:    33,613     45,230
Old  :   917,839:   120,413     63,298    301,022    462,792    508,290    884,226    872,610:    33,613     45,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    48,640:    21,690     -1,022     14,536      8,918     35,121     45,144     48,635:     3,496          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        6.9       32.8       50.4       55.4       96.3       95.1:       3.7        4.9
Old  :     100.0:      13.1        6.9       32.8       50.4       55.4       96.3       95.1:       3.7        4.9
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  :       140:        39         30         44         62         62        118        121:
Old  :       140:        39         30         44         62         62        118        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       26.1       48.2       42.6       13.9       11.4       18.7       17.0
Old  :                 33.0       26.1       48.2       42.6       13.9       11.4       18.7       17.0
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 22, 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  :    46,321:    15,416      4,134        921     24,708     34,767     41,045     39,822:     5,277      6,500
Old  :    46,321:    15,416      4,134        921     24,708     34,767     41,045     39,822:     5,277      6,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :   -19,771:     3,539      1,265     -4,774    -13,898    -11,352    -15,133    -14,861:    -4,638     -4,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        8.9        2.0       53.3       75.1       88.6       86.0:      11.4       14.0
Old  :     100.0:      33.3        8.9        2.0       53.3       75.1       88.6       86.0:      11.4       14.0
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  :        83:        23         12          8         26         31         51         49:
Old  :        83:        23         12          8         26         31         51         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  :                 37.4       37.4       50.3       53.6       36.8       37.3       49.6       53.6
Old  :                 37.4       37.4       50.3       53.6       36.8       37.3       49.6       53.6
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 22, 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  :    92,643:    30,832      8,267      1,841     49,416     69,534     82,089     79,643:    10,554     13,000
Old  :    92,643:    30,832      8,267      1,841     49,416     69,534     82,089     79,643:    10,554     13,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -9,690:     9,094       -884     -5,069    -10,487     -1,820     -6,462     -7,772:    -3,228     -1,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        8.9        2.0       53.3       75.1       88.6       86.0:      11.4       14.0
Old  :     100.0:      33.3        8.9        2.0       53.3       75.1       88.6       86.0:      11.4       14.0
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  :        83:        23         12          8         26         31         51         49:
Old  :        83:        23         12          8         26         31         51         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  :                 37.4       37.4       50.3       53.6       36.8       37.3       49.6       53.6
Old  :                 37.4       37.4       50.3       53.6       36.8       37.3       49.6       53.6
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 22, 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  :     8,822:     6,498      4,562         37      2,223      4,199      8,758      8,798:        64         24
Old  :     8,822:     6,498      4,562         37      2,223      4,199      8,758      8,798:        64         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :    -1,490:     2,000      1,985       -454       -490       -542      1,056        989:    -2,546     -2,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.7       51.7        0.4       25.2       47.6       99.3       99.7:       0.7        0.3
Old  :     100.0:      73.7       51.7        0.4       25.2       47.6       99.3       99.7:       0.7        0.3
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  :        23:        13          5          1          3          2         16          8:
Old  :        23:        13          5          1          3          2         16          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  :                 58.3       97.7       86.4       99.7       58.3       97.7       86.4       99.3
Old  :                 58.3       97.7       86.4       99.7       58.3       97.7       86.4       99.3
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 22, 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  :    11,963:       398      1,799         10     11,463      9,883     11,871     11,692:        92        271
Old  :    11,963:       398      1,799         10     11,463      9,883     11,871     11,692:        92        271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :     1,242:      -479        749          3      1,675        580      1,199      1,332:        43        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       15.0        0.1       95.8       82.6       99.2       97.7:       0.8        2.3
Old  :     100.0:       3.3       15.0        0.1       95.8       82.6       99.2       97.7:       0.8        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          8          1          7         14          9         23:
Old  :        29:         2          8          1          7         14          9         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  :                 94.3       72.4       99.0       85.1       94.3       72.4       98.9       84.9
Old  :                 94.3       72.4       99.0       85.1       94.3       72.4       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 22, 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  :    28,898:     2,974      1,387          0     25,342     27,482     28,316     28,869:       582         29
Old  :    28,898:     2,974      1,387          0     25,342     27,482     28,316     28,869:       582         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2011                       :
     :      -335:       575       -108          0     -1,264       -120       -689       -228:       354       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        4.8        0.0       87.7       95.1       98.0       99.9:       2.0        0.1
Old  :     100.0:      10.3        4.8        0.0       87.7       95.1       98.0       99.9:       2.0        0.1
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  :        29:         4          5          0          7         15         11         20:
Old  :        29:         4          5          0          7         15         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.9       76.1       97.6       90.6       93.9       76.1       97.6       90.6
Old  :                 93.9       76.1       97.6       90.6       93.9       76.1       97.6       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 25, 2011