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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   628,819:    98,727     72,700    171,420    315,219    326,270    585,366    570,390:    43,453     58,429
Old  :    89,218:    23,377     17,575     28,929     24,380     36,450     76,685     82,954:    12,534      6,265
Other:   539,601:    89,814     69,589    128,027    290,839    289,819    508,681    487,436:    30,920     52,165
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -4,642:     3,343      4,180       -572     -4,494     -3,106     -1,722        503:    -2,920     -5,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       11.6       27.3       50.1       51.9       93.1       90.7:       6.9        9.3
Old  :     100.0:      26.2       19.7       32.4       27.3       40.9       86.0       93.0:      14.0        7.0
Other:     100.0:      16.6       12.9       23.7       53.9       53.7       94.3       90.3:       5.7        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       160        134        206        109        141        376        396:
Old  :       302:       110         79        102         65         87        218        225:
Other:       444:       141        143        173         98        137        334        370:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.8       16.4       30.4       23.2       15.4       13.2       26.0       17.2
Old  :                 13.7       16.3       21.6       24.3       12.7       13.3       19.1       20.8
Other:                 21.3       18.2       34.2       26.0       17.2       14.6       29.2       19.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  : 2,481,319:   494,544     93,210    852,234    904,354  1,234,862  2,251,132  2,180,306:   230,187    301,013
Old  : 1,580,147:   295,250    111,562    566,320    575,222    737,569  1,436,792  1,415,451:   143,355    164,697
Other:   901,172:   269,467     51,821    215,741    329,132    497,293    814,340    764,856:    86,832    136,316
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -6,196:    18,197      1,224      1,136    -34,154       -807    -14,821      1,554:     8,625     -7,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        3.8       34.3       36.4       49.8       90.7       87.9:       9.3       12.1
Old  :     100.0:      18.7        7.1       35.8       36.4       46.7       90.9       89.6:       9.1       10.4
Other:     100.0:      29.9        5.8       23.9       36.5       55.2       90.4       84.9:       9.6       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       964:       304        150        344        311        442        765        826:
Old  :       920:       258        179        301        270        421        679        772:
Other:       785:       220        123        175        205        392        498        624:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4        9.8       17.3       16.0        8.1        6.2       11.8        9.4
Old  :                 11.5       11.9       19.1       17.3       10.0        8.3       14.6       11.6
Other:                 13.5       12.5       22.0       18.9        9.7        9.2       15.9       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    15,444:     3,227        144      1,172      7,683     12,878     12,082     14,194:     3,362      1,251
Old  :     2,662:       301         11        193      1,297      2,238      1,792      2,443:       870        219
Other:    12,782:     2,934        141        971      6,385     10,639     10,290     11,751:     2,492      1,031
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :      -154:       217         22        -78       -462        -28       -323        -84:       170        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        0.9        7.6       49.7       83.4       78.2       91.9:      21.8        8.1
Old  :     100.0:      11.3        0.4        7.3       48.7       84.1       67.3       91.8:      32.7        8.2
Other:     100.0:      23.0        1.1        7.6       50.0       83.2       80.5       91.9:      19.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          4          6         21         14         41         22:
Old  :        26:         7          2          4         14          7         23         11:
Other:        42:        17          3          6         18         13         36         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  :                 25.3       59.8       40.4       79.1       21.7       49.1       34.4       64.0
Old  :                 26.4       88.8       47.0       91.7       24.6       71.1       39.1       71.2
Other:                 28.7       56.2       46.3       78.0       25.9       47.5       41.0       66.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   912,002:   144,186     51,056    335,400    367,221    430,622    846,807    817,078:    65,195     94,923
Old  :   523,047:   112,150     45,886    170,325    200,432    262,091    482,907    478,302:    40,139     44,745
Other:   388,955:    78,096     51,231    119,014    166,789    168,531    363,900    338,776:    25,055     50,179
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -7,877:    -6,766      5,531      2,262       -653    -11,967     -5,157     -4,174:    -2,719     -3,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        5.6       36.8       40.3       47.2       92.9       89.6:       7.1       10.4
Old  :     100.0:      21.4        8.8       32.6       38.3       50.1       92.3       91.4:       7.7        8.6
Other:     100.0:      20.1       13.2       30.6       42.9       43.3       93.6       87.1:       6.4       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       604:       205        141        265        154        210        500        514:
Old  :       559:       194        132        220        126        193        427        459:
Other:       456:       120        128        141        101        181        306        373:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       16.1       25.4       24.5       10.3        9.0       15.0       13.0
Old  :                 15.6       21.3       25.3       30.0       12.9       14.4       18.0       20.9
Other:                 20.6       15.4       29.9       24.6       15.9        9.4       21.6       14.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    24,450:    21,005      1,998        209          8      5,666     21,222      7,873:     3,228     16,577
Old  :     4,023:     1,886        335        101          8        655      1,995      1,091:     2,028      2,932
Other:    20,427:    19,178      1,722         49          0      5,011     19,227      6,782:     1,200     13,645
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :      -952:    -1,025         16       -202         -9       -135     -1,236       -321:       284       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.9        8.2        0.9        0.0       23.2       86.8       32.2:      13.2       67.8
Old  :     100.0:      46.9        8.3        2.5        0.2       16.3       49.6       27.1:      50.4       72.9
Other:     100.0:      93.9        8.4        0.2        0.0       24.5       94.1       33.2:       5.9       66.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          5          7          2         16         17         27:
Old  :        32:        12          4          7          2         16         15         26:
Other:        35:        14          5          5          0         16         14         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.6       12.9       78.0       19.5       59.4       12.7       77.6       19.3
Old  :                 34.7       18.7       46.1       22.8       34.5       18.7       44.7       22.3
Other:                 65.2       12.3       84.7       19.1       65.0       12.3       84.5       19.1
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    12,017:     1,061      9,183      2,139      8,038        383     11,238     11,705:       779        313
Old  :    10,957:     1,061      9,077      1,198      8,038        383     10,297     10,658:       659        299
Other:     1,061:       532        638        409          0          0        941      1,047:       120         13
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       -82:       149       -711        637     -1,019         -9       -232        -83:       150          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       76.4       17.8       66.9        3.2       93.5       97.4:       6.5        2.6
Old  :     100.0:       9.7       82.8       10.9       73.4        3.5       94.0       97.3:       6.0        2.7
Other:     100.0:      50.1       60.2       38.6        0.0        0.0       88.7       98.7:      11.3        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        10          6          8         13          7         28         16:
Old  :        29:        10          5          8         13          7         28         15:
Other:         4:         2          2          3          0          0          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 61.1       88.7       77.1       96.7       56.5       72.4       64.8       76.5
Old  :                 65.2       88.4       77.5       96.7       61.9       79.1       71.1       82.9
Other:                 88.7       98.7       88.7       98.7       50.1       60.2       50.1       60.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   442,448:   101,097     35,702    100,527    198,849    278,914    400,472    415,143:    41,975     27,305
Old  :   319,661:    80,191     40,450     63,380    142,523    193,847    286,094    297,677:    33,568     21,984
Other:   122,787:    35,206      9,552     22,847     56,326     85,067    114,379    117,466:     8,408      5,321
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :   -18,074:     3,977     -1,428     -9,939     -9,424     -2,788    -15,385    -14,154:    -2,689     -3,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        8.1       22.7       44.9       63.0       90.5       93.8:       9.5        6.2
Old  :     100.0:      25.1       12.7       19.8       44.6       60.6       89.5       93.1:      10.5        6.9
Other:     100.0:      28.7        7.8       18.6       45.9       69.3       93.2       95.7:       6.8        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:       105         68        109         70         75        240        207:
Old  :       274:       104         82         93         66         71        224        196:
Other:       147:        54         30         36         46         43        114         95:
     :----------------------------------------------------------------------------------------------------
     :             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       27.9       20.7       41.5        8.3       20.3       14.0       28.1
Old  :                 13.7       24.2       22.4       37.9       10.5       18.0       16.8       25.2
Other:                 19.6       44.4       33.4       59.7       16.9       38.4       28.4       48.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   632,978:    54,785    102,644     39,794    397,761    322,972    492,341    465,410:   140,638    167,568
Old  :   632,978:    54,785    102,644     39,794    397,761    322,972    492,341    465,410:   140,638    167,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :     2,745:    20,416     -7,241       -578      2,581     19,238     22,419     11,418:   -19,675     -8,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       16.2        6.3       62.8       51.0       77.8       73.5:      22.2       26.5
Old  :     100.0:       8.7       16.2        6.3       62.8       51.0       77.8       73.5:      22.2       26.5
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  :       157:        27         38         39         71         70        121        124:
Old  :       157:        27         38         39         71         70        121        124:
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  :                 17.9       15.4       28.1       24.0       17.1       13.7       25.6       21.6
Old  :                 17.9       15.4       28.1       24.0       17.1       13.7       25.6       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   325,362:    42,403     58,645      1,629    220,095    224,306    264,127    284,580:    61,235     40,783
Old  :   325,362:    42,403     58,645      1,629    220,095    224,306    264,127    284,580:    61,235     40,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -1,938:    -2,057      1,529        355      6,068     -3,848      4,366     -1,964:    -6,305         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       18.0        0.5       67.6       68.9       81.2       87.5:      18.8       12.5
Old  :     100.0:      13.0       18.0        0.5       67.6       68.9       81.2       87.5:      18.8       12.5
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  :        64:         5         10          3         35         32         41         44:
Old  :        64:         5         10          3         35         32         41         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  :                 29.0       50.7       47.9       63.2       27.3       50.3       45.3       62.7
Old  :                 29.0       50.7       47.9       63.2       27.3       50.3       45.3       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :     7,527:       923        334        686      5,586      6,210      7,195      7,230:       332        297
Old  :     7,527:       923        334        686      5,586      6,210      7,195      7,230:       332        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       -63:       345         59       -273        -87        211        -15         -3:       -48        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        4.4        9.1       74.2       82.5       95.6       96.1:       4.4        3.9
Old  :     100.0:      12.3        4.4        9.1       74.2       82.5       95.6       96.1:       4.4        3.9
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  :        37:         9          3          8         21         22         33         30:
Old  :        37:         9          3          8         21         22         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       45.1       69.7       64.4       29.0       24.8       35.8       32.7
Old  :                 50.7       45.1       69.7       64.4       29.0       24.8       35.8       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   270,799:    44,702     35,812     54,601    129,255    149,924    228,559    240,338:    42,240     30,461
Old  :   184,443:    39,344     36,296     24,364     88,212    101,451    151,919    162,111:    32,524     22,332
Other:    86,356:    14,115      8,273     21,481     41,044     48,473     76,639     78,227:     9,717      8,129
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    10,876:    -1,815      2,265      4,878      8,257      1,889     11,320      9,033:      -445      1,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       13.2       20.2       47.7       55.4       84.4       88.8:      15.6       11.2
Old  :     100.0:      21.3       19.7       13.2       47.8       55.0       82.4       87.9:      17.6       12.1
Other:     100.0:      16.3        9.6       24.9       47.5       56.1       88.7       90.6:      11.3        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        59         44         76         77         71        181        167:
Old  :       205:        65         43         59         75         68        167        152:
Other:       133:        28         31         34         52         45        103         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       29.6       24.0       40.3        8.0       21.4       14.2       27.3
Old  :                 13.7       31.8       22.1       42.6       10.3       28.0       17.6       36.7
Other:                 27.7       29.4       41.1       49.5       20.7       25.6       32.5       35.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    25,977:     7,243      3,463      2,451      9,129     18,287     18,822     24,200:     7,154      1,776
Old  :    19,915:     6,625      3,018      1,639      6,144     14,195     14,408     18,853:     5,507      1,063
Other:     6,061:       853        679        577      2,984      4,092      4,414      5,348:     1,647        714
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :      -379:      -154       -362        -50       -136        164       -340       -248:       -39       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       13.3        9.4       35.1       70.4       72.5       93.2:      27.5        6.8
Old  :     100.0:      33.3       15.2        8.2       30.9       71.3       72.3       94.7:      27.7        5.3
Other:     100.0:      14.1       11.2        9.5       49.2       67.5       72.8       88.2:      27.2       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        53         18         21         29         22         93         55:
Old  :       104:        51         17         18         22         22         80         53:
Other:        52:        15         11         12         16         15         38         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       48.2       27.8       59.1       16.7       42.7       25.1       52.8
Old  :                 19.1       51.9       28.2       64.9       18.3       50.5       27.4       61.7
Other:                 43.6       47.4       52.3       62.0       43.4       46.2       51.5       60.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,101,399:   306,558    161,376     47,998    647,178    728,065  1,001,734    937,439:    99,665    163,960
Old  : 1,101,399:   306,558    161,376     47,998    647,178    728,065  1,001,734    937,439:    99,665    163,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -1,955:    52,247    -11,631    -12,136    -54,748     23,086    -14,637       -681:    12,682     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       14.7        4.4       58.8       66.1       91.0       85.1:       9.0       14.9
Old  :     100.0:      27.8       14.7        4.4       58.8       66.1       91.0       85.1:       9.0       14.9
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  :       272:        50         57         36        103        133        172        207:
Old  :       272:        50         57         36        103        133        172        207:
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  :                 28.4       19.8       40.6       27.6       28.4       16.7       39.2       24.1
Old  :                 28.4       19.8       40.6       27.6       28.4       16.7       39.2       24.1
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, April 19, 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  : 1,999,926:   188,111    214,055    230,078  1,319,783  1,174,363  1,737,972  1,618,496:   261,954    381,430
Old  : 1,999,926:   188,111    214,055    230,078  1,319,783  1,174,363  1,737,972  1,618,496:   261,954    381,430
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :   -22,956:   -10,302    -64,598     18,817        134     62,941      8,649     17,161:   -31,605    -40,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.7       11.5       66.0       58.7       86.9       80.9:      13.1       19.1
Old  :     100.0:       9.4       10.7       11.5       66.0       58.7       86.9       80.9:      13.1       19.1
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  :       287:        40         72         77        144        159        233        259:
Old  :       287:        40         72         77        144        159        233        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       14.2       28.0       21.7       19.4       11.4       26.2       16.3
Old  :                 19.6       14.2       28.0       21.7       19.4       11.4       26.2       16.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  : 1,485,625:   303,580    113,801    105,783    879,232    978,147  1,288,595  1,197,732:   197,030    287,893
Old  : 1,485,625:   303,580    113,801    105,783    879,232    978,147  1,288,595  1,197,732:   197,030    287,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    31,246:    18,523     -8,427      5,947     10,266     46,956     34,735     44,477:    -3,489    -13,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        7.7        7.1       59.2       65.8       86.7       80.6:      13.3       19.4
Old  :     100.0:      20.4        7.7        7.1       59.2       65.8       86.7       80.6:      13.3       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        39         33         34        107        115        156        172:
Old  :       212:        39         33         34        107        115        156        172:
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  :                 21.8       19.1       33.8       28.1       20.6       17.1       30.1       24.4
Old  :                 21.8       19.1       33.8       28.1       20.6       17.1       30.1       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   998,691:   102,410     63,098    340,510    515,678    538,640    958,598    942,249:    40,094     56,443
Old  :   998,691:   102,410     63,098    340,510    515,678    538,640    958,598    942,249:    40,094     56,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    14,853:     6,509      4,304      5,532     18,868     18,980     30,909     28,816:   -16,056    -13,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        6.3       34.1       51.6       53.9       96.0       94.3:       4.0        5.7
Old  :     100.0:      10.3        6.3       34.1       51.6       53.9       96.0       94.3:       4.0        5.7
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  :       144:        33         30         46         65         70        119        130:
Old  :       144:        33         30         46         65         70        119        130:
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  :                 33.6       22.5       48.8       39.8       16.3        9.4       21.3       15.2
Old  :                 33.6       22.5       48.8       39.8       16.3        9.4       21.3       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    54,502:    20,235      4,538        781     26,206     41,169     47,221     46,488:     7,280      8,014
Old  :    54,502:    20,235      4,538        781     26,206     41,169     47,221     46,488:     7,280      8,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :    -6,309:    -5,621        169       -194       -752     -6,662     -6,567     -6,686:       258        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        8.3        1.4       48.1       75.5       86.6       85.3:      13.4       14.7
Old  :     100.0:      37.1        8.3        1.4       48.1       75.5       86.6       85.3:      13.4       14.7
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  :       100:        38         10          7         32         31         71         47:
Old  :       100:        38         10          7         32         31         71         47:
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       40.6       45.6       57.6       30.5       40.1       43.9       56.5
Old  :                 31.1       40.6       45.6       57.6       30.5       40.1       43.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   109,004:    40,470      9,076      1,561     52,412     82,338     94,443     92,975:    14,561     16,028
Old  :   109,004:    40,470      9,076      1,561     52,412     82,338     94,443     92,975:    14,561     16,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :   -12,618:   -11,241        339       -388     -1,505    -13,323    -13,134    -13,373:       516        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        8.3        1.4       48.1       75.5       86.6       85.3:      13.4       14.7
Old  :     100.0:      37.1        8.3        1.4       48.1       75.5       86.6       85.3:      13.4       14.7
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  :       100:        38         10          7         32         31         71         47:
Old  :       100:        38         10          7         32         31         71         47:
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       40.6       45.6       57.6       30.5       40.1       43.9       56.5
Old  :                 31.1       40.6       45.6       57.6       30.5       40.1       43.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :     8,543:     4,693      2,006         37      1,684      5,580      6,414      7,623:     2,129        920
Old  :     8,543:     4,693      2,006         37      1,684      5,580      6,414      7,623:     2,129        920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       119:       137        337          0        -20       -218        117        119:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9       23.5        0.4       19.7       65.3       75.1       89.2:      24.9       10.8
Old  :     100.0:      54.9       23.5        0.4       19.7       65.3       75.1       89.2:      24.9       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          5          1          1          4         13         10:
Old  :        22:        12          5          1          1          4         13         10:
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  :                 46.2       80.2       68.1       87.9       46.2       80.2       68.1       87.9
Old  :                 46.2       80.2       68.1       87.9       46.2       80.2       68.1       87.9
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, April 19, 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  :    11,067:       652      1,221         47     10,261      9,555     10,960     10,823:       107        244
Old  :    11,067:       652      1,221         47     10,261      9,555     10,960     10,823:       107        244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :      -162:       170       -102         21       -348        -44       -157       -125:        -5        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       11.0        0.4       92.7       86.3       99.0       97.8:       1.0        2.2
Old  :     100.0:       5.9       11.0        0.4       92.7       86.3       99.0       97.8:       1.0        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  :        30:         4          8          1          6         14         10         23:
Old  :        30:         4          8          1          6         14         10         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  :                 90.4       67.4       98.6       82.8       90.4       67.4       98.1       82.6
Old  :                 90.4       67.4       98.6       82.8       90.4       67.4       98.1       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :    29,131:     1,527        820        554     26,864     26,269     28,945     27,643:       186      1,488
Old  :    29,131:     1,527        820        554     26,864     26,269     28,945     27,643:       186      1,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2011                       :
     :       522:       210     -1,051        554       -307        122        457       -375:        65        897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        2.8        1.9       92.2       90.2       99.4       94.9:       0.6        5.1
Old  :     100.0:       5.2        2.8        1.9       92.2       90.2       99.4       94.9:       0.6        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          6          1          8         14         13         20:
Old  :        30:         4          6          1          8         14         13         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  :                 95.0       72.6       98.7       86.3       95.0       72.6       97.0       85.8
Old  :                 95.0       72.6       98.7       86.3       95.0       72.6       97.0       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 22, 2011