```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      484,811
COMMITMENTS
 100,281   79,663   76,096  262,046  269,666  438,423  425,425   46,388   59,386

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -33,608)
  -9,415  -10,613   -2,195  -15,647  -18,035  -27,257  -30,843   -6,351   -2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     16.4     15.7     54.1     55.6     90.4     87.8      9.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     146      126      147       84      132      320      334
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,647,635
COMMITMENTS
 584,572  105,875  213,438  672,666  1077676  1470676  1396989  176,959  250,646

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -65,306)
  -9,962   -5,879   -2,786  -28,901  -27,648  -41,649  -36,313  -23,657  -28,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      6.4     13.0     40.8     65.4     89.3     84.8     10.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      904)
     281      131      240      223      390      616      696
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,122
COMMITMENTS
   3,900       62      406    5,529   11,718    9,835   12,186    3,287      936

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,635)
  -1,382      -41     -169      397   -1,152   -1,154   -1,362     -481     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      0.5      3.1     42.1     89.3     75.0     92.9     25.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      21        1        4       16       13       38       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      612,668
COMMITMENTS
 208,902   44,062   77,266  265,318  401,443  551,486  522,771   61,182   89,897

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -25,035)
 -11,061       41   -9,172   -1,242   -8,780  -21,475  -17,911   -3,560   -7,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      7.2     12.6     43.3     65.5     90.0     85.3     10.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      542)
     184       93      161      128      199      399      411
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       22,918
COMMITMENTS
  20,363    1,437      299       24    5,236   20,686    6,972    2,232   15,946

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -766)
    -380     -271     -184        0        5     -564     -450     -202     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.9      6.3      1.3      0.1     22.8     90.3     30.4      9.7     69.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      19        4        8        2       14       22       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      367,578
COMMITMENTS
 104,311   34,041   40,181  184,957  265,133  329,449  339,355   38,129   28,223

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -6,176)
  11,195   -2,380   -2,354  -12,298    1,197   -3,457   -3,537   -2,719   -2,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      9.3     10.9     50.3     72.1     89.6     92.3     10.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      94       62       74       63       66      199      171
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      664,755
COMMITMENTS
  93,507  125,745    3,905  428,754  378,717  526,166  508,367  138,589  156,388

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -962)
  27,158   11,468   -6,151    7,470   12,623   28,477   17,940  -29,439  -18,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     18.9      0.6     64.5     57.0     79.2     76.5     20.8     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      21       36        7       74       66       99      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      362,157
COMMITMENTS
  44,907   63,032   12,172  238,887  230,869  295,966  306,073   66,191   56,084

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     31,211)
   1,287     -540    7,534   28,637   24,809   37,458   31,803   -6,247     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     17.4      3.4     66.0     63.7     81.7     84.5     18.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6       12        5       38       28       47       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,182
COMMITMENTS
     760      470      656    6,459    6,713    7,875    7,839      307      343

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        380)
      41      -85      221       37      177      299      313       81       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.7      8.0     78.9     82.0     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        7       21       26       30       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      208,932
COMMITMENTS
  59,670   23,379   25,288   89,680  138,684  174,638  187,351   34,294   21,581

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      3,017)
  -2,260    3,412    6,325      650   -6,405    4,715    3,332   -1,698     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     11.2     12.1     42.9     66.4     83.6     89.7     16.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      60       28       51       69       56      164      122
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,687
COMMITMENTS
   8,358    2,404    2,423    7,597   19,514   18,378   24,341    7,309    1,346

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        192)
    -872     -143      853      404     -794      385      -84     -193      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5      9.4      9.4     29.6     76.0     71.5     94.8     28.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      55       14       21       23       20       91       50
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      885,521
COMMITMENTS
 168,728  193,804   17,700  607,203  539,532  793,631  751,036   91,890  134,485

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:   -101,893)
 -29,298  -39,615   -7,084  -54,977  -38,928  -91,359  -85,627  -10,534  -16,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     21.9      2.0     68.6     60.9     89.6     84.8     10.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      27       50       16       89      112      124      170
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,477,383
COMMITMENTS
 167,110  241,068   31,319  1012167  876,537  1210596  1148924  266,787  328,459

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:   -113,320)
  -4,249  -78,520    5,561  -99,997   -6,016  -98,685  -78,975  -14,635  -34,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     16.3      2.1     68.5     59.3     81.9     77.8     18.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      35       54       31      106      120      155      191
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,249,413
COMMITMENTS
 285,531  130,487   13,815  783,767  830,224  1083113  974,526  166,300  274,887

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -77,217)
 -41,236     -904  -11,072   -2,866  -36,018  -55,174  -47,994  -22,043  -29,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.4      1.1     62.7     66.4     86.7     78.0     13.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      26       41       16       90       91      122      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      558,224
COMMITMENTS
 105,952   40,541   60,451  353,805  402,717  520,208  503,709   38,016   54,515

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -53,772)
  -4,254   -2,962  -10,465  -34,782  -41,097  -49,501  -54,524   -4,271      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      7.3     10.8     63.4     72.1     93.2     90.2      6.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       22       31       55       53       97       97
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,911
COMMITMENTS
  13,825    4,242    4,220   32,244   44,315   50,288   52,777    8,623    6,135

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,149)
  -2,609   -1,353    1,488    2,345    2,959    1,224    3,094      -75   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      7.2      7.2     54.7     75.2     85.4     89.6     14.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      29       16       10       35       32       72       54
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       12,782
COMMITMENTS
   4,122      811        0    6,698    9,783   10,820   10,594    1,962    2,188

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        949)
     796       58        0      116      944      912    1,002       37      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      6.3      0.0     52.4     76.5     84.7     82.9     15.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        0        6        9       12       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,258
COMMITMENTS
  26,299   13,756    1,545   51,092   69,064   78,936   84,365   13,322    7,893

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        400)
  -4,983     -996    1,149    4,457    4,030      623    4,183     -223   -3,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     14.9      1.7     55.4     74.9     85.6     91.4     14.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       17        5       33       31       65       50
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,432
COMMITMENTS
     759    1,357      390   13,220   12,436   14,369   14,183       63      249

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -203)
     229     -144      135     -568     -193     -204     -202        1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      9.4      2.7     91.6     86.2     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        2        9       15       12       24
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,335
COMMITMENTS
     727      930      220   46,310   45,997   47,257   47,147       78      188

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        210)
    -589      -18      220      949      -67      580      135     -370       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.0      0.5     97.8     97.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        1        8       15       12       21
```

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Updated March 4, 2011