```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      485,958
COMMITMENTS
  97,057   77,507   77,395  268,758  275,101  443,210  430,003   42,748   55,955

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,147)
  -3,224   -2,156    1,299    6,712    5,435    4,787    4,578   -3,640   -3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     15.9     15.9     55.3     56.6     91.2     88.5      8.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     143      124      159       84      135      322      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,627,775
COMMITMENTS
 558,925  101,036  222,693  673,431  1053631  1455049  1377360  172,726  250,415

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -19,860)
 -25,647   -4,839    9,255      765  -24,045  -15,627  -19,629   -4,233     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      6.2     13.7     41.4     64.7     89.4     84.6     10.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      865)
     261      135      229      228      380      598      668
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,058
COMMITMENTS
   3,832       62       21    5,720   11,684    9,573   11,767    3,485    1,291

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        -64)
     -68        0     -385      191      -34     -262     -419      198      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      0.5      0.2     43.8     89.5     73.3     90.1     26.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      20        1        4       18       13       39       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      617,315
COMMITMENTS
 212,527   33,994   80,273  262,346  411,217  555,146  525,484   62,169   91,831

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      4,647)
   3,625  -10,068    3,007   -2,972    9,774    3,660    2,713      987    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      5.5     13.0     42.5     66.6     89.9     85.1     10.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
     200       90      147      131      199      398      394
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,438
COMMITMENTS
  20,623    1,515      171       23    5,370   20,817    7,056    2,621   16,382

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        520)
     260       78     -128       -1      134      131       84      389      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.0      6.5      0.7      0.1     22.9     88.8     30.1     11.2     69.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      17        4        6        2       14       19       24
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      371,133
COMMITMENTS
 109,839   34,212   43,507  182,588  271,231  335,934  348,950   35,199   22,183

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      3,555)
   5,528      171    3,326   -2,369    6,098    6,485    9,595   -2,930   -6,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      9.2     11.7     49.2     73.1     90.5     94.0      9.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      258)
     100       50       68       64       67      205      163
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      622,337
COMMITMENTS
  84,958  108,404    2,225  399,489  352,237  486,672  462,866  135,665  159,471

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -42,418)
  -8,549  -17,341   -1,680  -29,265  -26,480  -39,494  -45,501   -2,924    3,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     17.4      0.4     64.2     56.6     78.2     74.4     21.8     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      21       34        7       70       66       95      103
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      330,735
COMMITMENTS
  45,772   62,389    7,825  217,688  213,576  271,285  283,790   59,450   46,945

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -31,422)
     865     -643   -4,347  -21,199  -17,293  -24,681  -22,283   -6,741   -9,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     18.9      2.4     65.8     64.6     82.0     85.8     18.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7       12        4       39       32       48       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,862
COMMITMENTS
   1,059      598      445    5,993    6,417    7,497    7,460      365      402

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -320)
     299      128     -211     -466     -296     -378     -379       58       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      7.6      5.7     76.2     81.6     95.4     94.9      4.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        5       20       25       27       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      212,482
COMMITMENTS
  56,576   21,582   25,663   91,600  141,039  173,839  188,284   38,643   24,198

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      3,550)
  -3,094   -1,797      375    1,920    2,355     -799      933    4,349    2,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     10.2     12.1     43.1     66.4     81.8     88.6     18.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      57       28       43       71       57      157      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,768
COMMITMENTS
   8,943    3,020    1,875    7,924   19,395   18,742   24,290    7,026    1,478

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:         81)
     585      616     -548      327     -119      364      -51     -283      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     11.7      7.3     30.8     75.3     72.7     94.3     27.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       15       19       23       20       92       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      868,953
COMMITMENTS
 201,928  150,148    9,495  564,021  569,673  775,444  729,316   93,509  139,637

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -16,568)
  33,200  -43,656   -8,205  -43,182   30,141  -18,187  -21,720    1,619    5,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     17.3      1.1     64.9     65.6     89.2     83.9     10.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      31       50       17       84      116      123      175
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,547,378
COMMITMENTS
 184,288  241,005   27,298  1093930  939,587  1305516  1207890  241,862  339,488

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     69,995)
  17,178      -63   -4,021   81,763   63,050   94,920   58,966  -24,925   11,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.6      1.8     70.7     60.7     84.4     78.1     15.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      35       55       27      108      119      155      190
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,212,652
COMMITMENTS
 270,218  130,304   16,499  750,718  808,297  1037435  955,100  175,217  257,552

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -36,761)
 -15,313     -183    2,684  -33,049  -21,927  -45,678  -19,426    8,917  -17,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     10.7      1.4     61.9     66.7     85.6     78.8     14.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      25       38       11       88       93      116      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      584,776
COMMITMENTS
  99,944   45,220   74,200  380,080  417,727  554,224  537,147   30,552   47,629

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     26,552)
  -6,008    4,679   13,749   26,275   15,010   34,016   33,438   -7,464   -6,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      7.7     12.7     65.0     71.4     94.8     91.9      5.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      27       27       35       56       57      100      106
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,316
COMMITMENTS
  15,414    3,842    3,685   31,816   44,410   50,914   51,936    8,403    7,381

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        405)
   1,589     -401     -535     -429       95      626     -841     -221    1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      6.5      6.2     53.6     74.9     85.8     87.6     14.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      31       15       11       33       34       71       58
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,841
COMMITMENTS
   4,258      763       54    7,536   10,621   11,848   11,438    1,993    2,403

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,059)
     136      -48       54      838      838    1,028      844       31      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8      5.5      0.4     54.4     76.7     85.6     82.6     14.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        3        2        6        9       14       13
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       90,950
COMMITMENTS
  29,345   13,191      227   48,559   67,577   78,131   80,995   12,819    9,955

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,308)
   3,046     -565   -1,318   -2,533   -1,487     -805   -3,370     -503    2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     14.5      0.2     53.4     74.3     85.9     89.1     14.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      31       17        7       31       33       64       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,421
COMMITMENTS
   4,557    2,535       37    1,737    3,849    6,331    6,421       90        0

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        787)
     753      351        0       16      465      769      816       18      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.0     39.5      0.6     27.1     59.9     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        3        1        1        4       13        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,679
COMMITMENTS
     799    1,337      843   12,981   12,237   14,623   14,417       56      262

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        247)
      40      -20      453     -239     -199      254      234       -7       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      9.1      5.7     88.4     83.4     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        8        2       10       14       13       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,152
COMMITMENTS
   1,016    1,559      874   45,126   44,517   47,016   46,950      136      202

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:       -183)
     289      629      654   -1,184   -1,480     -241     -197       58       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.3      1.9     95.7     94.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        1        8       14       12       20
```

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Updated March 11, 2011