```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      481,095
COMMITMENTS
  96,667   85,802   80,118  264,262  257,408  441,047  423,328   40,048   57,767

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      5,301)
     480       21    4,420      840     -180    5,740    4,261     -439    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     17.8     16.7     54.9     53.5     91.7     88.0      8.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     126      134      158       87      129      310      346
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,533,106
COMMITMENTS
 486,703   98,372  199,752  691,950  996,873  1378405  1294997  154,701  238,109

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -37,411)
  -8,871   -7,602  -13,648  -20,826  -17,169  -43,345  -38,419    5,934    1,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      6.4     13.0     45.1     65.0     89.9     84.5     10.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      833)
     243      125      205      232      385      573      648
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,644
COMMITMENTS
   2,847      529      716    6,846   10,858   10,409   12,103    3,235    1,541

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        977)
    -254      102      620      475      134      841      856      136      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      3.9      5.2     50.2     79.6     76.3     88.7     23.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        5        6       18       13       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      618,462
COMMITMENTS
 210,601   45,039   80,058  272,555  408,282  563,214  533,379   55,248   85,083

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,418)
  -4,139      652    4,747    2,606      135    3,214    5,534     -796   -3,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      7.3     12.9     44.1     66.0     91.1     86.2      8.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      512)
     177       97      149      125      191      380      387
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,965
COMMITMENTS
  21,960    2,028      371       21    5,803   22,352    8,202    2,613   16,763

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        297)
     215      -61       29        0       97      244       65       53      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.0      8.1      1.5      0.1     23.2     89.5     32.9     10.5     67.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      20        5        5        1       15       21       25
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      350,014
COMMITMENTS
 103,139   36,955   43,933  168,834  244,994  315,906  325,882   34,108   24,132

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      6,328)
   5,940      243    2,217   -2,570    4,816    5,587    7,276      741     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5     10.6     12.6     48.2     70.0     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      99       49       73       71       68      215      167
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      590,910
COMMITMENTS
  76,528   95,712    3,953  376,053  332,085  456,534  431,750  134,376  159,160

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -6,885)
  -3,986   -2,125      342   -4,695  -16,936   -8,339  -18,719    1,454   11,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     16.2      0.7     63.6     56.2     77.3     73.1     22.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      27       21        8       66       60       96       86
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      319,155
COMMITMENTS
  43,962   57,142      532  211,238  217,979  255,732  275,653   63,423   43,502

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      6,267)
     483   -1,491       67    6,968    5,589    7,518    4,165   -1,251    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     17.9      0.2     66.2     68.3     80.1     86.4     19.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       10        2       32       30       38       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,594
COMMITMENTS
     566      277      661    5,915    6,305    7,142    7,243      452      351

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -253)
    -120       27     -179      159        8     -140     -144     -113     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      3.6      8.7     77.9     83.0     94.0     95.4      6.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        4       18       20       25       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      214,495
COMMITMENTS
  63,088   23,743   25,003   89,580  145,026  177,671  193,772   36,824   20,723

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        395)
   1,993    2,911      207   -2,923   -2,811     -723      307    1,118       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     11.1     11.7     41.8     67.6     82.8     90.3     17.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      66       25       43       66       60      157      119
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,380
COMMITMENTS
   7,739    3,181    1,445    8,404   18,069   17,588   22,695    6,792    1,685

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -276)
     120      -78     -321      171       63      -30     -336     -246       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     13.0      5.9     34.5     74.1     72.1     93.1     27.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      54       14       16       23       21       83       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      893,796
COMMITMENTS
 237,503  136,359    5,812  548,169  607,653  791,484  749,824  102,312  143,972

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -8,633)
 -22,090  -22,257   -4,313   23,125    7,936   -3,278  -18,634   -5,355   10,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.3      0.7     61.3     68.0     88.6     83.9     11.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      39       51       16       81      113      128      172
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,568,542
COMMITMENTS
 208,546  224,685   29,612  1067162  951,405  1305320  1205702  263,222  362,840

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -25,853)
 -11,009  -53,300    6,240  -19,599  -12,429  -24,368  -59,489   -1,485   33,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     14.3      1.9     68.0     60.7     83.2     76.9     16.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      46       58       27      102      122      160      195
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,256,109
COMMITMENTS
 276,794  142,032   16,382  763,154  829,800  1056330  988,214  199,779  267,895

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     33,872)
 -30,953    2,875    5,530   64,006   22,036   38,583   30,441   -4,711    3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     11.3      1.3     60.8     66.1     84.1     78.7     15.9     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      28       35       12       82       99      114      142
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      672,792
COMMITMENTS
 123,902   57,570   73,382  443,482  498,845  640,766  629,797   32,026   42,995

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     13,590)
   1,715   -2,280   -4,560   16,313   20,436   13,468   13,596      122       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      8.6     10.9     65.9     74.1     95.2     93.6      4.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      29       25       33       59       61      105      108
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,786
COMMITMENTS
  24,250    4,336      268   25,145   48,454   49,662   53,057    9,125    5,729

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     13,797)
   8,674      228       49    1,103   14,202    9,826   14,478    3,971     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      7.4      0.5     42.8     82.4     84.5     90.3     15.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26        9        5       23       31       50       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      117,572
COMMITMENTS
  48,499    8,671      535   50,289   96,908   99,323  106,114   18,249   11,458

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     27,594)
  17,348      455       98    2,206   28,403   19,652   28,956    7,942   -1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      7.4      0.5     42.8     82.4     84.5     90.3     15.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26        9        5       23       31       50       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,679
COMMITMENTS
   6,319    3,080       37    1,748    5,038    8,104    8,155    1,575    1,524

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        857)
    -179   -1,482        0     -475      839     -654     -643    1,511    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     31.8      0.4     18.1     52.1     83.7     84.3     16.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        4        1        2        3       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,922
COMMITMENTS
     273    1,265       11   11,556   10,386   11,840   11,662       82      260

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -41)
    -125     -534        1       93      503      -31      -30      -10      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     10.6      0.1     96.9     87.1     99.3     97.8      0.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        1        6       14        8       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,480
COMMITMENTS
   1,159    1,753        0   27,161   26,588   28,320   28,341      160      139

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -418)
  -1,815      366        0    1,819     -894        4     -528     -422      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      6.2      0.0     95.4     93.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        6        0        7       15       11       21
```

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Updated April 1, 2011