```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      485,753
COMMITMENTS
 101,029   79,762   76,455  266,984  272,107  444,468  428,324   41,285   57,429

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -205)
   3,972    2,255     -940   -1,774   -2,994    1,258   -1,679   -1,463    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     16.4     15.7     55.0     56.0     91.5     88.2      8.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     128      137      148       82      131      309      340
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,613,794
COMMITMENTS
 528,936  109,633  216,584  706,250  1037756  1451770  1363973  162,024  249,821

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -13,981)
 -29,989    8,597   -6,109   32,819  -15,875   -3,279  -13,387  -10,702     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      6.8     13.4     43.8     64.3     90.0     84.5     10.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      861)
     253      142      223      230      384      593      668
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,164
COMMITMENTS
   3,822      425       92    6,112   11,289   10,026   11,806    3,138    1,358

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        106)
     -10      363       71      392     -395      453       39     -347       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      3.2      0.7     46.4     85.8     76.2     89.7     23.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        4        5       19       13       40       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      621,678
COMMITMENTS
 214,376   49,442   77,547  271,888  399,970  563,811  526,959   57,867   94,719

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,363)
   1,849   15,448   -2,726    9,542  -11,247    8,665    1,475   -4,302    2,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      8.0     12.5     43.7     64.3     90.7     84.8      9.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      522)
     180      106      146      123      190      370      399
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,863
COMMITMENTS
  20,837    1,817      170       22    5,440   21,029    7,427    2,834   16,436

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        425)
     214      302       -1       -1       70      212      371      213       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3      7.6      0.7      0.1     22.8     88.1     31.1     11.9     68.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        5        4        2       14       19       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      373,398
COMMITMENTS
 104,982   39,253   44,671  177,413  249,193  327,066  333,117   46,332   40,281

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,265)
  -4,857    5,041    1,164   -5,175  -22,038   -8,868  -15,833   11,133   18,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     10.5     12.0     47.5     66.7     87.6     89.2     12.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      96       55       69       69       67      206      173
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,535
COMMITMENTS
  67,991  101,079    3,202  392,094  346,570  463,287  450,851  133,248  145,684

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -25,802)
 -16,967   -7,325      977   -7,395   -5,667  -23,385  -12,015   -2,417  -13,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     16.9      0.5     65.7     58.1     77.7     75.6     22.3     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      23       32        7       71       63       98       98
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      320,346
COMMITMENTS
  43,600   63,580    3,636  205,397  210,892  252,633  278,108   67,713   42,238

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -10,389)
  -2,172    1,191   -4,189  -12,291   -2,684  -18,652   -5,682    8,263   -4,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     19.8      1.1     64.1     65.8     78.9     86.8     21.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       12        3       32       30       39       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,044
COMMITMENTS
   1,085      322      677    5,943    6,657    7,705    7,656      339      388

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        182)
      26     -276      232      -50      240      208      196      -26      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      4.0      8.4     73.9     82.8     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        6       19       22       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      215,424
COMMITMENTS
  57,346   24,852   24,327   98,882  141,474  180,555  190,653   34,869   24,771

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,942)
     770    3,270   -1,336    7,282      435    6,716    2,369   -3,774      573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     11.5     11.3     45.9     65.7     83.8     88.5     16.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      56       30       45       69       57      157      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,345
COMMITMENTS
   7,656    3,026    1,674    8,056   17,690   17,386   22,390    6,959    1,955

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,423)
  -1,287        6     -201      132   -1,705   -1,356   -1,900      -67      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     12.4      6.9     33.1     72.7     71.4     92.0     28.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      47       12       12       23       21       76       45
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      882,677
COMMITMENTS
 222,457  165,108    9,456  545,405  576,613  777,318  751,177  105,359  131,500

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     13,724)
  20,529   14,960      -39  -18,616    6,940    1,874   21,861   11,850   -8,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     18.7      1.1     61.8     65.3     88.1     85.1     11.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      32       54       15       85      116      127      175
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,598,698
COMMITMENTS
 174,536  292,280   28,223  1104851  932,307  1307610  1252810  291,088  345,888

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     51,320)
  -9,752   51,275      925   10,921   -7,280    2,094   44,920   49,226    6,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     18.3      1.8     69.1     58.3     81.8     78.4     18.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      33       62       27      108      124      154      200
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,166,238
COMMITMENTS
 254,562  116,797   14,457  699,258  775,947  968,277  907,201  197,961  259,037

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -46,414)
 -15,656  -13,507   -2,042  -51,460  -32,350  -69,158  -47,899   22,744    1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     10.0      1.2     60.0     66.5     83.0     77.8     17.0     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      31       39       13       79       89      115      136
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      623,786
COMMITMENTS
  99,109   57,763   79,094  417,239  444,404  595,442  581,261   28,344   42,525

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     39,010)
    -835   12,543    4,894   37,159   26,677   41,218   44,114   -2,208   -5,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      9.3     12.7     66.9     71.2     95.5     93.2      4.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      27       26       35       60       62      104      111
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,793
COMMITMENTS
  11,942    2,887    4,766   37,387   44,892   54,094   52,545    9,699   11,248

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,477)
  -3,472     -955    1,081    5,571      483    3,181      609    1,296    3,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      4.5      7.5     58.6     70.4     84.8     82.4     15.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      31       12       19       40       39       80       64
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,894
COMMITMENTS
   2,965      250      283    8,654   10,442   11,902   10,975    2,992    3,919

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,053)
  -1,293     -513      229    1,118     -179       54     -463      999    1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      1.7      1.9     58.1     70.1     79.9     73.7     20.1     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        1        7       10       13       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,797
COMMITMENTS
  21,867    9,187    5,052   57,465   68,900   84,384   83,139   13,413   14,658

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      6,847)
  -7,478   -4,004    4,825    8,906    1,323    6,253    2,144      594    4,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      9.4      5.2     58.8     70.5     86.3     85.0     13.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      30       15       15       38       37       74       61
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,312
COMMITMENTS
   4,498    2,577      491    2,713    4,741    7,702    7,809    2,610    2,503

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,891)
     -59       42      454      976      892    1,371    1,388    2,520    2,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     25.0      4.8     26.3     46.0     74.7     75.7     25.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        4        2        3        4       16        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,721
COMMITMENTS
     877    1,050        7    9,788    9,303   10,672   10,360       49      361

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -3,958)
      78     -287     -836   -3,193   -2,934   -3,951   -4,057       -7       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.8      0.1     91.3     86.8     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        1        7       13       10       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,233
COMMITMENTS
   2,399    1,495        0   26,606   27,602   29,005   29,097      228      136

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -17,919)
   1,383      -64     -874  -18,520  -16,915  -18,011  -17,853       92      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      5.1      0.0     91.0     94.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        0        7       14       10       20
```

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Updated March 18, 2011