```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      625,992
COMMITMENTS
  91,046   78,001  174,650  312,976  311,486  578,672  564,138   47,321   61,855

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -10,221)
  -6,208    6,006      674   -3,371  -15,814   -8,905   -9,134   -1,317   -1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     12.5     27.9     50.0     49.8     92.4     90.1      7.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     130      158      198      102      138      357      392
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,328,827
COMMITMENTS
 399,214   94,860  764,926  955,632  1182017  2119773  2041804  209,054  287,023

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      2,322)
 -33,768   -5,406   30,660   13,751  -17,370   10,642    7,884   -8,320   -5,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      4.1     32.8     41.0     50.8     91.0     87.7      9.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      882)
     250      153      302      299      422      685      765
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,718
COMMITMENTS
   2,157      429    1,588    7,752   11,163   11,497   13,180    3,221    1,538

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -639)
    -498      -46     -102      -30     -524     -630     -673       -9       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      2.9     10.8     52.7     75.8     78.1     89.5     21.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        5        9       18       15       37       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      896,050
COMMITMENTS
 164,440   35,153  310,823  354,426  452,069  829,689  798,045   66,362   98,005

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,809)
  10,651   -7,753    1,498  -13,198    9,904   -1,050    3,649   -1,759   -6,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      3.9     34.7     39.6     50.5     92.6     89.1      7.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     213      103      225      145      210      446      469
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       24,668
COMMITMENTS
  21,745    2,089      342       21    5,706   22,108    8,137    2,560   16,531

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        805)
     908      272      172       -1      266    1,079      710     -274       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    88.2      8.5      1.4      0.1     23.1     89.6     33.0     10.4     67.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        6        6        1       15       21       27
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,410
COMMITMENTS
     427    9,359    1,936    9,300      841   11,664   12,137      747      274

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        144)
     -43      743     -544      621     -112       34       87      110       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     75.4     15.6     74.9      6.8     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        6        6       10        7       19       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      432,544
COMMITMENTS
  83,999   35,045   99,885  213,817  271,197  397,701  406,127   34,843   26,417

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -32,628)
    -397   -3,875   -6,105  -13,748   -8,150  -20,250  -18,130  -12,377  -14,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      8.1     23.1     49.4     62.7     91.9     93.9      8.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      91       56      103       74       81      220      209
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      686,238
COMMITMENTS
  81,493   95,318   40,866  420,052  386,063  542,411  522,247  143,828  163,991

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      5,790)
  12,337   -2,330    2,586   -6,967    4,578    7,957    4,834   -2,167      957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     13.9      6.0     61.2     56.3     79.0     76.1     21.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      28       30       37       82       77      129      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      317,773
COMMITMENTS
  43,479   58,354    1,423  205,866  215,333  250,768  275,110   67,004   42,663

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,722)
    -121   -4,858   -3,056     -958    2,158   -4,135   -5,756   -2,587     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     18.4      0.4     64.8     67.8     78.9     86.6     21.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       10        4       31       32       39       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,847
COMMITMENTS
     686      250      840    5,756    6,297    7,282    7,387      565      460

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -197)
    -399      -72      163     -187     -360     -423     -269      226       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.2     10.7     73.4     80.2     92.8     94.1      7.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        5       18       20       27       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      253,049
COMMITMENTS
  53,161   23,989   48,684  111,425  158,002  213,269  230,675   39,780   22,374

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,023)
   8,124   -4,033   -2,155   -8,046    9,175   -2,077    2,987    1,054   -4,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      9.5     19.2     44.0     62.4     84.3     91.2     15.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      71       28       58       74       69      175      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,629
COMMITMENTS
   7,280    3,344    3,014    8,947   18,527   19,241   24,885    7,388    1,744

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        702)
      40      205      265      255      544      560    1,014      143     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     12.6     11.3     33.6     69.6     72.3     93.4     27.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      54       17       19       29       23       92       56
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      964,318
COMMITMENTS
 256,853  154,368   54,432  543,520  617,617  854,806  826,417  109,512  137,901

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     44,029)
  37,316   -4,568   15,145  -10,883   29,983   41,577   40,560    2,452    3,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     16.0      5.6     56.4     64.0     88.6     85.7     11.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      50       45       32       89      122      156      182
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,071,232
COMMITMENTS
 201,384  198,522  308,379  1270652  1198021  1780416  1704922  290,817  366,311

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     20,363)
  29,887  -27,950   31,215   -8,186   40,614   52,916   43,879  -32,553  -23,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      9.6     14.9     61.3     57.8     86.0     82.3     14.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      61       59       77      143      161      236      265
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,382,960
COMMITMENTS
 292,226  125,640  117,273  759,271  864,081  1168770  1106995  214,189  275,965

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     76,171)
  53,439   16,767      108   16,287   52,296   69,834   69,171    6,337    7,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      9.1      8.5     54.9     62.5     84.5     80.0     15.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      34       39       38       98      102      149      162
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      917,839
COMMITMENTS
 120,413   63,298  301,022  462,792  508,290  884,226  872,610   33,613   45,230

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     48,640)
  21,690   -1,022   14,536    8,918   35,121   45,144   48,635    3,496        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      6.9     32.8     50.4     55.4     96.3     95.1      3.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      39       30       44       62       62      118      121
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,321
COMMITMENTS
  15,416    4,134      921   24,708   34,767   41,045   39,822    5,277    6,500

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -19,771)
   3,539    1,265   -4,774  -13,898  -11,352  -15,133  -14,861   -4,638   -4,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      8.9      2.0     53.3     75.1     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       12        8       26       31       51       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,643
COMMITMENTS
  30,832    8,267    1,841   49,416   69,534   82,089   79,643   10,554   13,000

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -9,690)
   9,094     -884   -5,069  -10,487   -1,820   -6,462   -7,772   -3,228   -1,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      8.9      2.0     53.3     75.1     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       12        8       26       31       51       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,822
COMMITMENTS
   6,498    4,562       37    2,223    4,199    8,758    8,798       64       24

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,490)
   2,000    1,985     -454     -490     -542    1,056      989   -2,546   -2,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7     51.7      0.4     25.2     47.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        5        1        3        2       16        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,963
COMMITMENTS
     398    1,799       10   11,463    9,883   11,871   11,692       92      271

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,242)
    -479      749        3    1,675      580    1,199    1,332       43      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     15.0      0.1     95.8     82.6     99.2     97.7      0.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        8        1        7       14        9       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       28,898
COMMITMENTS
   2,974    1,387        0   25,342   27,482   28,316   28,869      582       29

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -335)
     575     -108        0   -1,264     -120     -689     -228      354     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      4.8      0.0     87.7     95.1     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        5        0        7       15       11       20
```

----

Updated March 25, 2011