```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      614,599
COMMITMENTS
  91,930   72,798  157,541  315,657  323,016  565,128  553,355   49,471   61,243

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      5,277)
  -3,425   -3,623    2,684    8,531    9,604    7,790    8,665   -2,513   -3,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     11.8     25.6     51.4     52.6     92.0     90.0      8.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      460)
     142      148      195       96      141      358      384
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    2,322,358
COMMITMENTS
 476,095   88,635  716,364  904,438  1216851  2096898  2021849  225,460  300,508

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -12,211)
 -31,769   -6,291   16,002    6,352  -20,656   -9,415  -10,945   -2,795   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.8     30.8     38.9     52.4     90.3     87.1      9.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      894)
     273      145      305      291      415      694      762
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,668
COMMITMENTS
   3,413       71      979    6,622   12,154   11,014   13,204    3,654    1,465

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        -51)
    -183        8     -347      293      -74     -237     -413      186      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.5      6.7     45.1     82.9     75.1     90.0     24.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      20        3        6       18       15       41       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      867,118
COMMITMENTS
 173,052   28,777  285,392  337,443  451,610  795,887  765,780   71,231  101,339

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     15,917)
   5,359   -7,689    9,175     -365   11,524   14,168   13,010    1,749    2,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      3.3     32.9     38.9     52.1     91.8     88.3      8.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     218       97      217      145      215      448      464
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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 CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED 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:       12,074
COMMITMENTS
     497    8,280    2,628    8,450      950   11,575   11,857      499      216

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,300)
      83      641      544      681       84    1,308    1,269       -8       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     68.6     21.8     70.0      7.9     95.9     98.2      4.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        6        7        9        6       19       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      447,828
COMMITMENTS
 103,505   32,010   93,266  214,289  299,022  411,060  424,299   36,768   23,529

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      8,372)
   3,996   -2,306    8,360   -1,044    8,195   11,312   14,249   -2,941   -5,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      7.1     20.8     47.9     66.8     91.8     94.7      8.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
     106       54       89       69       77      220      192
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      692,474
COMMITMENTS
  86,405  106,053   31,385  426,020  381,594  543,811  519,032  148,663  173,443

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -33,961)
  -8,409  -19,205    3,212  -26,943  -21,322  -32,139  -37,314   -1,822    3,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     15.3      4.5     61.5     55.1     78.5     75.0     21.5     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      23       35       33       81       73      122      123
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      332,911
COMMITMENTS
  45,772   62,286    8,234  218,528  214,752  272,534  285,272   60,378   47,640

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -31,947)
     865     -633   -4,430  -21,630  -17,807  -25,195  -22,869   -6,752   -9,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     18.7      2.5     65.6     64.5     81.9     85.7     18.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       7       12        6       41       32       52       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      250,287
COMMITMENTS
  44,565   23,463   51,922  112,189  149,290  208,676  224,674   41,610   25,612

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      4,506)
  -3,598   -1,768    1,136    2,837    2,652      375    2,020    4,131    2,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      9.4     20.7     44.8     59.6     83.4     89.8     16.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      51       37       59       76       65      167      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       27,277
COMMITMENTS
   8,651    3,049    2,886    8,405   19,763   19,942   25,697    7,335    1,580

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        102)
     429      560     -421      386     -164      394      -26     -292      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     11.2     10.6     30.8     72.5     73.1     94.2     26.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      63       17       24       29       22      106       55
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      900,971
COMMITMENTS
 199,770  144,452   32,784  574,164  581,644  806,718  758,880   94,253  142,091

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -8,776)
  32,618  -45,601   -3,464  -39,445   34,594  -10,291  -14,470    1,515    5,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     16.0      3.6     63.7     64.6     89.5     84.2     10.5     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      32       49       31       90      121      142      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,903,165
COMMITMENTS
 180,230  205,363  210,951  1246982  1117985  1638163  1534300  265,002  368,865

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    121,655)
  11,865   -3,944   31,032  104,594   81,698  147,491  108,787  -25,836   12,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     10.8     11.1     65.5     58.7     86.1     80.6     13.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      48       51       66      131      145      209      232
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,319,788
COMMITMENTS
 260,146  122,540   93,461  783,138  838,431  1136745  1054432  183,043  265,356

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -27,974)
 -17,146   -4,059   10,402  -30,886  -17,327  -37,629  -10,983    9,655  -16,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      9.3      7.1     59.3     63.5     86.1     79.9     13.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      25       39       31      101      101      143      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      826,451
COMMITMENTS
  98,983   51,751  277,710  417,153  446,777  793,846  776,238   32,605   50,213

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     53,833)
  -4,760    5,469   36,461   29,643   19,101   61,343   61,031   -7,510   -7,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0      6.3     33.6     50.5     54.1     96.1     93.9      3.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      30       33       43       58       60      111      116
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       61,515
COMMITMENTS
  15,354    3,816    4,560   33,073   45,586   52,986   53,961    8,529    7,554

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:        533)
   1,536     -456     -449     -341      179      747     -726     -213    1,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      6.2      7.4     53.8     74.1     86.1     87.7     13.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      33       13       16       36       35       77       61
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       13,864
COMMITMENTS
   4,258      763       54    7,536   10,621   11,848   11,438    2,016    2,426

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:      1,057)
     136      -48       54      838      838    1,028      844       29      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      5.5      0.4     54.4     76.6     85.5     82.5     14.5     17.5

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
OPTION AND FUTURES COMBINED 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:       95,302
COMMITMENTS
  29,226   13,141    1,977   51,073   69,929   82,276   85,047   13,026   10,256

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -1,048)
   2,940     -676   -1,145   -2,357   -1,318     -563   -3,139     -486    2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     13.8      2.1     53.6     73.4     86.3     89.2     13.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       15       12       34       34       70       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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