```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      475,794
COMMITMENTS
  96,187   85,781   75,698  263,422  257,588  435,307  419,067   40,487   56,727

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -9,959)
  -4,842    6,019     -757   -3,562  -14,519   -9,161   -9,257     -798     -702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     18.0     15.9     55.4     54.1     91.5     88.1      8.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     122      143      158       87      132      313      354
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,570,517
COMMITMENTS
 495,574  105,974  213,400  712,776  1014042  1421750  1333416  148,767  237,101

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -43,277)
 -33,362   -3,659   -3,184    6,526  -23,714  -30,020  -30,557  -13,257  -12,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      6.7     13.6     45.4     64.6     90.5     84.9      9.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      840)
     244      132      208      232      387      576      654
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       12,667
COMMITMENTS
   3,101      427       96    6,371   10,724    9,568   11,247    3,099    1,420

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -497)
    -721        2        4      259     -565     -458     -559      -39       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      3.4      0.8     50.3     84.7     75.5     88.8     24.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        4        5       18       13       36       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      616,044
COMMITMENTS
 214,740   44,387   75,311  269,949  408,147  560,000  527,845   56,044   88,199

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -5,634)
     364   -5,055   -2,236   -1,939    8,177   -3,811      886   -1,823   -6,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      7.2     12.2     43.8     66.3     90.9     85.7      9.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      521)
     191       94      147      124      189      383      385
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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 OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      343,686
COMMITMENTS
  97,199   36,712   41,716  171,404  240,178  310,319  318,606   33,367   25,080

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -29,712)
  -7,783   -2,541   -2,955   -6,009   -9,015  -16,747  -14,511  -12,965  -15,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     10.7     12.1     49.9     69.9     90.3     92.7      9.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      88       49       73       68       68      202      170
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      597,795
COMMITMENTS
  80,514   97,837    3,611  380,748  349,021  464,873  450,469  132,922  147,326

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,260)
  12,523   -3,242      409  -11,346    2,451    1,586     -382     -326    1,642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     16.4      0.6     63.7     58.4     77.8     75.4     22.2     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      28       26        7       69       66      100       96
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      312,888
COMMITMENTS
  43,479   58,633      465  204,270  212,390  248,214  271,488   64,674   41,400

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -7,458)
    -121   -4,947   -3,171   -1,127    1,498   -4,419   -6,620   -3,039     -838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     18.7      0.1     65.3     67.9     79.3     86.8     20.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       10        2       30       31       36       43
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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:      214,100
COMMITMENTS
  61,095   20,832   24,796   92,503  147,837  178,394  193,465   35,706   20,635

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,324)
   3,749   -4,020      469   -6,379    6,363   -2,161    2,812      837   -4,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      9.7     11.6     43.2     69.1     83.3     90.4     16.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      67       27       44       68       60      164      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       24,656
COMMITMENTS
   7,619    3,259    1,766    8,233   18,006   17,618   23,031    7,038    1,625

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        311)
     -37      233       92      177      316      232      641       79     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     13.2      7.2     33.4     73.0     71.5     93.4     28.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      49       15       13       23       21       78       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      902,429
COMMITMENTS
 259,593  158,616   10,125  525,044  599,717  794,762  768,458  107,667  133,971

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     19,752)
  37,136   -6,492      669  -20,361   23,104   17,444   17,281    2,308    2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     17.6      1.1     58.2     66.5     88.1     85.2     11.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      43       50       16       82      116      134      173
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,594,395
COMMITMENTS
 219,555  277,985   23,372  1086761  963,834  1329688  1265191  264,707  329,204

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -4,303)
  45,019  -14,295   -4,851  -18,090   31,527   22,078   12,381  -26,381  -16,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     17.4      1.5     68.2     60.5     83.4     79.4     16.6     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      45       67       26      113      129      170      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,222,237
COMMITMENTS
 307,747  139,157   10,852  699,148  807,764  1017747  957,773  204,490  264,464

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     55,999)
  53,185   22,360   -3,605     -110   31,817   49,470   50,572    6,529    5,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     11.4      0.9     57.2     66.1     83.3     78.4     16.7     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      30       41       10       80       93      115      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      659,202
COMMITMENTS
 122,187   59,850   77,942  427,169  478,409  627,298  616,201   31,904   43,001

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     35,416)
  23,078    2,087   -1,152    9,930   34,005   31,856   34,940    3,560      476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      9.1     11.8     64.8     72.6     95.2     93.5      4.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      35       23       36       60       59      108      110
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       44,989
COMMITMENTS
  15,576    4,108      219   24,042   34,253   39,836   38,579    5,154    6,410

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -18,804)
   3,634    1,221   -4,547  -13,345  -10,640  -14,259  -13,966   -4,545   -4,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      9.1      0.5     53.4     76.1     88.5     85.8     11.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       11        4       23       30       47       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       89,978
COMMITMENTS
  31,151    8,216      437   48,083   68,505   79,671   77,158   10,307   12,820

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -7,819)
   9,284     -971   -4,615   -9,382     -395   -4,713   -5,981   -3,106   -1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6      9.1      0.5     53.4     76.1     88.5     85.8     11.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       11        4       23       30       47       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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