```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,419
COMMITMENTS
 109,696   90,276   78,291  277,693  287,701  465,680  456,268   52,739   62,151

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -28,458)
 -16,242   -1,469   -7,969   -5,600  -16,653  -29,811  -26,091    1,353   -2,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     17.4     15.1     53.6     55.5     89.8     88.0     10.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     152      129      151       96      133      345      336
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,712,941
COMMITMENTS
 594,534  111,754  216,224  701,567  1105324  1512325  1433302  200,616  279,639

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -6,933)
 -20,325  -19,781  -16,514   12,149    8,111  -24,690  -28,184   17,757   21,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      6.5     12.6     41.0     64.5     88.3     83.7     11.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      906)
     275      134      255      249      380      653      698
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,757
COMMITMENTS
   5,282      103      575    5,132   12,870   10,989   13,548    3,768    1,209

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        252)
     245      -87      -38      215      537      422      412     -170     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      0.7      3.9     34.8     87.2     74.5     91.8     25.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24        2        6       14       12       42       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      637,703
COMMITMENTS
 219,963   44,021   86,438  266,560  410,223  572,961  540,682   64,742   97,021

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -61,063)
 -42,232  -11,384  -14,318   -1,660  -35,571  -58,210  -61,273   -2,853      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      6.9     13.6     41.8     64.3     89.8     84.8     10.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     195       91      181      144      209      440      429
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,684
COMMITMENTS
  20,743    1,708      483       24    5,231   21,250    7,422    2,434   16,262

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,932)
  -3,291   -2,629      350        0       20   -2,941   -2,259        9     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.6      7.2      2.0      0.1     22.1     89.7     31.3     10.3     68.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        6        9        1       14       19       28
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      373,754
COMMITMENTS
  93,116   36,421   42,535  197,255  263,936  332,906  342,892   40,848   30,862

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -24,695)
 -23,896     -517      176   -3,864  -28,606  -27,584  -28,947    2,889    4,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      9.7     11.4     52.8     70.6     89.1     91.7     10.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      88       64       82       67       66      209      181
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      665,717
COMMITMENTS
  66,349  114,277   10,056  421,284  366,094  497,689  490,427  168,028  175,290

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     73,869)
   9,161   18,162    5,059   20,056   37,144   34,276   60,365   39,593   13,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     17.2      1.5     63.3     55.0     74.8     73.7     25.2     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      21       33       17       69       64       99      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      330,946
COMMITMENTS
  43,620   63,572    4,638  210,250  206,060  258,508  274,270   72,438   56,676

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      7,326)
     392    2,864    2,752   -2,401   -7,268      743   -1,652    6,583    8,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     19.2      1.4     63.5     62.3     78.1     82.9     21.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5       13        5       30       27       38       42
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        7,802
COMMITMENTS
     719      555      435    6,422    6,536    7,576    7,526      226      276

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        355)
     126      148       25      194      246      345      419       10      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.1      5.6     82.3     83.8     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        6       21       26       30       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      205,915
COMMITMENTS
  61,930   19,967   18,963   89,030  145,089  169,923  184,019   35,992   21,896

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -12,626)
  -9,703      803   -1,084    1,067  -15,115   -9,720  -15,396   -2,906    2,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      9.7      9.2     43.2     70.5     82.5     89.4     17.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      64       24       39       71       61      162      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,495
COMMITMENTS
   9,230    2,547    1,570    7,193   20,308   17,993   24,425    7,502    1,070

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -381)
    -675     -244      337       77     -355     -261     -262     -120     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     10.0      6.2     28.2     79.7     70.6     95.8     29.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      58       12       16       23       21       90       49
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      987,414
COMMITMENTS
 198,026  233,419   24,784  662,180  578,460  884,990  836,663  102,424  150,751

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     58,863)
  17,381   17,688    4,652   21,976   32,179   44,009   54,519   14,854    4,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.6      2.5     67.1     58.6     89.6     84.7     10.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      26       56       24       87      109      127      175
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,590,703
COMMITMENTS
 171,359  319,588   25,758  1112164  882,553  1309281  1227899  281,422  362,804

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     27,968)
 -11,053   20,672  -20,183   28,577   -4,532   -2,659   -4,043   30,627   32,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     20.1      1.6     69.9     55.5     82.3     77.2     17.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      30       59       37      110      115      162      189
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,326,630
COMMITMENTS
 326,767  131,391   24,887  786,633  866,242  1138287  1022520  188,343  304,110

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:    -34,124)
  -2,796  -16,445   -2,570  -50,258  -20,309  -55,624  -39,324   21,500    5,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      9.9      1.9     59.3     65.3     85.8     77.1     14.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      32       41       26       87       93      128      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      611,996
COMMITMENTS
 110,206   43,503   70,916  388,587  443,814  569,709  558,233   42,287   53,763

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     13,260)
  -3,331    3,603    6,720    3,983   -7,520    7,372    2,803    5,888   10,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      7.1     11.6     63.5     72.5     93.1     91.2      6.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      28       22       30       56       50       97       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,762
COMMITMENTS
  16,433    5,595    2,732   29,900   41,356   49,065   49,683    8,698    8,079

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -450)
    -618    1,466      478      163   -2,145       23     -202     -473     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      9.7      4.7     51.8     71.6     84.9     86.0     15.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      29       15       10       34       33       70       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       11,833
COMMITMENTS
   3,326      753        0    6,582    8,839    9,908    9,592    1,925    2,241

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        296)
     276      240        0        8        0      284      240       12       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1      6.4      0.0     55.6     74.7     83.7     81.1     16.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        0        7        8       13       11
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,858
COMMITMENTS
  31,282   14,752      396   46,635   65,034   78,313   80,182   13,545   11,676

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,491)
    -883    3,355       52      309   -4,290     -522     -883     -969     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     16.1      0.4     50.8     70.8     85.3     87.3     14.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       16        4       32       32       62       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        5,634
COMMITMENTS
   3,804    2,184       37    1,721    3,384    5,562    5,605       72       29

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:         21)
      21       27        0        0      -35       21       -8        0       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.5     38.8      0.7     30.5     60.1     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        4        1        1        3       14        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,635
COMMITMENTS
     530    1,501      255   13,788   12,629   14,573   14,385       62      250

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        205)
     335       59      255     -385     -140      205      174        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     10.3      1.7     94.2     86.3     99.6     98.3      0.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        7        1        9       15       11       23
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       47,125
COMMITMENTS
   1,316      948        0   45,361   46,064   46,677   47,012      448      113

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,191)
   1,125      -61      -16   -3,371   -2,045   -2,262   -2,122       71      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.0      0.0     96.3     97.7     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        0        7       17       11       22
```

----

Updated February 25, 2011