WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      636,214
COMMITMENTS
  97,254   71,996  173,976  316,347  327,300  587,576  573,271   48,637   62,942

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     21,615)
   5,324     -803   16,435      690    4,284   22,448   19,916     -833    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     11.3     27.3     49.7     51.4     92.4     90.1      7.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
     140      149      195       99      139      357      385
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,326,505
COMMITMENTS
 432,983  100,266  734,266  941,882  1199387  2109131  2033920  217,374  292,585

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,147)
 -43,113   11,631   17,902   37,443  -17,463   12,233   12,070   -8,086   -7,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      4.3     31.6     40.5     51.6     90.7     87.4      9.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      899)
     281      142      308      302      418      705      769
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,357
COMMITMENTS
   2,655      475    1,690    7,781   11,688   12,127   13,853    3,230    1,504

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        689)
    -757      405      711    1,159     -466    1,113      649     -425       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      3.1     11.0     50.7     76.1     79.0     90.2     21.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        9        9       19       15       42       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      898,859
COMMITMENTS
 153,789   42,906  309,326  367,624  442,165  830,738  794,397   68,121  104,462

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     31,741)
 -19,263   14,129   23,933   30,181   -9,445   34,851   28,617   -3,110    3,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      4.8     34.4     40.9     49.2     92.4     88.4      7.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     196      118      218      141      208      430      467
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       23,863
COMMITMENTS
  20,837    1,817      170       22    5,440   21,029    7,427    2,834   16,436

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        425)
     214      302       -1       -1       70      212      371      213       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    87.3      7.6      0.7      0.1     22.8     88.1     31.1     11.9     68.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        5        4        2       14       19       23
 
 
SOYBEAN CSO OLD NEW CY - CHICAGO BOARD OF TRADE                      Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,266
COMMITMENTS
     470    8,617    2,480    8,679      953   11,630   12,049      637      217

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        193)
     -27      337     -148      229        3       54      192      138        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     70.2     20.2     70.8      7.8     94.8     98.2      5.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        6        7        9        7       19       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      465,171
COMMITMENTS
  84,395   38,920  105,990  227,565  279,346  417,951  424,257   47,220   40,914

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     17,343)
 -19,109    6,910   12,724   13,276  -19,676    6,891      -42   10,452   17,385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      8.4     22.8     48.9     60.1     89.8     91.2     10.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      96       65      101       74       77      225      209
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      680,448
COMMITMENTS
  69,155   97,648   38,280  427,019  381,486  534,453  517,414  145,994  163,034

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -12,026)
 -17,250   -8,405    6,894      998     -108   -9,357   -1,618   -2,669  -10,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     14.4      5.6     62.8     56.1     78.5     76.0     21.5     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      20       38       35       83       76      127      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      324,495
COMMITMENTS
  43,600   63,212    4,479  206,824  213,175  254,903  280,866   69,592   43,629

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -8,416)
  -2,172      926   -3,755  -11,704   -1,577  -17,631   -4,406    9,214   -4,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     19.5      1.4     63.7     65.7     78.6     86.6     21.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       12        5       34       31       43       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,044
COMMITMENTS
   1,085      322      677    5,943    6,657    7,705    7,656      339      388

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        182)
      26     -276      232      -50      240      208      196      -26      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      4.0      8.4     73.9     82.8     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        3        6       19       22       29       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      254,072
COMMITMENTS
  45,037   28,022   50,838  119,471  148,827  215,347  227,688   38,725   26,384

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,785)
     472    4,559   -1,083    7,282     -463    6,670    3,013   -2,885      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     11.0     20.0     47.0     58.6     84.8     89.6     15.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      49       41       60       75       66      167      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,927
COMMITMENTS
   7,240    3,139    2,749    8,692   17,983   18,681   23,871    7,246    2,056

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,350)
  -1,411       90     -137      287   -1,780   -1,260   -1,827      -90      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     12.1     10.6     33.5     69.4     72.1     92.1     27.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      49       18       17       29       22       90       51
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      920,289
COMMITMENTS
 219,537  158,936   39,287  554,404  587,634  813,229  785,857  107,060  134,432

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     19,317)
  19,767   14,484    6,503  -19,760    5,990    6,510   26,977   12,807   -7,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     17.3      4.3     60.2     63.9     88.4     85.4     11.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      38       49       31       91      120      147      182
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,050,869
COMMITMENTS
 171,497  226,471  277,165  1278838  1157406  1727500  1661042  323,370  389,827

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    147,704)
  -8,733   21,108   66,213   31,856   39,421   89,337  126,742   58,367   20,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     11.0     13.5     62.4     56.4     84.2     81.0     15.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      57       49       71      132      148      214      243
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,306,788
COMMITMENTS
 238,787  108,874  117,165  742,984  811,785  1098936  1037823  207,852  268,965

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -13,000)
 -21,359  -13,666   23,704  -40,155  -26,647  -37,809  -16,609   24,809    3,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      8.3      9.0     56.9     62.1     84.1     79.4     15.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      36       37       41       91       95      143      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      869,199
COMMITMENTS
  98,723   64,320  286,485  453,874  473,169  839,082  823,975   30,117   45,225

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     42,749)
    -261   12,569    8,776   36,721   26,392   45,236   47,737   -2,487   -4,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      7.4     33.0     52.2     54.4     96.5     94.8      3.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      32       32       43       63       64      116      121
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,092
COMMITMENTS
  11,878    2,869    5,694   38,606   46,119   56,178   54,682    9,915   11,410

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,577)
  -3,476     -947    1,135    5,533      534    3,191      721    1,386    3,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      4.3      8.6     58.4     69.8     85.0     82.7     15.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      33       11       22       40       40       82       67
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,926
COMMITMENTS
   2,965      250      283    8,654   10,442   11,902   10,975    3,024    3,951

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,062)
  -1,293     -513      229    1,118     -179       54     -463    1,008    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      1.7      1.9     58.0     70.0     79.7     73.5     20.3     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        1        1        7       10       13       12
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,333
COMMITMENTS
  21,738    9,151    6,910   59,903   71,354   88,551   87,415   13,782   14,918

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      7,031)
  -7,488   -3,990    4,933    8,830    1,425    6,275    2,368      756    4,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      8.9      6.8     58.5     69.7     86.5     85.4     13.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      32       14       18       38       38       76       64
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,312
COMMITMENTS
   4,498    2,577      491    2,713    4,741    7,702    7,809    2,610    2,503

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,891)
     -59       42      454      976      892    1,371    1,388    2,520    2,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     25.0      4.8     26.3     46.0     74.7     75.7     25.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        4        2        3        4       16        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,721
COMMITMENTS
     877    1,050        7    9,788    9,303   10,672   10,360       49      361

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -3,958)
      78     -287     -836   -3,193   -2,934   -3,951   -4,057       -7       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.8      0.1     91.3     86.8     99.5     96.6      0.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        1        7       13       10       20
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       29,233
COMMITMENTS
   2,399    1,495        0   26,606   27,602   29,005   29,097      228      136

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -17,919)
   1,383      -64     -874  -18,520  -16,915  -18,011  -17,853       92      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.1      0.0     91.0     94.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        0        7       14       10       20
 

Updated March 18, 2011