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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,651
COMMITMENTS
   1,059   10,248      957   26,137   14,985   28,153   26,190    3,498    5,461

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,798)
     183    1,060       58    1,454      312    1,695    1,430      103      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     32.4      3.0     82.6     47.3     88.9     82.7     11.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       6       26       12       31       28       46       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      202,959
COMMITMENTS
  62,452   25,319   29,237   89,056  120,587  180,745  175,143   22,214   27,816

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      4,407)
   2,770    1,065      411    1,755    4,155    4,936    5,631     -529   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     12.5     14.4     43.9     59.4     89.1     86.3     10.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      90       58       85       41       56      181      167
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      358,017
COMMITMENTS
 130,983   36,070   68,320  129,839  180,790  329,142  285,180   28,875   72,837

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      9,567)
   6,009    4,796    6,246     -354    1,797   11,901   12,839   -2,334   -3,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     10.1     19.1     36.3     50.5     91.9     79.7      8.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     153       60      105       81      177      296      306
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,541
COMMITMENTS
   3,818      640    1,221    2,776    6,262    7,815    8,123    1,726    1,418

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        265)
     139       18      212       14       72      365      302     -100      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      6.7     12.8     29.1     65.6     81.9     85.1     18.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      31       14       12       16       26       57       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,713
COMMITMENTS
  20,945    6,263    5,143    9,278   12,149   35,366   23,555    6,347   18,158

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      2,670)
   2,206    1,394      112      -56      136    2,262    1,642      408    1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     15.0     12.3     22.2     29.1     84.8     56.5     15.2     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      53       35       31       29       50      103       99
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       25,831
COMMITMENTS
   8,997      200        0   10,134   25,456   19,131   25,656    6,700      175

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,698)
   1,155        0        0      532    1,760    1,687    1,760       11      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      0.8      0.0     39.2     98.5     74.1     99.3     25.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        1        0        9       13       18       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      152,885
COMMITMENTS
  90,278   17,251      115   14,953  120,060  105,346  137,426   47,539   15,459

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -27,299)
   9,296    5,909   -5,809  -35,924  -25,735  -32,437  -25,635    5,138   -1,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.0     11.3      0.1      9.8     78.5     68.9     89.9     31.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      47        8        3       17       25       65       35
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       30,910
COMMITMENTS
   9,239   10,327      131    9,433   11,335   18,803   21,793   12,107    9,117

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -1,247)
     262   -3,883        0   -1,352    4,634   -1,090      751     -157   -1,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     33.4      0.4     30.5     36.7     60.8     70.5     39.2     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       13        1        6        9       16       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      132,840
COMMITMENTS
 114,686    4,824      385   10,122  125,898  125,193  131,107    7,647    1,733

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      5,547)
   5,024   -1,584      -35      751    5,471    5,740    3,852     -193    1,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.3      3.6      0.3      7.6     94.8     94.2     98.7      5.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      62       10        1       13       20       75       31
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      130,646
COMMITMENTS
  11,349   82,973      120  105,029   15,981  116,498   99,074   14,148   31,572

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      9,095)
    -382    7,255      -38   10,264    1,770    9,844    8,987     -749      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     63.5      0.1     80.4     12.2     89.2     75.8     10.8     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10       45        1       15       20       26       65
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       96,913
COMMITMENTS
  41,030   30,869       58   37,353   38,587   78,441   69,514   18,472   27,399

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        914)
    -248    4,788        5    2,266   -4,716    2,023       77   -1,109      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     31.9      0.1     38.5     39.8     80.9     71.7     19.1     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       36        2       14       21       38       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      195,287
COMMITMENTS
  39,953  114,870    1,314  113,860   31,884  155,127  148,068   40,160   47,219

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     31,465)
  -1,847   26,729     -117   31,736     -836   29,772   25,776    1,693    5,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     58.8      0.7     58.3     16.3     79.4     75.8     20.6     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      40       63       10       23       28       68       96
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,599
COMMITMENTS
  13,621    8,132        0    1,294    8,155   14,915   16,287    2,684    1,312

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,961)
   2,287     -393        0     -533    2,185    1,754    1,792      207      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.4     46.2      0.0      7.4     46.3     84.7     92.5     15.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       12        0        3        9       17       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,351,430
COMMITMENTS
 1224542  484,252  1032502  4363918  4930621  6620962  6447375  730,468  904,055

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    142,839)
  51,091   31,700   10,409  130,922   84,943  192,422  127,052  -49,583   15,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      6.6     14.0     59.4     67.1     90.1     87.7      9.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      70       58       94      125      130      246      243
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      309,880
COMMITMENTS
  23,525   29,729      317  208,848  212,900  232,690  242,946   77,190   66,934

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:   -171,375)
  -1,342  -67,385   -7,081  -98,999  -86,508 -107,422 -160,974  -63,953  -10,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      9.6      0.1     67.4     68.7     75.1     78.4     24.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      17       19        4       57       57       76       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,348,917
COMMITMENTS
 351,567  375,215   25,940  1644247  1710373  2021754  2111528  327,163  237,389

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,229,912)
-349,979 -157,065  -25,589 -768,207 -719,729 -1143775 -902,383  -86,137 -327,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     16.0      1.1     70.0     72.8     86.1     89.9     13.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     103      100       31      136      172      253      289
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       99,613
COMMITMENTS
  13,823    9,414      312   75,115   87,971   89,250   97,697   10,363    1,916

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -15,174)
   1,151     -469      312  -16,666  -10,843  -15,203  -11,000       29   -4,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      9.5      0.3     75.4     88.3     89.6     98.1     10.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15        4        1       46       38       61       43
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       12,884
COMMITMENTS
   2,774    1,445        0    5,413    7,443    8,187    8,888    4,697    3,996

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -10,758)
   1,247   -1,382   -1,588  -11,071   -8,466  -11,412  -11,436      654      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     11.2      0.0     42.0     57.8     63.5     69.0     36.5     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        9       10       11       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      287,475
COMMITMENTS
 137,664   80,335    1,612  111,216  180,658  250,492  262,605   36,983   24,870

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:   -128,637)
  -8,876  -17,999  -16,442 -108,403 -100,526 -133,721 -134,967    5,084    6,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     27.9      0.6     38.7     62.8     87.1     91.3     12.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      78       47        9       63       70      146      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,413
COMMITMENTS
  84,248    9,909      667   25,514  116,708  110,429  127,284   31,984   15,129

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     16,112)
  10,501     -344       40    2,708   10,988   13,249   10,684    2,863    5,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2      7.0      0.5     17.9     82.0     77.5     89.4     22.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      40        8        4        9       17       49       29
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       43,251
COMMITMENTS
  14,258   13,865        0   20,128   15,455   34,386   29,320    8,865   13,931

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,026)
      79      -44        0      397    1,579      476    1,535      550     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     32.1      0.0     46.5     35.7     79.5     67.8     20.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       12        0       15       12       31       24
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,809
COMMITMENTS
  18,573    4,600      539   11,860   16,358   30,972   21,497    5,837   15,312

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      4,459)
   2,392    1,682      245    1,418      686    4,055    2,613      404    1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     12.5      1.5     32.2     44.4     84.1     58.4     15.9     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      16       10        2       17       18       34       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       27,501
COMMITMENTS
   5,728      270       80   18,847   25,547   24,655   25,897    2,846    1,604

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -1,864)
   1,285     -257       -3   -2,190   -1,118     -908   -1,378     -956     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      1.0      0.3     68.5     92.9     89.7     94.2     10.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        1        1       15       17       24       19
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       19,973
COMMITMENTS
   4,366      793       82    8,715   17,340   13,163   18,215    6,810    1,758

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     -5,196)
     989     -115       82   -4,725   -2,601   -3,654   -2,634   -1,542   -2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      4.0      0.4     43.6     86.8     65.9     91.2     34.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        2        1       10        9       18       12
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       18,761
COMMITMENTS
   4,417    1,706        0   12,593   16,117   17,010   17,823    1,751      938

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        205)
     -77      138        0      113      398       36      536      169     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      9.1      0.0     67.1     85.9     90.7     95.0      9.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        0        6        3       16        7
```

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Updated March 26, 2010