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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED 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:       50,301
COMMITMENTS
   1,688    6,236   10,842   32,702   21,688   45,232   38,766    5,069   11,536

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      3,796)
     308      308    1,280    1,911    1,055    3,499    2,643      297    1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     12.4     21.6     65.0     43.1     89.9     77.1     10.1     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      11       24       22       41       33       65       67
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      228,677
COMMITMENTS
  63,918   13,131   50,823   90,583  132,839  205,323  196,793   23,354   31,884

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      5,200)
   2,392      758    1,778    1,590    3,738    5,760    6,274     -560   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      5.7     22.2     39.6     58.1     89.8     86.1     10.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      99       53      100       48       59      201      173
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      442,433
COMMITMENTS
 134,053   12,426  134,142  142,556  212,125  410,752  358,694   31,681   83,740

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     11,891)
    -630     -271   18,219   -3,485   -2,618   14,104   15,330   -2,212   -3,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      2.8     30.3     32.2     47.9     92.8     81.1      7.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      440)
     162       57      122      103      184      331      321
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        9,798
COMMITMENTS
   3,805      470    1,442    2,788    6,394    8,036    8,306    1,763    1,492

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:        299)
     121      -25      261       15       91      398      327      -98      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      4.8     14.7     28.5     65.3     82.0     84.8     18.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      33       13       15       17       26       60       47
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       47,066
COMMITMENTS
  21,054    3,416    9,690    9,630   13,639   40,374   26,746    6,691   20,320

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      3,235)
   2,287      843    1,047     -586      182    2,748    2,073      487    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.7      7.3     20.6     20.5     29.0     85.8     56.8     14.2     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      57       33       35       37       58      116      108
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      164,275
COMMITMENTS
  90,946   16,509    6,114   17,717  123,437  114,777  146,059   49,498   18,216

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -27,462)
   8,687    5,193   -5,028  -36,259  -25,494  -32,599  -25,329    5,138   -2,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.4     10.0      3.7     10.8     75.1     69.9     88.9     30.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      43       13       18       19       28       72       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:       33,245
COMMITMENTS
   9,083   10,503    1,368    9,859   11,812   20,310   23,683   12,935    9,562

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:       -943)
     284   -3,896      212   -1,312    4,661     -816      977     -127   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     31.6      4.1     29.7     35.5     61.1     71.2     38.9     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       14        5        7       10       18       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      132,844
COMMITMENTS
 114,686    4,824      385   10,122  125,898  125,193  131,107    7,651    1,737

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      5,551)
   5,024   -1,584      -35      751    5,471    5,740    3,852     -189    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
OPTION AND FUTURES COMBINED 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:      148,185
COMMITMENTS
  11,479   83,297   10,990  108,670   19,981  131,139  114,268   17,046   33,917

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     11,972)
    -864    6,895    2,632   10,522    2,556   12,289   12,083     -317     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     56.2      7.4     73.3     13.5     88.5     77.1     11.5     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       47       20       19       22       46       77
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      107,260
COMMITMENTS
  41,104   29,505    7,214   38,920   40,596   87,238   77,315   20,022   29,945

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:      1,066)
    -214    4,850      206    2,278   -4,752    2,269      304   -1,204      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     27.5      6.7     36.3     37.8     81.3     72.1     18.7     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       38       24       19       23       63       71
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      239,208
COMMITMENTS
  40,641  114,084   33,875  119,021   38,298  193,537  186,257   45,671   52,951

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     39,899)
  -2,958   25,768    6,762   32,388    1,584   36,193   34,114    3,706    5,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     47.7     14.2     49.8     16.0     80.9     77.9     19.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      53       68       52       30       31      112      122
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   11,944,279
COMMITMENTS
 1465896  423,465  3949041  5744949  6600403 11159885 10972909  784,394  971,370

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    144,822)
  40,534    4,235   17,397  141,714  106,736  199,645  128,369  -54,823   16,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.5     33.1     48.1     55.3     93.4     91.9      6.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      83       67      123      141      142      286      277
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      382,742
COMMITMENTS
  23,232   29,206   25,960  250,995  253,050  300,188  308,216   82,554   74,527

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:   -217,184)
  -2,441  -65,263  -22,505 -124,183 -115,457 -149,130 -203,225  -68,054  -13,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.6      6.8     65.6     66.1     78.4     80.5     21.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      22       31       32       74       63      117      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    2,486,780
COMMITMENTS
 346,724  375,610   81,594  1718958  1772696  2147276  2229900  339,505  256,880

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,297,260)
-343,668 -148,138  -55,923 -809,471 -759,004 -1209062 -963,065  -88,198 -334,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     15.1      3.3     69.1     71.3     86.3     89.7     13.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
      98      115       74      159      179      301      324
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED 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:       99,677
COMMITMENTS
  13,823    9,414      312   75,153   87,971   89,288   97,697   10,389    1,979

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -15,161)
   1,151     -469      312  -16,665  -10,843  -15,202  -11,000       40   -4,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      9.4      0.3     75.4     88.3     89.6     98.0     10.4      2.0

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
OPTION AND FUTURES COMBINED 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:       12,894
COMMITMENTS
   2,774    1,445        0    5,413    7,443    8,187    8,888    4,707    4,006

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:    -10,765)
   1,251   -1,382   -1,592  -11,071   -8,466  -11,412  -11,440      647      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     11.2      0.0     42.0     57.7     63.5     68.9     36.5     31.1

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
OPTION AND FUTURES COMBINED 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:      295,543
COMMITMENTS
 137,549   79,858    4,097  116,541  186,124  258,187  270,079   37,357   25,464

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:   -131,989)
  -8,832  -17,746  -17,726 -110,452 -102,500 -137,010 -137,973    5,021    5,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5     27.0      1.4     39.4     63.0     87.4     91.4     12.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      76       50       17       67       71      154      127
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:      147,271
COMMITMENTS
  84,812    9,778    2,842   26,384  118,009  114,037  130,628   33,234   16,643

CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST:     16,574)
  10,484     -569      264    3,012   11,419   13,760   11,113    2,814    5,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.6      6.6      1.9     17.9     80.1     77.4     88.7     22.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      42        9       12       11       17       58       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       43,253
COMMITMENTS
  14,258   13,865        0   20,130   15,455   34,388   29,320    8,865   13,933

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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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