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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       37,740
COMMITMENTS
   6,746    5,027    1,477   25,435   26,885   33,658   33,389    4,082    4,351

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        917)
    -810      -70      191    2,789      764    2,170      885   -1,253       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     13.3      3.9     67.4     71.2     89.2     88.5     10.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      18       15       20       35       37       64       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      220,518
COMMITMENTS
  64,861   24,581   40,167   92,237  120,251  197,265  184,999   23,253   35,519

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -7,912)
  -5,791   -3,009     -561      871   -5,094   -5,481   -8,664   -2,431      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     11.1     18.2     41.8     54.5     89.5     83.9     10.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      90       47       93       54       68      193      180
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      371,349
COMMITMENTS
 125,890   59,100   63,598  150,299  175,979  339,787  298,677   31,562   72,672

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      9,227)
  -4,005    1,784    6,414    6,060   -2,198    8,469    6,000      758    3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     15.9     17.1     40.5     47.4     91.5     80.4      8.5     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     132       77      115       85      191      289      335
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,065
COMMITMENTS
   4,191    1,474      614    2,747    5,367    7,552    7,455    1,513    1,610

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -469)
     -85      112     -270     -133     -290     -488     -448       19      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     16.3      6.8     30.3     59.2     83.3     82.2     16.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       12       12       20       31       52       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,701
COMMITMENTS
  19,909    4,447    5,241   13,271   13,183   38,421   22,871    7,280   22,830

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -2,747)
    -686   -1,472      244   -1,507     -398   -1,949   -1,626     -798   -1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      9.7     11.5     29.0     28.8     84.1     50.0     15.9     50.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      58       32       40       31       72      113      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       70,451
COMMITMENTS
  13,665        0        0   55,371   69,240   69,036   69,240    1,415    1,211

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,931)
     213        0        0    4,102    4,024    4,315    4,024      616      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      0.0      0.0     78.6     98.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        0       13       13       20       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      189,157
COMMITMENTS
  60,789    3,798    1,565   74,231  165,059  136,585  170,422   52,572   18,735

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     14,442)
 -20,464       89      812   36,780   12,418   17,128   13,319   -2,686    1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      2.0      0.8     39.2     87.3     72.2     90.1     27.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      35        7        4       22       31       60       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,506
COMMITMENTS
  32,295    4,655       19    3,361   45,748   35,675   50,422   25,831   11,084

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,430)
   1,454   -2,525      -54   -1,800     -760     -400   -3,339   -1,030    1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5      7.6      0.0      5.5     74.4     58.0     82.0     42.0     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      21        6        2        6       13       27       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      161,361
COMMITMENTS
 130,652    9,077      141   22,795  149,716  153,588  158,934    7,773    2,427

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,586)
  11,840    3,430   -1,499   -6,079      678    4,262    2,609     -676      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.0      5.6      0.1     14.1     92.8     95.2     98.5      4.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      78       10        1       14       22       92       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       98,181
COMMITMENTS
  28,580   28,805       42   41,676   50,188   70,298   79,035   27,883   19,146

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -47,171)
 -26,387    7,744   -2,626   -6,281  -46,002  -35,294  -40,884  -11,877   -6,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     29.3      0.0     42.4     51.1     71.6     80.5     28.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       22        2       22       23       52       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      114,701
COMMITMENTS
  52,603   22,373      470   29,577   56,979   82,650   79,822   32,051   34,879

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -16,546)
   9,398   -4,176      107  -30,965  -11,781  -21,460  -15,850    4,914     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     19.5      0.4     25.8     49.7     72.1     69.6     27.9     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      28       34        1       16       26       44       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      190,848
COMMITMENTS
  86,506   40,190    1,945   44,477  108,111  132,928  150,246   57,920   40,602

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -72,854)
 -11,665    4,313   -8,657  -48,713  -59,472  -69,035  -63,816   -3,819   -9,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.3     21.1      1.0     23.3     56.6     69.7     78.7     30.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      54       28       11       35       40       92       76
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       15,851
COMMITMENTS
   7,277   10,086      210    5,986    3,295   13,473   13,591    2,378    2,260

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -11,848)
  -6,190      965     -639   -4,797  -12,154  -11,626  -11,828     -222      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     63.6      1.3     37.8     20.8     85.0     85.7     15.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       15        1       12        8       24       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,702,082
COMMITMENTS
 937,620  625,375  865,101  6016179  6255644  7818900  7746120  883,182  955,962

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:   -822,140)
 -47,552 -201,220 -127,940 -690,391 -440,841 -865,883 -770,001   43,743  -52,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      7.2      9.9     69.1     71.9     89.9     89.0     10.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      50       50       75      124      133      223      218
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,173,662
COMMITMENTS
  81,187  103,701  112,848  815,196  810,236  1009231  1026785  164,431  146,877

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    194,135)
   2,562    6,008   53,793  116,264   94,491  172,619  154,293   21,515   39,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      8.8      9.6     69.5     69.0     86.0     87.5     14.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
     103      122       90      249      248      405      412
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      454,544
COMMITMENTS
  15,006   82,619   16,700  312,573  299,621  344,279  398,940  110,265   55,604

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     82,576)
     346   31,563    7,222   62,931   32,670   70,499   71,455   12,077   11,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     18.2      3.7     68.8     65.9     75.7     87.8     24.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      15       21       19       74       67      101       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,595,592
COMMITMENTS
 696,413  470,915  115,234  2513115  2553076  3324762  3139225  270,830  456,367

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    557,793)
 161,835   22,983   82,100  266,666  309,107  510,601  414,190   47,192  143,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     13.1      3.2     69.9     71.0     92.5     87.3      7.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
      98      120       75      219      232      362      384
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      128,945
COMMITMENTS
  12,119    7,841      534  104,533  116,565  117,186  124,940   11,759    4,005

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     24,975)
   1,057     -662     -521   24,237   26,344   24,773   25,161      202     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      6.1      0.4     81.1     90.4     90.9     96.9      9.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10        6        1       55       45       65       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      112,617
COMMITMENTS
  13,530   11,474    8,881   80,712   85,525  103,123  105,881    9,493    6,736

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     18,947)
  -8,258    1,049    5,443   23,046   11,915   20,230   18,407   -1,283      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.2      7.9     71.7     75.9     91.6     94.0      8.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      64       42       24       91       95      165      152
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       26,962
COMMITMENTS
     835    9,100      137   22,239   15,024   23,211   24,261    3,751    2,701

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      6,046)
      50    4,369      137    5,674    1,602    5,861    6,108      185      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     33.8      0.5     82.5     55.7     86.1     90.0     13.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        5        1       16       15       20       20
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      428,273
COMMITMENTS
  98,072   46,469    9,123  292,366  352,507  399,561  408,099   28,712   20,174

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     64,507)
 -19,714    5,229    4,703   86,858   51,564   71,847   61,496   -7,340    3,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.9      2.1     68.3     82.3     93.3     95.3      6.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      64       40       20       87       92      158      145
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      100,326
COMMITMENTS
  56,352    8,401       32   12,897   74,230   69,281   82,663   31,045   17,663

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -52,539)
 -24,404    1,340   -5,148  -17,483  -51,430  -47,035  -55,238   -5,504    2,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      8.4      0.0     12.9     74.0     69.1     82.4     30.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26       12        2        9       20       35       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,888
COMMITMENTS
  11,348    7,516       15   22,808   19,591   34,171   27,122   13,717   20,766

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -16,467)
   3,718   -4,893   -2,404  -11,971      -58  -10,657   -7,355   -5,810   -9,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     15.7      0.0     47.6     40.9     71.4     56.6     28.6     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       12        1       20       18       38       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       76,375
COMMITMENTS
  15,544   14,437      447   53,411   33,667   69,402   48,551    6,973   27,824

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,345)
  -1,968    9,805     -950    9,302  -13,700    6,384   -4,845   -4,039    7,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     18.9      0.6     69.9     44.1     90.9     63.6      9.1     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       14        1       29       21       50       35
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,230
COMMITMENTS
   3,506      757      265   24,759   28,168   28,530   29,190    5,700    5,040

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
  -1,192     -784        0    2,026      859      834       75        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      2.2      0.8     72.3     82.3     83.3     85.3     16.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        1       24       23       30       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,402
COMMITMENTS
  10,728    1,717       84   24,032   36,254   34,844   38,055    6,558    3,347

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
   1,364     -566        0    2,737    5,531    4,101    4,965        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      4.1      0.2     58.0     87.6     84.2     91.9     15.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15        4        1       24       22       40       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,407
COMMITMENTS
   4,268    2,879       12    7,012   10,680   11,292   13,571    3,115      836

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -309)
    -102     -238      -42     -364     -198     -508     -478      199      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     20.0      0.1     48.7     74.1     78.4     94.2     21.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        3        1        7        3       19        6
```

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Updated March 18, 2011