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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,036
COMMITMENTS
     253      943        5    1,945    1,563    2,203    2,511      833      525

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     31.1      0.2     64.1     51.5     72.6     82.7     27.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        2       11       11       14       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       39,122
COMMITMENTS
   7,703    5,532    1,201   26,083   27,813   34,987   34,546    4,135    4,576

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,382)
     957      505     -276      648      928    1,329    1,157       53      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     14.1      3.1     66.7     71.1     89.4     88.3     10.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       15       16       35       37       63       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      216,359
COMMITMENTS
  59,962   26,008   38,708   93,349  118,230  192,019  182,946   24,340   33,413

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -4,159)
  -4,899    1,427   -1,459    1,112   -2,021   -5,246   -2,053    1,087   -2,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     12.0     17.9     43.1     54.6     88.8     84.6     11.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      96       45       97       55       67      201      179
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      360,991
COMMITMENTS
 113,516   56,544   64,382  154,435  172,285  332,333  293,211   28,658   67,780

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -10,358)
 -12,374   -2,556      784    4,136   -3,694   -7,454   -5,466   -2,904   -4,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     15.7     17.8     42.8     47.7     92.1     81.2      7.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     118       79      112       84      182      268      323
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,429
COMMITMENTS
   4,405    1,486      669    2,601    5,518    7,675    7,673    1,754    1,756

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        364)
     214       12       55     -146      151      123      218      241      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     15.8      7.1     27.6     58.5     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      31       12        9       16       29       50       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,194
COMMITMENTS
  17,708    4,203    4,554   11,986   11,761   34,248   20,518    6,946   20,676

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -4,507)
  -2,201     -244     -687   -1,285   -1,422   -4,173   -2,353     -334   -2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     10.2     11.1     29.1     28.6     83.1     49.8     16.9     50.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      46       26       35       37       66      104      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,925
COMMITMENTS
  13,563        0        0   73,675   87,544   87,238   87,544      687      381

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     17,474)
    -102        0        0   18,304   18,304   18,202   18,304     -728     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      0.0      0.0     83.8     99.6     99.2     99.6      0.8      0.4

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 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,442
COMMITMENTS
  49,722    3,745        0   21,588   99,515   71,310  103,260   47,132   15,182

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -70,715)
 -11,067      -53   -1,565  -52,643  -65,544  -65,275  -67,162   -5,440   -3,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0      3.2      0.0     18.2     84.0     60.2     87.2     39.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      34        7        0       21       21       55       28
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,786
COMMITMENTS
  24,883    3,582        0    4,050   43,244   28,933   46,826   27,853    9,960

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -4,720)
  -7,412   -1,073      -19      689   -2,504   -6,742   -3,596    2,022   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      6.3      0.0      7.1     76.2     51.0     82.5     49.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      18        7        0        6       11       24       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,075
COMMITMENTS
  89,646    2,098      227   28,979  122,361  118,852  124,686    8,223    2,389

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -34,286)
 -41,006   -6,979       86    6,184  -27,355  -34,736  -34,248      450      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5      1.7      0.2     22.8     96.3     93.5     98.1      6.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      69        9        1       13       19       82       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      117,974
COMMITMENTS
  53,348   23,624        0   30,235   76,858   83,583  100,482   34,391   17,492

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     19,793)
  24,768   -5,181      -42  -11,441   26,670   13,285   21,447    6,508   -1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     20.0      0.0     25.6     65.1     70.8     85.2     29.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      33       22        0       16       28       49       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      112,051
COMMITMENTS
  52,484   17,959      247   30,066   65,912   82,797   84,118   29,254   27,933

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,650)
    -119   -4,414     -223      489    8,933      147    4,296   -2,797   -6,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     16.0      0.2     26.8     58.8     73.9     75.1     26.1     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      34       27        3       19       26       55       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      194,709
COMMITMENTS
  81,574   33,221    2,035   53,020  113,015  136,629  148,271   58,080   46,438

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      3,861)
  -4,932   -6,969       90    8,543    4,904    3,701   -1,975      160    5,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     17.1      1.0     27.2     58.0     70.2     76.2     29.8     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      49       41        9       38       39       90       86
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       13,974
COMMITMENTS
   6,005    7,487      212    5,713    3,736   11,930   11,435    2,044    2,539

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,877)
  -1,272   -2,599        2     -273      441   -1,543   -2,156     -334      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     53.6      1.5     40.9     26.7     85.4     81.8     14.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       11        2       11        8       22       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,866,971
COMMITMENTS
 960,320  664,267  855,582  6180391  6411054  7996293  7930903  870,678  936,068

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    164,889)
  22,700   38,892   -9,519  164,212  155,410  177,393  184,783  -12,504  -19,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      7.5      9.6     69.7     72.3     90.2     89.4      9.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      51       52       76      128      133      227      220
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      808,947
COMMITMENTS
  66,378   93,228   24,007  584,545  575,325  674,930  692,560  134,017  116,388

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -364,715)
 -14,809  -10,473  -88,841 -230,651 -234,911 -334,302 -334,225  -30,414  -30,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.5      3.0     72.3     71.1     83.4     85.6     16.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
      90      119       56      212      221      336      366
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      294,717
COMMITMENTS
  16,105   32,545      918  182,284  210,518  199,307  243,981   95,410   50,736

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -159,827)
   1,099  -50,074  -15,782 -130,289  -89,103 -144,972 -154,959  -14,855   -4,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     11.0      0.3     61.9     71.4     67.6     82.8     32.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      16       16        9       55       54       78       72
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,571,151
COMMITMENTS
 336,705  388,753   30,105  2011304  1824035  2378114  2242893  193,037  328,258

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,024,441)
-359,708  -82,162  -85,129 -501,811 -729,041 -946,648 -896,332  -77,793 -128,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     15.1      1.2     78.2     70.9     92.5     87.2      7.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
      86      117       39      185      198      292      334
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,474
COMMITMENTS
  12,153    6,066        9   83,157   95,321   95,319  101,396    9,155    3,078

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -24,471)
      34   -1,775     -525  -21,376  -21,244  -21,867  -23,544   -2,604     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.8      0.0     79.6     91.2     91.2     97.1      8.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       9        6        1       48       42       57       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,965
COMMITMENTS
  12,647   10,676    1,149   36,678   39,346   50,475   51,171    4,490    3,793

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -57,652)
    -883     -799   -7,732  -44,034  -46,179  -52,649  -54,709   -5,003   -2,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     19.4      2.1     66.7     71.6     91.8     93.1      8.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      39       36        9       63       80      104      123
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      274,824
COMMITMENTS
  63,237   53,378    5,747  183,389  196,732  252,373  255,857   22,451   18,967

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -153,449)
 -34,835    6,909   -3,376 -108,977 -155,775 -147,188 -152,242   -6,261   -1,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     19.4      2.1     66.7     71.6     91.8     93.1      8.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      39       36        9       63       80      104      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      101,180
COMMITMENTS
  59,626    7,892        5   13,863   79,549   73,494   87,446   27,686   13,734

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        854)
   3,274     -509      -27      966    5,319    4,213    4,783   -3,359   -3,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9      7.8      0.0     13.7     78.6     72.6     86.4     27.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27       14        1       10       19       37       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,688
COMMITMENTS
  16,962    7,449       12   30,053   29,622   47,027   37,083    8,661   18,605

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      7,800)
   5,614      -67       -3    7,245   10,031   12,856    9,961   -5,056   -2,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     13.4      0.0     54.0     53.2     84.4     66.6     15.6     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       13        1       20       24       36       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,293
COMMITMENTS
  15,511   20,843      505   36,573   40,487   52,589   61,835   17,704    8,458

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,082)
     -33    6,406       58  -16,838    6,820  -16,813   13,284   10,731  -19,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     29.7      0.7     52.0     57.6     74.8     88.0     25.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       14        2       26       20       53       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,657
COMMITMENTS
   2,358    1,673      310   25,009   28,000   27,677   29,983    3,980    1,674

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,573)
  -1,148      916       45      250     -168     -853      793   -1,720   -3,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.3      1.0     79.0     88.4     87.4     94.7     12.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        6        1       23       23       26       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,794
COMMITMENTS
   8,787    2,448      118   20,506   29,372   29,411   31,938    5,383    2,856

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,608)
  -1,941      731       34   -3,526   -6,882   -5,433   -6,117   -1,175     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      7.0      0.3     58.9     84.4     84.5     91.8     15.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13        7        2       23       19       37       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,421
COMMITMENTS
   3,984    2,789       12    6,637   10,215   10,633   13,016    2,788      405

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -986)
    -284      -90        0     -375     -465     -659     -555     -327     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     20.8      0.1     49.5     76.1     79.2     97.0     20.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        3        1        5        2       17        5
```

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Updated March 25, 2011