```
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   189,157
Positions
     7,363     75,262     53,423     11,383      7,086        328     54,361     31,596      2,726      7,001          1          0     52,572     18,735
 
Changes from:       March 8, 2011                                    Total Change is:    14,442
     2,401    -10,677     31,461        683         40        185    -16,831     -7,779        754     -1,481       -621        -44     -2,686      1,123
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       39.8       28.2        6.0        3.7        0.2       28.7       16.7        1.4        3.7        0.0        0.0       27.8        9.9
 
Number of Traders in Each Category                                    Total Traders:        79
         4         16         11          5          4          .         29         11          6          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,506
Positions
     2,997     37,537        279        931      1,071         69     31,379     11,446         20          0          0          0     25,831     11,084
 
Changes from:       March 8, 2011                                    Total Change is:    -1,430
     2,898      7,746     -2,701       -609          7         -8        667     -7,736       -647          0          0          0     -1,030      1,909
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       61.0        0.5        1.5        1.7        0.1       51.0       18.6        0.0        0.0        0.0        0.0       42.0       18.0
 
Number of Traders in Each Category                                    Total Traders:        42
         .         11          .          .          .          .         21          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    98,181
Positions
    11,571     26,714        512      7,237     20,835      1,220     49,214     24,152         54        490      5,548          0     27,883     19,146
 
Changes from:       March 8, 2011                                    Total Change is:   -47,171
     4,133    -15,081    -13,475       -725      1,267        -17    -20,303     -9,173     -4,333       -502          0        -72    -11,877     -6,287
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       27.2        0.5        7.4       21.2        1.2       50.1       24.6        0.1        0.5        5.7        0.0       28.4       19.5
 
Number of Traders in Each Category                                    Total Traders:        87
        10          7          .          4         12          5         29         20          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   114,701
Positions
     7,763     43,047        127     26,499      6,992        444     46,447     22,075        470        900      6,667          0     32,051     34,879
 
Changes from:       March 8, 2011                                    Total Change is:   -16,546
    -4,759    -15,005     -1,886       -661     -1,231        112    -14,368        168        256          0      1,890       -154      4,914       -696
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       37.5        0.1       23.1        6.1        0.4       40.5       19.2        0.4        0.8        5.8        0.0       27.9       30.4
 
Number of Traders in Each Category                                    Total Traders:        99
         6         17          .          9          8          .         25         22          .          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   190,848
Positions
    11,589     74,976        218     29,500     18,352      2,618     62,919     37,231      1,192     24,205     14,972        687     57,920     40,602
 
Changes from:       March 8, 2011                                    Total Change is:   -72,854
   -28,644    -30,415    -19,798       -116        763       -941     -9,352     -6,081     -9,301     -1,185      1,655        302     -3,819     -9,038
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       39.3        0.1       15.5        9.6        1.4       33.0       19.5        0.6       12.7        7.8        0.4       30.3       21.3
 
Number of Traders in Each Category                                    Total Traders:       144
        13         15          4         19         12         10         40         27          8         11          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   100,326
Positions
     6,055     69,322        399      9,792      3,460        134     51,184      8,792         32      1,685        524          0     31,045     17,663
 
Changes from:       March 8, 2011                                    Total Change is:   -52,539
    -2,185    -33,845    -13,673        143         31          0    -26,045     -1,913     -5,240        -30       -593         -5     -5,504      2,699
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       69.1        0.4        9.8        3.4        0.1       51.0        8.8        0.0        1.7        0.5        0.0       30.9       17.6
 
Number of Traders in Each Category                                    Total Traders:        64
         4         12          .          5          4          .         22         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    70,451
Positions
    18,615     40,060     18,163          0          0          0     29,345      9,359      1,658      1,255          0          0      1,415      1,211
 
Changes from:       March 8, 2011                                    Total Change is:     4,931
     2,276      2,368      2,202          0          0          0        213       -170       -376          0          0          0        616        907
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       56.9       25.8        0.0        0.0        0.0       41.7       13.3        2.4        1.8        0.0        0.0        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10         10          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   161,361
Positions
       698    129,481        104     15,571        243         58    130,573     26,340        231      6,353      2,477          0      7,773      2,427
 
Changes from:       March 8, 2011                                    Total Change is:     3,586
    -1,222      7,546     -2,895     -1,224          0         58     14,029      3,029     -5,227        743         98          0       -676        977
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       80.2        0.1        9.6        0.2        0.0       80.9       16.3        0.1        3.9        1.5        0.0        4.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       121
         5         15          .          9          .          .         65         11          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    15,851
Positions
     4,216      1,747        130        147      1,209          0      7,995     10,295        210        775          0          0      2,378      2,260
 
Changes from:       March 8, 2011                                    Total Change is:   -11,848
    -5,058     -5,835     -1,388       -114        210          0     -4,496     -4,176       -639         69          0          0       -222        -20
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       11.0        0.8        0.9        7.6        0.0       50.4       64.9        1.3        4.9        0.0        0.0       15.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          5          .          .          .          0         13         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,793
Positions
    22,032     26,974      9,639      3,219      2,173         17     11,382      6,609      6,806        691         18        309      9,699     11,248
 
Changes from:       March 8, 2011                                    Total Change is:     4,477
      -282     -5,368      7,772       -970        -99       -139     -3,985     -1,242        550        -71     -1,171        306      1,296      3,868
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       42.3       15.1        5.0        3.4        0.0       17.8       10.4       10.7        1.1        0.0        0.5       15.2       17.6
 
Number of Traders in Each Category                                    Total Traders:       103
        20         18         12          5          5          .         29         17         26          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,894
Positions
     6,124      9,539        903        372          0          0      4,220        250        283          0          0          0      2,992      3,919
 
Changes from:       March 8, 2011                                    Total Change is:     1,053
       383       -614        735         -2          0          0     -1,291       -553        229          0       -260          0        999      1,516
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       64.0        6.1        2.5        0.0        0.0       28.3        1.7        1.9        0.0        0.0        0.0       20.1       26.3
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          .          .          0          0          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    97,797
Positions
    35,131     38,186     14,156      5,694      4,346         34     23,231     21,625      4,138      1,382         36        618     13,413     14,658
 
Changes from:       March 8, 2011                                    Total Change is:     6,847
       734     -7,443     12,010     -1,936       -198       -278     -8,509     -4,499      3,762       -142     -1,822        612        594      4,703
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       39.0       14.5        5.8        4.4        0.0       23.8       22.1        4.2        1.4        0.0        0.6       13.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       100
        19         17         11          4          5          .         29         20         21          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,173,662
Positions
    60,912    231,268    197,806    421,791    131,071     73,669     89,313    214,699    124,289     21,667     34,199     19,784    164,431    146,877
 
Changes from:       March 8, 2011                                    Total Change is:   194,135
        30    -30,643     87,547      8,116      7,729     10,417      2,877     16,677     59,460     -1,444     -2,510      5,616     21,515     39,842
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       19.7       16.9       35.9       11.2        6.3        7.6       18.3       10.6        1.8        2.9        1.7       14.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       569
        36         52         51        113         60         71         95        144        107         30         34         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   454,544
Positions
    65,254    132,575     70,869    151,048     38,658     10,866     18,783    115,606     11,228      7,173     10,080      9,058    110,265     55,604
 
Changes from:       March 8, 2011                                    Total Change is:    82,576
     7,552    -21,605     46,546      5,317      1,502      3,747        441     34,778      6,675       -540       -949        761     12,077     11,121
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       29.2       15.6       33.2        8.5        2.4        4.1       25.4        2.5        1.6        2.2        2.0       24.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       134
        12         19         18         32         13         15         15         32         27          .          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,595,592
Positions
   267,159    782,331    345,820  1,396,444    504,793    271,288    770,878    913,694    147,076     89,943    138,069     36,154    270,830    456,367
 
Changes from:       March 8, 2011                                    Total Change is:   557,793
     2,943     -4,638    164,452     23,184     40,326     24,160    177,964     75,280     98,142     -6,974    -10,262     26,730     47,192    143,603
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       21.8        9.6       38.8       14.0        7.5       21.4       25.4        4.1        2.5        3.8        1.0        7.5       12.7
 
Number of Traders in Each Category                                    Total Traders:       534
        37         48         41         93         58         64         95        140         90         28         33         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   128,945
Positions
    19,897     34,549     27,355     51,753     37,581      5,489     10,855     19,376        590      1,247          0          0     11,759      4,005
 
Changes from:       March 8, 2011                                    Total Change is:    24,975
        53       -839     26,337     -1,301      2,507         74        320     -2,453       -465       -245          0          0        202       -186
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       26.8       21.2       40.1       29.1        4.3        8.4       15.0        0.5        1.0        0.0        0.0        9.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        94
         7         10          8         32         14         13         14         15          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   112,617
Positions
    14,416     29,714     25,910     17,855      9,103      3,419     16,427     11,264     22,837      2,174      3,550         85      9,493      6,736
 
Changes from:       March 8, 2011                                    Total Change is:    18,947
     3,467     -9,020     12,835     -3,204      1,669      1,253     -8,507     -2,234     14,101        258       -224         28     -1,283        540
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       26.4       23.0       15.9        8.1        3.0       14.6       10.0       20.3        1.9        3.2        0.1        8.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       238
        27         31         24         30         24         18         62         38         33         14         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    26,962
Positions
    12,660      7,141      2,272      1,994          0        800      5,016     11,402        469          0      2,177          0      3,751      2,701
 
Changes from:       March 8, 2011                                    Total Change is:     6,046
     2,239     -2,016        710       -368          0        800      2,211      6,345        269          0          0          0        185        -62
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       26.5        8.4        7.4        0.0        3.0       18.6       42.3        1.7        0.0        8.1        0.0       13.9       10.0
 
Number of Traders in Each Category                                    Total Traders:        29
         8          8          6          .          0          .          .          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   428,273
Positions
    66,997    171,081     59,973     79,307     45,513     13,094    137,648     79,903     31,247     10,871      6,864        424     28,712     20,174
 
Changes from:       March 8, 2011                                    Total Change is:    64,507
    25,808    -15,353     40,955    -14,181      8,346      2,266    -10,901       -207     26,470      1,292     -1,119        138     -7,340      3,011
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       39.9       14.0       18.5       10.6        3.1       32.1       18.7        7.3        2.5        1.6        0.1        6.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       234
        24         32         19         29         24         18         63         37         28         14         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   374,138
Positions
   126,682     34,333     20,038    112,463    131,994     18,934     61,981    123,950     12,500      2,071     14,186         10     19,459     18,193
 
Changes from:       March 8, 2011                                    Total Change is:    25,927
    17,111     -4,314      1,477     -2,833      8,132        104     -1,676      5,607      9,252       -393      1,853         10      2,875      3,806
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        9.2        5.4       30.1       35.3        5.1       16.6       33.1        3.3        0.6        3.8        0.0        5.2        4.9
 
Number of Traders in Each Category                                    Total Traders:       259
        19         21         10         49         50         23         45         58         28          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    47,888
Positions
     9,208     12,045      2,898      7,529      2,889      1,014     12,428      4,233        539        540      3,489         15     13,717     20,766
 
Changes from:       March 8, 2011                                    Total Change is:   -16,467
    -5,648      3,375     -4,752     -5,695      2,673        523      8,989     -8,960     -1,797     -1,594      2,266       -683     -5,810     -9,112
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       25.2        6.1       15.7        6.0        2.1       26.0        8.8        1.1        1.1        7.3        0.0       28.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        62
         9         11          .         10          4          .         13         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    76,375
Positions
    30,591     14,878      4,662     16,458     11,098      1,102     11,696     14,271        134      4,759      2,406          0      6,973     27,824
 
Changes from:       March 8, 2011                                    Total Change is:     2,345
     7,672    -10,915     -6,039      6,660      1,261        447     -4,463     10,398     -1,538      3,802      1,698       -157     -4,039      7,190
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       19.5        6.1       21.5       14.5        1.4       15.3       18.7        0.2        6.2        3.2        0.0        9.1       36.4
 
Number of Traders in Each Category                                    Total Traders:        76
        20          9          4          9          5          .         14         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    34,230
Positions
       250      5,922      2,185     19,544     11,187      3,633      2,219      6,245         18        681          0          0      5,700      5,040
 
Changes from:       March 8, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       17.3        6.4       57.1       32.7       10.6        6.5       18.2        0.1        2.0        0.0        0.0       16.7       14.7
 
Number of Traders in Each Category                                    Total Traders:        45
         .          .          .         18         13          8          .          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    41,402
Positions
     6,615     15,046      6,104     11,672      5,318        883      7,539      9,372        647      1,384        685          0      6,558      3,347
 
Changes from:       March 8, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       36.3       14.7       28.2       12.8        2.1       18.2       22.6        1.6        3.3        1.7        0.0       15.8        8.1
 
Number of Traders in Each Category                                    Total Traders:        55
         7          8          5         11          9          5         12          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   596,535
Positions
    16,068     82,833      4,802    306,376    150,343     55,478     56,301    106,250      5,528     18,734     45,617          0    133,248    145,684
 
Changes from:       March 8, 2011                                    Total Change is:   -25,802
    -4,973      4,390     -5,553      2,278     -5,252      3,507    -16,884    -14,585        332     -2,092      5,146          0     -2,417    -13,787
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       13.9        0.8       51.4       25.2        9.3        9.4       17.8        0.9        3.1        7.6        0.0       22.3       24.4
 
Number of Traders in Each Category                                    Total Traders:       154
        11         18          5         44         20         28         20         28          9          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   320,346
Positions
     5,265    109,348      4,733    214,301      4,805     23,161          0    130,888      5,173          0          0          0     67,713     42,238
 
Changes from:       March 8, 2011                                    Total Change is:   -10,389
      -657       -415     -1,310     -8,850     -1,826      3,904     -4,048      1,656     -7,691          0          0          0      8,263     -4,707
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       34.1        1.5       66.9        1.5        7.2        0.0       40.9        1.6        0.0        0.0        0.0       21.1       13.2
 
Number of Traders in Each Category                                    Total Traders:        63
         .          9          .         33          .         16          0         18          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   882,677
Positions
    56,191     93,275     11,683    318,312    377,393     83,093    214,219     83,897     27,222     63,812     71,828      2,786    105,359    131,500
 
Changes from:       March 8, 2011                                    Total Change is:    13,724
    -3,160     27,742     -4,554     -2,031    -12,698      1,950     10,017     10,323     -2,688      2,377      1,823        -37     11,850     -8,137
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       10.6        1.3       36.1       42.8        9.4       24.3        9.5        3.1        7.2        8.1        0.3       11.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       233
        17         32         10         34         51         36         36         33         20          6         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,598,698
Positions
   119,754    140,110     33,604    578,871    478,347    227,028    254,956    264,832     28,942     54,550     70,042      9,905    291,088    345,888
 
Changes from:       March 8, 2011                                    Total Change is:    51,320
   -36,102      1,533      6,848     22,677    -69,301     19,430        755     66,106     -7,227     -5,202     26,616        915     49,226      6,400
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        8.8        2.1       36.2       29.9       14.2       15.9       16.6        1.8        3.4        4.4        0.6       18.2       21.6
 
Number of Traders in Each Category                                    Total Traders:       256
        29         30         21         33         52         46         35         55         28          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,166,238
Positions
    52,482    124,392     15,428    305,158    468,935    134,003    373,624     71,213     28,924     58,323     63,971        335    197,961    259,037
 
Changes from:       March 8, 2011                                    Total Change is:   -46,414
   -50,179     18,809    -18,587     86,861    -55,588     -4,243    -86,473      9,480      2,244        884       -349        335     22,744      1,485
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       10.7        1.3       26.2       40.2       11.5       32.0        6.1        2.5        5.0        5.5        0.0       17.0       22.2
 
Number of Traders in Each Category                                    Total Traders:       184
        14         22         12         28         41         37         34         26         17          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   623,786
Positions
   161,237    198,726    236,222      8,713      2,442      9,184     84,500     45,377     75,453     11,521      5,245      8,612     28,344     42,525
 
Changes from:       March 8, 2011                                    Total Change is:    39,010
    20,574     12,270     20,396       -250          0      1,719     -1,044     10,006      4,410       -613       -713     -3,974     -2,208     -5,104
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       31.9       37.9        1.4        0.4        1.5       13.5        7.3       12.1        1.8        0.8        1.4        4.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       128
        26         33         44          4          .          5         23         22         33          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,702,082
Positions
 1,118,790  3,389,173  1,531,524  2,682,026    513,668    179,266  1,081,336    628,975  1,066,970     60,730    338,286     98,258    883,182    955,962
 
Changes from:       March 8, 2011                                    Total Change is:  -822,140
  -281,084     61,173   -284,936    -81,495    -98,176       -268     -9,072   -211,027   -169,649    -19,929    -47,668    -19,450     43,743    -52,139
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       38.9       17.6       30.8        5.9        2.1       12.4        7.2       12.3        0.7        3.9        1.1       10.1       11.0
 
Number of Traders in Each Category                                    Total Traders:       250
        26         62         84         11         10         14         50         58         80          6         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,721
Positions
     3,506      5,376          0      1,457        839         25        877      3,545          7      4,800        568          0         49        361
 
Changes from:       March 8, 2011                                    Total Change is:    -3,958
    -2,039     -1,877     -1,002       -154         -1          2         78       -343       -836          0          0          0         -7         99
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       50.1        0.0       13.6        7.8        0.2        8.2       33.1        0.1       44.8        5.3        0.0        0.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          5          .          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    29,233
Positions
    24,270     15,394          0      2,010      2,156        116      2,569      5,975          0         40      5,456          0        228        136
 
Changes from:       March 8, 2011                                    Total Change is:   -17,919
    -4,344     -3,551    -14,232         11        357         -7      1,395        404       -874         40         50          0         92        -66
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       52.7        0.0        6.9        7.4        0.4        8.8       20.4        0.0        0.1       18.7        0.0        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          5          .          4          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    51,147
Positions
    25,508      1,723         60         90        628        731     16,519     41,205        665      1,870      1,922        133      5,571      4,080
 
Changes from:       March 8, 2011                                    Total Change is:    -1,557
    12,342       -873     -1,166       -145        122        -39    -12,325      1,093       -232       -415        212       -260        683       -414
 
Percent of Open Interest Represented by Each Category of Trader
      49.9        3.4        0.1        0.2        1.2        1.4       32.3       80.6        1.3        3.7        3.8        0.3       10.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       108
         9          5          .          .          4          .         23         42          .         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   194,201
Positions
    69,537     55,479     47,243      6,299      4,834      3,128     10,450     28,475     25,077      1,541      2,825      8,945     21,981     18,195
 
Changes from:       March 8, 2011                                    Total Change is:    13,170
    -1,452       -201      9,344        575      2,476        -62     -1,265       -905      2,651        661     -3,309      1,113      1,605      2,063
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       28.6       24.3        3.2        2.5        1.6        5.4       14.7       12.9        0.8        1.5        4.6       11.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       106
        11         10         18          9          6          6         18         27         30          7          5         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,312
Positions
       985      3,857      1,487      2,542          0          0      1,821      2,351         37        830         77          0      2,610      2,503
 
Changes from:       March 8, 2011                                    Total Change is:     3,891
         0       -128      1,487       -116          0          0         61        -48          0        -61         77          0      2,520      2,503
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       37.4       14.4       24.7        0.0        0.0       17.7       22.8        0.4        8.0        0.7        0.0       25.3       24.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          .          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,407
Positions
       656     13,153          3      8,336          0          0      2,211        225         74          0        104         12      3,115        836
 
Changes from:       March 8, 2011                                    Total Change is:      -309
       242        -98          3       -722          0          0        -63       -415         32          0          0          0        199        169
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       91.3        0.0       57.9        0.0        0.0       15.3        1.6        0.5        0.0        0.7        0.1       21.6        5.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          8          0          0          7          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 18, 2011