```
Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,128
Positions
     6,805     84,745      1,917     10,355      7,015        273     43,852      9,072      1,366      8,643        120         41     45,876     14,579
 
Changes from:       March 22, 2011                                   Total Change is:       686
       215      1,099        921        -14        -70         -4      2,215       -889        227     -1,618          5          0     -1,256       -603
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       71.1        1.6        8.7        5.9        0.2       36.8        7.6        1.1        7.3        0.1        0.0       38.5       12.2
 
Number of Traders in Each Category                                    Total Traders:        73
         6         10          .          5          4          .         27         10          4         10          .          .
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,730
Positions
     4,767     33,871        758      1,028      1,114         69     24,184     11,619          2          0          0          0     25,922      9,297
 
Changes from:       March 22, 2011                                   Total Change is:       -56
       696     -1,416        199         18        458          0        961      1,365          1          0          0          0     -1,931       -663
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       59.7        1.3        1.8        2.0        0.1       42.6       20.5        0.0        0.0        0.0        0.0       45.7       16.4
 
Number of Traders in Each Category                                    Total Traders:        42
         .          8          .          .          .          .         18         10          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   104,506
Positions
     9,894     26,309      5,989      7,333     22,059      1,264     48,611     22,631        212      2,341      5,570          0     28,862     20,472
 
Changes from:       March 22, 2011                                   Total Change is:   -13,468
     6,828    -26,563      5,607        490        568         11    -22,030      3,760        200        955        -31          0     -5,529      2,980
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       25.2        5.7        7.0       21.1        1.2       46.5       21.7        0.2        2.2        5.3        0.0       27.6       19.6
 
Number of Traders in Each Category                                    Total Traders:        90
        11          8          5          4         12          5         29         20          5          .          4          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   100,377
Positions
     7,688     32,419      1,518     23,960      7,695      1,330     34,783     24,060        329      1,610      2,639          0     29,159     30,387
 
Changes from:       March 22, 2011                                   Total Change is:   -11,674
      -548    -21,046        808        -77        196        -37    -11,593      5,977         82       -214       -108          0        -95      2,454
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       32.3        1.5       23.9        7.7        1.3       34.7       24.0        0.3        1.6        2.6        0.0       29.0       30.3
 
Number of Traders in Each Category                                    Total Traders:        97
         6         18          .          9          8          .         25         24          .          .          5          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   218,177
Positions
    25,810     96,296      1,087     27,822     19,395      2,900     74,873     37,044      1,438     22,702     14,157        745     60,800     45,115
 
Changes from:       March 22, 2011                                   Total Change is:    23,468
     7,008     15,538      1,003       -102        751        -13     12,540      7,199        147        164        165          1      2,720     -1,323
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       44.1        0.5       12.8        8.9        1.3       34.3       17.0        0.7       10.4        6.5        0.3       27.9       20.7
 
Number of Traders in Each Category                                    Total Traders:       165
        15         22          .         17         14         10         40         31          8         15         11          4
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   138,638
Positions
     6,542    109,453        299      9,927      3,465        134     85,749      9,743         24      2,124        560          0     33,839     14,960
 
Changes from:       March 22, 2011                                   Total Change is:    37,458
      -455     34,098        -79       -193         -2          0     30,961      2,166         19      1,052         30          0      6,153      1,226
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       78.9        0.2        7.2        2.5        0.1       61.9        7.0        0.0        1.5        0.4        0.0       24.4       10.8
 
Number of Traders in Each Category                                    Total Traders:        75
         .         15          .          4          4          .         31         12          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    88,144
Positions
    15,786     35,756     41,125          0          0          0     28,852     10,469        480      1,255          0          0        646        314
 
Changes from:       March 22, 2011                                   Total Change is:       219
       261         79        127          0          0          0       -391       -183        263          0          0          0        -41        -67
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       40.6       46.7        0.0        0.0        0.0       32.7       11.9        0.5        1.4        0.0        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         6          9         10          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   129,361
Positions
     3,789    105,999          0     16,938        243          0     95,245     18,848        317      4,886      2,352          0      8,186      1,602
 
Changes from:       March 22, 2011                                   Total Change is:     2,286
    -1,939      2,200          0        655          0          0      3,076        873          0        531          0          0        -37       -787
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       81.9        0.0       13.1        0.2        0.0       73.6       14.6        0.2        3.8        1.8        0.0        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       107
         5         12          0         10          .          0         57          9          .         10          .          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    13,401
Positions
     4,227      3,512         40        274      1,215          0      5,750      6,359        216        663          0          0      2,231      2,059
 
Changes from:       March 22, 2011                                   Total Change is:      -573
    -1,363      1,162        -14        147         19          0        621     -1,264          4       -155          0          0        187       -480
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       26.2        0.3        2.0        9.1        0.0       42.9       47.5        1.6        4.9        0.0        0.0       16.6       15.4
 
Number of Traders in Each Category                                    Total Traders:        38
         6          6          .          .          .          0         13          9          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,786
Positions
    19,163     37,164      1,027      2,870      1,035        533     25,746     11,596        268         58      1,437          0      9,125      5,729
 
Changes from:       March 22, 2011                                   Total Change is:    13,797
       403     11,669        -16        113       -838        114      9,243      2,479         49        -80      1,022          0      3,971       -681
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       63.2        1.7        4.9        1.8        0.9       43.8       19.7        0.5        0.1        2.4        0.0       15.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        16         18          .          5          .          .         26         13          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   117,572
Positions
    38,325     74,327      2,053      5,739      2,070      1,065     51,491     23,191        535        115      2,873          0     18,249     11,458
 
Changes from:       March 22, 2011                                   Total Change is:    27,594
       806     23,337        -32        225     -1,676        228     18,486      4,958         98       -159      2,043          0      7,942     -1,362
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       63.2        1.7        4.9        1.8        0.9       43.8       19.7        0.5        0.1        2.4        0.0       15.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        16         18          .          5          .          .         26         13          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   826,332
Positions
    64,222    256,677     29,000    413,664    122,102     54,657     70,757    190,574     23,195     18,353     31,395      1,710    150,775    117,022
 
Changes from:       March 22, 2011                                   Total Change is:    17,385
     1,429      9,845      1,217     -6,169     -6,741        903     10,533     13,887     -4,159     -1,804      3,120     -1,322     16,757        635
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       31.1        3.5       50.1       14.8        6.6        8.6       23.1        2.8        2.2        3.8        0.2       18.2       14.2
 
Number of Traders in Each Category                                    Total Traders:       552
        36         54         20        121         60         63         77        146         62         22         34          9
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   295,190
Positions
     8,622    154,132      4,077    145,943     35,643      5,592     16,797     31,034      1,200      6,277     15,196         75    106,607     48,241
 
Changes from:       March 22, 2011                                   Total Change is:       473
      -363      3,865        260     -6,855        866       -687       -767     -1,500       -252     -2,060        416          0     11,197     -2,495
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       52.2        1.4       49.4       12.1        1.9        5.7       10.5        0.4        2.1        5.1        0.0       36.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       120
         5         23          4         33         12         11         12         28          8          4          .          .
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Traders in Financial Futures- Futures Only Positions as of March 29, 2011                  
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              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   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,655,711
Positions
   308,996    543,719     93,618  1,360,516    454,209    223,413    340,359    868,258     39,415     65,523     86,141      3,032    220,839    343,906
 
Changes from:       March 22, 2011                                   Total Change is:    84,560
    -1,987     18,954     15,735      3,230    -38,231      8,150     34,032     54,466      2,932     -4,717      7,523       -617     27,802     15,648
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       20.5        3.5       51.2       17.1        8.4       12.8       32.7        1.5        2.5        3.2        0.1        8.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       514
        35         50         15        100         57         56         82        136         41         20         33          7
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Traders in Financial Futures- Futures Only Positions as of March 29, 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   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,257
Positions
    23,052     51,609          0     56,108     33,187      5,693     14,928     17,126          0      1,542          0          0      8,934      2,642
 
Changes from:       March 22, 2011                                   Total Change is:     5,783
       764      7,043          0      2,126     -3,224         -9      2,837      2,418         -9        295          0          0       -221       -436
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       46.8        0.0       50.9       30.1        5.2       13.5       15.5        0.0        1.4        0.0        0.0        8.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       103
         8         10          0         35         14         13         17         17          0          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    74,143
Positions
    14,757     35,123      3,132     14,900      9,001      2,975     23,098     11,806      4,481      1,867      2,813          0      8,934      4,812
 
Changes from:       March 22, 2011                                   Total Change is:    19,179
    -1,398      9,483      2,668      1,159       -160      1,239      8,445        649      3,241       -596      1,063        -22      4,444      1,019
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       47.4        4.2       20.1       12.1        4.0       31.2       15.9        6.0        2.5        3.8        0.0       12.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       219
        18         36          8         27         23         14         45         51         16         10          8          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    11,195
Positions
     1,896      8,354          0      1,859          0          0      3,603          0          0          0      1,124          0      3,837      1,717
 
Changes from:       March 22, 2011                                   Total Change is:   -15,767
   -10,764      1,213     -2,272       -135          0       -800     -1,413    -11,402       -469          0     -1,053          0         86       -984
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       74.6        0.0       16.6        0.0        0.0       32.2        0.0        0.0        0.0       10.0        0.0       34.3       15.3
 
Number of Traders in Each Category                                    Total Traders:        20
         5          7          0          .          0          0          4          0          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   314,742
Positions
    77,505    147,048      2,458     69,205     49,004     10,876    115,491     77,043      4,390      9,333      8,446          0     25,484     15,477
 
Changes from:       March 22, 2011                                   Total Change is:    39,918
    -3,267     18,846        139        502      3,198      2,193     42,223     21,262     -1,812     -2,982       -307       -111      3,033     -3,490
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       46.7        0.8       22.0       15.6        3.5       36.7       24.5        1.4        3.0        2.7        0.0        8.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       217
        19         34          .         26         23         13         45         51         12         10          8          0
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Traders in Financial Futures- Futures Only Positions as of March 29, 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   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   367,989
Positions
   120,854     34,411     15,889    111,306    136,570     19,821     75,563    125,444      3,595      1,845     16,155          0     19,116     16,104
 
Changes from:       March 22, 2011                                   Total Change is:    11,371
   -14,381      4,045        377      2,292       -888        933     19,852      7,324       -109        -37        607          0      2,444       -918
 
Percent of Open Interest Represented by Each Category of Trader
      32.8        9.4        4.3       30.2       37.1        5.4       20.5       34.1        1.0        0.5        4.4        0.0        5.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       248
        16         19          .         50         48         24         39         62         14          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    56,725
Positions
     8,342      6,304      6,253     10,121     13,865      1,497     22,165      4,445        539        216      5,734          0      7,592     18,088
 
Changes from:       March 22, 2011                                   Total Change is:     1,037
    -1,567      1,333        532     -1,466      2,864        732      3,875     -4,709          0          0        802          0     -1,069       -517
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       11.1       11.0       17.8       24.4        2.6       39.1        7.8        1.0        0.4       10.1        0.0       13.4       31.9
 
Number of Traders in Each Category                                    Total Traders:        69
         8         11          .         14          5          .         15          9          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    66,878
Positions
    22,064     21,497      7,839      8,316      8,999      1,039      9,313     18,946      1,539        890      1,333          0     15,878      5,686
 
Changes from:       March 22, 2011                                   Total Change is:    -3,415
     3,728       -708        994       -753     -1,537        -86     -4,930       -592        323       -865        963          0     -1,826     -2,772
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       32.1       11.7       12.4       13.5        1.6       13.9       28.3        2.3        1.3        2.0        0.0       23.7        8.5
 
Number of Traders in Each Category                                    Total Traders:        79
        20         13          4          9          4          .         14         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    31,841
Positions
       325      6,715      1,200     19,690     11,185      4,270      1,638      6,581         11        419          0          0      4,288      1,879
 
Changes from:       March 22, 2011                                   Total Change is:       184
         0       -367        224       -492       -815       -114        258      1,051          0          0          0          0        308        205
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       21.1        3.8       61.8       35.1       13.4        5.1       20.7        0.0        1.3        0.0        0.0       13.5        5.9
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         20         12          8          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    35,536
Positions
     5,740     14,215      1,016     13,202      5,548        728      6,983     10,219        788      1,258        685         34      5,787      2,303
 
Changes from:       March 22, 2011                                   Total Change is:       742
    -1,510      1,139        131         97         -2         43      1,594        -21          5        -22          0          0        404       -553
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       40.0        2.9       37.2       15.6        2.0       19.7       28.8        2.2        3.5        1.9        0.1       16.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        57
         6          8          .         12          9          5         11          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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   590,910
Positions
    15,458     78,160      3,355    280,173    154,976     58,224     77,199     78,673      4,942     17,183     53,420          0    134,376    159,160
 
Changes from:       March 22, 2011                                   Total Change is:    -6,885
      -756    -11,144        -34    -13,908      3,463        238      6,499    -10,251        -68       -310       -923          0      1,454     11,834
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       13.2        0.6       47.4       26.2        9.9       13.1       13.3        0.8        2.9        9.0        0.0       22.7       26.9
 
Number of Traders in Each Category                                    Total Traders:       141
         8         16          .         41         22         29         24         18          9          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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   319,155
Positions
       200    124,537        500    231,963      6,527     18,829      2,540    125,260          0      1,700          0          0     63,423     43,502
 
Changes from:       March 22, 2011                                   Total Change is:     6,267
       200      7,283       -459      5,134        544     -1,597      2,540     -1,606          0      1,700          0          0     -1,251      2,102
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       39.0        0.2       72.7        2.0        5.9        0.8       39.2        0.0        0.5        0.0        0.0       19.9       13.6
 
Number of Traders in Each Category                                    Total Traders:        63
         .          9          .         32          .         16          .         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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   893,796
Positions
    81,371     83,837     13,077    274,423    405,724     86,365    204,892     81,867     17,860    108,723     56,321      4,773    102,312    143,972
 
Changes from:       March 22, 2011                                   Total Change is:    -8,633
    38,527    -29,769      2,759    -15,287     18,373      6,282    -16,587     -1,224    -11,299     -7,856     -3,939        183     -5,355     10,001
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        9.4        1.5       30.7       45.4        9.7       22.9        9.2        2.0       12.2        6.3        0.5       11.4       16.1
 
Number of Traders in Each Category                                    Total Traders:       234
        14         31          8         33         53         34         42         34         20          6         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 1,568,542
Positions
   140,650    140,193     30,923    535,409    529,590    204,184    320,553    203,051     26,436     37,525     61,685      9,640    263,222    362,840
 
Changes from:       March 22, 2011                                   Total Change is:   -25,853
     1,967     -4,798      7,849     -7,713      5,736     -2,422     -6,510    -53,903      1,239    -14,487     -8,899     -4,291     -1,485     33,636
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.9        2.0       34.1       33.8       13.0       20.4       12.9        1.7        2.4        3.9        0.6       16.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       266
        28         29         14         32         57         44         46         50         29          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 1,256,109
Positions
    84,243    125,951     23,919    299,639    497,321    128,152    425,844    113,222     33,674     58,209     63,325      2,650    199,779    267,895
 
Changes from:       March 22, 2011                                   Total Change is:    33,872
    17,341     16,112      2,857         19      2,893      8,916      4,209       -777      1,448      1,493     -3,308      2,300     -4,711      3,431
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       10.0        1.9       23.9       39.6       10.2       33.9        9.0        2.7        4.6        5.0        0.2       15.9       21.3
 
Number of Traders in Each Category                                    Total Traders:       188
        17         20         12         25         42         38         34         30         16          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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   672,792
Positions
   175,017    237,931    247,302     13,108      2,440     10,145    102,563     50,044     68,445     16,864      6,168      7,322     32,026     42,995
 
Changes from:       March 22, 2011                                   Total Change is:    13,590
    17,069     18,486     -5,017      3,582         -2        973        275      1,670     -6,010      1,068      1,968      1,528        122         -6
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       35.4       36.8        1.9        0.4        1.5       15.2        7.4       10.2        2.5        0.9        1.1        4.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       130
        28         31         43          5          .          5         25         22         30          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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 8,793,701
Positions
 1,220,081  3,245,665  1,689,064  2,718,281    502,796    206,531    946,006    744,349  1,019,023     36,690    299,473    139,985    818,040    946,815
 
Changes from:       March 22, 2011                                   Total Change is:   -73,270
    95,194   -244,453     11,706     38,516     80,039     28,783   -204,501     75,993      1,482    -19,222    -64,977     27,410    -52,638     10,747
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       36.9       19.2       30.9        5.7        2.3       10.8        8.5       11.6        0.4        3.4        1.6        9.3       10.8
 
Number of Traders in Each Category                                    Total Traders:       260
        34         58         84         13         15         19         51         61         79          6         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    11,922
Positions
     5,267      6,452          0      1,454        827         35        273      3,685         11      4,800        652          0         82        260
 
Changes from:       March 22, 2011                                   Total Change is:       -41
       101        528          0        -18        -11         10       -125       -552          1          0         -6          0        -10        -11
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       54.1        0.0       12.2        6.9        0.3        2.3       30.9        0.1       40.3        5.5        0.0        0.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    28,480
Positions
    24,950     14,927          0      2,010      1,666         59      1,261      6,223          0         40      5,466          0        160        139
 
Changes from:       March 22, 2011                                   Total Change is:      -418
     1,840       -227          0          0       -667          0     -1,836        356          0          0         10          0       -422        110
 
Percent of Open Interest Represented by Each Category of Trader
      87.6       52.4        0.0        7.1        5.8        0.2        4.4       21.9        0.0        0.1       19.2        0.0        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          5          .          5          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    52,915
Positions
    24,667      2,458          0         73        692        743     18,463     41,178        717      2,161      1,294        250      5,841      5,583
 
Changes from:       March 22, 2011                                   Total Change is:        93
      -560       -514        -60          0       -120         38        -84      1,173        -83        648       -276          0        194        -65
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        4.6        0.0        0.1        1.3        1.4       34.9       77.8        1.4        4.1        2.4        0.5       11.0       10.6
 
Number of Traders in Each Category                                    Total Traders:       118
         6          7          0          .          4          .         25         45          5         22          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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   184,059
Positions
    64,812     66,923     38,403      8,398      1,546      2,400     13,797     23,808     25,421      1,876      2,016      8,151     20,801     15,391
 
Changes from:       March 22, 2011                                   Total Change is:    13,840
     8,056      9,796     -5,208        311        944        -23      6,093      8,359        998        572         84       -294      3,335       -816
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       36.4       20.9        4.6        0.8        1.3        7.5       12.9       13.8        1.0        1.1        4.4       11.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       105
        16          7         19         10          4          4         23         21         26          5          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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     9,679
Positions
     2,139      5,328          0      2,532          0          0      3,246      1,213         37        150      1,577          0      1,575      1,524
 
Changes from:       March 22, 2011                                   Total Change is:       857
      -159        857          0         38          0          0       -533          0          0          0     -1,500          0      1,511      1,500
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       55.0        0.0       26.2        0.0        0.0       33.5       12.5        0.4        1.5       16.3        0.0       16.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 29, 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    13,372
Positions
       414     12,767          0      7,935          0          1      2,215        132          3          0        104         12      2,792        353
 
Changes from:       March 22, 2011                                   Total Change is:       -49
        -4          0          0       -354          0          0        302          0          3          0          0          0          4        -52
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.5        0.0       59.3        0.0        0.0       16.6        1.0        0.0        0.0        0.8        0.1       20.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          .          7          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 1, 2011