```
Traders in Financial Futures- Futures Only Positions as of March 22, 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   118,442
Positions
     6,590     83,646        996     10,369      7,085        277     41,637      9,961      1,139     10,261        115         41     47,132     15,182
 
Changes from:       March 15, 2011                                   Total Change is:   -70,715
      -773      8,384    -52,427     -1,014         -1        -51    -12,724    -21,635     -1,587      3,260        114         41     -5,440     -3,553
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       70.6        0.8        8.8        6.0        0.2       35.2        8.4        1.0        8.7        0.1        0.0       39.8       12.8
 
Number of Traders in Each Category                                    Total Traders:        74
         6          9          .          5          4          .         27         10          .         12          .          .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    56,786
Positions
     4,071     35,287        559      1,010        656         69     23,223     10,254          1          0          0          0     27,853      9,960
 
Changes from:       March 15, 2011                                   Total Change is:    -4,720
     1,074     -2,250        280         79       -415          0     -8,156     -1,192        -19          0          0          0      2,022     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       62.1        1.0        1.8        1.2        0.1       40.9       18.1        0.0        0.0        0.0        0.0       49.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        38
         .         10          .          .          .          .         17          6          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   117,974
Positions
     3,066     52,872        382      6,843     21,491      1,253     70,641     18,871         12      1,386      5,601          0     34,391     17,492
 
Changes from:       March 15, 2011                                   Total Change is:    19,793
    -8,505     26,158       -130       -394        656         33     21,427     -5,281        -42        896         53          0      6,508     -1,654
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       44.8        0.3        5.8       18.2        1.1       59.9       16.0        0.0        1.2        4.7        0.0       29.2       14.8
 
Number of Traders in Each Category                                    Total Traders:        91
         6         11          .          .         12          5         31         20          .          .          5          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   112,051
Positions
     8,236     53,465        710     24,037      7,499      1,367     46,376     18,083        247      1,824      2,747          0     29,254     27,933
 
Changes from:       March 15, 2011                                   Total Change is:    -2,650
       473     10,418        583     -2,462        507        923        -71     -3,992       -223        924     -3,920          0     -2,797     -6,946
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       47.7        0.6       21.5        6.7        1.2       41.4       16.1        0.2        1.6        2.5        0.0       26.1       24.9
 
Number of Traders in Each Category                                    Total Traders:       101
         7         17          .          9          7          .         31         20          .          .          7          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   194,709
Positions
    18,802     80,758         84     27,924     18,644      2,913     62,333     29,845      1,291     22,538     13,992        744     58,080     46,438
 
Changes from:       March 15, 2011                                   Total Change is:     3,861
     7,213      5,782       -134     -1,576        292        295       -586     -7,386         99     -1,667       -980         57        160      5,836
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       41.5        0.0       14.3        9.6        1.5       32.0       15.3        0.7       11.6        7.2        0.4       29.8       23.8
 
Number of Traders in Each Category                                    Total Traders:       154
        15         18          .         16         13         10         37         32          6         13         10          .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   101,180
Positions
     6,997     75,355        378     10,120      3,467        134     54,788      7,577          5      1,072        530          0     27,686     13,734
 
Changes from:       March 15, 2011                                   Total Change is:       854
       942      6,033        -21        328          7          0      3,604     -1,215        -27       -613          6          0     -3,359     -3,929
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       74.5        0.4       10.0        3.4        0.1       54.1        7.5        0.0        1.1        0.5        0.0       27.4       13.6
 
Number of Traders in Each Category                                    Total Traders:        67
         5         12          .          4          4          .         24         14          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    87,925
Positions
    15,525     35,677     40,998          0          0          0     29,243     10,652        217      1,255          0          0        687        381
 
Changes from:       March 15, 2011                                   Total Change is:    17,474
    -3,090     -4,383     22,835          0          0          0       -102      1,293     -1,441          0          0          0       -728       -830
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       40.6       46.6        0.0        0.0        0.0       33.3       12.1        0.2        1.4        0.0        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9         10          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   127,075
Positions
     5,728    103,799          0     16,283        243          0     92,169     17,975        317      4,355      2,352          0      8,223      2,389
 
Changes from:       March 15, 2011                                   Total Change is:   -34,286
     5,030    -25,682       -104        712          0        -58    -38,404     -8,365         86     -1,998       -125          0        450        -38
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       81.7        0.0       12.8        0.2        0.0       72.5       14.1        0.2        3.4        1.9        0.0        6.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       109
         4         12          0          9          .          0         58         12          .         10          .          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    13,974
Positions
     5,590      2,350         54        127      1,196          0      5,129      7,623        212        818          0          0      2,044      2,539
 
Changes from:       March 15, 2011                                   Total Change is:    -1,877
     1,374        603        -76        -20        -13          0     -2,866     -2,672          2         43          0          0       -334        279
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       16.8        0.4        0.9        8.6        0.0       36.7       54.6        1.5        5.9        0.0        0.0       14.6       18.2
 
Number of Traders in Each Category                                    Total Traders:        40
         8          5          .          .          .          0         10         12          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    44,989
Positions
    18,760     25,495      1,043      2,757      1,873        419     16,503      9,117        219        137        415          0      5,154      6,410
 
Changes from:       March 15, 2011                                   Total Change is:   -18,804
    -3,272     -1,479     -8,597       -462       -300        402      5,121      2,508     -6,587       -554        397       -309     -4,545     -4,838
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       56.7        2.3        6.1        4.2        0.9       36.7       20.3        0.5        0.3        0.9        0.0       11.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        82
        15         16          .          .          6          .         24         16          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    89,978
Positions
    37,519     50,990      2,085      5,514      3,746        837     33,005     18,233        437        274        830          0     10,307     12,820
 
Changes from:       March 15, 2011                                   Total Change is:    -7,819
     2,388     12,804    -12,071       -180       -600        803      9,774     -3,392     -3,701     -1,108        794       -618     -3,106     -1,838
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       56.7        2.3        6.1        4.2        0.9       36.7       20.3        0.5        0.3        0.9        0.0       11.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        82
        15         16          .          .          6          .         24         16          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   808,947
Positions
    62,793    246,831     27,782    419,833    128,843     53,754     60,224    176,687     27,354     20,157     28,276      3,033    134,017    116,388
 
Changes from:       March 15, 2011                                   Total Change is:  -364,715
     1,881     15,564   -170,024     -1,958     -2,228    -19,915    -29,089    -38,012    -96,935     -1,510     -5,923    -16,751    -30,414    -30,490
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       30.5        3.4       51.9       15.9        6.6        7.4       21.8        3.4        2.5        3.5        0.4       16.6       14.4
 
Number of Traders in Each Category                                    Total Traders:       543
        34         52         20        118         63         66         77        139         62         26         30         11
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   294,717
Positions
     8,985    150,267      3,817    152,798     34,777      6,279     17,564     32,534      1,452      8,337     14,780         75     95,410     50,736
 
Changes from:       March 15, 2011                                   Total Change is:  -159,827
   -56,269     17,692    -67,052      1,750     -3,881     -4,587     -1,219    -83,072     -9,776      1,164      4,700     -8,983    -14,855     -4,868
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       51.0        1.3       51.8       11.8        2.1        6.0       11.0        0.5        2.8        5.0        0.0       32.4       17.2
 
Number of Traders in Each Category                                    Total Traders:       123
         5         22          4         35         13         12         14         27         10          5          .          .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 2,571,151
Positions
   310,983    524,765     77,883  1,357,286    492,440    215,263    306,327    813,792     36,483     70,240     78,618      3,649    193,037    328,258
 
Changes from:       March 15, 2011                                   Total Change is:-1,024,441
    43,824   -257,566   -267,937    -39,158    -12,353    -56,025   -464,551    -99,902   -110,593    -19,703    -59,451    -32,505    -77,793   -128,109
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       20.4        3.0       52.8       19.2        8.4       11.9       31.7        1.4        2.7        3.1        0.1        7.5       12.8
 
Number of Traders in Each Category                                    Total Traders:       506
        34         48         13         96         60         58         81        131         40         24         31          9
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Traders in Financial Futures- Futures Only Positions as of March 22, 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 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   104,474
Positions
    22,288     44,566          0     53,982     36,411      5,702     12,091     14,708          9      1,247          0          0      9,155      3,078
 
Changes from:       March 15, 2011                                   Total Change is:   -24,471
     2,391     10,017    -27,355      2,229     -1,170        213      1,236     -4,668       -581          0          0          0     -2,604       -927
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       42.7        0.0       51.7       34.9        5.5       11.6       14.1        0.0        1.2        0.0        0.0        8.8        2.9
 
Number of Traders in Each Category                                    Total Traders:        92
         6         10          0         33         14         13         13         15          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    54,965
Positions
    16,154     25,640        464     13,741      9,161      1,737     14,654     11,156      1,240      2,463      1,751         22      4,490      3,793
 
Changes from:       March 15, 2011                                   Total Change is:   -57,652
     1,738     -4,074    -25,446     -4,115         59     -1,682     -1,773       -108    -21,597        289     -1,799        -63     -5,003     -2,942
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       46.6        0.8       25.0       16.7        3.2       26.7       20.3        2.3        4.5        3.2        0.0        8.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       199
        20         34          .         24         23         13         39         41         11         10          8          .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   274,824
Positions
    80,772    128,202      2,319     68,703     45,806      8,683     73,268     55,781      6,202     12,315      8,753        111     22,451     18,967
 
Changes from:       March 15, 2011                                   Total Change is:  -153,449
    13,775    -42,879    -57,654    -10,604        293     -4,411    -64,380    -24,122    -25,045      1,444      1,889       -313     -6,261     -1,207
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       46.6        0.8       25.0       16.7        3.2       26.7       20.3        2.3        4.5        3.2        0.0        8.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       199
        20         34          .         24         23         13         39         41         11         10          8          .
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Traders in Financial Futures- Futures Only Positions as of March 22, 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   356,618
Positions
   135,235     30,366     15,512    109,014    137,458     18,888     55,711    118,120      3,704      1,882     15,548          0     16,672     17,022
 
Changes from:       March 15, 2011                                   Total Change is:   -17,520
     8,553     -3,967     -4,526     -3,449      5,464        -46     -6,270     -5,830     -8,796       -189      1,362        -10     -2,787     -1,171
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        8.5        4.3       30.6       38.5        5.3       15.6       33.1        1.0        0.5        4.4        0.0        4.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       243
        18         17          .         47         47         22         31         68         11          4         11          0
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Traders in Financial Futures- Futures Only Positions as of March 22, 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    55,688
Positions
     9,909      4,971      5,721     11,587     11,001        765     18,290      9,154        539        216      4,932          0      8,661     18,605
 
Changes from:       March 15, 2011                                   Total Change is:     7,800
       701     -7,074      2,823      4,058      8,112       -249      5,862      4,921          0       -324      1,443        -15     -5,056     -2,161
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        8.9       10.3       20.8       19.8        1.4       32.8       16.4        1.0        0.4        8.9        0.0       15.6       33.4
 
Number of Traders in Each Category                                    Total Traders:        69
         8         10          .         15          .          .         11         15          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    70,293
Positions
    18,336     22,205      6,845      9,069     10,536      1,125     14,243     19,538      1,216      1,755        370          0     17,704      8,458
 
Changes from:       March 15, 2011                                   Total Change is:    -6,082
   -12,255      7,327      2,183     -7,389       -562         23      2,547      5,267      1,082     -3,004     -2,036          0     10,731    -19,366
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       31.6        9.7       12.9       15.0        1.6       20.3       27.8        1.7        2.5        0.5        0.0       25.2       12.0
 
Number of Traders in Each Category                                    Total Traders:        79
        18         15          .          9          4          .         18         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    31,657
Positions
       325      7,082        976     20,182     12,000      4,384      1,380      5,530         11        419          0          0      3,980      1,674
 
Changes from:       March 15, 2011                                   Total Change is:    -2,573
        75      1,160     -1,209        638        813        751       -839       -715         -7       -262          0          0     -1,720     -3,366
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       22.4        3.1       63.8       37.9       13.8        4.4       17.5        0.0        1.3        0.0        0.0       12.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          .         20         13          7          .          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    34,794
Positions
     7,250     13,076        885     13,105      5,550        685      5,389     10,240        783      1,280        685         34      5,383      2,856
 
Changes from:       March 15, 2011                                   Total Change is:    -6,608
       635     -1,970     -5,219      1,433        232       -198     -2,150        868        136       -104          0         34     -1,175       -491
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       37.6        2.5       37.7       16.0        2.0       15.5       29.4        2.3        3.7        2.0        0.1       15.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        56
         8          7          .         12          9          5          9          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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   597,795
Positions
    16,214     89,304      3,389    294,081    151,513     57,986     70,700     88,924      5,010     17,493     54,343          0    132,922    147,326
 
Changes from:       March 15, 2011                                   Total Change is:     1,260
       146      6,471     -1,413    -12,295      1,170      2,508     14,399    -17,326       -518     -1,241      8,726          0       -326      1,642
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       14.9        0.6       49.2       25.3        9.7       11.8       14.9        0.8        2.9        9.1        0.0       22.2       24.6
 
Number of Traders in Each Category                                    Total Traders:       154
         9         22          .         43         22         29         24         22         10          6          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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   312,888
Positions
         0    117,254        959    226,829      5,983     20,426          0    126,866          0          0          0          0     64,674     41,400
 
Changes from:       March 15, 2011                                   Total Change is:    -7,458
    -5,265      7,906     -3,774     12,528      1,178     -2,735          0     -4,022     -5,173          0          0          0     -3,039       -838
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.5        0.3       72.5        1.9        6.5        0.0       40.5        0.0        0.0        0.0        0.0       20.7       13.2
 
Number of Traders in Each Category                                    Total Traders:        62
         0         10          .         33          .         16          0         16          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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   902,429
Positions
    42,844    113,606     10,318    289,710    387,351     80,083    221,479     83,091     29,159    116,579     60,260      4,590    107,667    133,971
 
Changes from:       March 15, 2011                                   Total Change is:    19,752
   -13,347     20,331     -1,365    -28,602      9,958     -3,010      7,260       -806      1,937     52,767    -11,568      1,804      2,308      2,471
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       12.6        1.1       32.1       42.9        8.9       24.5        9.2        3.2       12.9        6.7        0.5       11.9       14.8
 
Number of Traders in Each Category                                    Total Traders:       239
        14         35         10         33         50         34         44         33         20          8         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 1,594,395
Positions
   138,683    144,991     23,074    543,122    523,854    206,606    327,063    256,954     25,197     52,012     70,584     13,931    264,707    329,204
 
Changes from:       March 15, 2011                                   Total Change is:    -4,303
    18,929      4,881    -10,530    -35,749     45,507    -20,422     72,107     -7,878     -3,745     -2,538        542      4,026    -26,381    -16,684
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        9.1        1.4       34.1       32.9       13.0       20.5       16.1        1.6        3.3        4.4        0.9       16.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       289
        33         36         15         34         57         46         46         56         25         11         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 1,222,237
Positions
    66,902    109,839     21,062    299,620    494,428    119,236    421,635    113,999     32,226     56,716     66,633        350    204,490    264,464
 
Changes from:       March 15, 2011                                   Total Change is:    55,999
    14,420    -14,553      5,634     -5,538     25,493    -14,767     48,011     42,786      3,302     -1,607      2,662         15      6,529      5,427
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        9.0        1.7       24.5       40.5        9.8       34.5        9.3        2.6        4.6        5.5        0.0       16.7       21.6
 
Number of Traders in Each Category                                    Total Traders:       193
        13         23         11         28         39         36         35         35         13          7         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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   659,202
Positions
   157,948    219,445    252,319      9,526      2,442      9,172    102,288     48,374     74,455     15,796      4,200      5,794     31,904     43,001
 
Changes from:       March 15, 2011                                   Total Change is:    35,416
    -3,289     20,719     16,097        813          0        -12     17,788      2,997       -998      4,275     -1,045     -2,818      3,560        476
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       33.3       38.3        1.4        0.4        1.4       15.5        7.3       11.3        2.4        0.6        0.9        4.8        6.5
 
Number of Traders in Each Category                                    Total Traders:       132
        27         32         43          5          .          5         31         19         34          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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 8,866,971
Positions
 1,124,887  3,490,118  1,677,358  2,679,765    422,757    177,748  1,150,507    668,356  1,017,541     55,912    364,450    112,575    870,678    936,068
 
Changes from:       March 15, 2011                                   Total Change is:   164,889
     6,097    100,945    145,834     -2,261    -90,911     -1,518     69,171     39,381    -49,429     -4,818     26,164     14,317    -12,504    -19,894
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       39.4       18.9       30.2        4.8        2.0       13.0        7.5       11.5        0.6        4.1        1.3        9.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       251
        28         66         89         10         10         14         49         57         78          7         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    11,963
Positions
     5,166      5,924          0      1,472        838         25        398      4,237         10      4,800        658          0         92        271
 
Changes from:       March 15, 2011                                   Total Change is:     1,242
     1,660        548          0         15         -1          0       -479        692          3          0         90          0         43        -90
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       49.5        0.0       12.3        7.0        0.2        3.3       35.4        0.1       40.1        5.5        0.0        0.8        2.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    28,898
Positions
    23,110     15,154          0      2,010      2,333         59      3,097      5,867          0         40      5,456          0        582         29
 
Changes from:       March 15, 2011                                   Total Change is:      -335
    -1,160       -240          0          0        177        -57        528       -108          0          0          0          0        354       -107
 
Percent of Open Interest Represented by Each Category of Trader
      80.0       52.4        0.0        7.0        8.1        0.2       10.7       20.3        0.0        0.1       18.9        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          0          .          5          .          5          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    52,822
Positions
    25,227      2,972         60         73        812        705     18,547     40,005        800      1,513      1,570        250      5,647      5,648
 
Changes from:       March 15, 2011                                   Total Change is:     1,675
      -281      1,249          0        -17        184        -26      2,028     -1,200        135       -357       -352        117         76      1,568
 
Percent of Open Interest Represented by Each Category of Trader
      47.8        5.6        0.1        0.1        1.5        1.3       35.1       75.7        1.5        2.9        3.0        0.5       10.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       116
         9          6          .          .          4          .         24         43          5         17         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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   170,219
Positions
    56,756     57,127     43,611      8,087        602      2,423      7,704     15,449     24,423      1,304      1,932      8,445     17,466     16,207
 
Changes from:       March 15, 2011                                   Total Change is:   -23,982
   -12,781      1,648     -3,632      1,788     -4,232       -705     -2,746    -13,026       -654       -237       -893       -500     -4,515     -1,988
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       33.6       25.6        4.8        0.4        1.4        4.5        9.1       14.3        0.8        1.1        5.0       10.3        9.5
 
Number of Traders in Each Category                                    Total Traders:        93
        11          8         15          9          .          4         17         19         27          7          7         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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     8,822
Positions
     2,298      4,471          0      2,494          0          0      3,779      1,213         37        150      3,077          0         64         24
 
Changes from:       March 15, 2011                                   Total Change is:    -1,490
     1,313        614     -1,487        -48          0          0      1,958     -1,138          0       -680      3,000          0     -2,546     -2,479
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       50.7        0.0       28.3        0.0        0.0       42.8       13.7        0.4        1.7       34.9        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 22, 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    13,421
Positions
       418     12,767          0      8,289          0          1      1,913        132          0          0        104         12      2,788        405
 
Changes from:       March 15, 2011                                   Total Change is:      -986
      -238       -386         -3        -47          0          1       -298        -93        -74          0          0          0       -327       -431
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.1        0.0       61.8        0.0        0.0       14.3        1.0        0.0        0.0        0.8        0.1       20.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          .          6          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 25, 2011