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MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       60,679
COMMITMENTS
   6,733    2,337   14,165   33,337   34,265   54,235   50,766    6,443    9,912

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,836)
  -1,643      111    1,182    4,656    1,028    4,196    2,321   -1,360      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      3.9     23.3     54.9     56.5     89.4     83.7     10.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      26       10       28       45       45       81       75
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,199
COMMITMENTS
  65,972   12,359   67,314   96,701  135,932  229,987  215,605   25,212   39,594

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -6,471)
  -6,745   -2,311     -163    2,170   -4,776   -4,738   -7,250   -1,734      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.8     26.4     37.9     53.3     90.1     84.5      9.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     108       37      103       61       71      208      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      469,059
COMMITMENTS
 121,876   23,316  151,332  161,431  209,617  434,639  384,265   34,420   84,794

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     13,002)
  -6,645    1,452   12,619    5,760   -4,027   11,734   10,044    1,269    2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      5.0     32.3     34.4     44.7     92.7     81.9      7.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     150       70      136      111      197      333      350
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,307
COMMITMENTS
   4,227    1,445      748    2,762    5,453    7,737    7,646    1,570    1,660

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -434)
     -60      120     -257     -140     -283     -457     -421       23      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     15.5      8.0     29.7     58.6     83.1     82.2     16.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13       16       21       32       55       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       52,820
COMMITMENTS
  20,239    1,430   11,024   13,725   14,863   44,988   27,316    7,833   25,504

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -2,307)
    -566   -1,362      367   -1,383     -133   -1,582   -1,128     -726   -1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3      2.7     20.9     26.0     28.1     85.2     51.7     14.8     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      66       29       47       53       78      143      139
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       70,466
COMMITMENTS
  13,652        0       13   55,386   69,242   69,051   69,255    1,415    1,211

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,934)
     210        0        3    4,105    4,024    4,318    4,027      616      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      0.0      0.0     78.6     98.3     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        1       13       13       20       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      198,703
COMMITMENTS
  61,043    3,554    4,858   77,682  169,087  143,583  177,498   55,120   21,205

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     17,329)
 -19,963     -289    2,021   37,224   14,357   19,282   16,089   -1,953    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      1.8      2.4     39.1     85.1     72.3     89.3     27.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      38        8       16       24       31       70       47
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       63,528
COMMITMENTS
  32,203    4,509      587    3,981   46,227   36,771   51,322   26,758   12,206

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -1,023)
   1,310   -2,522       -8   -1,628     -796     -326   -3,327     -697    2,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7      7.1      0.9      6.3     72.8     57.9     80.8     42.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        6        6        9       14       32       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      161,361
COMMITMENTS
 130,652    9,077      141   22,795  149,716  153,588  158,934    7,773    2,427

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      3,586)
  11,840    3,430   -1,499   -6,079      678    4,262    2,609     -676      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.0      5.6      0.1     14.1     92.8     95.2     98.5      4.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      78       10        1       14       22       92       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      106,074
COMMITMENTS
  28,508   27,534    4,343   44,173   53,885   77,023   85,762   29,051   20,312

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -46,535)
 -26,362    7,373   -2,089   -6,334  -45,571  -34,785  -40,287  -11,750   -6,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     26.0      4.1     41.6     50.8     72.6     80.9     27.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       24       12       24       29       60       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,962
COMMITMENTS
  52,577   25,282    7,836   38,844   61,295   99,257   94,413   34,705   39,548

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     -8,648)
   9,135   -2,004    2,500  -25,888  -10,676  -14,252  -10,180    5,605    1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     18.9      5.8     29.0     45.8     74.1     70.5     25.9     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      31       41       20       24       27       65       78
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      228,442
COMMITMENTS
  84,902   35,768   27,092   53,813  118,495  165,808  181,355   62,634   47,087

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -67,701)
 -11,094    5,074   -6,552  -46,946  -58,688  -64,593  -60,166   -3,108   -7,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     15.7     11.9     23.6     51.9     72.6     79.4     27.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      54       41       44       40       47      118      108
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       15,851
COMMITMENTS
   7,277   10,086      210    5,986    3,295   13,473   13,591    2,378    2,260

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -11,848)
  -6,190      965     -639   -4,797  -12,154  -11,626  -11,828     -222      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     63.6      1.3     37.8     20.8     85.0     85.7     15.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       15        1       12        8       24       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,327,767
COMMITMENTS
 908,847  458,251  3937174  7535264  7902590 12381286 12298015  946,481  1029751

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,807,495)
  -8,770  -38,655 -873,709 -967,196 -840,407 -1849676 -1752772   42,181  -54,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      3.4     29.5     56.5     59.3     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      61       58      102      138      148      260      254
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,348,052
COMMITMENTS
  77,709  106,885  185,514  907,926  895,589  1171149  1187988  176,903  160,064

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    220,112)
     696    4,759   67,728  129,014  108,345  197,438  180,833   22,674   39,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      7.9     13.8     67.4     66.4     86.9     88.1     13.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      596)
     122      130      131      260      254      451      450
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      567,081
COMMITMENTS
  16,199   85,216   64,321  369,039  353,993  449,558  503,529  117,523   63,552

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     99,460)
      -4   31,763   15,632   71,919   41,459   87,548   88,855   11,913   10,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     15.0     11.3     65.1     62.4     79.3     88.8     20.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      25       27       41       84       70      131      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,904,852
COMMITMENTS
 671,884  472,678  241,637  2694434  2707977  3607955  3422292  296,897  482,560

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    603,258)
 156,356   17,838  107,622  285,473  334,429  549,451  459,889   53,807  143,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     12.1      6.2     69.0     69.3     92.4     87.6      7.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     109      120      109      234      238      403      409
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      128,955
COMMITMENTS
  12,119    7,841      534  104,534  116,574  117,187  124,949   11,768    4,006

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     24,976)
   1,057     -662     -521   24,237   26,345   24,773   25,162      203     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      6.1      0.4     81.1     90.4     90.9     96.9      9.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      10        6        1       56       45       66       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      117,089
COMMITMENTS
  13,556   11,370   10,771   81,788   86,810  106,115  108,951   10,973    8,138

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     19,783)
  -7,992    1,432    5,536   23,047   11,893   20,591   18,862     -807      922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      9.7      9.2     69.9     74.1     90.6     93.1      9.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      67       43       30       91       95      171      156
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       28,466
COMMITMENTS
   1,035    9,185      248   22,239   15,076   23,522   24,509    4,945    3,958

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      6,138)
     -35    4,283      -54    5,674    1,571    5,584    5,799      554      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     32.3      0.9     78.1     53.0     82.6     86.1     17.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2       16       15       21       21
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      443,112
COMMITMENTS
  99,539   47,858   15,683  297,747  358,672  412,969  422,213   30,143   20,900

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     68,225)
 -18,811    6,720    6,980   86,863   51,613   75,031   65,312   -6,806    2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     10.8      3.5     67.2     80.9     93.2     95.3      6.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      65       43       27       87       92      164      150
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,889
COMMITMENTS
  56,425   10,301    2,916   16,780   76,160   76,121   89,377   32,768   19,512

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -50,267)
 -24,573    2,857   -4,663  -16,013  -51,467  -45,249  -53,273   -5,019    3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8      9.5      2.7     15.4     69.9     69.9     82.1     30.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       16       14       15       20       49       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       47,888
COMMITMENTS
  11,348    7,516       15   22,808   19,591   34,171   27,122   13,717   20,766

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:    -16,467)
   3,718   -4,893   -2,404  -11,971      -58  -10,657   -7,355   -5,810   -9,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     15.7      0.0     47.6     40.9     71.4     56.6     28.6     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      17       12        1       20       18       38       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       76,375
COMMITMENTS
  15,544   14,437      447   53,411   33,667   69,402   48,551    6,973   27,824

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      2,345)
  -1,968    9,805     -950    9,302  -13,700    6,384   -4,845   -4,039    7,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     18.9      0.6     69.9     44.1     90.9     63.6      9.1     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       14        1       29       21       50       35
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,230
COMMITMENTS
   3,506      757      265   24,759   28,168   28,530   29,190    5,700    5,040

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
  -1,192     -784        0    2,026      859      834       75        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      2.2      0.8     72.3     82.3     83.3     85.3     16.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        1       24       23       30       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       41,402
COMMITMENTS
  10,728    1,717       84   24,032   36,254   34,844   38,055    6,558    3,347

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:          .)
   1,364     -566        0    2,737    5,531    4,101    4,965        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      4.1      0.2     58.0     87.6     84.2     91.9     15.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15        4        1       24       22       40       26
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,407
COMMITMENTS
   4,268    2,879       12    7,012   10,680   11,292   13,571    3,115      836

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:       -309)
    -102     -238      -42     -364     -198     -508     -478      199      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     20.0      0.1     48.7     74.1     78.4     94.2     21.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        3        1        7        3       19        6
```

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Updated March 18, 2011