```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,329
COMMITMENTS
     228      587        2    2,260    1,908    2,490    2,497      839      832

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        194)
       0      102       -2      119       78      117      178       76       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     17.6      0.1     67.9     57.3     74.8     75.0     25.2     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       13       17       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       62,518
COMMITMENTS
   8,114    2,663   13,238   32,913   36,524   54,266   52,425    8,252   10,093

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,246)
     485     -280       98    1,173    1,281    1,757    1,100     -511      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      4.3     21.2     52.6     58.4     86.8     83.9     13.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32        9       26       43       46       82       75
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      269,823
COMMITMENTS
  75,692   17,026   68,877   98,076  143,699  242,645  229,601   27,178   40,221

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,984)
   1,481   -1,153   -1,443     -662     -119     -625   -2,715   -2,359     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      6.3     25.5     36.3     53.3     89.9     85.1     10.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
     118       59      122       64       73      248      211
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      442,164
COMMITMENTS
 125,872   26,762  131,548  154,288  206,888  411,707  365,198   30,456   76,966

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -244)
  -2,856    1,130    6,022   -1,458   -3,039    1,708    4,114   -1,952   -4,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      6.1     29.8     34.9     46.8     93.1     82.6      6.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     163       71      137      102      197      322      361
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,002
COMMITMENTS
   4,501    1,539      975    2,896    5,852    8,372    8,366    1,630    1,636

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -586)
    -247      251     -116      152     -979     -212     -844     -374      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0     15.4      9.7     29.0     58.5     83.7     83.6     16.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      27       15       15       21       30       58       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,259
COMMITMENTS
  20,778    2,770   11,838   15,665   15,206   48,281   29,815    7,978   26,444

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -652)
     481      374   -1,396      306      192     -609     -830      -43      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      4.9     21.0     27.8     27.0     85.8     53.0     14.2     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      59       36       50       59       81      150      143
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       66,467
COMMITMENTS
  16,238        0    3,772   45,291   61,710   65,301   65,482    1,166      985

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        987)
     386        0      -10       -6      112      369      102      618      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.0      5.7     68.1     92.8     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        2       12       12       20       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      158,656
COMMITMENTS
  77,644    5,856    3,416   21,637  126,238  102,697  135,511   55,959   23,145

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     10,819)
   5,419    1,485      824    1,141    4,685    7,383    6,994    3,436    3,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9      3.7      2.2     13.6     79.6     64.7     85.4     35.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      43        9        9       17       31       64       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       61,681
COMMITMENTS
  29,509   10,775    1,603    3,288   36,232   34,400   48,611   27,281   13,071

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     13,807)
  10,841    5,309       88   -4,665    9,639    6,264   15,036    7,542   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8     17.5      2.6      5.3     58.7     55.8     78.8     44.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      18        7        6        7       21       27       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      134,821
COMMITMENTS
 101,537    4,335      721   25,227  128,045  127,485  133,101    7,336    1,720

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -15,034)
 -16,911      163      -28    2,809  -14,432  -14,130  -14,297     -904     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.3      3.2      0.5     18.7     95.0     94.6     98.7      5.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      68       12        4       16       23       87       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      138,814
COMMITMENTS
  51,335   26,286    7,292   44,031   81,565  102,658  115,144   36,156   23,670

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      3,704)
    -731    9,648      201    1,658   -6,696    1,128    3,153    2,576      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     18.9      5.3     31.7     58.8     74.0     82.9     26.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      33       27       18       26       34       70       68
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,756
COMMITMENTS
  62,623   22,448    7,774   53,386   83,357  123,783  113,579   27,973   38,176

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     14,654)
  39,028  -29,579      779  -29,253   42,196   10,554   13,397    4,100    1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3     14.8      5.1     35.2     54.9     81.6     74.8     18.4     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      34       42       23       31       34       80       84
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      271,193
COMMITMENTS
  80,406   26,649   42,386   80,867  143,464  203,659  212,498   67,534   58,694

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     12,755)
   4,527      355    3,090      225    8,112    7,841   11,557    4,914    1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      9.8     15.6     29.8     52.9     75.1     78.4     24.9     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      61       51       66       46       53      139      138
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,966
COMMITMENTS
  15,326    7,915      142    8,738   17,260   24,206   25,317    2,760    1,649

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -864)
    -649       41        0      272   -1,010     -377     -969     -487      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.8     29.4      0.5     32.4     64.0     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10        1       12       12       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,915,557
COMMITMENTS
 867,462  491,963  4832888  8315384  8495386 14015733 13820237  899,824  1095321

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    508,932)
  33,756  102,151 -137,444  610,864  577,620  507,176  542,327    1,756  -33,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      3.3     32.4     55.7     57.0     94.0     92.7      6.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      70       63      109      146      158      279      273
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,089,709
COMMITMENTS
  78,551   99,137  110,962  745,269  764,783  934,782  974,882  154,928  114,827

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     43,845)
  -3,826   -4,497   15,748   13,094   29,147   25,017   40,398   18,828    3,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      9.1     10.2     68.4     70.2     85.8     89.5     14.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      589)
     123      122      105      247      247      427      418
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      446,488
COMMITMENTS
  18,893   47,564   48,417  279,335  300,148  346,645  396,130   99,843   50,358

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     26,198)
   2,031    1,176   10,766    5,354   13,030   18,151   24,973    8,046    1,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     10.7     10.8     62.6     67.2     77.6     88.7     22.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      25       24       33       75       68      116      109
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,216,107
COMMITMENTS
 482,560  442,133  128,456  2329666  2323173  2940682  2893762  275,425  322,345

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     88,235)
  -8,459   -7,544    4,086   38,702   80,585   34,329   77,127   53,906   11,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     13.7      4.0     72.4     72.2     91.4     90.0      8.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     111      112       85      220      227      379      376
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,538
COMMITMENTS
  11,119    6,516    1,530   76,674   89,310   89,323   97,356   12,215    4,182

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        703)
  -3,035     -228    1,526      648   -1,483     -861     -185    1,564      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      6.4      1.5     75.5     88.0     88.0     95.9     12.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      13        6        1       48       43       61       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,877
COMMITMENTS
  19,923    9,677    3,771   59,699   74,948   83,393   88,397   11,485    6,481

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -2,970)
  -6,207      613   -1,116    1,357   -2,179   -5,966   -2,683    2,996     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     10.2      4.0     62.9     79.0     87.9     93.2     12.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      75       43       23       86       85      170      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       20,822
COMMITMENTS
   1,048    3,022      304   15,253   13,874   16,605   17,200    4,217    3,622

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -516)
  -2,757      488       -0    1,911   -1,133     -846     -645      329      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     14.5      1.5     73.3     66.6     79.7     82.6     20.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       13       12       16       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      370,276
COMMITMENTS
 101,018   39,923   10,689  222,230  305,373  333,937  355,985   36,339   14,291

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -12,267)
 -27,153   -9,279    4,321   -2,768   -5,229  -25,600  -10,187   13,333   -2,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     10.8      2.9     60.0     82.5     90.2     96.1      9.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      76       41       22       81       82      164      138
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      143,901
COMMITMENTS
  80,978    8,227    4,514   20,376  113,341  105,869  126,083   38,032   17,818

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     11,305)
   8,355    1,296      676     -130    9,314    8,900   11,285    2,405       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.3      5.7      3.1     14.2     78.8     73.6     87.6     26.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      43       15       18       19       26       66       55
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,396
COMMITMENTS
   8,632   12,154      406   24,819   10,572   33,857   23,132   10,539   21,264

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,488)
    -680   -3,380      214   -1,915       90   -2,381   -3,076   -1,107     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     27.4      0.9     55.9     23.8     76.3     52.1     23.7     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       12        3       22       15       41       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,564
COMMITMENTS
  15,065    3,941    1,379   36,048   33,069   52,492   38,389   12,072   26,175

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,905)
  -1,067    1,192     -226      835   -1,138     -458     -172    2,363    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      6.1      2.1     55.8     51.2     81.3     59.5     18.7     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21        5        4       20       23       42       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,328
COMMITMENTS
   3,916    3,122        0    7,907   10,890   11,823   14,012    2,505      316

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:         45)
      88       15        0      -60       -3       28       12       17       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3     21.8      0.0     55.2     76.0     82.5     97.8     17.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        0        6        2       15        6
```

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Updated March 4, 2011