```
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   174,715
Positions
     4,962     85,939     21,962     10,700      7,046        143     71,192     39,375      1,972      8,482        622         44     55,258     17,612
 
Changes from:       March 1, 2011                                    Total Change is:    26,301
       346      4,504     20,460        993         -4          1      3,159      3,106       -531       -461        622          3      2,331     -1,860
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       49.2       12.6        6.1        4.0        0.1       40.7       22.5        1.1        4.9        0.4        0.0       31.6       10.1
 
Number of Traders in Each Category                                    Total Traders:        88
         .         18          9          5          4          .         35         11          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    62,936
Positions
        99     29,791      2,980      1,540      1,064         77     30,712     19,182        667          0          0          0     26,861      9,175
 
Changes from:       March 1, 2011                                    Total Change is:     5,576
      -525      3,403      2,659        610        -21          0      1,473      1,629        568          0       -665          0        791     -1,997
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       47.3        4.7        2.4        1.7        0.1       48.8       30.5        1.1        0.0        0.0        0.0       42.7       14.6
 
Number of Traders in Each Category                                    Total Traders:        45
         .         15          4          .          .          .         18          7          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   145,352
Positions
     7,438     41,795     13,987      7,962     19,568      1,237     69,517     33,325      4,387        992      5,548         72     39,760     25,433
 
Changes from:       March 1, 2011                                    Total Change is:    19,002
    -3,547      2,097      9,577      1,129        188         11      3,538        452      4,148       -451     -1,165         72      4,525      3,622
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       28.8        9.6        5.5       13.5        0.9       47.8       22.9        3.0        0.7        3.8        0.0       27.4       17.5
 
Number of Traders in Each Category                                    Total Traders:       100
        11         13         12          5         12          5         31         21         10          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   131,247
Positions
    12,522     58,052      2,013     27,160      8,223        332     60,815     21,907        214        900      4,777        154     27,137     35,575
 
Changes from:       March 1, 2011                                    Total Change is:    -5,314
     1,679     -8,624        571      1,213       -241          6     -9,532      3,884       -627       -480     -1,165        154      1,702        728
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       44.2        1.5       20.7        6.3        0.3       46.3       16.7        0.2        0.7        3.6        0.1       20.7       27.1
 
Number of Traders in Each Category                                    Total Traders:       102
         9         18          5         10          7          .         25         24          5          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   263,702
Positions
    40,233    105,391     20,016     29,616     17,589      3,559     72,271     43,312     10,493     25,390     13,317        385     61,739     49,640
 
Changes from:       March 1, 2011                                    Total Change is:    46,636
    11,382     20,991     14,948      1,291     -1,283        181      8,105      6,125      6,210      6,148      1,370       -241     -1,388     -1,665
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       40.0        7.6       11.2        6.7        1.3       27.4       16.4        4.0        9.6        5.1        0.1       23.4       18.8
 
Number of Traders in Each Category                                    Total Traders:       162
        21         18          9         20         12         12         41         28         19         11         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   152,865
Positions
     8,240    103,167     14,072      9,649      3,429        134     77,229     10,705      5,272      1,715      1,117          5     36,549     14,964
 
Changes from:       March 1, 2011                                    Total Change is:    17,338
       379      2,067     12,634        909         15          0     -1,234       -856      4,427         76       -149          5        142       -805
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       67.5        9.2        6.3        2.2        0.1       50.5        7.0        3.4        1.1        0.7        0.0       23.9        9.8
 
Number of Traders in Each Category                                    Total Traders:        75
         6         13          9          5          4          .         28         13          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    65,520
Positions
    16,339     37,692     15,961          0          0          0     29,132      9,529      2,034      1,255          0          0        799        304
 
Changes from:       March 1, 2011                                    Total Change is:      -927
      -280       -562        248          0          0          0       -783       -187        255          0          0          0       -367       -681
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       57.5       24.4        0.0        0.0        0.0       44.5       14.5        3.1        1.9        0.0        0.0        1.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8         10          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   157,775
Positions
     1,920    121,935      2,999     16,795        243          0    116,544     23,311      5,458      5,610      2,379          0      8,449      1,450
 
Changes from:       March 1, 2011                                    Total Change is:    22,954
    -2,898     14,437      2,947        103       -182          0     16,091      1,450      4,625        973        -53          0      1,113       -270
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       77.3        1.9       10.6        0.2        0.0       73.9       14.8        3.5        3.6        1.5        0.0        5.4        0.9
 
Number of Traders in Each Category                                    Total Traders:       125
         6         16          4         10          .          0         65         11          9          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,699
Positions
     9,274      7,582      1,518        261        999          0     12,491     14,471        849        706          0          0      2,600      2,280
 
Changes from:       March 1, 2011                                    Total Change is:       733
       991     -2,642        896        261        -17          0     -1,704      1,311        704       -255       -150          0       -160        631
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       27.4        5.5        0.9        3.6        0.0       45.1       52.2        3.1        2.5        0.0        0.0        9.4        8.2
 
Number of Traders in Each Category                                    Total Traders:        44
        10          4          4          .          .          0         13         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,316
Positions
    22,314     32,342      1,867      4,189      2,272        156     15,367      7,851      6,256        762      1,189          3      8,403      7,381
 
Changes from:       March 1, 2011                                    Total Change is:       405
       528        177       -230       -336        -75        -80      1,072       -699       -633        302        696          3       -221      1,246
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       54.5        3.1        7.1        3.8        0.3       25.9       13.2       10.5        1.3        2.0        0.0       14.2       12.4
 
Number of Traders in Each Category                                    Total Traders:       110
        19         20          .          8          6          .         31         13         13          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,841
Positions
     5,741     10,153        168        374          0          0      5,511        803         54          0        260          0      1,993      2,403
 
Changes from:       March 1, 2011                                    Total Change is:     1,059
       838        838          0         19          0          0        117        -47         54          0         -1          0         31        215
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       73.4        1.2        2.7        0.0        0.0       39.8        5.8        0.4        0.0        1.9        0.0       14.4       17.4
 
Number of Traders in Each Category                                    Total Traders:        24
         6          7          .          .          0          0          6          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    90,950
Positions
    34,397     45,629      2,146      7,630      4,544        312     31,740     26,124        376      1,524      1,858          6     12,819      9,955
 
Changes from:       March 1, 2011                                    Total Change is:    -1,308
      -621     -1,322       -460       -710       -149       -160      2,050     -1,164     -1,514        604      1,393          6       -503      2,062
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       50.2        2.4        8.4        5.0        0.3       34.9       28.7        0.4        1.7        2.0        0.0       14.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       105
        17         19          .          7          6          .         33         16          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   979,528
Positions
    60,882    261,911    110,260    413,675    123,342     63,252     86,436    198,022     64,829     23,110     36,709     14,168    142,916    107,036
 
Changes from:       March 1, 2011                                    Total Change is:    33,311
       704       -938     18,828     -1,883     -1,504      3,511      3,594     -3,184      6,749       -819      2,412      2,288        338      5,148
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       26.7       11.3       42.2       12.6        6.5        8.8       20.2        6.6        2.4        3.7        1.4       14.6       10.9
 
Number of Traders in Each Category                                    Total Traders:       557
        36         51         29        114         61         67         95        137         80         31         29         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   371,968
Positions
    57,702    154,180     24,323    145,731     37,156      7,119     18,342     80,828      4,553      7,713     11,029      8,297     98,188     44,483
 
Changes from:       March 1, 2011                                    Total Change is:    19,870
     5,500     -4,824     10,308     -1,666      2,018        -44     -2,025      9,045        782        375       -306        638      6,002      2,253
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       41.4        6.5       39.2       10.0        1.9        4.9       21.7        1.2        2.1        3.0        2.2       26.4       12.0
 
Number of Traders in Each Category                                    Total Traders:       129
        12         18         10         31         13         11         17         28         14          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,037,799
Positions
   264,216    786,969    181,368  1,373,260    464,467    247,128    592,914    838,414     48,934     96,917    148,331      9,424    223,638    312,764
 
Changes from:       March 1, 2011                                    Total Change is:    67,204
    -2,945     40,465     21,565      9,727     -6,796      6,964     58,417    -30,823       -486     -3,414     16,147      5,695    -28,319     14,473
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       25.9        6.0       45.2       15.3        8.1       19.5       27.6        1.6        3.2        4.9        0.3        7.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       521
        38         48         18         93         58         60         96        130         63         29         28         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   103,970
Positions
    19,844     35,388      1,018     53,054     35,074      5,415     10,535     21,829      1,055      1,492          0          0     11,557      4,191
 
Changes from:       March 1, 2011                                    Total Change is:     2,445
      -787        795         29      2,961       -596         33      1,085      2,649       -475        245          0          0       -646         10
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       34.0        1.0       51.0       33.7        5.2       10.1       21.0        1.0        1.4        0.0        0.0       11.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        93
         6          9          .         31         14         12         17         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,669
Positions
    10,949     38,734     13,075     21,060      7,433      2,166     24,934     13,498      8,736      1,916      3,774         57     10,776      6,196
 
Changes from:       March 1, 2011                                    Total Change is:     1,936
       -13     -2,032        853       -612        106       -537        346        -91      2,258       -106      1,079       -102       -151        401
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       41.4       14.0       22.5        7.9        2.3       26.6       14.4        9.3        2.0        4.0        0.1       11.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       230
        24         30          8         37         17         13         67         33         19         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,916
Positions
    10,421      9,157      1,562      2,362          0          0      2,805      5,057        200          0      2,177          0      3,566      2,763
 
Changes from:       March 1, 2011                                    Total Change is:     1,261
     1,124     -1,018       -100         -7          0          0        512      2,431          0          0        246          0       -268       -298
 
Percent of Open Interest Represented by Each Category of Trader
      49.8       43.8        7.5       11.3        0.0        0.0       13.4       24.2        1.0        0.0       10.4        0.0       17.0       13.2
 
Number of Traders in Each Category                                    Total Traders:        27
         7          9          .          .          0          0          .          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   363,766
Positions
    41,189    186,434     19,018     93,488     37,167     10,828    148,549     80,110      4,777      9,579      7,983        286     36,052     17,163
 
Changes from:       March 1, 2011                                    Total Change is:     3,377
      -431        183       -486     -3,026        531     -2,683     14,023      2,243     -3,561     -1,043      3,654          0        584      3,496
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       51.3        5.2       25.7       10.2        3.0       40.8       22.0        1.3        2.6        2.2        0.1        9.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       227
        23         29          5         36         17         13         67         33         14         11         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   348,211
Positions
   109,571     38,647     18,561    115,296    123,862     18,830     63,657    118,343      3,248      2,464     12,333          0     16,584     14,387
 
Changes from:       March 1, 2011                                    Total Change is:     4,268
    -2,513       -361      4,254      3,851      4,692     -2,082      4,840        327       -420         51        650          0     -3,713     -2,792
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       11.1        5.3       33.1       35.6        5.4       18.3       34.0        0.9        0.7        3.5        0.0        4.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       256
        16         23          5         50         47         22         43         57         16          6         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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    64,355
Positions
    14,856      8,670      7,650     13,224        216        491      3,439     13,193      2,336      2,134      1,223        698     19,527     29,878
 
Changes from:       March 1, 2011                                    Total Change is:    19,959
     1,280      1,804      7,520        644          7        -71     -1,117        126      1,754        263       -493        698      8,988      8,614
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       13.5       11.9       20.5        0.3        0.8        5.3       20.5        3.6        3.3        1.9        1.1       30.3       46.4
 
Number of Traders in Each Category                                    Total Traders:        64
        15         10          4         11          .          5         10         13          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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    74,030
Positions
    22,919     25,793     10,701      9,798      9,837        655     16,159      3,873      1,672        957        708        157     11,012     20,634
 
Changes from:       March 1, 2011                                    Total Change is:     9,466
       532      1,990      8,669     -1,530      3,778          0      3,364       -172        294       -959        292        156     -1,060     -5,541
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       34.8       14.5       13.2       13.3        0.9       21.8        5.2        2.3        1.3        1.0        0.2       14.9       27.9
 
Number of Traders in Each Category                                    Total Traders:        67
        19         13         14          7          .          .         16          4          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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   622,337
Positions
    21,041     78,443     10,355    304,098    155,595     51,971     73,185    120,835      5,196     20,826     40,471          0    135,665    159,471
 
Changes from:       March 1, 2011                                    Total Change is:   -42,418
     7,086    -18,884    -12,386    -14,278     10,568      7,630     -9,599     -8,857    -17,947          0     -5,625          0     -2,924      3,083
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       12.6        1.7       48.9       25.0        8.4       11.8       19.4        0.8        3.3        6.5        0.0       21.8       25.6
 
Number of Traders in Each Category                                    Total Traders:       151
         8         17          8         42         22         30         19         31          9          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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   330,735
Positions
     5,922    109,763      6,043    223,151      6,631     19,257      4,048    129,232     12,864          0          0          0     59,450     46,945
 
Changes from:       March 1, 2011                                    Total Change is:   -31,422
     2,939     -6,856     -2,616    -12,248      3,217      2,234     -3,052     -6,324    -11,938          0          0          0     -6,741     -9,139
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       33.2        1.8       67.5        2.0        5.8        1.2       39.1        3.9        0.0        0.0        0.0       18.0       14.2
 
Number of Traders in Each Category                                    Total Traders:        68
         .         10          5         33          .         16          .         18          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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   868,953
Positions
    59,351     65,533     16,237    320,343    390,091     81,143    204,202     73,574     29,910     61,435     70,005      2,823     93,509    139,637
 
Changes from:       March 1, 2011                                    Total Change is:   -16,568
    -6,495      2,460     -3,477    -12,550     35,179      1,682     29,692    -39,055    -21,528     -4,676      3,854       -835      1,619      5,152
 
Percent of Open Interest Represented by Each Category of Trader
       6.8        7.5        1.9       36.9       44.9        9.3       23.5        8.5        3.4        7.1        8.1        0.3       10.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       227
        17         28          9         32         50         34         33         34         25          9         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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 1,547,378
Positions
   155,856    138,577     26,756    556,194    547,648    207,598    254,201    198,726     36,169     59,752     43,426      8,990    241,862    339,488
 
Changes from:       March 1, 2011                                    Total Change is:    69,995
    38,181     -3,468     -3,779     17,817     70,689     -6,207     47,844     -3,885      1,202      1,406      5,958     -1,544    -24,925     11,029
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        9.0        1.7       35.9       35.4       13.4       16.4       12.8        2.3        3.9        2.8        0.6       15.6       21.9
 
Number of Traders in Each Category                                    Total Traders:       248
        27         27         19         33         55         47         37         50         29          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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 1,212,652
Positions
   102,661    105,583     34,015    218,297    524,523    138,246    460,097     61,733     26,680     57,439     64,320          0    175,217    257,552
 
Changes from:       March 1, 2011                                    Total Change is:   -36,761
    -3,782    -23,358     -3,835    -12,364     88,973    -23,773       -523    -30,892     -1,108        -93    -25,233       -200      8,917    -17,335
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        8.7        2.8       18.0       43.3       11.4       37.9        5.1        2.2        4.7        5.3        0.0       14.4       21.2
 
Number of Traders in Each Category                                    Total Traders:       181
        19         18         20         23         47         38         31         23         16          7         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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   584,776
Positions
   140,663    186,456    215,826      8,963      2,442      7,465     85,544     35,371     71,043     12,134      5,958     12,586     30,552     47,629
 
Changes from:       March 1, 2011                                    Total Change is:    26,552
    13,886       -601     10,105       -833          0        902     -2,422      6,320      8,091     -3,221      1,113      7,508     -7,464     -6,886
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       31.9       36.9        1.5        0.4        1.3       14.6        6.0       12.1        2.1        1.0        2.2        5.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       124
        25         31         40          4          .          4         23         22         32          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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 9,524,222
Positions
 1,399,874  3,328,000  1,816,460  2,763,521    611,844    179,534  1,090,408    840,002  1,236,619     80,659    385,954    117,708    839,439  1,008,101
 
Changes from:       March 1, 2011                                    Total Change is:   197,314
   -47,009    181,555     -9,306    187,601     30,666     11,598     77,245     13,635    -21,878     -6,665      1,274      4,237      1,491    -14,467
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       34.9       19.1       29.0        6.4        1.9       11.4        8.8       13.0        0.8        4.1        1.2        8.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       276
        34         60         90         11         14         15         56         60         90         11         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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    14,679
Positions
     5,545      7,253      1,002      1,611        840         23        799      3,888        843      4,800        568          0         56        262
 
Changes from:       March 1, 2011                                    Total Change is:       247
       -89       -502         15       -163         -2         -2         40        281        453          0         -9          0         -7         13
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       49.4        6.8       11.0        5.7        0.2        5.4       26.5        5.7       32.7        3.9        0.0        0.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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    47,152
Positions
    28,614     18,945     14,232      1,999      1,799        123      1,174      5,571        874          0      5,406          0        136        202
 
Changes from:       March 1, 2011                                    Total Change is:      -183
    -1,385       -819         38         -2       -453          7        447        376        654          0          0          0         58         14
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       40.2       30.2        4.2        3.8        0.3        2.5       11.8        1.9        0.0       11.5        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         4          4          .          .          5          .          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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    52,704
Positions
    13,166      2,596      1,226        235        506        770     28,844     40,112        897      2,285      1,710        393      4,888      4,494
 
Changes from:       March 1, 2011                                    Total Change is:     6,299
       -92         75        453         32        141        -41      4,773      4,544        228        283        358        392        271        149
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        4.9        2.3        0.4        1.0        1.5       54.7       76.1        1.7        4.3        3.2        0.7        9.3        8.5
 
Number of Traders in Each Category                                    Total Traders:       111
        10          4          .          .          4          .         25         39          5         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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   181,031
Positions
    70,989     55,680     37,899      5,724      2,358      3,190     11,715     29,380     22,426        880      6,134      7,832     20,376     16,132
 
Changes from:       March 1, 2011                                    Total Change is:    20,642
    12,262     12,516      5,122        348          0       -851        451      2,556      1,254         13     -1,931      1,204        839        772
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       30.8       20.9        3.2        1.3        1.8        6.5       16.2       12.4        0.5        3.4        4.3       11.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        98
        11         10         18          8          4          6         17         25         26          6          5         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 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     6,421
Positions
       985      3,985          0      2,658          0          0      1,760      2,399         37        891          0          0         90          0
 
Changes from:       March 1, 2011                                    Total Change is:       787
         0        442          0        -52          0          0        861        522          0        -40       -148          0         18        -29
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       62.1        0.0       41.4        0.0        0.0       27.4       37.4        0.6       13.9        0.0        0.0        1.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          0          0          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,716
Positions
       414     13,251          0      9,058          0          0      2,274        640         42          0        104         12      2,916        667
 
Changes from:       March 1, 2011                                    Total Change is:       388
        -1         -6          0       -536          0          0        483        -92         19          0        104         12        411        351
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       90.0        0.0       61.6        0.0        0.0       15.5        4.3        0.3        0.0        0.7        0.1       19.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          0          6          4          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 11, 2011