```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,727
COMMITMENTS
     253      943        5    2,569    2,138    2,827    3,086      900      641

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     25.3      0.1     68.9     57.4     75.9     82.8     24.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12       11       15       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       62,372
COMMITMENTS
   7,353    2,741   14,289   34,094   35,132   55,736   52,162    6,636   10,209

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,693)
     619      404      124      757      867    1,501    1,396      192      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      4.4     22.9     54.7     56.3     89.4     83.6     10.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       13       26       45       47       80       76
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,879
COMMITMENTS
  63,130   13,652   66,424   97,395  135,148  226,950  215,225   25,929   37,654

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,320)
  -2,842    1,293     -890      694     -784   -3,038     -380      718   -1,940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.4     26.3     38.5     53.4     89.7     85.1     10.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     111       36      106       60       71      214      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      459,624
COMMITMENTS
 109,612   22,316  152,345  165,871  205,755  427,828  380,416   31,796   79,208

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -9,435)
 -12,264   -1,000    1,013    4,440   -3,862   -6,811   -3,849   -2,624   -5,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      4.9     33.1     36.1     44.8     93.1     82.8      6.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     135       73      131      110      188      312      338
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,657
COMMITMENTS
   4,392    1,417      842    2,622    5,598    7,856    7,857    1,801    1,800

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        350)
     165      -28       94     -139      144      119      210      231      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5     14.7      8.7     27.2     58.0     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      32       12       13       17       30       53       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,151
COMMITMENTS
  17,721    1,060   10,554   12,380   13,389   40,656   25,004    7,495   23,148

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -4,669)
  -2,517     -369     -470   -1,345   -1,474   -4,332   -2,313     -337   -2,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8      2.2     21.9     25.7     27.8     84.4     51.9     15.6     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      51       24       43       55       75      129      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       87,934
COMMITMENTS
  13,556        0        7   73,684   87,546   87,247   87,553      687      381

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     17,468)
     -96        0       -6   18,298   18,304   18,196   18,298     -728     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0      0.0     83.8     99.6     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        1       13       13       20       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,298
COMMITMENTS
  49,745    3,607    3,732   25,173  102,979   78,650  110,318   49,648   17,980

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -70,405)
 -11,298       53   -1,126  -52,509  -66,107  -64,933  -67,180   -5,472   -3,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      2.8      2.9     19.6     80.3     61.3     86.0     38.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      36        9       12       25       22       67       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       59,701
COMMITMENTS
  24,755    3,076    1,342    5,202   44,078   31,299   48,496   28,402   11,205

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -3,828)
  -7,448   -1,433      755    1,221   -2,149   -5,472   -2,827    1,644   -1,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.5      5.2      2.2      8.7     73.8     52.4     81.2     47.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        7        4        9       13       30       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,075
COMMITMENTS
  89,646    2,098      227   28,979  122,361  118,852  124,686    8,223    2,389

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -34,286)
 -41,006   -6,979       86    6,184  -27,355  -34,736  -34,248      450      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.5      1.7      0.2     22.8     96.3     93.5     98.1      6.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      69        9        1       13       19       82       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      126,884
COMMITMENTS
  52,865   24,569    4,002   34,676   79,217   91,543  107,788   35,341   19,096

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     20,810)
  24,357   -2,965     -340   -9,497   25,332   14,520   22,027    6,290   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     19.4      3.2     27.3     62.4     72.1     85.0     27.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      33       23       11       21       30       60       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      131,550
COMMITMENTS
  51,326   18,773   10,024   38,587   70,673   99,936   99,469   31,614   32,081

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,412)
  -1,251   -6,509    2,187     -257    9,377      679    5,056   -3,091   -7,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0     14.3      7.6     29.3     53.7     76.0     75.6     24.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      32       38       25       26       27       75       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      240,256
COMMITMENTS
  79,293   27,849   33,880   65,194  124,394  178,367  186,124   61,889   54,132

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     11,814)
  -5,609   -7,918    6,788   11,380    5,900   12,559    4,769     -745    7,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0     11.6     14.1     27.1     51.8     74.2     77.5     25.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      56       50       51       42       46      123      122
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       13,974
COMMITMENTS
   6,005    7,487      212    5,713    3,736   11,930   11,435    2,044    2,539

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,877)
  -1,272   -2,599        2     -273      441   -1,543   -2,156     -334      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.0     53.6      1.5     40.9     26.7     85.4     81.8     14.6     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       11        2       11        8       22       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,612,968
COMMITMENTS
 943,864  469,768  3986097  7749180  8138082 12679141 12593947  933,827  1019021

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    285,202)
  35,018   11,518   48,923  213,916  235,492  297,856  295,932  -12,654  -10,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      3.5     29.3     56.9     59.8     93.1     92.5      6.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      70       52      103      140      147      262      255
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      927,965
COMMITMENTS
  65,540   94,383   76,157  644,058  632,376  785,755  802,915  142,210  125,050

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -420,087)
 -12,169  -12,502 -109,357 -263,867 -263,213 -385,394 -385,073  -34,693  -35,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     10.2      8.2     69.4     68.1     84.7     86.5     15.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     102      134       95      233      236      393      410
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      377,818
COMMITMENTS
  17,135   35,237   36,899  222,951  249,715  276,985  321,852  100,833   55,966

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -189,263)
     936  -49,978  -27,421 -146,088 -104,278 -172,573 -181,678  -16,690   -7,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      9.3      9.8     59.0     66.1     73.3     85.2     26.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      22       27       36       71       60      114      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,750,734
COMMITMENTS
 332,682  386,382  105,632  2105535  1913301  2543849  2405316  206,884  345,418

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,154,118)
-339,202  -86,296 -136,005 -588,899 -794,676 -1064106 -1016976  -90,013 -137,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     14.0      3.8     76.5     69.6     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
      96      119       75      205      218      342      371
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,477
COMMITMENTS
  12,153    6,066        9   83,158   95,323   95,320  101,398    9,157    3,079

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -24,478)
      34   -1,775     -525  -21,377  -21,251  -21,868  -23,551   -2,611     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.8      0.0     79.6     91.2     91.2     97.1      8.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
       9        6        1       49       42       58       49
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,045
COMMITMENTS
  12,598   10,554    1,558   37,280   40,043   51,436   52,155    4,609    3,889

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:    -61,044)
    -958     -816   -9,213  -44,509  -46,767  -54,680  -56,796   -6,365   -4,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     18.8      2.8     66.5     71.4     91.8     93.1      8.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       37       18       68       83      116      131
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      280,223
COMMITMENTS
  62,989   52,769    7,792  186,399  200,215  257,180  260,776   23,043   19,447

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:   -162,889)
 -36,550    4,911   -7,890 -111,349 -158,457 -155,789 -161,436   -7,100   -1,453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     18.8      2.8     66.5     71.4     91.8     93.1      8.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       37       18       68       83      116      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      109,078
COMMITMENTS
  59,994    8,798    2,924   17,120   81,653   80,039   93,376   29,040   15,703

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:        189)
   3,569   -1,503        8      340    5,493    3,918    3,999   -3,729   -3,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.0      8.1      2.7     15.7     74.9     73.4     85.6     26.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      30       15       13       15       20       50       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       55,688
COMMITMENTS
  16,962    7,449       12   30,053   29,622   47,027   37,083    8,661   18,605

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      7,800)
   5,614      -67       -3    7,245   10,031   12,856    9,961   -5,056   -2,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     13.4      0.0     54.0     53.2     84.4     66.6     15.6     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       13        1       20       24       36       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,293
COMMITMENTS
  15,511   20,843      505   36,573   40,487   52,589   61,835   17,704    8,458

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,082)
     -33    6,406       58  -16,838    6,820  -16,813   13,284   10,731  -19,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     29.7      0.7     52.0     57.6     74.8     88.0     25.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       14        2       26       20       53       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,657
COMMITMENTS
   2,358    1,673      310   25,009   28,000   27,677   29,983    3,980    1,674

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -2,573)
  -1,148      916       45      250     -168     -853      793   -1,720   -3,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.3      1.0     79.0     88.4     87.4     94.7     12.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        6        1       23       23       26       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       34,794
COMMITMENTS
   8,787    2,448      118   20,506   29,372   29,411   31,938    5,383    2,856

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,608)
  -1,941      731       34   -3,526   -6,882   -5,433   -6,117   -1,175     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      7.0      0.3     58.9     84.4     84.5     91.8     15.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      13        7        2       23       19       37       27
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,421
COMMITMENTS
   3,984    2,789       12    6,637   10,215   10,633   13,016    2,788      405

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:       -986)
    -284      -90        0     -375     -465     -659     -555     -327     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     20.8      0.1     49.5     76.1     79.2     97.0     20.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        3        1        5        2       17        5
```

----

Updated March 25, 2011