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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   158,656
Positions
     6,075     81,029      4,814      9,707      7,050        142     67,513     36,785      5,459      8,756          0        231     55,959     23,145
 
Changes from:       February 22, 2011                                Total Change is:    10,819
     1,660      3,732        482         95        -35          0      5,490      2,032        886     -1,127         -1       -103      3,436      3,825
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       51.1        3.0        6.1        4.4        0.1       42.6       23.2        3.4        5.5        0.0        0.1       35.3       14.6
 
Number of Traders in Each Category                                    Total Traders:        86
         5         17          8          4          4          .         32         12         11         12          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    61,681
Positions
       624     26,416      1,802        930      1,085         77     29,953     17,551      1,013          0        665          0     27,281     13,071
 
Changes from:       February 22, 2011                                Total Change is:    13,807
    -4,080      9,048       -399          0          1          0     10,840      5,818        -97          0        665          0      7,542     -1,230
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       42.8        2.9        1.5        1.8        0.1       48.6       28.5        1.6        0.0        1.1        0.0       44.2       21.2
 
Number of Traders in Each Category                                    Total Traders:        46
         .         14          5          .          .          .         19          8          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   138,814
Positions
    11,266     38,522     11,225      6,833     19,380      1,226     65,253     33,550      4,516      1,449      5,835        889     36,156     23,670
 
Changes from:       February 22, 2011                                Total Change is:     3,704
     2,832     -3,318        118         20        -66          7     -1,233      4,579      1,014     -1,158      1,290       -472      2,576        551
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       27.8        8.1        4.9       14.0        0.9       47.0       24.2        3.3        1.0        4.2        0.6       26.0       17.1
 
Number of Traders in Each Category                                    Total Traders:       101
         9         16         13          4         12          5         32         19         17          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   151,756
Positions
    11,195     63,580      8,067     25,947      8,517        326     70,198     19,891      6,483      1,385      6,533        183     27,973     38,176
 
Changes from:       February 22, 2011                                Total Change is:    14,654
   -17,207     35,752      2,640        243        975       -607     24,793    -27,636        534          1      1,582        157      4,100      1,257
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       41.9        5.3       17.1        5.6        0.2       46.3       13.1        4.3        0.9        4.3        0.1       18.4       25.2
 
Number of Traders in Each Category                                    Total Traders:       123
         8         21         13          9          9          .         32         30         24          .         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   271,193
Positions
    27,924     83,110     22,393     28,330     19,153      3,378     61,942     34,492     29,699     19,071      9,351     10,922     67,534     58,694
 
Changes from:       February 22, 2011                                Total Change is:    12,755
       869      6,686        734     -1,828       -560        991      3,790     -5,166      2,103        226      5,812        958      4,914      1,198
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       30.6        8.3       10.4        7.1        1.2       22.8       12.7       11.0        7.0        3.4        4.0       24.9       21.6
 
Number of Traders in Each Category                                    Total Traders:       182
        18         20         19         19         14         12         45         38         45         12         16         19
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   143,901
Positions
     7,909    101,487      4,080      8,740      3,745        134     78,983     11,235      4,010      1,651      1,031        362     38,032     17,818
 
Changes from:       February 22, 2011                                Total Change is:    11,305
      -350      9,542       -246         68        166          0      8,583      1,067        629        155         66         62      2,405         20
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       70.5        2.8        6.1        2.6        0.1       54.9        7.8        2.8        1.1        0.7        0.3       26.4       12.4
 
Number of Traders in Each Category                                    Total Traders:        90
         7         13         11          4          5          .         40         15         17          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    66,467
Positions
    16,619     38,254     15,733          0          0          0     29,915      9,716      1,779      1,255          0          0      1,166        985
 
Changes from:       February 22, 2011                                Total Change is:       987
     1,704      1,392     -1,007          0          0          0     -1,569     -1,524      1,241          0          0          0        618        885
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       57.6       23.7        0.0        0.0        0.0       45.0       14.6        2.7        1.9        0.0        0.0        1.8        1.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   134,821
Positions
     4,818    107,498         52     16,692        425          0    100,453     21,861        833      4,637      2,432          0      7,336      1,720
 
Changes from:       February 22, 2011                                Total Change is:   -15,034
     3,128     -6,676          1       -498          0          0    -15,844     -7,944       -193       -724        515          0       -904       -737
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       79.7        0.0       12.4        0.3        0.0       74.5       16.2        0.6        3.4        1.8        0.0        5.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       117
         7         14          .          8          .          0         59         12          5          8          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,966
Positions
     8,283     10,224        622          0      1,016          0     14,195     13,160        145        961        150          0      2,760      1,649
 
Changes from:       February 22, 2011                                Total Change is:      -864
       769     -1,933        347          0        617          0     -1,328         -3          3       -168          0          0       -487        105
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       37.9        2.3        0.0        3.8        0.0       52.6       48.8        0.5        3.6        0.6        0.0       10.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        45
         9          6          .          0          .          0         14         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,982
Positions
    21,790     32,112      2,225      4,525      2,347        236     14,149      8,528      8,344        600        524        371      8,743      6,295
 
Changes from:       February 22, 2011                                Total Change is:     1,122
       402      3,375         28        224       -475        -16     -1,324         85      2,002        -18     -1,859       -106        -71     -1,913
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       52.7        3.6        7.4        3.8        0.4       23.2       14.0       13.7        1.0        0.9        0.6       14.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       107
        19         18          7          8          6          .         31         16         17          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    12,807
Positions
     4,903      9,315        168        355          0          0      5,394        850          0          0        261          0      1,987      2,213
 
Changes from:       February 22, 2011                                Total Change is:       953
      -383        944          0        -19          0          0      1,314         98          0          0        -40          0         41        -49
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       72.7        1.3        2.8        0.0        0.0       42.1        6.6        0.0        0.0        2.0        0.0       15.5       17.3
 
Number of Traders in Each Category                                    Total Traders:        23
         6          7          .          .          0          0          5          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    96,351
Positions
    35,025     46,847      2,861      8,340      4,693        472     29,397     27,245      4,801      1,200        525        742     13,512      8,165
 
Changes from:       February 22, 2011                                Total Change is:       339
     1,608      4,900         18        486       -950        -31     -2,453      2,798      1,180        -36     -3,638       -211       -223     -3,727
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       48.6        3.0        8.7        4.9        0.5       30.5       28.3        5.0        1.2        0.5        0.8       14.0        8.5
 
Number of Traders in Each Category                                    Total Traders:       102
        17         17          7          7          6          .         33         18         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,089,709
Positions
    60,524    262,378     99,743    415,048    123,362     62,481     83,086    203,188    157,936     24,600     34,430     31,365    154,928    114,827
 
Changes from:       February 22, 2011                                Total Change is:    43,845
    -2,546     -3,226     13,278    -12,083      4,851      2,534     -2,048      8,163     19,522      1,882     -9,202      4,477     18,828      3,446
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       24.1        9.2       38.1       11.3        5.7        7.6       18.6       14.5        2.3        3.2        2.9       14.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       589
        34         56         42        111         65         68        102        152        121         42         26         25
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   446,488
Positions
    53,104    159,085     18,933    146,985     34,054      9,194     21,683     74,813     67,143      7,888     11,193     21,714     99,843     50,358
 
Changes from:       February 22, 2011                                Total Change is:    26,198
     7,585      3,183        153     -5,111        799       -248       -260      5,890     10,377        572       -264      5,084      8,046      1,225
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       35.6        4.2       32.9        7.6        2.1        4.9       16.8       15.0        1.8        2.5        4.9       22.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       145
        11         19         11         31         14         14         23         29         44         10          8         11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,216,107
Positions
   268,750    748,122    172,396  1,363,094    469,320    243,652    532,920    867,778    228,059    100,933    133,558     30,877    275,425    322,345
 
Changes from:       February 22, 2011                                Total Change is:    88,235
    -7,058     11,554     22,028    -27,217     27,904      6,270     21,030     41,332     15,758      5,380    -45,858     -1,862     53,906     11,108
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       23.3        5.4       42.4       14.6        7.6       16.6       27.0        7.1        3.1        4.2        1.0        8.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       537
        38         50         36         91         60         60         99        142        106         34         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   101,538
Positions
    20,631     34,593        989     50,093     35,670      5,382      9,450     19,191      1,531      1,247          0          0     12,215      4,182
 
Changes from:       February 22, 2011                                Total Change is:       703
     1,041     -3,146         73     -2,533      1,469       -179       -775         72      1,526        -14          0          0      1,564        888
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       34.1        1.0       49.3       35.1        5.3        9.3       18.9        1.5        1.2        0.0        0.0       12.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        94
         8          9          .         31         14         13         16         15          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    94,877
Positions
    10,969     40,797     12,384     21,672      7,327      2,702     24,252     14,029      8,097      2,788      2,531        530     11,485      6,481
 
Changes from:       February 22, 2011                                Total Change is:    -2,970
     1,381     -6,372      1,460     -4,537         17        165     -4,630      2,344        -58        142       -349        112      2,996       -287
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       43.0       13.1       22.8        7.7        2.8       25.6       14.8        8.5        2.9        2.7        0.6       12.1        6.8
 
Number of Traders in Each Category                                    Total Traders:       255
        23         32         11         39         18         14         68         47         28         15         13          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,822
Positions
     9,297     10,175      1,662      2,369          0          0      1,940      2,811        576        761      1,976          0      4,217      3,622
 
Changes from:       February 22, 2011                                Total Change is:      -516
     1,861     -2,116         -1         71          0          0     -2,767      1,469          0        -11          3          0        329        129
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       48.9        8.0       11.4        0.0        0.0        9.3       13.5        2.8        3.7        9.5        0.0       20.3       17.4
 
Number of Traders in Each Category                                    Total Traders:        25
         6          9          4          .          0          0          .          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   370,276
Positions
    41,652    186,406     20,316     96,514     36,636     13,511    135,182     79,706     13,982     11,682      4,329      1,098     36,339     14,291
 
Changes from:       February 22, 2011                                Total Change is:   -12,267
     7,450    -11,432     -2,545    -23,041         83        824    -15,856     -2,164      6,245      2,315       -207       -992     13,333     -2,080
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       50.3        5.5       26.1        9.9        3.6       36.5       21.5        3.8        3.2        1.2        0.3        9.8        3.9
 
Number of Traders in Each Category                                    Total Traders:       252
        23         30          7         38         18         14         69         46         25         16         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   345,701
Positions
   112,084     39,008     14,307    111,445    119,170     20,912     58,994    118,400      4,673      2,557     11,676         12     20,717     17,543
 
Changes from:       February 22, 2011                                Total Change is:       108
    -1,846     -2,581        976     -3,273       -557      1,020      4,037      1,517       -756        267        153          7       -324        329
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       11.3        4.1       32.2       34.5        6.0       17.1       34.2        1.4        0.7        3.4        0.0        6.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       253
        15         24          5         52         45         21         42         57         23          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    44,396
Positions
    13,576      6,866        130     12,580        209        562      4,556     13,067        582      1,871      1,716          0     10,539     21,264
 
Changes from:       February 22, 2011                                Total Change is:    -3,488
       308      1,144        -36     -3,584       -135        550        606     -4,959        360       -585          0          0     -1,107       -412
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       15.5        0.3       28.3        0.5        1.3       10.3       29.4        1.3        4.2        3.9        0.0       23.7       47.9
 
Number of Traders in Each Category                                    Total Traders:        64
        14          8          .         12          .          .         12         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    64,564
Positions
    22,387     23,803      2,032     11,328      6,059        655     12,795      4,045      1,378      1,916        416          1     12,072     26,175
 
Changes from:       February 22, 2011                                Total Change is:     1,905
     1,370      4,284       -194       -929         64          0      1,036      1,524     -1,881        139     -3,970          1      2,363      2,077
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       36.9        3.1       17.5        9.4        1.0       19.8        6.3        2.1        3.0        0.6        0.0       18.7       40.5
 
Number of Traders in Each Category                                    Total Traders:        64
        17         14          .          7          .          .         11          7          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   726,435
Positions
    13,203     95,737     41,013    321,869    148,170     47,636     81,322    127,883     47,191     20,845     45,846      2,870    150,485    170,089
 
Changes from:       February 22, 2011                                Total Change is:    15,775
      -941     -4,080      3,918       -844      9,003     -5,708     40,253     11,189     16,355     -3,735      7,052     -1,923    -31,600    -20,031
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       13.2        5.6       44.3       20.4        6.6       11.2       17.6        6.5        2.9        6.3        0.4       20.7       23.4
 
Number of Traders in Each Category                                    Total Traders:       155
         7         20         21         42         21         35         21         28         28          4         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   364,858
Positions
     2,983    116,482      9,930    235,399      3,414     17,023      7,100    135,998     25,294          0          0          0     67,129     56,717
 
Changes from:       February 22, 2011                                Total Change is:    32,254
       213      2,685      4,752      6,181        176        809      5,450      3,341     20,666          0          0          0     -5,817       -176
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       31.9        2.7       64.5        0.9        4.7        1.9       37.3        6.9        0.0        0.0        0.0       18.4       15.5
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         34          .         14          .         18          9          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   909,747
Positions
    64,774     62,842     27,468    332,892    355,138     79,667    172,945    110,401     66,270     66,111     64,682      6,882     92,737    136,396
 
Changes from:       February 22, 2011                                Total Change is:  -104,380
   -25,827    -24,809       -377     24,443     -1,177     -3,979   -104,932    -42,545     19,515      1,313    -31,485     -3,523    -11,013    -16,000
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        6.9        3.0       36.6       39.0        8.8       19.0       12.1        7.3        7.3        7.1        0.8       10.2       15.0
 
Number of Traders in Each Category                                    Total Traders:       221
        19         31         23         32         46         35         35         30         32          8         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,781,510
Positions
    98,736    141,641    145,144    540,033    489,777    235,431    209,740    176,516    174,683     55,992     31,409     30,912    290,838    355,997
 
Changes from:       February 22, 2011                                Total Change is:   -39,171
   -40,205     11,770    -10,357    -35,589     20,030      5,677     19,061    -81,608     34,468     -5,967      4,990      3,019     -9,278    -27,159
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        8.0        8.1       30.3       27.5       13.2       11.8        9.9        9.8        3.1        1.8        1.7       16.3       20.0
 
Number of Traders in Each Category                                    Total Traders:       254
        22         33         47         32         56         52         52         40         68          8         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,347,763
Positions
   104,725    124,837     62,256    233,206    435,023    169,305    447,097     92,597     83,223     63,927     87,539     10,636    173,388    282,347
 
Changes from:       February 22, 2011                                Total Change is:   -63,930
   -33,119    -22,227      1,369     13,698     -5,910     -6,097    -19,625     -2,908      3,192     -4,877     -2,845      1,688    -20,158    -30,192
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        9.3        4.6       17.3       32.3       12.6       33.2        6.9        6.2        4.7        6.5        0.8       12.9       20.9
 
Number of Traders in Each Category                                    Total Traders:       189
        19         19         28         26         43         38         32         29         35         10         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   772,618
Positions
   132,002    180,389    240,312     12,155      2,442      6,563     85,905     35,779    219,494     10,806      4,960     25,267     40,115     57,411
 
Changes from:       February 22, 2011                                Total Change is:   -64,344
   -19,071    -23,272    -22,517     -2,277      1,042      1,908      4,629      2,514    -22,746     -4,842     -7,446      5,288     -4,717        886
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       23.3       31.1        1.6        0.3        0.8       11.1        4.6       28.4        1.4        0.6        3.3        5.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       125
        27         28         43          5          .          .         27         23         37          6          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 is14,915,557
Positions
 1,346,381  3,203,037  3,258,718  2,523,889    600,534    336,321    966,461    492,436  4,730,543     79,477    424,706    773,943    899,824  1,095,321
 
Changes from:       February 22, 2011                                Total Change is:   508,932
   -17,434    236,006     78,510    202,123     25,026     -6,742    163,843     58,304     22,284      5,884     70,232     58,708      1,756    -33,395
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       21.5       21.8       16.9        4.0        2.3        6.5        3.3       31.7        0.5        2.8        5.2        6.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       301
        30         66         93          9         19         23         66         70        110         15         19         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    14,432
Positions
     5,634      7,755        987      1,774        842         25        759      3,607        390      4,800        577          0         63        249
 
Changes from:       February 22, 2011                                Total Change is:      -203
      -780        229          0        212          3          0        229       -466        135          0       -103          0          1         -1
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       53.7        6.8       12.3        5.8        0.2        5.3       25.0        2.7       33.3        4.0        0.0        0.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    47,335
Positions
    29,999     19,764     14,194      2,001      2,252        116        727      5,195        220          0      5,406          0         78        188
 
Changes from:       February 22, 2011                                Total Change is:       210
     1,020       -144        -94         26        431         -3       -589       -169        220          0       -106          0       -370         75
 
Percent of Open Interest Represented by Each Category of Trader
      63.4       41.8       30.0        4.2        4.8        0.2        1.5       11.0        0.5        0.0       11.4        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         5          4          .          .          5          .          4          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    46,846
Positions
    13,303      2,521        777        203        365        811     24,025     35,549      1,040      2,002      1,359          2      4,684      4,423
 
Changes from:       February 22, 2011                                Total Change is:     6,178
       203        -85        100        -45         57         23      7,251      4,887         25        -72        425          0     -1,308        745
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        5.4        1.7        0.4        0.8        1.7       51.3       75.9        2.2        4.3        2.9        0.0       10.0        9.4
 
Number of Traders in Each Category                                    Total Traders:       102
         8          4          .          .          .          .         26         37          6         12          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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   160,407
Positions
    58,727     43,164     32,777      5,376      2,358      4,041     11,275     26,824     21,174        867      8,065      6,628     19,542     15,376
 
Changes from:       February 22, 2011                                Total Change is:    -2,180
       120      4,126     -3,747         18        268        616      4,806        840     -1,378       -429     -1,633        423     -2,609     -1,695
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       26.9       20.4        3.4        1.5        2.5        7.0       16.7       13.2        0.5        5.0        4.1       12.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       100
        12          9         18          9          4          6         17         25         23          5          6         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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    14,328
Positions
       415     13,257          0      9,594          0          0      1,791        732         23          0          0          0      2,505        316
 
Changes from:       February 22, 2011                                Total Change is:        45
         3       -162          0        -95          0          0        121        175         -1          0          0          0         17         33
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       92.5        0.0       67.0        0.0        0.0       12.5        5.1        0.2        0.0        0.0        0.0       17.5        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          0          5          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated March 4, 2011