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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   129,624
Positions
     8,078     84,215      5,309     10,355      7,015        273     43,810      9,692      4,437      8,643        384        540     48,178     17,759
 
Changes from:       March 22, 2011                                   Total Change is:     1,326
     1,000        306      1,257        -14        -70         -4      2,115       -271        121     -1,618        266        -61     -1,470       -221
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       65.0        4.1        8.0        5.4        0.2       33.8        7.5        3.4        6.7        0.3        0.4       37.2       13.7
 
Number of Traders in Each Category                                    Total Traders:        77
         9          7          7          5          4          .         28         12         15         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    59,688
Positions
     4,945     33,814      1,839      1,028      1,114         69     24,055     11,328      1,331          0          0          0     26,420     10,192
 
Changes from:       March 22, 2011                                   Total Change is:       -13
       559     -1,159        223         18        458          0        962      1,271        207          0          0          0     -1,982     -1,013
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       56.7        3.1        1.7        1.9        0.1       40.3       19.0        2.2        0.0        0.0        0.0       44.3       17.1
 
Number of Traders in Each Category                                    Total Traders:        43
         .          8          5          .          .          .         19         10          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   114,485
Positions
     8,084     27,241     10,906      7,333     22,059      1,264     48,607     21,528      4,042      2,341      4,121      1,707     30,201     21,617
 
Changes from:       March 22, 2011                                   Total Change is:   -12,400
     4,254    -26,004      6,913        490        568         11    -22,020      2,778        897        955     -1,324      1,241     -5,140      2,521
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       23.8        9.5        6.4       19.3        1.1       42.5       18.8        3.5        2.0        3.6        1.5       26.4       18.9
 
Number of Traders in Each Category                                    Total Traders:        92
        10         10         11          4         12          5         28         22         16          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   121,131
Positions
     8,655     30,755      9,516     23,960      7,695      1,330     34,952     24,297      9,358      1,622      3,794        276     31,460     34,109
 
Changes from:       March 22, 2011                                   Total Change is:   -10,419
      -800    -19,023        153        -77        196        -37    -10,443      4,571      1,083       -220        534         76       -153      2,028
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       25.4        7.9       19.8        6.4        1.1       28.9       20.1        7.7        1.3        3.1        0.2       26.0       28.2
 
Number of Traders in Each Category                                    Total Traders:       107
         9         16         10          9          8          .         32         24         21          .          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   263,479
Positions
    24,234     94,461     16,382     27,742     19,657      3,003     72,464     34,113     23,874     21,528     10,934      9,221     65,032     51,834
 
Changes from:       March 22, 2011                                   Total Change is:    23,223
     4,885     16,655      1,580       -117        787         12     12,952      6,596        163        445       -431        160      3,144     -2,298
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       35.9        6.2       10.5        7.5        1.1       27.5       12.9        9.1        8.2        4.1        3.5       24.7       19.7
 
Number of Traders in Each Category                                    Total Traders:       180
        14         24         14         17         15         11         43         37         34         16         14         19
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   148,262
Positions
     6,696    108,407      3,981      9,927      4,424        134     86,212      9,424      3,535      2,124        501        246     35,408     17,611
 
Changes from:       March 22, 2011                                   Total Change is:    39,184
      -418     34,204        446       -193       -440          0     31,190      2,321        713      1,048          1         30      6,368      1,909
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       73.1        2.7        6.7        3.0        0.1       58.1        6.4        2.4        1.4        0.3        0.2       23.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        77
         4         14          8          4          5          .         31         13         13          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    88,155
Positions
    15,786     35,756     41,136          0          0          0     28,852     10,469        480      1,255          0          0        646        314
 
Changes from:       March 22, 2011                                   Total Change is:       221
       261         79        129          0          0          0       -391       -183        263          0          0          0        -41        -67
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       40.6       46.7        0.0        0.0        0.0       32.7       11.9        0.5        1.4        0.0        0.0        0.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         6          9         11          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   129,361
Positions
     3,789    105,999          0     16,938        243          0     95,245     18,848        317      4,886      2,352          0      8,186      1,602
 
Changes from:       March 22, 2011                                   Total Change is:     2,286
    -1,939      2,200          0        655          0          0      3,076        873          0        531          0          0        -37       -787
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       81.9        0.0       13.1        0.2        0.0       73.6       14.6        0.2        3.8        1.8        0.0        6.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       107
         5         12          0         10          .          0         57          9          .         10          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    13,401
Positions
     4,227      3,512         40        274      1,215          0      5,750      6,359        216        663          0          0      2,231      2,059
 
Changes from:       March 22, 2011                                   Total Change is:      -573
    -1,363      1,162        -14        147         19          0        621     -1,264          4       -155          0          0        187       -480
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       26.2        0.3        2.0        9.1        0.0       42.9       47.5        1.6        4.9        0.0        0.0       16.6       15.4
 
Number of Traders in Each Category                                    Total Traders:        38
         6          6          .          .          .          0         13          9          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    60,239
Positions
    19,183     37,140      1,092      2,870      1,035        533     25,664     11,369      1,231          0      1,548        422      9,244      5,868
 
Changes from:       March 22, 2011                                   Total Change is:    13,917
       423     11,663        -19        113       -838        114      9,229      2,385        145        -44      1,107         -9      3,967       -632
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       61.7        1.8        4.8        1.7        0.9       42.6       18.9        2.0        0.0        2.6        0.7       15.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        85
        16         18          5          5          .          .         25         14          9          0          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   120,477
Positions
    38,367     74,281      2,184      5,739      2,070      1,065     51,329     22,738      2,463          0      3,096        844     18,487     11,737
 
Changes from:       March 22, 2011                                   Total Change is:    27,834
       845     23,327        -39        225     -1,676        228     18,457      4,770        291        -89      2,215        -18      7,934     -1,263
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       61.7        1.8        4.8        1.7        0.9       42.6       18.9        2.0        0.0        2.6        0.7       15.3        9.7
 
Number of Traders in Each Category                                    Total Traders:        85
        16         18          5          5          .          .         25         14          9          0          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   951,946
Positions
    65,099    254,956     40,059    413,253    120,203     57,547     68,650    188,498    112,072     18,278     33,183     17,915    159,072    127,513
 
Changes from:       March 22, 2011                                   Total Change is:    23,981
     1,884      9,806      1,577     -6,335     -7,366      1,486      9,352      9,798      2,661     -1,763      5,299     -1,743     16,863      2,463
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       26.8        4.2       43.4       12.6        6.0        7.2       19.8       11.8        1.9        3.5        1.9       16.7       13.4
 
Number of Traders in Each Category                                    Total Traders:       582
        36         55         38        121         60         68         79        159        106         31         40         27
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   381,313
Positions
    10,529    153,506     11,352    145,578     34,529      7,565     19,337     34,533     57,981      6,148     16,721     10,695    112,127     54,431
 
Changes from:       March 22, 2011                                   Total Change is:     3,495
       486      4,219       -143     -7,046        452       -223        218     -2,123      1,429     -2,062      1,878       -458     11,294     -1,536
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       40.3        3.0       38.2        9.1        2.0        5.1        9.1       15.2        1.6        4.4        2.8       29.4       14.3
 
Number of Traders in Each Category                                    Total Traders:       142
         7         21          8         33         12         13         20         34         45          5         10         10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,853,163
Positions
   308,953    543,356    107,429  1,360,291    450,283    227,996    336,482    859,741    180,534     66,123     87,782     30,629    234,727    365,412
 
Changes from:       March 22, 2011                                   Total Change is:   102,429
    -2,580     18,364     18,171      3,289    -39,350      8,807     29,968     43,904     21,859     -5,684      9,924        756     27,843     19,995
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       19.0        3.8       47.7       15.8        8.0       11.8       30.1        6.3        2.3        3.1        1.1        8.2       12.8
 
Number of Traders in Each Category                                    Total Traders:       526
        34         52         35        100         57         60         84        139         92         27         33         18
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,260
Positions
    23,052     51,609          0     56,108     33,187      5,693     14,928     17,126          1      1,542          0          0      8,936      2,643
 
Changes from:       March 22, 2011                                   Total Change is:     5,783
       764      7,043          0      2,126     -3,224         -9      2,837      2,417         -8        295          0          0       -221       -436
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       46.8        0.0       50.9       30.1        5.2       13.5       15.5        0.0        1.4        0.0        0.0        8.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       103
         8         10          0         35         14         13         17         17          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    75,590
Positions
    14,757     35,047      3,288     14,900      9,001      2,975     23,183     11,927      5,359      1,868      2,801        184      9,077      5,008
 
Changes from:       March 22, 2011                                   Total Change is:    19,546
    -1,398      9,417      2,718      1,159       -160      1,239      8,568        690      3,406       -596      1,136        -19      4,468      1,119
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       46.4        4.3       19.7       11.9        3.9       30.7       15.8        7.1        2.5        3.7        0.2       12.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       222
        18         36          9         27         23         14         47         51         26         11          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    11,242
Positions
     1,896      8,354          0      1,859          0          0      3,597          0          6          0      1,124          0      3,884      1,757
 
Changes from:       March 22, 2011                                   Total Change is:   -17,225
   -10,764      1,213     -2,272       -135          0       -800     -1,564    -11,399       -626         -3     -1,141          0     -1,061     -2,200
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       74.3        0.0       16.5        0.0        0.0       32.0        0.0        0.1        0.0       10.0        0.0       34.5       15.6
 
Number of Traders in Each Category                                    Total Traders:        20
         5          7          0          .          0          0          4          0          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   321,744
Positions
    77,505    146,669      3,237     69,205     49,004     10,876    115,917     77,618      8,780      9,338      8,386        921     25,966     16,254
 
Changes from:       March 22, 2011                                   Total Change is:    41,521
    -3,267     18,516        387        502      3,198      2,193     42,842     21,437       -986     -2,980         62        -93      2,923     -3,192
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       45.6        1.0       21.5       15.2        3.4       36.0       24.1        2.7        2.9        2.6        0.3        8.1        5.1
 
Number of Traders in Each Category                                    Total Traders:       220
        19         34          5         26         23         13         47         51         23         11          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   369,257
Positions
   120,854     34,411     15,889    111,306    136,570     19,821     75,845    125,720      4,258      1,937     16,157          9     19,338     16,422
 
Changes from:       March 22, 2011                                   Total Change is:    11,522
   -14,381      4,045        377      2,292       -888        933     19,877      7,220         65        -20        609          9      2,370       -848
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        9.3        4.3       30.1       37.0        5.4       20.5       34.0        1.2        0.5        4.4        0.0        5.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       249
        16         19          .         50         48         24         38         64         21          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    56,725
Positions
     8,342      6,304      6,253     10,121     13,865      1,497     22,165      4,445        539        216      5,734          0      7,592     18,088
 
Changes from:       March 22, 2011                                   Total Change is:     1,037
    -1,567      1,333        532     -1,466      2,864        732      3,875     -4,709          0          0        802          0     -1,069       -517
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       11.1       11.0       17.8       24.4        2.6       39.1        7.8        1.0        0.4       10.1        0.0       13.4       31.9
 
Number of Traders in Each Category                                    Total Traders:        69
         8         11          .         14          5          .         15          9          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    66,878
Positions
    22,064     21,497      7,839      8,316      8,999      1,039      9,313     18,946      1,539        890      1,333          0     15,878      5,686
 
Changes from:       March 22, 2011                                   Total Change is:    -3,415
     3,728       -708        994       -753     -1,537        -86     -4,930       -592        323       -865        963          0     -1,826     -2,772
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       32.1       11.7       12.4       13.5        1.6       13.9       28.3        2.3        1.3        2.0        0.0       23.7        8.5
 
Number of Traders in Each Category                                    Total Traders:        79
        20         13          4          9          4          .         14         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,841
Positions
       325      6,715      1,200     19,690     11,185      4,270      1,638      6,581         11        419          0          0      4,288      1,879
 
Changes from:       March 22, 2011                                   Total Change is:       184
         0       -367        224       -492       -815       -114        258      1,051          0          0          0          0        308        205
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       21.1        3.8       61.8       35.1       13.4        5.1       20.7        0.0        1.3        0.0        0.0       13.5        5.9
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         20         12          8          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    35,536
Positions
     5,740     14,215      1,016     13,202      5,548        728      6,983     10,219        788      1,258        685         34      5,787      2,303
 
Changes from:       March 22, 2011                                   Total Change is:       742
    -1,510      1,139        131         97         -2         43      1,594        -21          5        -22          0          0        404       -553
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       40.0        2.9       37.2       15.6        2.0       19.7       28.8        2.2        3.5        1.9        0.1       16.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        57
         6          8          .         12          9          5         11          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   650,741
Positions
    13,094     75,441     22,021    285,982    156,073     60,422     72,389     78,706     30,156     17,073     51,752      4,798    144,806    171,373
 
Changes from:       March 22, 2011                                   Total Change is:   -35,497
    -1,079     -8,247    -11,550    -14,792      1,081     -1,197      7,505     -5,569    -15,024        134     -1,902       -472        979      7,382
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.6        3.4       43.9       24.0        9.3       11.1       12.1        4.6        2.6        8.0        0.7       22.3       26.3
 
Number of Traders in Each Category                                    Total Traders:       146
         5         19         13         43         22         34         18         26         29          4          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   321,700
Positions
       177    125,941        523    231,963      6,527     18,829      2,540    124,771        598      1,700          0          0     65,370     44,512
 
Changes from:       March 22, 2011                                   Total Change is:     3,927
       147      8,281     -2,002      5,134        544     -1,597      2,540     -2,788       -360      1,700          0          0     -1,634      1,849
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       39.1        0.2       72.1        2.0        5.9        0.8       38.8        0.2        0.5        0.0        0.0       20.3       13.8
 
Number of Traders in Each Category                                    Total Traders:        63
         .          9          .         32          .         16          .         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   975,217
Positions
    81,843     85,094     32,429    274,372    406,912     86,788    203,613     77,691     72,266    109,172     54,603     10,374    104,360    149,060
 
Changes from:       March 22, 2011                                   Total Change is:    10,899
    40,843    -24,036        193    -15,357     19,173      6,448    -15,208     -4,450      6,254     -7,232     -3,951        110     -5,152     11,159
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        8.7        3.3       28.1       41.7        8.9       20.9        8.0        7.4       11.2        5.6        1.1       10.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       239
        15         31         20         33         54         36         46         33         34          7         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,952,550
Positions
   113,019    118,614    181,369    538,142    531,527    240,547    316,781    191,720    201,492     37,068     56,683     41,057    283,077    389,542
 
Changes from:       March 22, 2011                                   Total Change is:  -118,682
     9,539     -2,415    -24,069      6,722    -18,765     -3,071     -6,585      3,624    -61,432      4,124        385    -36,170     -7,740     23,232
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        6.1        9.3       27.6       27.2       12.3       16.2        9.8       10.3        1.9        2.9        2.1       14.5       20.0
 
Number of Traders in Each Category                                    Total Traders:       276
        31         27         48         31         60         56         51         50         66         11         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 1,379,590
Positions
    83,658    124,808     53,568    300,705    498,472    141,770    421,121    111,183     95,648     59,500     61,945     12,116    211,504    280,080
 
Changes from:       March 22, 2011                                   Total Change is:    -3,370
    16,217     19,608    -10,635        -71      1,502      8,560     15,284      3,553    -28,535        393        357     -1,897     -2,686      4,115
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        9.0        3.9       21.8       36.1       10.3       30.5        8.1        6.9        4.3        4.5        0.9       15.3       20.3
 
Number of Traders in Each Category                                    Total Traders:       193
        18         19         25         25         42         40         34         35         37          8         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   963,401
Positions
   186,167    236,180    288,229     15,962      2,440     10,145     96,522     53,878    289,133     11,697      6,282     30,922     34,624     46,192
 
Changes from:       March 22, 2011                                   Total Change is:    45,561
    23,103     20,910        101      4,032         -2        973     -3,377      1,527     15,937        464      1,836      3,317      1,011        962
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       24.5       29.9        1.7        0.3        1.1       10.0        5.6       30.0        1.2        0.7        3.2        3.6        4.8
 
Number of Traders in Each Category                                    Total Traders:       140
        29         32         46          6          .          5         28         26         41          4          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 is13,955,184
Positions
 1,151,029  3,305,036  3,016,494  2,723,984    533,785    347,820    934,785    500,824  4,163,326     38,235    357,217    690,710    888,800  1,039,971
 
Changes from:       March 22, 2011                                   Total Change is:   342,215
    52,200   -250,560    140,041     61,829     88,707     35,759   -205,204     13,395    313,798    -13,705    -22,398      2,524    -45,027     20,950
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       23.7       21.6       19.5        3.8        2.5        6.7        3.6       29.8        0.3        2.6        4.9        6.4        7.5
 
Number of Traders in Each Category                                    Total Traders:       286
        28         67         92         12         20         27         70         58        103          9         15         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    11,922
Positions
     5,267      6,452          0      1,454        827         35        273      3,685         11      4,800        652          0         82        260
 
Changes from:       March 22, 2011                                   Total Change is:       -41
       101        528          0        -18        -11         10       -125       -552          1          0         -6          0        -10        -11
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       54.1        0.0       12.2        6.9        0.3        2.3       30.9        0.1       40.3        5.5        0.0        0.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    28,480
Positions
    24,950     14,927          0      2,010      1,666         59      1,261      6,223          0         40      5,466          0        160        139
 
Changes from:       March 22, 2011                                   Total Change is:      -418
     1,840       -227          0          0       -667          0     -1,836        356          0          0         10          0       -422        110
 
Percent of Open Interest Represented by Each Category of Trader
      87.6       52.4        0.0        7.1        5.8        0.2        4.4       21.9        0.0        0.1       19.2        0.0        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          5          .          5          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    53,402
Positions
    24,712      2,439         37         73        692        743     18,372     41,108      1,079      2,118      1,315        353      5,916      5,636
 
Changes from:       March 22, 2011                                   Total Change is:       262
      -539       -533        -24          0       -120         38       -140      1,164         24        635       -269         63        206        -80
 
Percent of Open Interest Represented by Each Category of Trader
      46.3        4.6        0.1        0.1        1.3        1.4       34.4       77.0        2.0        4.0        2.5        0.7       11.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       122
         6          7          .          .          4          .         25         45          7         23         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   184,059
Positions
    64,812     66,923     38,403      8,398      1,546      2,400     13,797     23,808     25,421      1,876      2,016      8,151     20,801     15,391
 
Changes from:       March 22, 2011                                   Total Change is:    13,836
     8,056      9,796     -5,208        311        944        -23      6,091      8,359        997        572         84       -294      3,334       -819
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       36.4       20.9        4.6        0.8        1.3        7.5       12.9       13.8        1.0        1.1        4.4       11.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       105
        16          7         19         10          4          4         23         21         26          5          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,679
Positions
     2,139      5,328          0      2,532          0          0      3,246      1,213         37        150      1,577          0      1,575      1,524
 
Changes from:       March 22, 2011                                   Total Change is:       857
      -159        857          0         38          0          0       -533          0          0          0     -1,500          0      1,511      1,500
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       55.0        0.0       26.2        0.0        0.0       33.5       12.5        0.4        1.5       16.3        0.0       16.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    13,372
Positions
       414     12,767          0      7,935          0          1      2,215        132          3          0        104         12      2,792        353
 
Changes from:       March 22, 2011                                   Total Change is:       -49
        -4          0          0       -354          0          0        302          0          3          0          0          0          4        -52
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.5        0.0       59.3        0.0        0.0       16.6        1.0        0.0        0.0        0.8        0.1       20.9        2.6
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          8          0          .          7          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 1, 2011