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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,368
COMMITMENTS
     390      100       53    4,202    4,578    4,645    4,731      723      637

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -352)
     -86      -13       -3     -184     -303     -273     -319      -79      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.9      1.0     78.3     85.3     86.5     88.1     13.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        2       10       10       15       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,745
COMMITMENTS
   5,262   10,110      873   20,201   14,358   26,336   25,341    4,409    5,404

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -4,440)
    -519     -188     -193   -3,670   -3,237   -4,382   -3,618      -58     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     32.9      2.8     65.7     46.7     85.7     82.4     14.3     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      11       23        8       23       22       39       49
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,570
COMMITMENTS
  76,943   54,110   49,706  110,772  123,193  237,421  227,009   31,149   41,561

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,712)
  -5,332    1,225      -52    7,259      -74    1,875    1,099     -163      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     20.1     18.5     41.2     45.9     88.4     84.5     11.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      98       83      119       56       83      219      245
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      364,976
COMMITMENTS
 130,863   65,561   57,179  148,311  176,065  336,353  298,805   28,623   66,171

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,036)
  -4,811   -4,180    1,315    3,845    2,392      349     -473   -1,385     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     18.0     15.7     40.6     48.2     92.2     81.9      7.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     146       93      121       74      165      290      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,377
COMMITMENTS
   4,154    3,346    1,414    2,590    3,562    8,158    8,322    2,219    2,055

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        -80)
     -83      -11     -173      -81     -155     -337     -339      257      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0     32.2     13.6     25.0     34.3     78.6     80.2     21.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      27       23       12       14       21       50       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,124
COMMITMENTS
  25,290    7,893   10,033   10,777   12,586   46,100   30,512    9,024   24,612

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -1,083)
       7     -256   -2,122      917     -115   -1,198   -2,493      115    1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     14.3     18.2     19.6     22.8     83.6     55.4     16.4     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      70       37       49       31       66      127      138
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,262
COMMITMENTS
     166    4,263       21    7,412    2,628    7,599    6,912      663    1,350

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -268)
     105     -211        6     -409      -55     -298     -260       30       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     51.6      0.3     89.7     31.8     92.0     83.7      8.0     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        8        3       12        8       16       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      133,184
COMMITMENTS
  11,579    6,624    3,316  117,733  123,155  132,628  133,095      556       89

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      3,852)
      53     -118        0    3,811    3,969    3,864    3,851      -12        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      5.0      2.5     88.4     92.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        1       15       15       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      146,771
COMMITMENTS
  55,906   29,874    4,960   47,002   92,186  107,868  127,020   38,903   19,751

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     10,218)
   5,143    1,591    1,668    1,633    5,290    8,444    8,549    1,774    1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     20.4      3.4     32.0     62.8     73.5     86.5     26.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      35       13        5       25       23       63       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,649
COMMITMENTS
   8,114   27,592      348   33,875   10,434   42,337   38,374   11,312   15,275

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,289)
  -1,661   -1,574      221    5,602      797    4,162     -556   -2,873    1,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     51.4      0.6     63.1     19.4     78.9     71.5     21.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       19        4       10       17       19       39
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      207,994
COMMITMENTS
  84,514   18,167    3,031  114,929  182,796  202,474  203,994    5,520    4,000

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     18,216)
  10,704    5,107    2,155    5,687    9,850   18,546   17,112     -330    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      8.7      1.5     55.3     87.9     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      48       22        9       21       21       75       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      184,104
COMMITMENTS
  22,308   59,407      598  142,025   98,699  164,931  158,704   19,173   25,400

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      7,219)
  -4,623    9,241     -165   11,816     -808    7,028    8,268      191   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     32.3      0.3     77.1     53.6     89.6     86.2     10.4     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      20       29        7       30       31       55       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      147,952
COMMITMENTS
  33,281   52,639    1,770  101,188   50,071  136,239  104,480   11,713   43,472

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -358)
 -18,277     -122    1,066   17,826   -2,264      615   -1,320     -973      962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     35.6      1.2     68.4     33.8     92.1     70.6      7.9     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17       49        8       26       28       49       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      284,739
COMMITMENTS
  39,943  156,416    6,110  205,574   63,286  251,627  225,812   33,112   58,927

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     13,457)
   4,215   11,014      622   11,062      230   15,899   11,866   -2,442    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     54.9      2.1     72.2     22.2     88.4     79.3     11.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      31       72       19       46       51       88      132
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,950
COMMITMENTS
  23,506    6,718      483    2,039   20,754   26,028   27,955    3,922    1,995

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -5,209)
  -3,500    1,826       65   -1,071   -7,305   -4,506   -5,414     -703      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.5     22.4      1.6      6.8     69.3     86.9     93.3     13.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25       10        3        7       13       33       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,722,939
COMMITMENTS
 831,646  809,528  1835160  5232775  5163773  7899581  7808461  823,358  914,478

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    155,091)
  56,145   98,483   72,042   42,097   16,663  170,284  187,188  -15,193  -32,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      9.3     21.0     60.0     59.2     90.6     89.5      9.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      60       47       88      134      141      244      236
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      846,787
COMMITMENTS
  79,292  109,191   29,530  609,663  595,589  718,485  734,310  128,301  112,477

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     34,794)
  -1,099    4,573    7,471   13,001    5,655   19,373   17,699   15,420   17,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     12.9      3.5     72.0     70.3     84.8     86.7     15.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      549)
     101      104       58      233      239      360      376
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      252,705
COMMITMENTS
  12,689   21,638    1,722  166,144  176,454  180,555  199,814   72,150   52,891

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      6,296)
     265    4,198      -95      931   -8,484    1,101   -4,381    5,195   10,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      8.6      0.7     65.7     69.8     71.4     79.1     28.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      12       11        7       58       55       74       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,970,409
COMMITMENTS
 386,231  490,981   85,825  2217596  2095673  2689652  2672479  280,757  297,930

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    142,488)
  16,119   24,813   14,891   60,351   70,695   91,361  110,399   51,127   32,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     16.5      2.9     74.7     70.6     90.5     90.0      9.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      99      102       51      208      224      328      356
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,490
COMMITMENTS
  17,008    5,872        0   85,941  102,301  102,949  108,173    9,541    4,317

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        240)
   2,145    1,220        0      -81   -1,583    2,064     -363   -1,824      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      5.2      0.0     76.4     90.9     91.5     96.2      8.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        6        0       50       38       62       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      115,730
COMMITMENTS
  31,506    6,949    2,014   72,809  101,186  106,329  110,150    9,401    5,580

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        935)
     801    1,367       95     -598   -1,110      299      352      636      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      6.0      1.7     62.9     87.4     91.9     95.2      8.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      79       32       18       76       90      163      133
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,618
COMMITMENTS
   1,456      979      275   14,890   17,354   16,621   18,608    2,997    1,010

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,074)
      77        0      275      793      604    1,145      879      -71      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.0      1.4     75.9     88.5     84.7     94.9     15.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       11       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      480,559
COMMITMENTS
 156,430   36,030    2,517  289,593  419,162  448,540  457,709   32,019   22,850

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -697)
   4,003    7,215   -1,280   -6,955   -8,569   -4,232   -2,634    3,535    1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6      7.5      0.5     60.3     87.2     93.3     95.2      6.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      78       33       15       71       88      154      131
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      164,007
COMMITMENTS
  96,358   34,638    3,356   31,532  103,390  131,246  141,384   32,761   22,623

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      2,788)
  -7,307    9,174      456   11,376   -9,755    4,525     -125   -1,737    2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     21.1      2.0     19.2     63.0     80.0     86.2     20.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      35       29        8       22       31       63       62
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,210
COMMITMENTS
   5,467   11,490    4,156   32,463   16,142   42,086   31,788    8,124   18,422

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     13,546)
    -909      188    3,656    9,848    9,999   12,595   13,843      951     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     22.9      8.3     64.7     32.1     83.8     63.3     16.2     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        9        8       25       12       41       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,640
COMMITMENTS
  14,177    3,974   10,292   21,655   29,953   46,124   44,219   22,516   24,421

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     23,379)
   1,187     -430    7,220    1,498    3,037    9,905    9,827   13,474   13,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      5.8     15.0     31.5     43.6     67.2     64.4     32.8     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       10        7       26       29       46       42
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,350
COMMITMENTS
   6,251      743        0    2,684    9,340    8,935   10,083    1,415      267

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        822)
     898       98        0      -70      598      828      696       -6      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.4      7.2      0.0     25.9     90.2     86.3     97.4     13.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        6        3       17        5
```

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Updated March 9, 2012