```
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   181,374
Positions
     5,847     86,023     23,875     10,700      7,046        143     71,006     39,425      3,872      8,482        650        375     57,073     19,965
 
Changes from:       March 1, 2011                                    Total Change is:    22,718
      -228      4,993     19,061        993         -4          1      3,493      2,639     -1,587       -274        650        145      1,114     -3,181
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       47.4       13.2        5.9        3.9        0.1       39.1       21.7        2.1        4.7        0.4        0.2       31.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        90
         .         18          9          5          4          .         35         12         12         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,552
Positions
        99     29,629      3,603      1,540      1,064         77     30,686     19,184      1,091          0          0          0     27,455      9,903
 
Changes from:       March 1, 2011                                    Total Change is:     2,870
      -525      3,213      1,801        610        -21          0        733      1,632         78          0       -665          0        173     -3,168
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       45.9        5.6        2.4        1.6        0.1       47.5       29.7        1.7        0.0        0.0        0.0       42.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        46
         .         15          7          .          .          .         18          8          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   152,609
Positions
     7,197     43,244     17,249      7,962     19,568      1,237     69,768     33,012      6,118        992      4,334      1,286     40,801     26,561
 
Changes from:       March 1, 2011                                    Total Change is:    13,795
    -4,069      4,722      6,023      1,129        188         11      4,515       -538      1,602       -457     -1,501        397      4,645      2,890
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       28.3       11.3        5.2       12.8        0.8       45.7       21.6        4.0        0.7        2.8        0.8       26.7       17.4
 
Number of Traders in Each Category                                    Total Traders:       101
        10         15         16          5         12          5         32         20         16          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   142,609
Positions
    12,810     56,426      7,068     27,160      8,223        332     60,691     23,123      4,177        900      4,873        371     29,100     38,016
 
Changes from:       March 1, 2011                                    Total Change is:    -9,147
     1,616     -7,154     -1,000      1,213       -294          6     -9,506      3,232     -2,305       -485     -1,659        188      1,127       -161
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       39.6        5.0       19.0        5.8        0.2       42.6       16.2        2.9        0.6        3.4        0.3       20.4       26.7
 
Number of Traders in Each Category                                    Total Traders:       109
        11         17         11         10          7          .         25         29         18          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   296,143
Positions
    37,244    104,425     31,912     29,619     18,008      3,559     70,436     40,845     25,505     24,743      9,884      7,385     65,741     54,621
 
Changes from:       March 1, 2011                                    Total Change is:    24,950
     9,320     21,314      9,519      1,289     -1,145        181      8,494      6,353     -4,195      5,671        533     -3,537     -1,792     -4,073
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       35.3       10.8       10.0        6.1        1.2       23.8       13.8        8.6        8.4        3.3        2.5       22.2       18.4
 
Number of Traders in Each Category                                    Total Traders:       173
        19         20         16         20         13         12         41         37         37         11         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   159,156
Positions
     8,240    102,897     16,448      9,649      4,239        134     77,459     10,164      7,551      1,727      1,056        162     37,787     16,506
 
Changes from:       March 1, 2011                                    Total Change is:    15,255
       331      1,410     12,368        909        494          0     -1,524     -1,071      3,541         76         25       -200       -246     -1,312
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       64.7       10.3        6.1        2.7        0.1       48.7        6.4        4.7        1.1        0.7        0.1       23.7       10.4
 
Number of Traders in Each Category                                    Total Traders:        79
         6         14         12          5          5          .         28         15         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    65,532
Positions
    16,339     37,692     15,973          0          0          0     29,132      9,529      2,034      1,255          0          0        799        304
 
Changes from:       March 1, 2011                                    Total Change is:      -936
      -280       -562        239          0          0          0       -783       -187        255          0          0          0       -367       -681
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       57.5       24.4        0.0        0.0        0.0       44.5       14.5        3.1        1.9        0.0        0.0        1.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8         11          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   157,775
Positions
     1,920    121,935      2,999     16,795        243          0    116,544     23,311      5,458      5,610      2,379          0      8,449      1,450
 
Changes from:       March 1, 2011                                    Total Change is:    22,954
    -2,898     14,437      2,947        103       -182          0     16,091      1,450      4,625        973        -53          0      1,113       -270
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       77.3        1.9       10.6        0.2        0.0       73.9       14.8        3.5        3.6        1.5        0.0        5.4        0.9
 
Number of Traders in Each Category                                    Total Traders:       125
         6         16          4         10          .          0         65         11          9          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,699
Positions
     9,274      7,582      1,518        261        999          0     12,491     14,471        849        706          0          0      2,600      2,280
 
Changes from:       March 1, 2011                                    Total Change is:       733
       991     -2,642        896        261        -17          0     -1,704      1,311        704       -255       -150          0       -160        631
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       27.4        5.5        0.9        3.6        0.0       45.1       52.2        3.1        2.5        0.0        0.0        9.4        8.2
 
Number of Traders in Each Category                                    Total Traders:        44
        10          4          4          .          .          0         13         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,515
Positions
    22,330     32,303      1,986      4,189      2,272        156     15,214      7,824      7,805        855      1,164        451      8,529      7,554
 
Changes from:       March 1, 2011                                    Total Change is:       533
       540        191       -239       -336        -75        -80      1,066       -704       -539        255        640         80       -213      1,259
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       52.5        3.2        6.8        3.7        0.3       24.7       12.7       12.7        1.4        1.9        0.7       13.9       12.3
 
Number of Traders in Each Category                                    Total Traders:       110
        19         20          6          8          6          .         31         13         16          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    13,864
Positions
     5,741     10,153        168        374          0          0      5,511        803         54          0        260          0      2,016      2,426
 
Changes from:       March 1, 2011                                    Total Change is:     1,057
       838        838          0         19          0          0        117        -47         54          0         -1          0         29        213
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       73.2        1.2        2.7        0.0        0.0       39.8        5.8        0.4        0.0        1.9        0.0       14.5       17.5
 
Number of Traders in Each Category                                    Total Traders:        24
         6          7          .          .          0          0          6          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    95,302
Positions
    34,429     45,552      2,384      7,630      4,544        312     31,435     26,071      3,474      1,710      1,808        902     13,026     10,256
 
Changes from:       March 1, 2011                                    Total Change is:    -1,048
      -596     -1,294       -478       -710       -149       -160      2,037     -1,174     -1,326        510      1,282        160       -486      2,091
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       47.8        2.5        8.0        4.8        0.3       33.0       27.4        3.6        1.8        1.9        0.9       13.7       10.8
 
Number of Traders in Each Category                                    Total Traders:       105
        17         19          6          7          6          .         33         16         11          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,127,940
Positions
    61,356    260,694    119,558    413,443    121,299     66,137     85,488    196,148    171,506     23,038     38,629     33,185    154,229    120,785
 
Changes from:       March 1, 2011                                    Total Change is:    38,231
       832     -1,684     19,815     -1,604     -2,063      3,656      2,402     -7,040     13,570     -1,562      4,199      1,821       -699      5,957
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       23.1       10.6       36.7       10.8        5.9        7.6       17.4       15.2        2.0        3.4        2.9       13.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       591
        36         52         42        114         61         72         99        151        123         39         37         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   467,621
Positions
    59,128    154,244     29,114    145,568     35,804      9,098     19,553     82,620     69,831      7,679     11,924     22,040    105,611     52,946
 
Changes from:       March 1, 2011                                    Total Change is:    21,133
     6,023     -4,841     10,181     -1,417      1,750        -96     -2,130      7,807      2,687       -209        731        326      5,768      2,588
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       33.0        6.2       31.1        7.7        1.9        4.2       17.7       14.9        1.6        2.6        4.7       22.6       11.3
 
Number of Traders in Each Category                                    Total Traders:       146
        12         18         12         31         13         14         21         31         44          8         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,301,594
Positions
   266,499    787,612    196,859  1,372,972    461,068    251,601    591,262    829,224    246,790     97,134    153,862     35,386    243,090    339,191
 
Changes from:       March 1, 2011                                    Total Change is:    85,487
    -2,251     39,490     24,463      9,878     -8,252      7,949     58,342    -38,554     18,731     -3,799     20,305      4,509    -32,335     16,846
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       23.9        6.0       41.6       14.0        7.6       17.9       25.1        7.5        2.9        4.7        1.1        7.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       538
        38         49         35         93         58         63         98        138        108         33         30         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   103,979
Positions
    19,844     35,388      1,018     53,054     35,074      5,415     10,535     21,836      1,056      1,492          0          0     11,565      4,192
 
Changes from:       March 1, 2011                                    Total Change is:     2,442
      -787        795         29      2,961       -596         33      1,085      2,645       -475        245          0          0       -650         10
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       34.0        1.0       51.0       33.7        5.2       10.1       21.0        1.0        1.4        0.0        0.0       11.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        93
         6          9          .         31         14         12         17         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    97,306
Positions
    10,964     38,783     13,234     21,060      7,433      2,166     24,623     13,918     10,521      1,984      3,061        974     11,781      7,216
 
Changes from:       March 1, 2011                                    Total Change is:     2,428
        -5     -2,015        850       -612        106       -537        370       -110      2,425       -804        529        444        296        735
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       39.9       13.6       21.6        7.6        2.2       25.3       14.3       10.8        2.0        3.1        1.0       12.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       235
        25         30         10         37         17         13         67         35         29         14         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,328
Positions
    10,421      9,157      1,562      2,362          0          0      2,441      5,196        585        566      2,210          0      4,391      3,618
 
Changes from:       March 1, 2011                                    Total Change is:     1,506
     1,124     -1,018       -100         -7          0          0        501      2,384          9       -195        234          0        174         -4
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       41.0        7.0       10.6        0.0        0.0       10.9       23.3        2.6        2.5        9.9        0.0       19.7       16.2
 
Number of Traders in Each Category                                    Total Traders:        28
         7          9          .          .          0          0          .          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   374,887
Positions
    41,262    186,676     19,814     93,488     37,167     10,828    149,091     81,796     11,497      9,589      6,753      2,369     36,949     17,987
 
Changes from:       March 1, 2011                                    Total Change is:     4,611
      -390        270       -501     -3,026        531     -2,683     13,910      2,089     -2,486     -2,093      2,424      1,271        610      3,696
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       49.8        5.3       24.9        9.9        2.9       39.8       21.8        3.1        2.6        1.8        0.6        9.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       232
        24         29          7         36         17         13         67         35         25         13         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   350,118
Positions
   109,571     38,647     18,561    115,296    123,862     18,830     63,901    118,584      4,465      2,558     12,335          9     16,926     14,825
 
Changes from:       March 1, 2011                                    Total Change is:     4,416
    -2,513       -361      4,254      3,851      4,692     -2,082      4,907        184       -209          2        659         -3     -3,791     -2,718
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       11.0        5.3       32.9       35.4        5.4       18.3       33.9        1.3        0.7        3.5        0.0        4.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       257
        16         23          5         50         47         22         42         59         22          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    64,355
Positions
    14,856      8,670      7,650     13,224        216        491      3,439     13,193      2,336      2,134      1,223        698     19,527     29,878
 
Changes from:       March 1, 2011                                    Total Change is:    19,959
     1,280      1,804      7,520        644          7        -71     -1,117        126      1,754        263       -493        698      8,988      8,614
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       13.5       11.9       20.5        0.3        0.8        5.3       20.5        3.6        3.3        1.9        1.1       30.3       46.4
 
Number of Traders in Each Category                                    Total Traders:        64
        15         10          4         11          .          5         10         13          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    74,030
Positions
    22,919     25,793     10,701      9,798      9,837        655     16,159      3,873      1,672        957        708        157     11,012     20,634
 
Changes from:       March 1, 2011                                    Total Change is:     9,466
       532      1,990      8,669     -1,530      3,778          0      3,364       -172        294       -959        292        156     -1,060     -5,541
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       34.8       14.5       13.2       13.3        0.9       21.8        5.2        2.3        1.3        1.0        0.2       14.9       27.9
 
Number of Traders in Each Category                                    Total Traders:        67
        19         13         14          7          .          .         16          4          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   692,474
Positions
    18,005     78,739     32,543    308,577    157,267     55,088     71,374    118,122     33,491     20,854     39,902      3,879    148,663    173,443
 
Changes from:       March 1, 2011                                    Total Change is:   -33,961
     4,801    -16,997     -8,471    -13,293      9,097      7,452     -9,947     -9,761    -13,700          9     -5,944      1,009     -1,822      3,353
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.4        4.7       44.6       22.7        8.0       10.3       17.1        4.8        3.0        5.8        0.6       21.5       25.0
 
Number of Traders in Each Category                                    Total Traders:       155
         7         18         18         43         23         35         22         28         31          5          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   332,911
Positions
     5,940    109,842      6,865    223,151      6,631     19,257      4,048    129,403     13,273          0          0          0     60,378     47,640
 
Changes from:       March 1, 2011                                    Total Change is:   -31,947
     2,957     -6,639     -3,065    -12,248      3,217      2,234     -3,052     -6,595    -12,021          0          0          0     -6,752     -9,078
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       33.0        2.1       67.0        2.0        5.8        1.2       38.9        4.0        0.0        0.0        0.0       18.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        68
         .          9          7         33          .         16          .         18          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   900,971
Positions
    58,908     66,233     26,275    320,342    390,788     81,609    202,683     69,561     48,750     60,837     68,349      7,315     94,253    142,091
 
Changes from:       March 1, 2011                                    Total Change is:    -8,776
    -5,865      3,392     -1,193    -12,550     35,651      1,942     29,738    -40,840    -17,520     -5,274      3,667        433      1,515      5,695
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        7.4        2.9       35.6       43.4        9.1       22.5        7.7        5.4        6.8        7.6        0.8       10.5       15.8
 
Number of Traders in Each Category                                    Total Traders:       228
        16         29         18         32         51         36         35         32         35          9         24          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,903,165
Positions
   131,220    128,849    167,512    556,034    558,434    234,125    254,494    168,440    205,418     53,564     35,725     35,797    265,002    368,865
 
Changes from:       March 1, 2011                                    Total Change is:   121,655
    32,484    -12,792     22,368     16,000     68,658     -1,306     44,754     -8,076     30,735     -2,428      4,316      4,885    -25,836     12,868
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        6.8        8.8       29.2       29.3       12.3       13.4        8.9       10.8        2.8        1.9        1.9       13.9       19.4
 
Number of Traders in Each Category                                    Total Traders:       260
        26         31         49         33         55         55         50         45         68          7         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,319,788
Positions
    99,762    100,550     63,339    221,838    522,849    146,481    446,073     59,559     88,606     60,161     62,564     10,485    183,043    265,356
 
Changes from:       March 1, 2011                                    Total Change is:   -27,974
    -4,963    -24,287      1,083    -11,368     87,826    -22,824     -1,025    -33,038      5,383     -3,765    -24,975       -151      9,655    -16,991
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        7.6        4.8       16.8       39.6       11.1       33.8        4.5        6.7        4.6        4.7        0.8       13.9       20.1
 
Number of Traders in Each Category                                    Total Traders:       187
        21         18         32         24         46         41         29         28         33          8         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   826,451
Positions
   146,733    181,034    252,971     11,415      2,442      7,465     84,454     42,895    249,406      7,447      6,070     33,955     32,605     50,213
 
Changes from:       March 1, 2011                                    Total Change is:    53,833
    14,731        645     12,659       -740          0        902     -1,451      7,116     29,912     -3,359      1,110      8,688     -7,510     -7,199
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       21.9       30.6        1.4        0.3        0.9       10.2        5.2       30.2        0.9        0.7        4.1        3.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       133
        28         29         43          5          .          4         24         30         41          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is15,135,262
Positions
 1,298,321  3,380,413  3,286,976  2,717,626    630,630    343,798  1,037,703    512,264  4,717,350     74,292    424,461    754,896    904,300  1,084,475
 
Changes from:       March 1, 2011                                    Total Change is:   219,704
   -48,059    177,376     28,259    193,736     30,096      7,476     71,242     19,828    -13,193     -5,185       -245    -19,048      4,476    -10,846
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       22.3       21.7       18.0        4.2        2.3        6.9        3.4       31.2        0.5        2.8        5.0        6.0        7.2
 
Number of Traders in Each Category                                    Total Traders:       304
        30         69         97         10         19         24         58         75        111         13         25         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,679
Positions
     5,545      7,253      1,002      1,611        840         23        799      3,888        843      4,800        568          0         56        262
 
Changes from:       March 1, 2011                                    Total Change is:       247
       -89       -502         15       -163         -2         -2         40        281        453          0         -9          0         -7         13
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       49.4        6.8       11.0        5.7        0.2        5.4       26.5        5.7       32.7        3.9        0.0        0.4        1.8
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    47,152
Positions
    28,614     18,945     14,232      1,999      1,799        123      1,174      5,571        874          0      5,406          0        136        202
 
Changes from:       March 1, 2011                                    Total Change is:      -183
    -1,385       -819         38         -2       -453          7        447        376        654          0          0          0         58         14
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       40.2       30.2        4.2        3.8        0.3        2.5       11.8        1.9        0.0       11.5        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         4          4          .          .          5          .          5          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    52,872
Positions
    13,177      2,596      1,228        235        506        770     28,803     40,076      1,041      2,285      1,718        393      4,940      4,544
 
Changes from:       March 1, 2011                                    Total Change is:     6,026
      -127         75        450         32        141        -41      4,778      4,527          2        283        359        391        256        121
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        4.9        2.3        0.4        1.0        1.5       54.5       75.8        2.0        4.3        3.2        0.7        9.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       113
        10          4          .          .          4          .         25         39          8         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   181,042
Positions
    70,989     55,680     37,899      5,724      2,358      3,190     11,718     29,380     22,429        880      6,134      7,832     20,381     16,140
 
Changes from:       March 1, 2011                                    Total Change is:    20,635
    12,262     12,516      5,122        348          0       -851        443      2,556      1,255         13     -1,931      1,204        839        764
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       30.8       20.9        3.2        1.3        1.8        6.5       16.2       12.4        0.5        3.4        4.3       11.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        98
        11         10         18          8          4          6         17         25         26          6          5         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,421
Positions
       985      3,985          0      2,658          0          0      1,760      2,399         37        891          0          0         90          0
 
Changes from:       March 1, 2011                                    Total Change is:       787
         0        442          0        -52          0          0        861        522          0        -40       -148          0         18        -29
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       62.1        0.0       41.4        0.0        0.0       27.4       37.4        0.6       13.9        0.0        0.0        1.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          4          0          0          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,716
Positions
       414     13,251          0      9,058          0          0      2,274        640         42          0        104         12      2,916        667
 
Changes from:       March 1, 2011                                    Total Change is:       388
        -1         -6          0       -536          0          0        483        -92         19          0        104         12        411        351
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       90.0        0.0       61.6        0.0        0.0       15.5        4.3        0.3        0.0        0.7        0.1       19.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          8          0          0          6          4          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 11, 2011