```
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   189,870
Positions
    20,373     29,947     27,111     18,456     34,788        166     50,708     53,511     21,809      8,737        213          0     42,510     22,325
 
Changes from:       March 13, 2012                                   Total Change is:    17,014
    -1,797      2,295      9,082        145        200         -2      3,118     -3,996      5,466        649         -4          0        353      3,973
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       15.8       14.3        9.7       18.3        0.1       26.7       28.2       11.5        4.6        0.1        0.0       22.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        84
         8          9          9          7          4          .         28         17         14         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    43,616
Positions
    17,298     10,792         95        868      1,513        160     14,988     14,518        169        537          0          0      9,501     16,369
 
Changes from:       March 13, 2012                                   Total Change is:   -12,689
       537     -4,727     -2,092         33         22          0     -7,673     -1,083     -3,072        -64          0          0       -358     -1,737
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       24.7        0.2        2.0        3.5        0.4       34.4       33.3        0.4        1.2        0.0        0.0       21.8       37.5
 
Number of Traders in Each Category                                    Total Traders:        33
         6          5          .          .          .          .          5         12          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   141,411
Positions
    62,823      1,207        748      9,701     73,177      3,240     43,337     33,658        143      2,069      4,926          0     19,350     24,312
 
Changes from:       March 13, 2012                                   Total Change is:   -61,469
   -62,802     -9,612     -1,937        -91       -527        431     17,752    -29,817    -17,334         10      1,229          0      2,502     -3,902
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        0.9        0.5        6.9       51.7        2.3       30.6       23.8        0.1        1.5        3.5        0.0       13.7       17.2
 
Number of Traders in Each Category                                    Total Traders:        87
        10          .          5          7         14          6         23         22          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   139,769
Positions
    27,059     17,859         34     63,494      9,023        699     35,286     63,689         16      1,080      2,378          0     12,101     46,071
 
Changes from:       March 13, 2012                                   Total Change is:   -56,627
   -20,515     -7,501    -31,041       -659        393         -5     10,254      2,152    -15,373        330        -62          0        382     -5,190
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       12.8        0.0       45.4        6.5        0.5       25.2       45.6        0.0        0.8        1.7        0.0        8.7       33.0
 
Number of Traders in Each Category                                    Total Traders:        98
         8          8          .          8          8          .         14         45          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   258,535
Positions
   122,019     25,721      1,278     44,841     29,617      3,799     48,605    123,944        403      6,395     12,977        667     30,528     60,129
 
Changes from:       March 13, 2012                                   Total Change is:   -52,522
    -5,425    -15,994     -5,667       -921      1,117       -418    -13,038     -5,876    -13,438       -461        735         -2    -13,152    -12,979
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        9.9        0.5       17.3       11.5        1.5       18.8       47.9        0.2        2.5        5.0        0.3       11.8       23.3
 
Number of Traders in Each Category                                    Total Traders:       163
        24          6          4         17         16         11         20         58          5          6         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   160,387
Positions
    26,263     42,592        479      4,015     40,536        737     97,566     55,235        175      1,004        734         12     30,136     19,887
 
Changes from:       March 13, 2012                                   Total Change is:   -40,332
    10,275     -2,527    -31,101         53       -111          0     -2,686     10,234    -15,700         29        -22        -24     -1,178     -1,081
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       26.6        0.3        2.5       25.3        0.5       60.8       34.4        0.1        0.6        0.5        0.0       18.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        90
         5         12          4          4          8          .         29         27          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   123,603
Positions
    41,775     46,159     66,130          0          0          0      7,868      3,985      7,140        165          0          0        525        189
 
Changes from:       March 13, 2012                                   Total Change is:    -9,858
       388      1,685    -10,158          0          0          0        -41     -1,251          0         15          0          0        -62       -134
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       37.3       53.5        0.0        0.0        0.0        6.4        3.2        5.8        0.1        0.0        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         7          9         12          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   174,691
Positions
    47,317     75,419          0     20,388        201      3,142     92,560     87,808        278      3,573      2,733          0      7,433      5,110
 
Changes from:       March 13, 2012                                   Total Change is:   -73,086
    -5,128     -6,073    -19,560        670         -8          0      2,192      1,899    -51,184        738        521          0       -814      1,319
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       43.2        0.0       11.7        0.1        1.8       53.0       50.3        0.2        2.0        1.6        0.0        4.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       111
         5          9          0         12          .          .         51         19          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    20,288
Positions
     1,826     11,058          0        626        388          0     14,135      6,449        216        399        338          0      3,086      1,839
 
Changes from:       March 13, 2012                                   Total Change is:   -12,623
       212       -134     -3,920       -222         63          0     -4,064     -4,960     -3,767          6          0          0       -868         95
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       54.5        0.0        3.1        1.9        0.0       69.7       31.8        1.1        2.0        1.7        0.0       15.2        9.1
 
Number of Traders in Each Category                                    Total Traders:        42
         .          7          0          .          .          0         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,205
Positions
    11,872     33,536        982      4,551      1,349        567     25,737     11,073          3      2,809        952          0      6,686      4,745
 
Changes from:       March 13, 2012                                   Total Change is:   -42,424
    -5,966     -6,688    -23,472        104       -122        271     -2,659      2,026     -6,918      1,028     -3,563     -1,276     -3,537     -2,682
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       63.0        1.8        8.6        2.5        1.1       48.4       20.8        0.0        5.3        1.8        0.0       12.6        8.9
 
Number of Traders in Each Category                                    Total Traders:        99
        13         19          .          8          4          .         31         16          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   106,410
Positions
    23,743     67,071      1,963      9,102      2,698      1,134     51,474     22,145          6      5,617      1,903          0     13,371      9,490
 
Changes from:       March 13, 2012                                   Total Change is:   -44,731
    -5,205     -7,481    -27,768        208       -243        541     -5,310       -354     -4,334        258     -2,688          0     -3,121     -2,404
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       63.0        1.8        8.6        2.5        1.1       48.4       20.8        0.0        5.3        1.8        0.0       12.6        8.9
 
Number of Traders in Each Category                                    Total Traders:        99
        13         19          .          8          4          .         31         16          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   761,130
Positions
    37,947    202,710     12,247    388,818    163,418     48,084     84,966    177,398     15,928     39,817     29,322      2,288    131,036    109,737
 
Changes from:       March 13, 2012                                   Total Change is:  -206,198
    -3,141      5,315    -86,715     -1,805     -6,990     -9,211    -18,426    -12,020    -55,359      1,024     -6,054    -10,560    -22,004    -24,603
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       26.6        1.6       51.1       21.5        6.3       11.2       23.3        2.1        5.2        3.9        0.3       17.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       547
        28         55         22        123         61         57         92        119         59         33         36         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   222,267
Positions
    14,822     79,002      1,538    111,026     32,556      9,011     12,802     27,858      1,290     12,188      7,768        739     58,851     62,505
 
Changes from:       March 13, 2012                                   Total Change is:   -81,344
   -15,901     -7,158    -23,740      7,148     -7,545     -1,463     -9,721       -568    -19,230      7,273     -3,508     -7,464    -18,246    -10,668
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       35.5        0.7       50.0       14.6        4.1        5.8       12.5        0.6        5.5        3.5        0.3       26.5       28.1
 
Number of Traders in Each Category                                    Total Traders:       101
         8         14          .         28          9         12         12         21         10          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,694,315
Positions
   143,244    646,160     25,923  1,422,024    687,373    162,299    381,653    768,533     52,355    139,749    109,371      6,143    360,925    236,158
 
Changes from:       March 13, 2012                                   Total Change is:  -624,270
      -574     -2,006   -250,503    -71,657    -24,115    -11,851   -142,812   -156,548    -81,361    -33,711    -15,199    -13,010    -18,791    -69,677
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       24.0        1.0       52.8       25.5        6.0       14.2       28.5        1.9        5.2        4.1        0.2       13.4        8.8
 
Number of Traders in Each Category                                    Total Traders:       519
        28         50         15        108         59         50         93        115         49         30         36          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    98,947
Positions
     7,470     20,441         87     56,200     57,233      5,498     15,048      8,892         26      4,492      3,119          0     10,126      3,651
 
Changes from:       March 13, 2012                                   Total Change is:   -27,601
   -11,180    -10,151    -10,817     -2,419       -974        352     -3,282     -4,326       -269        268          0          0       -254     -1,416
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       20.7        0.1       56.8       57.8        5.6       15.2        9.0        0.0        4.5        3.2        0.0       10.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        90
        10         10          .         32         11         13         15          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    88,340
Positions
     4,016     50,661        190     32,049      8,209      1,061     43,340     15,332        700      1,515      6,234        175      5,294      5,779
 
Changes from:       March 13, 2012                                   Total Change is:   -51,867
    -2,070    -16,380    -18,186       -865     -2,014     -2,375     -5,974      4,467    -13,447       -900        216     -1,383     -6,668     -2,766
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       57.3        0.2       36.3        9.3        1.2       49.1       17.4        0.8        1.7        7.1        0.2        6.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       253
        19         33          .         35         23         10         71         41          9         13         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   441,701
Positions
    20,079    253,307        950    160,246     41,043      5,307    216,701     76,658      3,502      7,574     31,168        873     26,469     28,893
 
Changes from:       March 13, 2012                                   Total Change is:  -145,868
    -9,191    -63,960    -38,382     -4,326     -8,571     -6,693    -33,735     17,744    -43,608     -3,248      2,907     -2,412     -4,273     -2,893
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       57.3        0.2       36.3        9.3        1.2       49.1       17.4        0.8        1.7        7.1        0.2        6.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       253
        19         33          .         35         23         10         71         41          9         13         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   375,971
Positions
   129,109     25,434      7,607    136,249    194,434     20,721     54,970     98,771      1,692      6,068     14,274        155     19,400     12,883
 
Changes from:       March 13, 2012                                   Total Change is:   -82,708
    -1,111     -4,597    -50,687     -3,291    -14,136       -780    -14,139       -230     -6,887     -1,215        306     -1,103     -3,495     -4,594
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        6.8        2.0       36.2       51.7        5.5       14.6       26.3        0.5        1.6        3.8        0.0        5.2        3.4
 
Number of Traders in Each Category                                    Total Traders:       239
        19         12          .         45         42         23         45         51         11         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    44,910
Positions
    16,443        460          7     14,560        310        216      3,836     15,794          0      3,027      5,785          0      6,821     22,338
 
Changes from:       March 13, 2012                                   Total Change is:    -1,040
       350       -217          7        678          0          0     -2,185     -1,833          0       -102        926          0        212         77
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        1.0        0.0       32.4        0.7        0.5        8.5       35.2        0.0        6.7       12.9        0.0       15.2       49.7
 
Number of Traders in Each Category                                    Total Traders:        49
        11          .          .         12          .          .          9          7          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,172
Positions
     8,258      5,187        758      8,403      2,450        842     16,895      1,410        617      2,858      1,266          0      6,541     32,642
 
Changes from:       March 13, 2012                                   Total Change is:      -721
     1,030     -2,230        509        463        -20         86     -2,147     -6,549        567        466       -137          0     -1,695      7,053
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       11.5        1.7       18.6        5.4        1.9       37.4        3.1        1.4        6.3        2.8        0.0       14.5       72.3
 
Number of Traders in Each Category                                    Total Traders:        50
        14          8          4          6          .          .         11          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    49,260
Positions
       220      7,899      1,030     35,874     23,585      3,854      3,444     10,704        115          0          0          0      4,723      2,073
 
Changes from:       March 13, 2012                                   Total Change is:    -6,910
      -257      1,864     -4,513        -56     -1,546       -694       -288       -756       -408          0          0          0       -694       -857
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.0        2.1       72.8       47.9        7.8        7.0       21.7        0.2        0.0        0.0        0.0        9.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        56
         .          4          .         21         21          9          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    81,535
Positions
    12,651     27,019        921     32,696     24,144      3,908     11,462     21,745         26      9,175        330        236     10,460      3,206
 
Changes from:       March 13, 2012                                   Total Change is:   -18,540
       370     -2,016     -6,559        329     -1,654        -16        405      4,496     -4,166      1,111        330     -1,125     -8,889     -7,830
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       33.1        1.1       40.1       29.6        4.8       14.1       26.7        0.0       11.3        0.4        0.3       12.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        92
        10         13          .         22         12          8         16          7          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   573,955
Positions
    28,410     59,454      3,784    229,606    148,679     91,504     75,227     79,457      8,332     11,690     45,496         11    125,391    137,238
 
Changes from:       March 13, 2012                                   Total Change is:   -19,546
       926     -4,243     -2,099    -14,212    -18,157      1,168      1,484     17,386        185      4,254        611         11    -11,263    -14,408
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       10.4        0.7       40.0       25.9       15.9       13.1       13.8        1.5        2.0        7.9        0.0       21.8       23.9
 
Number of Traders in Each Category                                    Total Traders:       172
         9         20          5         43         28         36         29         29         13          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   356,745
Positions
     2,481    149,000      5,090    255,520     24,163     27,958      1,647     94,869        738      3,000      1,500          0     60,311     53,427
 
Changes from:       March 13, 2012                                   Total Change is:     5,696
         0     16,934     -2,898      9,363     -1,258       -789          0       -917          0      3,000     -2,725          0     -2,980     -2,651
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.8        1.4       71.6        6.8        7.8        0.5       26.6        0.2        0.8        0.4        0.0       16.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        65
         .         12          4         32          7         22          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   843,092
Positions
   123,768     49,154     11,507    123,017    332,201     79,347    206,007    155,206     50,479    146,513     39,532      6,680     95,774    118,986
 
Changes from:       March 13, 2012                                   Total Change is:    15,427
    22,630    -12,995     -1,577      3,177     46,017      7,932    -45,822    -35,686       -399     31,555      5,950     -1,671       -398      7,856
 
Percent of Open Interest Represented by Each Category of Trader
      14.7        5.8        1.4       14.6       39.4        9.4       24.4       18.4        6.0       17.4        4.7        0.8       11.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       202
        18         17          9         34         32         43         32         37         21         14         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,786,732
Positions
   135,864    120,069     20,124    645,432    762,561    177,409    452,911    225,743     35,363     73,955    104,326      8,461    237,213    332,676
 
Changes from:       March 13, 2012                                   Total Change is:    -9,048
    46,123    -45,652     -3,525    -68,283     14,816      8,017     29,997      3,969      2,276     19,753     26,087     -4,556    -38,850    -10,480
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        6.7        1.1       36.1       42.7        9.9       25.3       12.6        2.0        4.1        5.8        0.5       13.3       18.6
 
Number of Traders in Each Category                                    Total Traders:       292
        31         32         11         30         68         54         48         58         35         11         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,415,106
Positions
   136,802    133,358     23,817    353,477    646,405    135,414    385,005    136,169     10,542    196,918     64,723          0    173,131    264,678
 
Changes from:       March 13, 2012                                   Total Change is:    34,310
    16,035     13,754     -3,153    -38,882    -35,921      8,558     53,268     39,320     -3,436     22,536       -427        -50    -20,566     15,665
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        9.4        1.7       25.0       45.7        9.6       27.2        9.6        0.7       13.9        4.6        0.0       12.2       18.7
 
Number of Traders in Each Category                                    Total Traders:       193
        16         22         10         27         38         36         33         33         16          9         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   553,560
Positions
   176,864    187,440    203,615      1,695      4,046      1,428     84,530     53,852     51,271      4,771      5,435      5,056     24,330     41,417
 
Changes from:       March 13, 2012                                   Total Change is:    22,806
    12,351     12,806      1,643        275      2,941       -275      4,481     -1,816      6,174        987      1,585        715     -3,545       -967
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       33.9       36.8        0.3        0.7        0.3       15.3        9.7        9.3        0.9        1.0        0.9        4.4        7.5
 
Number of Traders in Each Category                                    Total Traders:        88
        21         26         41          .          .          .         16         13         22          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 7,996,487
Positions
 2,216,635  1,726,963  1,767,360    468,589    717,240    143,054    676,520    509,780  1,740,523     64,435    327,394    172,765    746,606    891,408
 
Changes from:       March 13, 2012                                   Total Change is:  -874,508
    34,383   -359,715   -278,128   -160,581     90,698      7,059   -246,999   -106,220   -178,400     -6,117    -25,016    -13,526    -32,199    -11,260
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       21.6       22.1        5.9        9.0        1.8        8.5        6.4       21.8        0.8        4.1        2.2        9.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       246
        35         46         78         12         10         17         58         49         86         11          9         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,643
Positions
     4,268      2,528          0        594        867          6      2,234      4,870         41      1,340        180          0        160        151
 
Changes from:       March 13, 2012                                   Total Change is:      -672
      -473     -1,573          0       -789        -10          0        713        854         -4        -50         15          0        -69         46
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       29.2        0.0        6.9       10.0        0.1       25.8       56.3        0.5       15.5        2.1        0.0        1.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          0          .          4          .          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     7,047
Positions
     3,917      3,300          0        984      1,932          0      1,910      1,615          0         65        100          0        171        100
 
Changes from:       March 13, 2012                                   Total Change is:    -1,488
      -834     -1,658          0          0        191          0       -529         44        -33         25        -40          0       -117          8
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       46.8        0.0       14.0       27.4        0.0       27.1       22.9        0.0        0.9        1.4        0.0        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          0          .          4          0          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    60,548
Positions
    17,006     21,221          0      3,633         22        476     25,693     36,601        500      4,149        234          2      9,089      1,492
 
Changes from:       March 13, 2012                                   Total Change is:    -2,377
     1,086     -9,457          0        484          0         -8     -2,510      9,738     -2,145        495       -301          2        219       -206
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       35.0        0.0        6.0        0.0        0.8       42.4       60.4        0.8        6.9        0.4        0.0       15.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        94
         6          .          0          8          .          .         32         14          .         26          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   363,883
Positions
   175,665     74,767     30,737     44,295      8,322      5,081      7,325    118,684     22,696      2,617     26,099     44,312     31,155     33,185
 
Changes from:       March 13, 2012                                   Total Change is:    54,930
    28,511     10,669      1,733      5,061      2,800      1,495     -2,643     14,587      6,694       -442      1,355      5,142      9,379     10,455
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       20.5        8.4       12.2        2.3        1.4        2.0       32.6        6.2        0.7        7.2       12.2        8.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       147
        11         17         20          9         11         10         17         49         43          9         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    18,831
Positions
    10,541        467      1,698      3,203      1,093          0      1,630     13,165        944        290        949        472         53         43
 
Changes from:       March 13, 2012                                   Total Change is:     1,461
        -4          8      1,531          0         15          0       -212       -114        350          0       -126       -206          2          3
 
Percent of Open Interest Represented by Each Category of Trader
      56.0        2.5        9.0       17.0        5.8        0.0        8.7       69.9        5.0        1.5        5.0        2.5        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          5          .          0          .          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 23, 2012