```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,011
COMMITMENTS
     308    1,165        1    2,861    2,282    3,170    3,448      841      562

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        283)
      55      222       -4      292      144      343      362      -59      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     29.0      0.0     71.3     56.9     79.0     86.0     21.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       12       11       14       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       63,336
COMMITMENTS
   6,999    2,928   14,044   35,260   35,902   56,304   52,874    7,032   10,462

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        964)
    -354      187     -245    1,166      770      568      712      396      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.6     22.2     55.7     56.7     88.9     83.5     11.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      25       11       24       45       46       77       74
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,742
COMMITMENTS
  68,285   12,529   76,003   96,013  142,891  240,301  231,423   30,441   39,319

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     17,863)
   5,155   -1,124    9,579   -1,382    7,743   13,352   16,198    4,511    1,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      4.6     28.1     35.5     52.8     88.8     85.5     11.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
     122       37      112       60       71      228      189
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      490,042
COMMITMENTS
 114,525   21,125  167,969  173,957  216,109  456,452  405,203   33,590   84,839

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     30,417)
   4,914   -1,191   15,624    8,086   10,354   28,624   24,786    1,794    5,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      4.3     34.3     35.5     44.1     93.1     82.7      6.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      434)
     139       79      137      115      190      332      343
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,013
COMMITMENTS
   4,470    1,552    1,037    2,794    5,763    8,301    8,352    1,712    1,661

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        356)
      77      134      195      172      165      445      495      -89     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.6     15.5     10.4     27.9     57.6     82.9     83.4     17.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       15       14       18       30       53       55
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,949
COMMITMENTS
  19,703    1,303   10,889   11,794   13,437   42,386   25,628    7,563   24,321

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,798)
   1,982      243      334     -586       48    1,731      624       68    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.4      2.6     21.8     23.6     26.9     84.9     51.3     15.1     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      62       22       45       55       73      137      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       88,155
COMMITMENTS
  13,163        0        9   74,337   87,832   87,509   87,841      646      314

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        221)
    -393        0        2      653      286      262      288      -41      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.0      0.0     84.3     99.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        1       14       13       20       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,624
COMMITMENTS
  52,882    2,257    3,739   24,825  105,869   81,446  111,865   48,178   17,759

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,326)
   3,138   -1,350        6     -348    2,890    2,796    1,546   -1,470     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8      1.7      2.9     19.2     81.7     62.8     86.3     37.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      38        8       13       22       24       67       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       59,688
COMMITMENTS
  24,055    4,516    1,550    7,663   43,430   33,268   49,496   26,420   10,192

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -13)
    -700    1,440      208    2,461     -648    1,969    1,000   -1,982   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3      7.6      2.6     12.8     72.8     55.7     82.9     44.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19       10        8        9       12       32       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      129,361
COMMITMENTS
  91,688    3,613      227   29,260  123,919  121,175  127,759    8,186    1,602

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,286)
   2,042    1,515        0      281    1,558    2,323    3,073      -37     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.9      2.8      0.2     22.6     95.8     93.7     98.8      6.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      67        7        1       16       18       83       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      114,485
COMMITMENTS
  30,190   26,623    6,541   47,553   59,704   84,284   92,868   30,201   21,617

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -12,400)
 -22,675    2,055    2,538   12,877  -19,513   -7,259  -14,921   -5,140    2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     23.3      5.7     41.5     52.1     73.6     81.1     26.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       26       16       27       29       66       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      121,131
COMMITMENTS
  38,167   31,152   11,039   40,464   44,830   89,671   87,022   31,460   34,109

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -10,419)
 -13,158   12,379    1,016    1,877  -25,842  -10,266  -12,447     -153    2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     25.7      9.1     33.4     37.0     74.0     71.8     26.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      35       33       25       26       26       72       73
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      263,479
COMMITMENTS
  91,366   30,155   33,525   73,556  147,965  198,447  211,645   65,032   51,834

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     23,223)
  12,072    2,306     -355    8,363   23,571   20,080   25,521    3,144   -2,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     11.4     12.7     27.9     56.2     75.3     80.3     24.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      55       54       53       46       50      130      128
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       13,401
COMMITMENTS
   6,598    6,359      216    4,356    4,767   11,170   11,342    2,231    2,059

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -573)
     593   -1,128        4   -1,357    1,031     -760      -93      187     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     47.5      1.6     32.5     35.6     83.4     84.6     16.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        9        2        7        8       22       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,955,184
COMMITMENTS
 795,894  428,313  4256105  8014384  8230795 13066383 12915213  888,800  1039971

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    342,215)
-147,970  -41,455  270,008  265,204   92,713  387,242  321,266  -45,027   20,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.1     30.5     57.4     59.0     93.6     92.5      6.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      67       54       99      148      156      268      261
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      951,946
COMMITMENTS
  70,824   97,119   73,108  648,941  654,205  792,873  824,432  159,072  127,513

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     23,981)
   5,283    2,736   -3,048    4,883   21,829    7,118   21,517   16,863    2,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     10.2      7.7     68.2     68.7     83.3     86.6     16.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
      99      142       99      245      235      404      417
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      381,313
COMMITMENTS
  14,900   36,020   36,212  218,074  254,650  269,186  326,882  112,127   54,431

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,495)
  -2,235      783     -687   -4,877    4,935   -7,799    5,030   11,294   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      9.4      9.5     57.2     66.8     70.6     85.7     29.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      21       29       37       71       60      113      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,853,163
COMMITMENTS
 347,439  373,317  116,660  2154337  1997773  2618436  2487750  234,727  365,412

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    102,429)
  14,756  -13,065   11,028   48,802   84,472   74,587   82,435   27,843   19,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     13.1      4.1     75.5     70.0     91.8     87.2      8.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      526)
      94      122       79      218      218      355      376
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,260
COMMITMENTS
  14,500    7,722        0   86,824   99,895  101,324  107,617    8,936    2,643

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      5,783)
   2,347    1,656       -9    3,667    4,572    6,005    6,219     -221     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      7.0      0.0     78.7     90.6     91.9     97.6      8.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      12        9        0       55       41       67       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,590
COMMITMENTS
  19,327    9,954    3,743   43,443   56,885   66,514   70,582    9,077    5,008

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     19,546)
   6,729     -600    2,185    6,164   16,842   15,078   18,427    4,468    1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     13.2      5.0     57.5     75.3     88.0     93.4     12.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      48       40       18       74       93      131      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       11,242
COMMITMENTS
   3,051    1,124        0    4,307    8,360    7,358    9,484    3,884    1,757

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -17,225)
   2,016   -8,061     -248  -17,932   -6,716  -16,164  -15,025   -1,061   -2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     10.0      0.0     38.3     74.4     65.5     84.4     34.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9        8       12        9
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      321,744
COMMITMENTS
  94,499   57,270    5,597  195,682  242,624  295,778  305,490   25,966   16,254

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     41,521)
  31,510    4,500   -2,195    9,284   42,409   38,598   44,714    2,923   -3,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     17.8      1.7     60.8     75.4     91.9     94.9      8.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      47       40       16       70       90      124      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      148,262
COMMITMENTS
  92,569    6,823    3,529   16,756  120,299  112,855  130,651   35,408   17,611

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     39,184)
  32,575   -1,975      605     -365   38,645   32,816   37,275    6,368    1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.4      4.6      2.4     11.3     81.1     76.1     88.1     23.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      38       13       13       14       22       56       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,725
COMMITMENTS
  20,195    5,919       12   28,926   32,706   49,133   38,637    7,592   18,088

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,037)
   3,233   -1,530        0   -1,127    3,084    2,106    1,554   -1,069     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     10.4      0.0     51.0     57.7     86.6     68.1     13.4     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       11        1       20       22       40       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,878
COMMITMENTS
   9,529   18,726      752   40,719   41,714   51,000   61,192   15,878    5,686

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -3,415)
  -5,982   -2,117      247    4,146    1,227   -1,589     -643   -1,826   -2,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     28.0      1.1     60.9     62.4     76.3     91.5     23.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       15        5       28       24       49       41
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,841
COMMITMENTS
   2,627    2,191      310   24,616   27,461   27,553   29,962    4,288    1,879

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        184)
     269      518        0     -393     -539     -124      -21      308      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      6.9      1.0     77.3     86.2     86.5     94.1     13.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        5        1       23       25       27       31
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       35,536
COMMITMENTS
  10,653    2,458      123   18,973   30,652   29,749   33,233    5,787    2,303

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        742)
   1,866       10        5   -1,533    1,280      338    1,295      404     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      6.9      0.3     53.4     86.3     83.7     93.5     16.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15        7        3       22       20       38       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,372
COMMITMENTS
   4,028    2,789       12    6,540   10,218   10,580   13,019    2,792      353

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -49)
      44        0        0      -97        3      -53        3        4      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     20.9      0.1     48.9     76.4     79.1     97.4     20.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        3        1        6        3       17        6
```

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Updated April 1, 2011