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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,652
COMMITMENTS
     393      104       68    4,445    4,788    4,906    4,960      746      692

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        284)
       3        4       15      243      210      261      229       23       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      1.8      1.2     78.6     84.7     86.8     87.8     13.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        2       11       10       16       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,092
COMMITMENTS
   5,120    9,546      853   20,665   14,969   26,638   25,368    4,454    5,724

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        347)
    -142     -564      -20      464      611      302       27       45      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     30.7      2.7     66.5     48.1     85.7     81.6     14.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       21        8       23       23       40       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      256,308
COMMITMENTS
  66,308   53,917   45,224  114,849  117,314  226,381  216,455   29,927   39,853

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -12,262)
 -10,635     -193   -4,482    4,077   -5,879  -11,040  -10,554   -1,222   -1,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     21.0     17.6     44.8     45.8     88.3     84.5     11.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      96       81      117       52       76      212      235
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      351,454
COMMITMENTS
 123,752   67,802   54,946  145,603  162,743  324,301  285,491   27,153   65,963

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -13,522)
  -7,111    2,241   -2,233   -2,708  -13,322  -12,052  -13,314   -1,470     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     19.3     15.6     41.4     46.3     92.3     81.2      7.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     131       92      118       70      149      265      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,043
COMMITMENTS
   4,034    3,220    1,536    2,594    3,589    8,164    8,345    1,879    1,698

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -334)
    -120     -126      122        4       27        6       23     -340     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     32.1     15.3     25.8     35.7     81.3     83.1     18.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       20       14       14       21       50       51
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,578
COMMITMENTS
  22,826    7,645    9,609   10,794   12,289   43,229   29,543   10,349   24,035

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,546)
  -2,464     -248     -424       17     -297   -2,871     -969    1,325     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     14.3     17.9     20.1     22.9     80.7     55.1     19.3     44.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      61       38       40       31       64      116      126
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,568
COMMITMENTS
     169    4,433       16    7,686    2,687    7,871    7,136      697    1,432

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        306)
       3      170       -5      274       59      272      224       34       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     51.7      0.2     89.7     31.4     91.9     83.3      8.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        8        3       12        8       16       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      133,461
COMMITMENTS
  11,589    6,828    3,316  117,969  122,994  132,874  133,138      587      323

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        277)
      10      204        0      236     -161      246       43       31      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      5.1      2.5     88.4     92.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        1       14       15       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      172,856
COMMITMENTS
  59,548   32,827   10,051   61,100  111,626  130,699  154,504   42,157   18,352

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     26,085)
   3,642    2,953    5,091   14,098   19,440   22,831   27,484    3,254   -1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     19.0      5.8     35.3     64.6     75.6     89.4     24.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       14        8       24       23       62       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,305
COMMITMENTS
   9,351   24,149    3,420   33,675   10,630   46,446   38,199    9,859   18,106

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,656)
   1,237   -3,443    3,072     -200      196    4,109     -175   -1,453    2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     42.9      6.1     59.8     18.9     82.5     67.8     17.5     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       15        8       12       14       25       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      247,777
COMMITMENTS
  86,449    7,557   37,512  115,569  198,917  239,530  243,986    8,247    3,791

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     39,783)
   1,935  -10,610   34,481      640   16,121   37,056   39,992    2,727     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      3.0     15.1     46.6     80.3     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      57       17        8       21       25       83       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      202,880
COMMITMENTS
  21,924   63,772    7,246  156,862  103,648  186,032  174,666   16,848   28,214

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     18,776)
    -384    4,365    6,648   14,837    4,949   21,101   15,962   -2,325    2,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     31.4      3.6     77.3     51.1     91.7     86.1      8.3     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       32       12       27       29       53       67
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      196,396
COMMITMENTS
  22,249   64,629    6,066  156,362   74,440  184,677  145,135   11,719   51,261

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     48,444)
 -11,032   11,990    4,296   55,174   24,369   48,438   40,655        6    7,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     32.9      3.1     79.6     37.9     94.0     73.9      6.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      12       48        7       30       29       47       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      311,057
COMMITMENTS
  40,325  139,661   14,877  212,175   83,411  267,377  237,949   43,680   73,108

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     26,318)
     382  -16,755    8,767    6,601   20,125   15,750   12,137   10,568   14,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     44.9      4.8     68.2     26.8     86.0     76.5     14.0     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      27       75       25       49       50       89      137
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,911
COMMITMENTS
  19,223    6,000    4,454    5,280   20,713   28,957   31,167    3,954    1,744

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,961)
  -4,283     -718    3,971    3,241      -41    2,929    3,212       32     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     18.2     13.5     16.0     62.9     88.0     94.7     12.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        8        6        9       14       35       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,870,995
COMMITMENTS
 803,461  856,500  1902443  5386286  5209384  8092190  7968327  778,805  902,668

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    148,056)
 -28,185   46,972   67,283  153,511   45,611  192,609  159,866  -44,553  -11,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      9.7     21.4     60.7     58.7     91.2     89.8      8.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      57       49       88      137      143      246      240
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      967,328
COMMITMENTS
  87,438  104,556   40,192  686,658  688,240  814,288  832,988  153,040  134,340

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    120,541)
   8,146   -4,635   10,661   76,995   92,652   95,802   98,678   24,739   21,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.8      4.2     71.0     71.1     84.2     86.1     15.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     114      104       73      255      244      398      393
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      303,611
COMMITMENTS
  12,588   14,499    5,245  208,681  210,694  226,514  230,438   77,097   73,173

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     50,906)
    -101   -7,139    3,523   42,537   34,240   45,959   30,624    4,947   20,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      4.8      1.7     68.7     69.4     74.6     75.9     25.4     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      11       11       11       70       63       87       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,318,585
COMMITMENTS
 419,953  495,986  129,032  2389884  2387732  2938869  3012750  379,716  305,835

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    348,176)
  33,722    5,005   43,207  172,288  292,059  249,217  340,271   98,959    7,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     14.9      3.9     72.0     72.0     88.6     90.8     11.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
     109      103       66      223      228      358      373
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      126,548
COMMITMENTS
  16,075    6,322        9  100,084  115,150  116,168  121,481   10,380    5,067

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     14,058)
    -933      450        9   14,143   12,849   13,219   13,308      839      750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      5.0      0.0     79.1     91.0     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        5        1       60       47       74       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      140,207
COMMITMENTS
  33,952    6,324    5,378   88,916  119,961  128,245  131,663   11,961    8,544

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     24,477)
   2,446     -625    3,363   16,108   18,774   21,916   21,513    2,561    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.5      3.8     63.4     85.6     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      87       31       17       88      100      182      142
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,693
COMMITMENTS
   1,218    1,348      939   14,723   18,219   16,880   20,506    5,813    2,187

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,075)
    -238      369      664     -167      865      259    1,898    2,816    1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      5.9      4.1     64.9     80.3     74.4     90.4     25.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       10       12       14       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      587,569
COMMITMENTS
 172,792   34,005   13,069  370,966  508,709  556,827  555,783   30,742   31,786

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    107,010)
  16,362   -2,025   10,552   81,373   89,547  108,287   98,074   -1,277    8,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4      5.8      2.2     63.1     86.6     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      87       30       15       84       99      175      141
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      200,719
COMMITMENTS
  98,469   31,713   17,037   53,899  131,001  169,405  179,751   31,314   20,968

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     36,712)
   2,111   -2,925   13,681   22,367   27,611   38,159   38,367   -1,447   -1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     15.8      8.5     26.9     65.3     84.4     89.6     15.6     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      35       25       12       20       29       66       55
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,950
COMMITMENTS
   6,291   18,256        0   33,050    5,433   39,341   23,689    6,609   22,261

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,260)
     824    6,766   -4,156      587  -10,709   -2,745   -8,099   -1,515    3,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     39.7      0.0     71.9     11.8     85.6     51.6     14.4     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       12        0       24        6       36       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,893
COMMITMENTS
  19,298    9,259      154   18,205   10,891   37,657   20,304    8,236   25,589

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -22,747)
   5,121    5,285  -10,138   -3,450  -19,062   -8,467  -23,915  -14,280    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     20.2      0.3     39.7     23.7     82.1     44.2     17.9     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16        8        2       19       16       36       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       11,692
COMMITMENTS
   6,394      828        0    3,673   10,451   10,067   11,279    1,625      413

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,342)
     143       85        0      989    1,111    1,132    1,196      210      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7      7.1      0.0     31.4     89.4     86.1     96.5     13.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        7        3       18        5
```

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Updated March 16, 2012