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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   128,298
Positions
     7,079     83,908      4,052     10,369      7,085        277     41,696      9,962      4,316     10,261        117        600     49,648     17,980
 
Changes from:       March 15, 2011                                   Total Change is:   -70,405
       555      8,760    -53,458     -1,014         -1        -51    -13,038    -21,393     -1,252      3,225        115        100     -5,472     -3,225
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       65.4        3.2        8.1        5.5        0.2       32.5        7.8        3.4        8.0        0.1        0.5       38.7       14.0
 
Number of Traders in Each Category                                    Total Traders:        78
         7          8          6          5          4          .         29         11         14         12          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    59,701
Positions
     4,386     34,973      1,616      1,010        656         69     23,093     10,057      1,125          0          0          0     28,402     11,205
 
Changes from:       March 15, 2011                                   Total Change is:    -3,828
     1,117     -2,510        804         79       -415          0     -8,189     -1,422        717          0          0          0      1,644     -1,001
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       58.6        2.7        1.7        1.1        0.1       38.7       16.8        1.9        0.0        0.0        0.0       47.6       18.8
 
Number of Traders in Each Category                                    Total Traders:        39
         5          8          6          .          .          .         16          8          5          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   126,884
Positions
     3,830     53,244      3,993      6,843     21,491      1,253     70,627     18,750      3,145      1,386      5,446        466     35,341     19,096
 
Changes from:       March 15, 2011                                   Total Change is:    20,810
    -6,275     26,259       -953       -394        656         33     21,083     -5,155      1,032        896      1,056       -903      6,290     -1,216
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       42.0        3.1        5.4       16.9        1.0       55.7       14.8        2.5        1.1        4.3        0.4       27.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        92
         6         12          9          .         12          5         33         18         11          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   131,550
Positions
     9,455     49,778      9,363     24,037      7,499      1,367     45,396     19,726      8,275      1,843      3,260        201     31,614     32,081
 
Changes from:       March 15, 2011                                   Total Change is:    -2,412
      -696     10,194      1,064     -2,462        507        923       -347     -3,452      1,298        943     -5,434        -43     -3,091     -7,467
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       37.8        7.1       18.3        5.7        1.0       34.5       15.0        6.3        1.4        2.5        0.2       24.0       24.4
 
Number of Traders in Each Category                                    Total Traders:       110
        10         15         10          9          7          .         28         29         22          4          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   240,256
Positions
    19,348     77,806     14,802     27,859     18,871      2,991     59,512     27,517     23,711     21,083     11,365      9,061     61,889     54,132
 
Changes from:       March 15, 2011                                   Total Change is:    11,814
     9,286      4,399      1,632     -1,588        154        295     -1,968     -7,918      5,971     -2,096       -793      1,029       -745      7,045
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       32.4        6.2       11.6        7.9        1.2       24.8       11.5        9.9        8.8        4.7        3.8       25.8       22.5
 
Number of Traders in Each Category                                    Total Traders:       170
        17         17         13         16         14         11         43         35         34         13         15         17
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   109,078
Positions
     7,114     74,203      3,535     10,120      4,864        134     55,023      7,102      2,821      1,076        500        216     29,040     15,703
 
Changes from:       March 15, 2011                                   Total Change is:       189
       766      6,461       -331        328       -823          0      3,740     -1,344         70       -621          0        -34     -3,729     -3,809
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       68.0        3.2        9.3        4.5        0.1       50.4        6.5        2.6        1.0        0.5        0.2       26.6       14.4
 
Number of Traders in Each Category                                    Total Traders:        71
         7         11          7          4          5          .         25         15         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    87,934
Positions
    15,525     35,677     41,007          0          0          0     29,243     10,652        217      1,255          0          0        687        381
 
Changes from:       March 15, 2011                                   Total Change is:    17,468
    -3,075     -4,368     22,814          0          0          0       -102      1,293     -1,441          0          0          0       -728       -830
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       40.6       46.6        0.0        0.0        0.0       33.3       12.1        0.2        1.4        0.0        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         5          9         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   127,075
Positions
     5,728    103,799          0     16,283        243          0     92,169     17,975        317      4,355      2,352          0      8,223      2,389
 
Changes from:       March 15, 2011                                   Total Change is:   -34,286
     5,030    -25,682       -104        712          0        -58    -38,404     -8,365         86     -1,998       -125          0        450        -38
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       81.7        0.0       12.8        0.2        0.0       72.5       14.1        0.2        3.4        1.9        0.0        6.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       109
         4         12          0          9          .          0         58         12          .         10          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    13,974
Positions
     5,590      2,350         54        127      1,196          0      5,129      7,623        212        818          0          0      2,044      2,539
 
Changes from:       March 15, 2011                                   Total Change is:    -1,877
     1,374        603        -76        -20        -13          0     -2,866     -2,672          2         43          0          0       -334        279
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       16.8        0.4        0.9        8.6        0.0       36.7       54.6        1.5        5.9        0.0        0.0       14.6       18.2
 
Number of Traders in Each Category                                    Total Traders:        40
         8          5          .          .          .          0         10         12          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    46,321
Positions
    18,761     25,477      1,111      2,757      1,873        419     16,436      8,984      1,086         44        441        431      5,277      6,500
 
Changes from:       March 15, 2011                                   Total Change is:   -19,771
    -3,262     -1,497     -8,586       -462       -300        402      5,415      2,554     -7,544       -766        441       -330     -4,638     -4,910
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       55.0        2.4        6.0        4.0        0.9       35.5       19.4        2.3        0.1        1.0        0.9       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:        83
        15         16          5          .          6          .         24         16          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    92,643
Positions
    37,521     50,954      2,223      5,514      3,746        837     32,872     17,968      2,172         89        881        862     10,554     13,000
 
Changes from:       March 15, 2011                                   Total Change is:    -9,690
     2,409     12,768    -12,050       -180       -600        803     10,364     -3,300     -5,614     -1,533        881       -660     -3,228     -1,918
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       55.0        2.4        6.0        4.0        0.9       35.5       19.4        2.3        0.1        1.0        0.9       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:        83
        15         16          5          .          6          .         24         16          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   927,965
Positions
    63,215    245,150     38,482    419,589    127,568     56,062     59,298    178,700    109,411     20,042     27,884     19,658    142,210    125,050
 
Changes from:       March 15, 2011                                   Total Change is:  -420,087
     2,310     13,973   -172,229     -2,064     -2,053    -20,122    -26,770    -35,707   -142,376     -2,490     -4,904    -21,653    -34,693    -35,014
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       26.4        4.1       45.2       13.7        6.0        6.4       19.3       11.8        2.2        3.0        2.1       15.3       13.5
 
Number of Traders in Each Category                                    Total Traders:       572
        36         51         36        118         63         71         77        156         99         33         35         25
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   377,818
Positions
    10,043    149,287     11,495    152,623     34,077      7,789     19,119     36,656     56,552      8,211     14,842     11,153    100,833     55,966
 
Changes from:       March 15, 2011                                   Total Change is:  -189,263
   -55,990     16,417    -67,228      1,623     -3,722     -4,724       -137    -81,997    -33,723        159      5,853    -12,554    -16,690     -7,586
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       39.5        3.0       40.4        9.0        2.1        5.1        9.7       15.0        2.2        3.9        3.0       26.7       14.8
 
Number of Traders in Each Category                                    Total Traders:       142
         7         20          7         35         13         14         18         36         45          6          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,750,734
Positions
   311,533    524,992     89,258  1,357,002    489,634    219,189    306,514    815,837    158,675     71,807     77,859     29,873    206,884    345,418
 
Changes from:       March 15, 2011                                   Total Change is:-1,154,118
    41,844   -261,880   -275,346    -38,987    -12,207    -56,440   -466,466   -101,851   -209,968    -18,777    -59,318    -39,966    -90,013   -137,142
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       19.1        3.2       49.3       17.8        8.0       11.1       29.7        5.8        2.6        2.8        1.1        7.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       518
        35         48         32         96         60         62         80        138         84         30         31         17
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   104,477
Positions
    22,288     44,566          0     53,982     36,411      5,702     12,091     14,709         10      1,247          0          0      9,157      3,079
 
Changes from:       March 15, 2011                                   Total Change is:   -24,478
     2,391     10,017    -27,355      2,229     -1,170        213      1,236     -4,674       -582          0          0          0     -2,611       -927
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       42.7        0.0       51.7       34.9        5.5       11.6       14.1        0.0        1.2        0.0        0.0        8.8        2.9
 
Number of Traders in Each Category                                    Total Traders:        92
         6         10          0         33         14         13         13         15          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    56,045
Positions
    16,154     25,631        570     13,741      9,161      1,737     14,615     11,236      1,953      2,464      1,665        203      4,609      3,889
 
Changes from:       March 15, 2011                                   Total Change is:   -61,044
     1,743     -4,116    -25,487     -4,115         59     -1,682     -1,662       -158    -23,276        285     -1,650       -486     -6,365     -4,248
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       45.7        1.0       24.5       16.3        3.1       26.1       20.0        3.5        4.4        3.0        0.4        8.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       203
        20         34          5         24         23         13         40         43         23         11          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
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              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   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   280,223
Positions
    80,772    128,153      2,850     68,703     45,806      8,683     73,074     56,181      9,765     12,318      8,324      1,014     23,043     19,447
 
Changes from:       March 15, 2011                                   Total Change is:  -162,889
    13,800    -43,089    -57,861    -10,604        293     -4,411    -65,236    -26,527    -30,489      1,440      3,077     -2,429     -7,100     -1,453
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       45.7        1.0       24.5       16.3        3.1       26.1       20.0        3.5        4.4        3.0        0.4        8.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       203
        20         34          5         24         23         13         40         43         23         11          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   357,735
Positions
   135,235     30,366     15,512    109,014    137,458     18,888     55,968    118,500      4,193      1,957     15,548          0     16,968     17,270
 
Changes from:       March 15, 2011                                   Total Change is:   -18,287
     8,553     -3,967     -4,526     -3,449      5,464        -46     -6,100     -5,828     -9,464       -235      1,370        -25     -2,995     -1,265
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        8.5        4.3       30.5       38.4        5.3       15.6       33.1        1.2        0.5        4.3        0.0        4.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       245
        18         17          .         47         47         22         31         70         19          4         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    55,688
Positions
     9,909      4,971      5,721     11,587     11,001        765     18,290      9,154        539        216      4,932          0      8,661     18,605
 
Changes from:       March 15, 2011                                   Total Change is:     7,800
       701     -7,074      2,823      4,058      8,112       -249      5,862      4,921          0       -324      1,443        -15     -5,056     -2,161
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        8.9       10.3       20.8       19.8        1.4       32.8       16.4        1.0        0.4        8.9        0.0       15.6       33.4
 
Number of Traders in Each Category                                    Total Traders:        69
         8         10          .         15          .          .         11         15          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    70,293
Positions
    18,336     22,205      6,845      9,069     10,536      1,125     14,243     19,538      1,216      1,755        370          0     17,704      8,458
 
Changes from:       March 15, 2011                                   Total Change is:    -6,082
   -12,255      7,327      2,183     -7,389       -562         23      2,547      5,267      1,082     -3,004     -2,036          0     10,731    -19,366
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       31.6        9.7       12.9       15.0        1.6       20.3       27.8        1.7        2.5        0.5        0.0       25.2       12.0
 
Number of Traders in Each Category                                    Total Traders:        79
        18         15          .          9          4          .         18         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,657
Positions
       325      7,082        976     20,182     12,000      4,384      1,380      5,530         11        419          0          0      3,980      1,674
 
Changes from:       March 15, 2011                                   Total Change is:    -2,573
        75      1,160     -1,209        638        813        751       -839       -715         -7       -262          0          0     -1,720     -3,366
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       22.4        3.1       63.8       37.9       13.8        4.4       17.5        0.0        1.3        0.0        0.0       12.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          .         20         13          7          .          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    34,794
Positions
     7,250     13,076        885     13,105      5,550        685      5,389     10,240        783      1,280        685         34      5,383      2,856
 
Changes from:       March 15, 2011                                   Total Change is:    -6,608
       635     -1,970     -5,219      1,433        232       -198     -2,150        868        136       -104          0         34     -1,175       -491
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       37.6        2.5       37.7       16.0        2.0       15.5       29.4        2.3        3.7        2.0        0.1       15.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        56
         8          7          .         12          9          5          9          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   686,238
Positions
    14,173     83,688     33,571    300,774    154,992     61,618     64,885     84,275     45,180     16,940     53,653      5,270    143,828    163,991
 
Changes from:       March 15, 2011                                   Total Change is:     5,790
       592      3,167      2,978    -11,923      1,122      3,021     13,606    -15,233        265     -1,735      8,361      1,152     -2,167        957
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.2        4.9       43.8       22.6        9.0        9.5       12.3        6.6        2.5        7.8        0.8       21.0       23.9
 
Number of Traders in Each Category                                    Total Traders:       159
        10         21         19         45         22         35         23         25         34          5          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   317,773
Positions
        31    117,660      2,525    226,829      5,983     20,426          0    127,558        958          0          0          0     67,004     42,663
 
Changes from:       March 15, 2011                                   Total Change is:    -6,722
    -5,234      7,994     -3,513     12,528      1,178     -2,735          0     -3,500     -5,181          0          0          0     -2,587       -966
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.0        0.8       71.4        1.9        6.4        0.0       40.1        0.3        0.0        0.0        0.0       21.1       13.4
 
Number of Traders in Each Category                                    Total Traders:        63
         .         10          .         33          .         16          0         16          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   964,318
Positions
    41,000    109,131     32,236    289,730    387,739     80,339    218,821     82,141     66,012    116,404     58,554     10,264    109,512    137,901
 
Changes from:       March 15, 2011                                   Total Change is:    44,029
   -14,747     16,766     10,962    -28,581      9,892     -3,028      7,292      1,088     13,420     52,919    -11,880      3,341      2,452      3,469
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       11.3        3.3       30.0       40.2        8.3       22.7        8.5        6.8       12.1        6.1        1.1       11.4       14.3
 
Number of Traders in Each Category                                    Total Traders:       242
        12         37         21         33         51         36         50         29         32          9         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,071,232
Positions
   103,480    121,029    205,438    531,420    550,291    243,618    323,366    188,096    262,924     32,943     56,298     77,227    290,817    366,311
 
Changes from:       March 15, 2011                                   Total Change is:    20,363
    13,034      5,109      5,719    -34,672     43,683    -24,826     72,832    -20,118     17,124    -16,658     -3,175     20,362    -32,553    -23,516
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        5.8        9.9       25.7       26.6       11.8       15.6        9.1       12.7        1.6        2.7        3.7       14.0       17.7
 
Number of Traders in Each Category                                    Total Traders:       299
        33         37         62         32         60         56         58         50         69         13         15         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,382,960
Positions
    67,441    105,199     64,203    300,776    496,970    133,210    405,837    107,629    124,183     59,108     61,588     14,013    214,189    275,965
 
Changes from:       March 15, 2011                                   Total Change is:    76,171
    13,158    -14,764     11,648     -4,677     27,809    -11,217     48,904     40,275     13,749     -1,443      1,958       -287      6,337      7,000
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        7.6        4.6       21.7       35.9        9.6       29.3        7.8        9.0        4.3        4.5        1.0       15.5       20.0
 
Number of Traders in Each Category                                    Total Traders:       199
        19         18         29         28         39         38         38         37         40          7         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   917,839
Positions
   163,064    215,271    288,128     11,930      2,442      9,172     99,898     52,351    273,195     11,233      4,446     27,605     33,613     45,230
 
Changes from:       March 15, 2011                                   Total Change is:    48,640
    -4,251     21,926     15,770        677          0        -12     16,173       -388     14,580      4,576       -871     -2,369      3,496          5
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       23.5       31.4        1.3        0.3        1.0       10.9        5.7       29.8        1.2        0.5        3.0        3.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       140
        30         29         47          6          .          5         33         26         42          6          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,612,968
Positions
 1,098,829  3,555,597  2,876,453  2,662,155    445,079    312,061  1,139,989    487,429  3,849,528     51,940    379,614    688,186    933,827  1,019,021
 
Changes from:       March 15, 2011                                   Total Change is:   285,202
     4,872    136,502    175,015      5,134    -86,722     -4,405     79,114     12,491     47,839        233     25,157     -9,947    -12,654    -10,730
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       26.1       21.1       19.6        3.3        2.3        8.4        3.6       28.3        0.4        2.8        5.1        6.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       279
        27         70         94          8         16         20         68         59        104         11         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,963
Positions
     5,166      5,924          0      1,472        838         25        398      4,237         10      4,800        658          0         92        271
 
Changes from:       March 15, 2011                                   Total Change is:     1,242
     1,660        548          0         15         -1          0       -479        692          3          0         90          0         43        -90
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       49.5        0.0       12.3        7.0        0.2        3.3       35.4        0.1       40.1        5.5        0.0        0.8        2.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          5          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    28,898
Positions
    23,110     15,154          0      2,010      2,333         59      3,097      5,867          0         40      5,456          0        582         29
 
Changes from:       March 15, 2011                                   Total Change is:      -335
    -1,160       -240          0          0        177        -57        528       -108          0          0          0          0        354       -107
 
Percent of Open Interest Represented by Each Category of Trader
      80.0       52.4        0.0        7.0        8.1        0.2       10.7       20.3        0.0        0.1       18.9        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          0          .          5          .          5          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    53,140
Positions
    25,251      2,972         61         73        812        705     18,512     39,944      1,055      1,482      1,585        290      5,710      5,716
 
Changes from:       March 15, 2011                                   Total Change is:     1,769
      -276      1,249         -0        -17        184        -26      2,019     -1,218        223       -363       -348        132         77      1,572
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        5.6        0.1        0.1        1.5        1.3       34.8       75.2        2.0        2.8        3.0        0.5       10.7       10.8
 
Number of Traders in Each Category                                    Total Traders:       118
         9          6          .          .          4          .         25         43          7         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   170,224
Positions
    56,756     57,127     43,611      8,087        602      2,423      7,705     15,449     24,425      1,304      1,932      8,445     17,468     16,210
 
Changes from:       March 15, 2011                                   Total Change is:   -23,984
   -12,781      1,648     -3,632      1,788     -4,232       -705     -2,750    -13,026       -652       -237       -893       -500     -4,514     -1,991
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       33.6       25.6        4.8        0.4        1.4        4.5        9.1       14.3        0.8        1.1        5.0       10.3        9.5
 
Number of Traders in Each Category                                    Total Traders:        93
        11          8         15          9          .          4         17         19         27          7          7         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,822
Positions
     2,298      4,471          0      2,494          0          0      3,779      1,213         37        150      3,077          0         64         24
 
Changes from:       March 15, 2011                                   Total Change is:    -1,490
     1,313        614     -1,487        -48          0          0      1,958     -1,138          0       -680      3,000          0     -2,546     -2,479
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       50.7        0.0       28.3        0.0        0.0       42.8       13.7        0.4        1.7       34.9        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,421
Positions
       418     12,767          0      8,289          0          1      1,913        132          0          0        104         12      2,788        405
 
Changes from:       March 15, 2011                                   Total Change is:      -986
      -238       -386         -3        -47          0          1       -298        -93        -74          0          0          0       -327       -431
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.1        0.0       61.8        0.0        0.0       14.3        1.0        0.0        0.0        0.8        0.1       20.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          .          6          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 25, 2011