```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,864
COMMITMENTS
     407      111       73    4,691    4,966    5,171    5,150      693      714

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        212)
      14        7        5      246      178      265      190      -53       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.9      1.2     80.0     84.7     88.2     87.8     11.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        2       12       10       17       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,059
COMMITMENTS
   5,544    9,227      955   21,127   15,588   27,626   25,770    4,433    6,289

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        967)
     424     -319      102      462      619      988      402      -21      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     28.8      3.0     65.9     48.6     86.2     80.4     13.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11       19        8       24       22       41       44
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,062
COMMITMENTS
  63,499   60,415   48,922  117,347  111,254  229,768  220,591   29,294   38,471

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      2,754)
  -2,809    6,498    3,698    2,498   -6,060    3,387    4,136     -633   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     23.3     18.9     45.3     42.9     88.7     85.1     11.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      86       97      116       54       76      208      246
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      350,752
COMMITMENTS
 122,400   69,794   54,796  146,869  161,853  324,065  286,443   26,687   64,309

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -702)
  -1,352    1,992     -150    1,266     -890     -236      952     -466   -1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     19.9     15.6     41.9     46.1     92.4     81.7      7.6     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     139       87      126       72      143      270      305
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,347
COMMITMENTS
   4,107    3,132    1,621    2,628    3,683    8,356    8,436    1,991    1,911

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        304)
      73      -88       85       34       94      192       91      112      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     30.3     15.7     25.4     35.6     80.8     81.5     19.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26       25       16       13       22       51       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,777
COMMITMENTS
  20,626    6,659    9,058   10,510   11,810   40,194   27,527   10,583   23,250

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -2,801)
  -2,200     -986     -551     -284     -479   -3,035   -2,016      234     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     13.1     17.8     20.7     23.3     79.2     54.2     20.8     45.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      60       36       45       37       59      122      124
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        8,938
COMMITMENTS
     192    4,700       38    7,901    2,774    8,131    7,512      807    1,426

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        370)
      23      267       22      215       87      260      376      110       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     52.6      0.4     88.4     31.0     91.0     84.0      9.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        3       12        9       16       17
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      123,603
COMMITMENTS
  11,686    6,293    3,193  108,199  113,928  123,078  123,414      525      189

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -9,858)
      97     -535     -123   -9,770   -9,066   -9,796   -9,724      -62     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      5.1      2.6     87.5     92.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        1       14       14       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      189,870
COMMITMENTS
  62,768   20,453   19,971   64,621  127,121  147,360  167,545   42,510   22,325

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     17,014)
   3,220  -12,374    9,920    3,521   15,495   16,661   13,041      353    3,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     10.8     10.5     34.0     67.0     77.6     88.2     22.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      34       13        8       30       25       68       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,616
COMMITMENTS
  11,747   22,938      169   22,199    4,140   34,115   27,247    9,501   16,369

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -12,689)
   2,396   -1,211   -3,251  -11,476   -6,490  -12,331  -10,952     -358   -1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     52.6      0.4     50.9      9.5     78.2     62.5     21.8     37.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       14        1        9        8       15       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,691
COMMITMENTS
  87,482   63,153      273   79,503  106,155  167,258  169,581    7,433    5,110

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -73,086)
   1,033   55,596  -37,239  -36,066  -92,762  -72,272  -74,405     -814    1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     36.2      0.2     45.5     60.8     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      60       15        2       17       21       79       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,411
COMMITMENTS
  25,951   41,803       99   96,011   75,197  122,061  117,099   19,350   24,312

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -61,469)
   4,027  -21,969   -7,147  -60,851  -28,451  -63,971  -57,567    2,502   -3,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     29.6      0.1     67.9     53.2     86.3     82.8     13.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       25        2       24       26       49       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      139,769
COMMITMENTS
  34,923   60,744       16   92,729   32,938  127,668   93,698   12,101   46,071

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -56,627)
  12,674   -3,885   -6,050  -63,633  -41,502  -57,009  -51,437      382   -5,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     43.5      0.0     66.3     23.6     91.3     67.0      8.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12       48        1       23       20       35       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      258,535
COMMITMENTS
  50,416  133,370    1,062  176,529   63,974  228,007  198,406   30,528   60,129

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -52,522)
  10,091   -6,291  -13,815  -35,646  -19,437  -39,370  -39,543  -13,152  -12,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     51.6      0.4     68.3     24.7     88.2     76.7     11.8     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      26       69        8       45       38       76      110
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,288
COMMITMENTS
  14,686   10,476      216    2,300    7,757   17,202   18,449    3,086    1,839

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -12,623)
  -4,537    4,476   -4,238   -2,980  -12,956  -11,755  -12,718     -868       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     51.6      1.1     11.3     38.2     84.8     90.9     15.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      22        9        1        4        7       26       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,996,487
COMMITMENTS
 595,836  696,334  1758455  4895590  4650290  7249881  7105079  746,606  891,408

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -874,508)
-207,625 -160,166 -143,988 -490,696 -559,094 -842,309 -863,248  -32,199  -11,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      8.7     22.0     61.2     58.2     90.7     88.9      9.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      57       42       79      126      131      223      221
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      761,130
COMMITMENTS
  78,944  110,947   12,102  539,048  528,344  630,094  651,393  131,036  109,737

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -206,198)
  -8,494    6,391  -28,090 -147,610 -159,896 -184,194 -181,595  -22,004  -24,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     14.6      1.6     70.8     69.4     82.8     85.6     17.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     104      106       42      221      222      348      347
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      222,267
COMMITMENTS
  11,231    5,647      715  151,470  153,400  163,416  159,762   58,851   62,505

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -81,344)
  -1,357   -8,852   -4,530  -57,211  -57,294  -63,098  -70,676  -18,246  -10,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.5      0.3     68.1     69.0     73.5     71.9     26.5     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
       7       11        5       56       49       66       62
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,694,315
COMMITMENTS
 347,648  535,583   47,852  1937890  1874722  2333390  2458157  360,925  236,158

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -624,270)
 -72,305   39,597  -81,180 -451,994 -513,010 -605,479 -554,593  -18,791  -69,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     19.9      1.8     71.9     69.6     86.6     91.2     13.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      519)
     102      104       40      192      203      315      326
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,947
COMMITMENTS
  13,905    4,539       26   74,890   90,731   88,821   95,296   10,126    3,651

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -27,601)
  -2,170   -1,783       17  -25,194  -24,419  -27,347  -26,185     -254   -1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      4.6      0.0     75.7     91.7     89.8     96.3     10.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13        3        1       52       36       65       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       88,340
COMMITMENTS
  26,675    8,599      724   55,647   73,238   83,046   82,562    5,294    5,779

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -51,867)
  -7,277    2,275   -4,653  -33,269  -46,722  -45,199  -49,101   -6,668   -2,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.7      0.8     63.0     82.9     94.0     93.5      6.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      78       39        8       67       86      148      130
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      441,701
COMMITMENTS
 133,373   42,994    3,622  278,237  366,192  415,232  412,808   26,469   28,893

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -145,868)
 -39,419    8,989   -9,447  -92,729 -142,517 -141,595 -142,975   -4,273   -2,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.7      0.8     63.0     82.9     94.0     93.5      6.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      78       39        8       67       86      148      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      160,387
COMMITMENTS
  97,025   51,834      196   33,030   88,470  130,251  140,500   30,136   19,887

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -40,332)
  -1,444   20,121  -16,841  -20,869  -42,531  -39,154  -39,251   -1,178   -1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     32.3      0.1     20.6     55.2     81.2     87.6     18.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       27        5       15       24       49       52
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,910
COMMITMENTS
   6,728   17,379        0   31,361    5,193   38,089   22,572    6,821   22,338

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -1,040)
     437     -877        0   -1,689     -240   -1,252   -1,117      212       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     38.7      0.0     69.8     11.6     84.8     50.3     15.2     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14        8        0       24        6       38       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/20/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,172
COMMITMENTS
  17,981    3,214      833   19,817    8,483   38,631   12,530    6,541   32,642

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -721)
  -1,317   -6,045      679    1,612   -2,408      974   -7,774   -1,695    7,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      7.1      1.8     43.9     18.8     85.5     27.7     14.5     72.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        5        2       25       15       37       21
```

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Updated March 23, 2012