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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,041
COMMITMENTS
     460      124       77    4,822    5,091    5,359    5,292      682      749

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        177)
      53       13        4      131      125      188      142      -11       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.1      1.3     79.8     84.3     88.7     87.6     11.3     12.4

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 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,426
COMMITMENTS
   6,130    9,173    1,005   21,297   16,570   28,432   26,748    3,994    5,678

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        367)
     586      -54       50      170      982      806      978     -439     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     28.3      3.1     65.7     51.1     87.7     82.5     12.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       19       10       24       23       43       46
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      265,875
COMMITMENTS
  68,208   71,284   47,850  119,608  108,386  235,666  227,520   30,209   38,355

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      6,813)
   4,709   10,869   -1,072    2,261   -2,868    5,898    6,929      915     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     26.8     18.0     45.0     40.8     88.6     85.6     11.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      92      102      122       53       72      215      251
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      354,737
COMMITMENTS
 123,859   77,774   53,413  149,803  160,029  327,075  291,216   27,662   63,521

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,985)
   1,459    7,980   -1,383    2,934   -1,824    3,010    4,773      975     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     21.9     15.1     42.2     45.1     92.2     82.1      7.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      406)
     129       98      125       76      149      265      322
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,664
COMMITMENTS
   4,161    3,651      984    2,865    3,258    8,010    7,893    1,654    1,771

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -683)
      54      519     -637      237     -425     -346     -543     -337     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     37.8     10.2     29.6     33.7     82.9     81.7     17.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30       24       17       20       21       61       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,535
COMMITMENTS
  20,138    6,315    9,824    9,525   11,316   39,487   27,455   10,048   22,080

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -1,242)
    -488     -344      766     -985     -494     -707      -72     -535   -1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     12.7     19.8     19.2     22.8     79.7     55.4     20.3     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      55       39       44       38       60      119      127
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,490
COMMITMENTS
     183    5,109       47    8,479    2,779    8,709    7,935      781    1,555

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        552)
      -9      409        9      578        5      578      423      -26      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     53.8      0.5     89.3     29.3     91.8     83.6      8.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        8        4       13        9       18       18
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      123,562
COMMITMENTS
  11,349    6,333    3,193  108,463  113,885  123,005  123,411      557      151

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -41)
    -337       40        0      264      -43      -73       -3       32      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.1      2.6     87.8     92.2     99.5     99.9      0.5      0.1

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 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,621
COMMITMENTS
  53,432   29,695      906   30,438   75,445   84,776  106,046   37,845   16,575

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -67,249)
  -9,336    9,242  -19,065  -34,183  -51,676  -62,584  -61,499   -4,665   -5,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     24.2      0.7     24.8     61.5     69.1     86.5     30.9     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      31       13        3       21       20       54       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,852
COMMITMENTS
   6,293   21,389      221   24,561    7,877   31,075   29,487   11,777   13,365

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -764)
  -5,454   -1,549       52    2,362    3,737   -3,040    2,240    2,276   -3,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     49.9      0.5     57.3     18.4     72.5     68.8     27.5     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8       13        2        8        9       16       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      178,551
COMMITMENTS
  91,900    9,067      371   78,429  166,888  170,700  176,326    7,851    2,225

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,860)
   4,418  -54,086       98   -1,074   60,733    3,442    6,745      418   -2,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5      5.1      0.2     43.9     93.5     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      63        9        2       18       19       82       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      135,147
COMMITMENTS
  26,609   37,719      157   83,813   74,825  110,579  112,701   24,568   22,446

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -6,264)
     658   -4,084       58  -12,198     -372  -11,482   -4,398    5,218   -1,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     27.9      0.1     62.0     55.4     81.8     83.4     18.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      24       25        2       21       26       46       52
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      145,497
COMMITMENTS
  10,905   78,527       58  123,120   19,024  134,083   97,609   11,414   47,888

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      5,728)
 -24,018   17,783       42   30,391  -13,914    6,415    3,911     -687    1,817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     54.0      0.0     84.6     13.1     92.2     67.1      7.8     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      13       55        1       24       18       37       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      239,446
COMMITMENTS
  34,033  123,162    1,194  168,190   55,639  203,417  179,995   36,029   59,451

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -19,089)
 -16,383  -10,208      132   -8,339   -8,335  -24,590  -18,411    5,501     -678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     51.4      0.5     70.2     23.2     85.0     75.2     15.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      27       72       12       41       41       77      116
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,247
COMMITMENTS
  14,046   10,062      152    2,594    8,703   16,792   18,917    3,455    1,330

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -41)
    -640     -414      -64      294      946     -410      468      369     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.4     49.7      0.8     12.8     43.0     82.9     93.4     17.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23       12        1        4        8       27       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,259,216
COMMITMENTS
 680,120  687,202  1753544  5026248  4918232  7459912  7358978  799,304  900,238

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    262,729)
  84,284   -9,132   -4,911  130,658  267,942  210,031  253,899   52,698    8,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.3     21.2     60.9     59.5     90.3     89.1      9.7     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      54       44       79      129      132      229      222
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      772,728
COMMITMENTS
  81,917  110,007   13,446  538,797  538,473  634,160  661,926  138,569  110,802

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     11,598)
   2,973     -940    1,344     -251   10,129    4,066   10,533    7,533    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     14.2      1.7     69.7     69.7     82.1     85.7     17.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     103      113       45      228      217      356      350
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      226,179
COMMITMENTS
  12,674    7,782      897  150,646  154,274  164,217  162,953   61,962   63,226

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,912)
   1,443    2,135      182     -824      874      801    3,191    3,111      721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      3.4      0.4     66.6     68.2     72.6     72.0     27.4     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      11       13        8       55       51       70       68
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,732,746
COMMITMENTS
 368,550  533,461   40,407  1940756  1920997  2349713  2494865  383,033  237,881

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     38,431)
  20,902   -2,122   -7,445    2,866   46,275   16,323   36,708   22,108    1,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.5      1.5     71.0     70.3     86.0     91.3     14.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     102      109       40      198      201      321      329
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,640
COMMITMENTS
  13,095    5,171        0   77,394   92,632   90,489   97,803   10,151    2,837

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,693)
    -810      632      -26    2,504    1,901    1,668    2,507       25     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      5.1      0.0     76.9     92.0     89.9     97.2     10.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13        4        0       58       37       71       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,135
COMMITMENTS
  25,074    8,638    1,290   55,110   70,199   81,473   80,126    5,661    7,008

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -1,205)
  -1,601       39      565     -538   -3,040   -1,573   -2,435      368    1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      9.9      1.5     63.2     80.6     93.5     92.0      6.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      77       45       11       67       83      147      136
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      435,674
COMMITMENTS
 125,370   43,189    6,449  275,548  350,994  407,367  400,632   28,307   35,042

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -6,027)
  -8,003      195    2,827   -2,689  -15,198   -7,865  -12,176    1,838    6,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      9.9      1.5     63.2     80.6     93.5     92.0      6.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      77       45       11       67       83      147      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      147,373
COMMITMENTS
  91,615   32,041      901   27,485   95,723  120,001  128,665   27,372   18,708

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -13,014)
  -5,410  -19,793      705   -5,545    7,253  -10,250  -11,835   -2,764   -1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.2     21.7      0.6     18.6     65.0     81.4     87.3     18.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      29       22        5       20       22       52       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,659
COMMITMENTS
   7,467   18,304        0   31,768    5,183   39,235   23,487    6,424   22,172

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        749)
     739      925        0      407      -10    1,146      915     -397     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     40.1      0.0     69.6     11.4     85.9     51.4     14.1     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        8        0       26        7       42       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,875
COMMITMENTS
  18,312    2,588    3,383   17,408   13,095   39,103   19,066    7,772   27,809

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,703)
     331     -626    2,550   -2,409    4,612      472    6,536    1,231   -4,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      5.5      7.2     37.1     27.9     83.4     40.7     16.6     59.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11        4        3       21       23       34       28
```

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Updated March 30, 2012