```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,517
COMMITMENTS
     442      104      136    5,177    5,503    5,755    5,743      762      774

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        275)
       2        4       14      238      200      254      219       21       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.6      2.1     79.4     84.4     88.3     88.1     11.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        2       13       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,078
COMMITMENTS
   6,007    4,337   13,077   28,911   23,756   47,995   41,170    6,083   12,908

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -998)
     -94       14     -789       78       40     -805     -735     -193     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      8.0     24.2     53.5     43.9     88.8     76.1     11.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      17       17       21       33       31       60       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      303,710
COMMITMENTS
  64,905   39,234   84,237  122,213  134,654  271,356  258,125   32,354   45,585

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -10,926)
 -10,577    1,203   -4,344    4,746   -6,259  -10,175   -9,400     -751   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     12.9     27.7     40.2     44.3     89.3     85.0     10.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
     102       82      129       67       77      237      242
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      444,024
COMMITMENTS
 124,885   37,374  128,293  160,649  199,759  413,828  365,427   30,196   78,597

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -13,865)
  -6,519    1,360   -2,234   -3,556  -12,590  -12,310  -13,464   -1,556     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      8.4     28.9     36.2     45.0     93.2     82.3      6.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     141      100      150      102      160      325      342
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,207
COMMITMENTS
   4,055    3,200    1,641    2,596    3,646    8,292    8,486    1,915    1,721

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -310)
    -110     -112      125        6       35       21       47     -331     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     31.3     16.1     25.4     35.7     81.2     83.1     18.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      27       21       17       14       21       52       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       60,570
COMMITMENTS
  23,096    4,152   15,210   11,248   13,766   49,553   33,127   11,017   27,443

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,408)
  -2,520     -293     -267       -2     -296   -2,790     -857    1,381     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      6.9     25.1     18.6     22.7     81.8     54.7     18.2     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      69       40       50       52       78      146      150
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,355
COMMITMENTS
     228    4,436       84    8,084    3,118    8,397    7,639      958    1,716

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        243)
       2      152       -0      210       44      211      196       32       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     47.4      0.9     86.4     33.3     89.8     81.7     10.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        8        4       13       10       18       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      137,641
COMMITMENTS
  11,589    6,828    3,316  122,149  127,174  137,054  137,318      587      323

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        342)
      10      204        0      301      -96      311      108       31      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      5.0      2.4     88.7     92.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        1       14       15       18       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      178,558
COMMITMENTS
  59,305   32,556   11,623   63,979  114,607  134,907  158,786   43,651   19,772

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     21,359)
   3,047    2,884    3,829   12,461   16,524   19,337   23,237    2,022   -1,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     18.2      6.5     35.8     64.2     75.6     88.9     24.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       13       11       27       26       69       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,989
COMMITMENTS
   9,351   24,274    3,475   33,820   10,809   46,647   38,558   10,342   18,431

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        734)
   1,184   -3,301    1,874     -767     -285    2,292   -1,712   -1,558    2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     42.6      6.1     59.3     19.0     81.9     67.7     18.1     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       15        8       15       14       28       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      247,777
COMMITMENTS
  86,449    7,557   37,512  115,569  198,917  239,530  243,986    8,247    3,791

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     39,783)
   1,935  -10,610   34,481      640   16,121   37,056   39,992    2,727     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      3.0     15.1     46.6     80.3     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      57       17        8       21       25       83       48
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      207,505
COMMITMENTS
  21,552   63,288    9,114  158,463  105,466  189,129  177,867   18,376   29,637

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     17,133)
    -659    4,354    6,399   14,288    3,897   20,028   14,651   -2,896    2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     30.5      4.4     76.4     50.8     91.1     85.7      8.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      17       34       15       30       31       58       70
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      213,010
COMMITMENTS
  22,315   64,772   13,338  162,358   80,246  198,011  158,357   14,999   54,653

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     38,899)
 -10,613   11,421      228   50,126   20,931   39,741   32,580     -843    6,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     30.4      6.3     76.2     37.7     93.0     74.3      7.0     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       51       24       31       31       64       90
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      352,838
COMMITMENTS
  39,869  138,177   43,047  222,524   93,187  305,441  274,411   47,397   78,427

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,666)
    -386  -13,301   -2,423    3,438   12,601      629   -3,124    9,037   12,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     39.2     12.2     63.1     26.4     86.6     77.8     13.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      34       82       54       55       56      122      159
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,911
COMMITMENTS
  19,223    6,000    4,454    5,280   20,713   28,957   31,167    3,954    1,744

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      2,961)
  -4,283     -718    3,971    3,241      -41    2,929    3,212       32     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.4     18.2     13.5     16.0     62.9     88.0     94.7     12.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        8        6        9       14       35       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   15,024,023
COMMITMENTS
 738,948  655,986  6157936  7285435  7227820 14182318 14041742  841,705  982,281

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    341,430)
 -17,098   32,499  146,999  246,608  164,328  376,509  343,826  -35,079   -2,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      4.4     41.0     48.5     48.1     94.4     93.5      5.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      66       64      111      155      157      284      277
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,147,669
COMMITMENTS
  87,684  103,364   99,672  796,020  795,287  983,375  998,322  164,294  149,347

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    146,827)
   7,060   -4,800   20,242   95,157  106,627  122,459  122,069   24,369   24,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.0      8.7     69.4     69.3     85.7     87.0     14.3     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      593)
     122      124      123      266      255      449      441
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      403,574
COMMITMENTS
  15,874   13,294   36,707  266,656  271,949  319,236  321,951   84,338   81,624

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     64,604)
   1,712   -8,938    7,285   50,642   44,255   59,639   42,602    4,965   22,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      3.3      9.1     66.1     67.4     79.1     79.8     20.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      21       13       27       80       70      112       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,720,471
COMMITMENTS
 410,884  502,181  262,989  2646820  2616686  3320693  3381857  399,778  338,614

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    411,117)
  19,509   13,454   72,019  222,572  311,861  314,100  397,334   97,017   13,783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     13.5      7.1     71.1     70.3     89.3     90.9     10.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      555)
     110      120      113      239      239      408      414
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      126,556
COMMITMENTS
  16,075    6,322        9  100,090  115,152  116,174  121,483   10,382    5,073

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     14,059)
    -933      450        9   14,144   12,849   13,220   13,308      839      751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      5.0      0.0     79.1     91.0     91.8     96.0      8.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        5        1       61       47       75       52
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      142,663
COMMITMENTS
  34,165    6,222    6,107   90,276  121,432  130,548  133,761   12,115    8,902

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     24,957)
   2,584     -640    3,413   16,425   19,072   22,422   21,844    2,535    3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      4.4      4.3     63.3     85.1     91.5     93.8      8.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      89       33       21       93      100      191      146
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,702
COMMITMENTS
   1,218    1,348      939   14,723   18,219   16,880   20,506    5,822    2,196

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      3,077)
    -238      369      664     -167      865      259    1,898    2,818    1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.9      4.1     64.9     80.3     74.4     90.3     25.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       10       12       14       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      599,805
COMMITMENTS
 173,860   33,494   16,716  377,763  516,067  568,340  566,277   31,465   33,528

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    109,399)
  17,054   -2,103   10,799   82,962   91,036  110,815   99,732   -1,416    9,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      5.6      2.8     63.0     86.0     94.8     94.4      5.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      89       32       20       90       99      186      145
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      208,030
COMMITMENTS
  98,118   31,429   20,134   56,789  133,470  175,041  185,033   32,989   22,997

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     30,315)
   2,337   -2,967   11,414   19,058   24,930   32,808   33,376   -2,493   -3,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     15.1      9.7     27.3     64.2     84.1     88.9     15.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       27       15       24       30       74       59
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,950
COMMITMENTS
   6,291   18,256        0   33,050    5,433   39,341   23,689    6,609   22,261

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,260)
     824    6,766   -4,156      587  -10,709   -2,745   -8,099   -1,515    3,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     39.7      0.0     71.9     11.8     85.6     51.6     14.4     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       12        0       24        6       36       18
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,893
COMMITMENTS
  19,298    9,259      154   18,205   10,891   37,657   20,304    8,236   25,589

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -22,747)
   5,121    5,285  -10,138   -3,450  -19,062   -8,467  -23,915  -14,280    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0     20.2      0.3     39.7     23.7     82.1     44.2     17.9     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16        8        2       19       16       36       25
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       11,692
COMMITMENTS
   6,394      828        0    3,673   10,451   10,067   11,279    1,625      413

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      1,342)
     143       85        0      989    1,111    1,132    1,196      210      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.7      7.1      0.0     31.4     89.4     86.1     96.5     13.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        7        3       18        5
```

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Updated March 16, 2012