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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,280
COMMITMENTS
     308    1,165        1    2,196    1,692    2,505    2,858      775      422

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        244)
      55      222       -4      251      129      302      347      -58     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     35.5      0.0     67.0     51.6     76.4     87.1     23.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       11       11       13       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,325
COMMITMENTS
   7,386    6,077      795   27,612   28,554   35,793   35,426    4,532    4,899

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,203)
    -317      545     -406    1,529      741      806      880      397      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     15.1      2.0     68.5     70.8     88.8     87.9     11.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       16       16       36       36       61       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      231,147
COMMITMENTS
  65,315   26,652   44,804   92,041  125,129  202,160  196,585   28,987   34,562

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     14,788)
   5,353      644    6,096   -1,308    6,899   10,141   13,639    4,647    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     11.5     19.4     39.8     54.1     87.5     85.0     12.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     114       40      104       57       66      219      180
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      382,223
COMMITMENTS
 113,976   53,376   76,819  160,339  178,539  351,134  308,734   31,089   73,489

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     21,232)
     460   -3,168   12,437    5,904    6,254   18,801   15,523    2,431    5,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     14.0     20.1     41.9     46.7     91.9     80.8      8.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     133       74      115       91      183      289      324
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,748
COMMITMENTS
   4,470    1,614      847    2,769    5,677    8,086    8,138    1,662    1,610

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        319)
      65      128      178      168      159      411      465      -92     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     16.6      8.7     28.4     58.2     83.0     83.5     17.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       15       10       16       30       49       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,997
COMMITMENTS
  19,575    4,695    4,887   11,474   11,765   35,936   21,347    7,061   21,650

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,803)
   1,867      492      333     -512        4    1,688      829      115      974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.5     10.9     11.4     26.7     27.4     83.6     49.6     16.4     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      57       24       36       36       66      112      116
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       88,144
COMMITMENTS
  13,172        0        0   74,326   87,830   87,498   87,830      646      314

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        219)
    -391        0        0      651      286      260      286      -41      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.0      0.0     84.3     99.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        0       14       13       20       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      119,128
COMMITMENTS
  52,886    1,641      135   20,231  102,773   73,252  104,549   45,876   14,579

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        686)
   3,164   -2,104      135   -1,357    3,258    1,942    1,289   -1,256     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4      1.4      0.1     17.0     86.3     61.5     87.8     38.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      36        6        2       17       23       53       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,730
COMMITMENTS
  24,184    5,227        1    6,623   42,205   30,808   47,433   25,922    9,297

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -56)
    -699    1,645        1    2,573   -1,039    1,875      607   -1,931     -663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      9.2      0.0     11.7     74.4     54.3     83.6     45.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18       10        1        7       11       25       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      129,361
COMMITMENTS
  91,688    3,613      227   29,260  123,919  121,175  127,759    8,186    1,602

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      2,286)
   2,042    1,515        0      281    1,558    2,323    3,073      -37     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.9      2.8      0.2     22.6     95.8     93.7     98.8      6.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      67        7        1       16       18       83       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      104,506
COMMITMENTS
  30,077   29,334      200   45,367   54,500   75,644   84,034   28,862   20,472

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -13,468)
 -23,271    5,710      200   15,132  -22,358   -7,939  -16,448   -5,529    2,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     28.1      0.2     43.4     52.2     72.4     80.4     27.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      27       24        4       25       25       56       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      100,377
COMMITMENTS
  37,737   30,685      329   33,152   38,976   71,218   69,990   29,159   30,387

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -11,674)
 -14,747   12,726       82    3,086  -26,936  -11,579  -14,128      -95    2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     30.6      0.3     33.0     38.8     71.0     69.7     29.0     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       32        2       19       25       46       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      218,177
COMMITMENTS
  93,031   36,401    2,150   62,196  134,511  157,377  173,062   60,800   45,115

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     23,468)
  11,457    3,180      115    9,176   21,496   20,748   24,791    2,720   -1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     16.7      1.0     28.5     61.7     72.1     79.3     27.9     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      51       43       11       41       44       96       94
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       13,401
COMMITMENTS
   6,598    6,359      216    4,356    4,767   11,170   11,342    2,231    2,059

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:       -573)
     593   -1,128        4   -1,357    1,031     -760      -93      187     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     47.5      1.6     32.5     35.6     83.4     84.6     16.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        9        2        7        8       22       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,793,701
COMMITMENTS
 811,210  650,844  870,054  6294397  6325988  7975661  7846886  818,040  946,815

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -73,270)
-149,110  -13,423   14,472  114,006  -85,066  -20,632  -84,017  -52,638   10,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.4      9.9     71.6     71.9     90.7     89.2      9.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      52       53       73      132      141      230      227
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      826,332
COMMITMENTS
  72,854   95,623   18,580  584,123  595,107  675,557  709,310  150,775  117,022

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     17,385)
   6,476    2,395   -5,427     -422   19,782      628   16,750   16,757      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     11.6      2.2     70.7     72.0     81.8     85.8     18.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
      87      124       48      222      223      338      368
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      295,190
COMMITMENTS
  13,532   32,398      512  174,539  214,039  188,583  246,949  106,607   48,241

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        473)
  -2,573     -147     -406   -7,745    3,521  -10,724    2,968   11,197   -2,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     11.0      0.2     59.1     72.5     63.9     83.7     36.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      14       16        6       54       54       72       72
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,655,711
COMMITMENTS
 356,283  375,794   30,669  2047920  1905342  2434872  2311805  220,839  343,906

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     84,560)
  19,578  -12,959      564   36,616   81,307   56,758   68,912   27,802   15,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     14.2      1.2     77.1     71.7     91.7     87.1      8.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      514)
      85      118       33      194      202      296      337
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,257
COMMITMENTS
  14,500    7,722        0   86,823   99,893  101,323  107,615    8,934    2,642

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      5,783)
   2,347    1,656       -9    3,666    4,572    6,004    6,219     -221     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.0      0.0     78.7     90.6     91.9     97.6      8.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      12        9        0       54       41       66       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       74,143
COMMITMENTS
  19,335    9,964    3,358   42,517   56,009   65,210   69,331    8,934    4,812

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     19,179)
   6,687     -712    2,208    5,839   16,663   14,735   18,160    4,444    1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     13.4      4.5     57.3     75.5     88.0     93.5     12.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      46       38       10       69       93      120      137
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       11,195
COMMITMENTS
   3,051    1,124        0    4,307    8,354    7,358    9,478    3,837    1,717

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:    -15,767)
   2,216   -7,976     -137  -17,932   -6,670  -15,853  -14,783       86     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     10.0      0.0     38.5     74.6     65.7     84.7     34.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        9        7       12        8
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      314,742
COMMITMENTS
  94,538   57,320    3,669  191,051  238,276  289,258  299,265   25,484   15,477

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     39,918)
  31,301    3,942   -2,078    7,662   41,544   36,885   43,408    3,033   -3,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     18.2      1.2     60.7     75.7     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       38        8       63       90      111      134
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      138,638
COMMITMENTS
  91,791    6,226       20   12,988  117,432  104,799  123,678   33,839   14,960

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     37,458)
  32,165   -1,666       15     -875   37,883   31,305   36,232    6,153    1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2      4.5      0.0      9.4     84.7     75.6     89.2     24.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      36       13        2        8       22       44       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,725
COMMITMENTS
  20,195    5,919       12   28,926   32,706   49,133   38,637    7,592   18,088

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      1,037)
   3,233   -1,530        0   -1,127    3,084    2,106    1,554   -1,069     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     10.4      0.0     51.0     57.7     86.6     68.1     13.4     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       11        1       20       22       40       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,878
COMMITMENTS
   9,529   18,726      752   40,719   41,714   51,000   61,192   15,878    5,686

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     -3,415)
  -5,982   -2,117      247    4,146    1,227   -1,589     -643   -1,826   -2,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     28.0      1.1     60.9     62.4     76.3     91.5     23.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       15        5       28       24       49       41
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,841
COMMITMENTS
   2,627    2,191      310   24,616   27,461   27,553   29,962    4,288    1,879

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        184)
     269      518        0     -393     -539     -124      -21      308      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      6.9      1.0     77.3     86.2     86.5     94.1     13.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        5        1       23       25       27       31
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       35,536
COMMITMENTS
  10,653    2,458      123   18,973   30,652   29,749   33,233    5,787    2,303

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        742)
   1,866       10        5   -1,533    1,280      338    1,295      404     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      6.9      0.3     53.4     86.3     83.7     93.5     16.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15        7        3       22       20       38       29
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,372
COMMITMENTS
   4,028    2,789       12    6,540   10,218   10,580   13,019    2,792      353

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:        -49)
      44        0        0      -97        3      -53        3        4      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     20.9      0.1     48.9     76.4     79.1     97.4     20.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        3        1        6        3       17        6
```

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Updated April 1, 2011