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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   157,199
Positions
    21,543     23,366     10,774     18,801     34,106        185     40,618     53,664     12,959     10,194          0        495     41,629     21,650
 
Changes from:       February 28, 2012                                Total Change is:    12,906
    -2,373      3,892      4,236       -181         -6         -9      1,657        -85      5,020      2,344     -1,673         90      2,122      1,441
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       14.9        6.9       12.0       21.7        0.1       25.8       34.1        8.2        6.5        0.0        0.3       26.5       13.8
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          8          8          4          .         25         17         14         13          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,256
Positions
    17,726     16,213      1,969        877      1,489        160     21,501     18,918      1,521        601          0          0     11,900     15,986
 
Changes from:       February 28, 2012                                Total Change is:     1,479
     4,773       -232        644       -156       -435          0     -1,378       -502        500          0          0          0     -2,903      1,503
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       28.8        3.5        1.6        2.6        0.3       38.2       33.6        2.7        1.1        0.0        0.0       21.2       28.4
 
Number of Traders in Each Category                                    Total Traders:        48
         5         12          7          .          .          .         10         16          9          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   190,372
Positions
   118,442     12,263      4,446     10,967     74,604      2,944     21,484     60,521      6,846      3,844      1,465        128     21,271     27,155
 
Changes from:       February 28, 2012                                Total Change is:     7,634
     1,702     -1,122      1,133        265       -675       -134     -2,279      6,271      4,154      2,232       -734         68        492     -1,328
 
Percent of Open Interest Represented by Each Category of Trader
      62.2        6.4        2.3        5.8       39.2        1.5       11.3       31.8        3.6        2.0        0.8        0.1       11.2       14.3
 
Number of Traders in Each Category                                    Total Traders:        95
         9         11         10          8         14          7         18         29         10          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   174,111
Positions
    32,014     26,630     16,486     63,515      9,593      3,095     29,227     53,791     12,867        750      2,998        317     15,842     48,335
 
Changes from:       February 28, 2012                                Total Change is:     1,696
    12,441     -3,864      7,213       -483      2,262        125    -18,073     -6,542      2,746       -926     -1,089        120     -1,467        725
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       15.3        9.5       36.5        5.5        1.8       16.8       30.9        7.4        0.4        1.7        0.2        9.1       27.8
 
Number of Traders in Each Category                                    Total Traders:       116
         9         13         12          9          9          6         20         47         23          .          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   343,172
Positions
   115,792     42,849     20,278     55,793     29,628      5,211     57,067    121,742     40,011      5,954     13,110      4,706     38,361     65,638
 
Changes from:       February 28, 2012                                Total Change is:    20,349
    10,554      5,184      8,175     -8,128     -2,153        507      5,251      3,347      3,300        585      1,377      1,342     -1,236       -729
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       12.5        5.9       16.3        8.6        1.5       16.6       35.5       11.7        1.7        3.8        1.4       11.2       19.1
 
Number of Traders in Each Category                                    Total Traders:       197
        24         15         18         19         17         14         32         59         41          7         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   177,714
Positions
    15,764     40,888     13,538      5,150     40,380      1,224     94,520     42,539      9,158      1,953      3,003        925     35,482     26,058
 
Changes from:       February 28, 2012                                Total Change is:     4,418
     3,288    -17,044      6,511       -807       -141        267     -8,186      8,298      3,319        958         10        -52       -880      3,251
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       23.0        7.6        2.9       22.7        0.7       53.2       23.9        5.2        1.1        1.7        0.5       20.0       14.7
 
Number of Traders in Each Category                                    Total Traders:       106
         6         15         13          6         10          4         31         25         19          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   137,300
Positions
    42,193     47,103     79,362          0          0          0      7,894      3,606      7,140        155          0          0        556         89
 
Changes from:       February 28, 2012                                Total Change is:     4,831
     1,197      1,293      3,593          0          0          0          0         64          0         53       -120          0        -12          1
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       34.3       57.8        0.0        0.0        0.0        5.7        2.6        5.2        0.1        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         13          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   207,994
Positions
    58,246     72,670     15,030     21,938        761      3,142     86,912     95,621     14,370      2,722      2,286        114      5,520      4,000
 
Changes from:       February 28, 2012                                Total Change is:    18,216
       253      3,351      6,403     -4,597        171      3,142      9,193        417      3,813        225       -299        114       -330      1,104
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       34.9        7.2       10.5        0.4        1.5       41.8       46.0        6.9        1.3        1.1        0.1        2.7        1.9
 
Number of Traders in Each Category                                    Total Traders:       111
         7         15          .         10          4          .         38         19         10          9          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,950
Positions
     1,584     14,894        230        744        401          0     22,096     11,667        425        949        338          0      3,922      1,995
 
Changes from:       February 28, 2012                                Total Change is:    -5,209
       -64     -7,430          0        203          2          0     -4,898      1,806        212         41         -4          0       -703        205
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       49.7        0.8        2.5        1.3        0.0       73.8       39.0        1.4        3.2        1.1        0.0       13.1        6.7
 
Number of Traders in Each Category                                    Total Traders:        53
         .         13          .          .          .          0         21          8          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,802
Positions
    15,717     33,549        180      3,446      2,566        373     23,252      9,915      2,016      2,924        359        973      6,922      5,873
 
Changes from:       February 28, 2012                                Total Change is:    -2,192
       710     -2,068         96       -535        336       -338     -2,795     -1,106        641        -19       -384         15         33        617
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       60.1        0.3        6.2        4.6        0.7       41.7       17.8        3.6        5.2        0.6        1.7       12.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        99
        18         13          4          4          6          .         26         23         15          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   111,605
Positions
    31,434     67,097        359      6,892      5,132        745     46,504     19,830      4,033      5,848        717      1,945     13,844     11,745
 
Changes from:       February 28, 2012                                Total Change is:    -4,384
     1,421     -4,136        192     -1,070        672       -676     -5,590     -2,212      1,283        -38       -769         29         66      1,233
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       60.1        0.3        6.2        4.6        0.7       41.7       17.8        3.6        5.2        0.6        1.7       12.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        99
        18         13          4          4          6          .         26         23         15          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,000,841
Positions
    43,837    176,052     63,260    377,136    171,495     60,044     90,079    179,585    162,747     30,397     29,655     33,415    139,925    124,588
 
Changes from:       February 28, 2012                                Total Change is:    47,187
       991    -17,796     11,546     -8,697      4,546      1,205     -3,579     12,466     23,402      3,803     -6,389      2,006     16,511     16,201
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       17.6        6.3       37.7       17.1        6.0        9.0       17.9       16.3        3.0        3.0        3.3       14.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       579
        33         53         47        117         64         65         97        133        109         44         37         31
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   338,970
Positions
    29,598     89,116      9,037    102,187     39,632     13,579     23,310     37,298     63,091      3,502     12,301     15,294     79,373     59,622
 
Changes from:       February 28, 2012                                Total Change is:    13,287
     1,008    -13,143        190     -2,641       -732       -689       -254      7,007      8,712         34        112      1,917      5,010      9,914
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.3        2.7       30.1       11.7        4.0        6.9       11.0       18.6        1.0        3.6        4.5       23.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       125
         9         17         10         27         11         16         18         29         39          7          7         11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,309,354
Positions
   189,884    553,367    152,427  1,436,154    720,722    170,920    496,803    874,392    335,322    143,147     95,435     81,937    302,761    324,831
 
Changes from:       February 28, 2012                                Total Change is:   169,498
    16,803     -6,372     39,886    -26,918     29,749      6,112     31,077     75,001     25,746     20,539    -30,809     -1,253     57,506     31,437
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       16.7        4.6       43.4       21.8        5.2       15.0       26.4       10.1        4.3        2.9        2.5        9.1        9.8
 
Number of Traders in Each Category                                    Total Traders:       545
        32         53         39        104         61         58         97        125        100         40         33         25
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,497
Positions
    18,351     26,290         59     55,594     61,049      5,404     19,376     11,787          4      4,165      3,582          0      9,544      4,321
 
Changes from:       February 28, 2012                                Total Change is:       240
    -1,894     -3,146          6        281      1,798       -784      2,388      1,996         -1      2,067       -232          0     -1,823        602
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       23.4        0.1       49.4       54.3        4.8       17.2       10.5        0.0        3.7        3.2        0.0        8.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        91
         9          8          .         32         13         13         14          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   117,707
Positions
     6,731     64,213      9,618     32,259      9,138      1,951     47,130     12,046      7,834      1,790      6,304        813      9,581      5,790
 
Changes from:       February 28, 2012                                Total Change is:     1,104
      -272     -1,487        562       -949       -360        342        192        326        199         77        680        284        670        558
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       54.6        8.2       27.4        7.8        1.7       40.0       10.2        6.7        1.5        5.4        0.7        8.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       250
        18         31         17         34         25         12         70         42         27         16         13          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    19,625
Positions
     9,563     13,974         23          0        300        236      6,307      2,824          0        220        979        272      3,004      1,017
 
Changes from:       February 28, 2012                                Total Change is:     1,073
       250        368          3          0          0        236        364          0          0         20          0        272        -72        194
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       71.2        0.1        0.0        1.5        1.2       32.1       14.4        0.0        1.1        5.0        1.4       15.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        26
         9          8          .          0          .          .          4          .          0          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   490,406
Positions
    28,123    293,477      5,696    161,295     44,189      8,574    234,704     76,701      8,581      7,850     26,625      2,703     32,881     23,861
 
Changes from:       February 28, 2012                                Total Change is:       152
    -1,756     -8,423      1,941     -4,747     -1,800        528      1,401      3,892     -1,264        283      3,401         59      3,708      1,819
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       59.8        1.2       32.9        9.0        1.7       47.9       15.6        1.7        1.6        5.4        0.6        6.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       249
        19         30         12         34         25         11         69         44         25         15         13          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   419,454
Positions
   130,768     31,674     25,968    133,604    206,237     24,236     71,035    101,638      3,518      7,920      9,930        735     21,670     15,518
 
Changes from:       February 28, 2012                                Total Change is:     7,711
     8,080     -2,634      6,466     -7,970        768     -1,820      2,643      7,573       -958         -1     -1,218         27      1,244       -493
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        7.6        6.2       31.9       49.2        5.8       16.9       24.2        0.8        1.9        2.4        0.2        5.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       249
        19         14         10         46         43         24         44         58         20         11         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    50,210
Positions
     8,925      1,221      9,906     11,986          0         90      3,995     10,586      4,095      3,089      5,890          0      8,124     18,422
 
Changes from:       February 28, 2012                                Total Change is:    13,546
       -60       -490      9,435        236       -440        -90       -715      1,821      3,595        194         12          0        951       -297
 
Percent of Open Interest Represented by Each Category of Trader
      17.8        2.4       19.7       23.9        0.0        0.2        8.0       21.1        8.2        6.2       11.7        0.0       16.2       36.7
 
Number of Traders in Each Category                                    Total Traders:        52
         9          .          6         12          0          .          9          9          7          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,640
Positions
     8,073     16,286      2,401      9,670      4,278        844     12,427      7,338      8,575      2,414      2,777      1,720     22,516     24,421
 
Changes from:       February 28, 2012                                Total Change is:    23,379
       816      2,497        702       -288         40        142      1,632        129      5,677       -496     -1,080      1,720     13,474     13,552
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       23.7        3.5       14.1        6.2        1.2       18.1       10.7       12.5        3.5        4.0        2.5       32.8       35.6
 
Number of Traders in Each Category                                    Total Traders:        70
        11         16          7          8          4          .         13         12          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    47,384
Positions
     2,397      4,183         65     32,242     25,805      3,961      3,675     10,568        174          0          0          0      4,870      2,628
 
Changes from:       February 28, 2012                                Total Change is:      -623
      -110        196          0     -1,718      1,381        113        737     -2,427        -57          0          0          0        412        171
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        8.8        0.1       68.0       54.5        8.4        7.8       22.3        0.4        0.0        0.0        0.0       10.3        5.5
 
Number of Traders in Each Category                                    Total Traders:        55
         .          .          .         20         20          9          5          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    82,327
Positions
    11,460     28,263      1,044     33,042     25,215      3,702     12,042     19,313        740      8,907        240        689     10,701      3,121
 
Changes from:       February 28, 2012                                Total Change is:     1,025
      -179        540        183     -1,312        -83        621        748     -1,326        528        220        240         20        196        302
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       34.3        1.3       40.1       30.6        4.5       14.6       23.5        0.9       10.8        0.3        0.8       13.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        91
         8         14          .         22         11          8         17          6          4         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   718,611
Positions
     6,530     79,605     39,351    269,595    160,194     95,285     73,842     63,476     62,544     11,438     48,963      5,669    154,357    163,524
 
Changes from:       February 28, 2012                                Total Change is:   -21,247
    -2,835      2,167     -2,491     15,184      4,837     -5,483       -591     -7,204         99         55     -3,416        833    -26,018    -10,589
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       11.1        5.5       37.5       22.3       13.3       10.3        8.8        8.7        1.6        6.8        0.8       21.5       22.8
 
Number of Traders in Each Category                                    Total Traders:       171
         6         19         22         48         24         39         27         33         39          6          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   356,772
Positions
     4,514    137,877     16,067    244,996     25,412     29,064      1,671     92,756      2,084          0          0          0     58,376     53,511
 
Changes from:       February 28, 2012                                Total Change is:   -49,468
      -130      4,173    -25,043     -2,392      2,189     -4,296     -2,091    -19,486     -7,923     -1,545     -2,635     -1,108     -4,940      4,661
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       38.6        4.5       68.7        7.1        8.1        0.5       26.0        0.6        0.0        0.0        0.0       16.4       15.0
 
Number of Traders in Each Category                                    Total Traders:        63
         .         11          7         33          7         19          .          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   900,328
Positions
    72,070     57,694     32,964    128,939    280,406     73,759    282,842    202,444     99,426     91,312     32,333      8,757    110,260    112,546
 
Changes from:       February 28, 2012                                Total Change is:   -64,111
   -14,711    -20,961     -3,383    -20,628     -6,520      5,581     -4,175    -17,916    -11,961      3,481       -175        435    -18,750     -9,210
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        6.4        3.7       14.3       31.1        8.2       31.4       22.5       11.0       10.1        3.6        1.0       12.2       12.5
 
Number of Traders in Each Category                                    Total Traders:       208
        15         19         19         35         31         43         43         34         30         16         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,177,209
Positions
    90,428    180,357    133,658    726,298    825,421    183,965    459,517    158,224    186,459     55,616     93,583     38,593    302,675    376,947
 
Changes from:       February 28, 2012                                Total Change is:    22,457
    -3,074     13,228    -13,366     -9,410     -1,224     -6,339     72,437      5,030     18,533      7,214     19,117    -15,199    -28,339      2,676
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        8.3        6.1       33.4       37.9        8.4       21.1        7.3        8.6        2.6        4.3        1.8       13.9       17.3
 
Number of Traders in Each Category                                    Total Traders:       282
        19         33         45         29         66         54         58         48         69         12         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,464,208
Positions
   103,580    151,965     57,634    411,663    671,166    131,139    295,879     69,856     63,269    171,309     66,215      8,212    221,523    244,751
 
Changes from:       February 28, 2012                                Total Change is:   -39,249
      -401     -6,721     -9,460     28,492      3,103    -28,422      2,216     11,948      1,575        179      2,438    -10,751    -22,677     -2,959
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       10.4        3.9       28.1       45.8        9.0       20.2        4.8        4.3       11.7        4.5        0.6       15.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       191
        10         26         20         25         39         35         39         29         34          8         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   575,643
Positions
   159,928    176,245    200,120      1,118      1,105      2,005     70,144     48,021     90,982      7,274      4,263      9,961     34,110     42,941
 
Changes from:       February 28, 2012                                Total Change is:   -85,153
      -903    -26,738    -30,997          9          0         -9    -15,283      3,560    -25,540     -7,274       -277     -6,117        959        965
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       30.6       34.8        0.2        0.2        0.3       12.2        8.3       15.8        1.3        0.7        1.7        5.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        87
        21         25         43          .          .          .         17         12         22          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,682,594
Positions
 2,070,831  2,200,195  3,440,251    697,518    697,365    164,545    893,942    394,994  5,682,744     75,716    337,561    780,262    876,784    984,677
 
Changes from:       February 28, 2012                                Total Change is:   171,856
   250,834    195,902    -84,704   -136,447    -13,169      7,276     89,341      3,478     41,410      2,757     34,169     14,203    -12,815    -26,709
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       15.0       23.4        4.8        4.7        1.1        6.1        2.7       38.7        0.5        2.3        5.3        6.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       296
        28         65         91         10         15         19         64         75        119         13         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,674
Positions
     4,570      4,001          0      1,390        852         31      1,683      4,289        315      1,410        100          0        275         86
 
Changes from:       February 28, 2012                                Total Change is:      -976
      -435        375          0         -3        -25         25       -759     -1,540        205          0          0          0         -9        -16
 
Percent of Open Interest Represented by Each Category of Trader
      47.2       41.4        0.0       14.4        8.8        0.3       17.4       44.3        3.3       14.6        1.0        0.0        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    11,456
Positions
     6,300      6,564          0        991      1,570          0      3,072      1,944        814         40        140          0        239        424
 
Changes from:       February 28, 2012                                Total Change is:      -561
    -1,513     -1,336          0         48       -230          0        115       -125        802          0          0          0        -13        328
 
Percent of Open Interest Represented by Each Category of Trader
      55.0       57.3        0.0        8.7       13.7        0.0       26.8       17.0        7.1        0.3        1.2        0.0        2.1        3.7
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          0          .          4          0          5         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    53,756
Positions
    15,808     30,041        213      2,364        204        415     19,921     18,192      2,849      4,401        361          1      7,785      1,480
 
Changes from:       February 28, 2012                                Total Change is:     4,644
       216         21        155        567         67        -43        657      4,389      1,584        372       -682        -38      1,173       -809
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       55.9        0.4        4.4        0.4        0.8       37.1       33.8        5.3        8.2        0.7        0.0       14.5        2.8
 
Number of Traders in Each Category                                    Total Traders:       102
         6          4          .          8          .          .         33         14          5         29          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   271,074
Positions
   144,462     63,189     27,462     31,158      5,002      3,382      6,466     96,768      9,060      1,407     17,019     26,316     21,361     22,876
 
Changes from:       February 28, 2012                                Total Change is:    34,546
    19,554      5,766      7,524      3,875        278        734     -4,016     10,921      3,739        294      1,669      2,732        110      1,183
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       23.3       10.1       11.5        1.8        1.2        2.4       35.7        3.3        0.5        6.3        9.7        7.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       122
        11         14         18         10          9          9         17         38         30          8          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    17,174
Positions
    10,549        615          0      2,726      1,078          0      1,972     13,307        594        290        984        474        569        122
 
Changes from:       February 28, 2012                                Total Change is:       206
        -7        -37          0       -417         39          0        124        132        -47          0        -37         37        516        119
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        3.6        0.0       15.9        6.3        0.0       11.5       77.5        3.5        1.7        5.7        2.8        3.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          0          5          .          0          4          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,350
Positions
       995      8,284          0      6,910          0          0      1,030      1,799          0          0          0          0      1,415        267
 
Changes from:       February 28, 2012                                Total Change is:       822
       -30         42          0      1,210          0          0       -352        654          0          0          0          0         -6        126
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       80.0        0.0       66.8        0.0        0.0       10.0       17.4        0.0        0.0        0.0        0.0       13.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          4          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 9, 2012