```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,242
COMMITMENTS
     441      100      121    4,939    5,303    5,501    5,524      741      718

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -396)
     -90       -7      -11     -214     -342     -315     -360      -80      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      1.6      1.9     79.1     85.0     88.1     88.5     11.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        2       13       11       18       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,075
COMMITMENTS
   6,101    4,323   13,866   28,832   23,716   48,799   41,905    6,276   13,170

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -4,722)
    -721     -371     -326   -3,736   -3,245   -4,783   -3,942       62     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      7.8     25.2     52.4     43.1     88.6     76.1     11.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      15       21       23       34       32       62       64
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,636
COMMITMENTS
  75,483   38,031   88,581  117,467  140,913  281,531  267,525   33,105   47,111

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      3,245)
  -5,294    1,460    1,036    7,425     -100    3,167    2,396       78      848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     12.1     28.2     37.3     44.8     89.5     85.0     10.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     101       86      130       73       85      244      253
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      457,889
COMMITMENTS
 131,404   36,014  130,528  164,206  212,349  426,138  378,891   31,751   78,998

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      3,996)
  -5,045   -2,662    5,991    3,876      300    4,822    3,630     -826      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      7.9     28.5     35.9     46.4     93.1     82.7      6.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      458)
     166       93      147      105      174      346      347
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,517
COMMITMENTS
   4,165    3,312    1,516    2,590    3,611    8,271    8,438    2,245    2,078

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -104)
     -66       10     -202      -84     -167     -352     -358      248      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     31.5     14.4     24.6     34.3     78.6     80.2     21.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      28       22       15       14       21       52       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       61,978
COMMITMENTS
  25,616    4,445   15,477   11,249   14,062   52,343   33,984    9,635   27,994

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -400)
      84     -149   -1,652      972     -102     -596   -1,903      197    1,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      7.2     25.0     18.2     22.7     84.5     54.8     15.5     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      79       37       61       51       79      158      159
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,112
COMMITMENTS
     227    4,285       85    7,875    3,074    8,186    7,443      926    1,668

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:       -174)
     166     -208       -0     -350      -29     -184     -238       10       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     47.0      0.9     86.4     33.7     89.8     81.7     10.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        8        4       13       10       18       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      137,300
COMMITMENTS
  11,579    6,624    3,316  121,849  127,271  136,744  137,211      556       89

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      4,831)
      53     -118        0    4,790    4,948    4,843    4,830      -12        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      4.8      2.4     88.7     92.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        1       15       15       19       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      157,199
COMMITMENTS
  56,258   29,672    7,794   51,518   98,084  115,569  135,549   41,629   21,650

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     12,906)
   5,503    1,301    2,631    2,650    7,533   10,784   11,465    2,122    1,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8     18.9      5.0     32.8     62.4     73.5     86.2     26.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      37       13       10       26       25       68       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       56,256
COMMITMENTS
   8,167   27,575    1,601   34,587   11,094   44,355   40,270   11,900   15,986

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,479)
  -1,659   -1,281      417    5,624      840    4,382      -24   -2,903    1,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     49.0      2.8     61.5     19.7     78.8     71.6     21.2     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       20        7       14       17       26       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      207,994
COMMITMENTS
  84,514   18,167    3,031  114,929  182,796  202,474  203,994    5,520    4,000

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     18,216)
  10,704    5,107    2,155    5,687    9,850   18,546   17,112     -330    1,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.6      8.7      1.5     55.3     87.9     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      48       22        9       21       21       75       51
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      190,372
COMMITMENTS
  22,211   58,934    2,715  144,175  101,568  169,101  163,217   21,271   27,155

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      7,634)
  -4,270    9,029       23   11,389      -90    7,142    8,962      492   -1,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     31.0      1.4     75.7     53.4     88.8     85.7     11.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       30       10       33       31       60       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      174,111
COMMITMENTS
  32,927   53,351   13,110  112,233   59,316  158,270  125,776   15,842   48,335

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,696)
 -18,311      502    2,490   18,984   -2,021    3,163      971   -1,467      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     30.6      7.5     64.5     34.1     90.9     72.2      9.1     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      20       55       26       29       31       68       93
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      343,172
COMMITMENTS
  40,255  151,478   45,470  219,086   80,586  304,811  277,534   38,361   65,638

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     20,349)
   6,041   11,144    5,212   10,332    4,723   21,585   21,078   -1,236     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     44.1     13.3     63.8     23.5     88.8     80.9     11.2     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      40       79       56       54       56      127      159
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,950
COMMITMENTS
  23,506    6,718      483    2,039   20,754   26,028   27,955    3,922    1,995

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -5,209)
  -3,500    1,826       65   -1,071   -7,305   -4,506   -5,414     -703      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.5     22.4      1.6      6.8     69.3     86.9     93.3     13.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      25       10        3        7       13       33       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   14,682,594
COMMITMENTS
 756,046  623,487  6010937  7038827  7063493 13805810 13697916  876,784  984,677

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    171,856)
  52,139   91,418   97,755   34,777    9,392  184,671  198,565  -12,815  -26,709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      4.2     40.9     47.9     48.1     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      63       66      108      153      154      281      269
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:    1,000,841
COMMITMENTS
  80,624  108,164   79,430  700,863  688,660  860,916  876,253  139,925  124,588

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     47,187)
     436    5,116   10,539   19,701   15,330   30,676   30,986   16,511   16,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     10.8      7.9     70.0     68.8     86.0     87.6     14.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      579)
     118      114      105      247      246      412      419
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      338,970
COMMITMENTS
  14,162   22,232   29,422  216,013  227,694  259,598  279,348   79,373   59,622

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     13,287)
     378    4,818    2,499    5,400   -3,944    8,277    3,374    5,010    9,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      6.6      8.7     63.7     67.2     76.6     82.4     23.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       16       27       72       66      102       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,309,354
COMMITMENTS
 391,375  488,728  190,970  2424248  2304826  3006593  2984523  302,761  324,831

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    169,498)
  23,358   24,562   17,128   71,506   96,370  111,992  138,061   57,506   31,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     14.8      5.8     73.3     69.6     90.9     90.2      9.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      545)
     111      108       93      224      231      376      391
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,497
COMMITMENTS
  17,008    5,872        0   85,945  102,304  102,953  108,176    9,544    4,321

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        240)
   2,145    1,220        0      -82   -1,582    2,063     -362   -1,823      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      5.2      0.0     76.4     90.9     91.5     96.2      8.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      12        6        0       51       38       63       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      117,707
COMMITMENTS
  31,581    6,862    2,694   73,850  102,360  108,126  111,917    9,581    5,790

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,104)
     807    1,307      238     -611     -999      434      546      670      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      5.8      2.3     62.7     87.0     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      82       32       24       81       90      172      138
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,625
COMMITMENTS
   1,456      979      275   14,890   17,354   16,621   18,608    3,004    1,017

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      1,073)
      77        0      275      793      604    1,145      879      -72      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      5.0      1.4     75.9     88.4     84.7     94.8     15.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       11       12       16       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      490,406
COMMITMENTS
 156,807   35,597    5,917  294,801  425,031  457,525  466,545   32,881   23,861

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        152)
   4,032    6,914     -567   -7,021   -8,014   -3,556   -1,667    3,708    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      7.3      1.2     60.1     86.7     93.3     95.1      6.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      81       33       22       77       88      165      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      177,714
COMMITMENTS
  95,781   34,396    8,720   37,731  108,540  142,233  151,657   35,482   26,058

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:      4,418)
  -7,450    9,393    1,054   11,694   -9,279    5,299    1,168     -880    3,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.9     19.4      4.9     21.2     61.1     80.0     85.3     20.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      38       30       17       27       33       75       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,210
COMMITMENTS
   5,467   11,490    4,156   32,463   16,142   42,086   31,788    8,124   18,422

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     13,546)
    -909      188    3,656    9,848    9,999   12,595   13,843      951     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     22.9      8.3     64.7     32.1     83.8     63.3     16.2     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      11        9        8       25       12       41       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,640
COMMITMENTS
  14,177    3,974   10,292   21,655   29,953   46,124   44,219   22,516   24,421

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     23,379)
   1,187     -430    7,220    1,498    3,037    9,905    9,827   13,474   13,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.8     15.0     31.5     43.6     67.2     64.4     32.8     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14       10        7       26       29       46       42
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       10,350
COMMITMENTS
   6,251      743        0    2,684    9,340    8,935   10,083    1,415      267

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:        822)
     898       98        0      -70      598      828      696       -6      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.4      7.2      0.0     25.9     90.2     86.3     97.4     13.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        0        6        3       17        5
```

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Updated March 9, 2012