```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,930
COMMITMENTS
     496      130      156    5,550    5,812    6,202    6,099      728      832

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        172)
      52       10        6      129      120      187      136      -14       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      1.9      2.3     80.1     83.9     89.5     88.0     10.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       14       11       19       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       56,293
COMMITMENTS
   7,286    4,111   13,333   30,095   25,720   50,714   43,164    5,579   13,129

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,192)
     916     -221      169      531    1,392    1,616    1,340     -424     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      7.3     23.7     53.5     45.7     90.1     76.7      9.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      18       15       22       35       33       64       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      318,020
COMMITMENTS
  63,594   55,087   93,798  127,505  124,474  284,896  273,358   33,123   44,661

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      7,139)
   4,457   11,388     -285    2,085   -3,912    6,257    7,191      882      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     17.3     29.5     40.1     39.1     89.6     86.0     10.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      96      108      133       68       74      239      259
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      454,276
COMMITMENTS
 121,328   47,582  135,493  166,175  195,716  422,996  378,791   31,279   75,485

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      7,780)
   2,315    7,464    2,429    2,237     -547    6,982    9,346      798   -1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     10.5     29.8     36.6     43.1     93.1     83.4      6.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     140      109      160      107      159      324      359
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,891
COMMITMENTS
   4,157    3,578    1,172    2,868    3,336    8,197    8,085    1,694    1,805

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -635)
      35      474     -574      238     -393     -300     -493     -335     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0     36.2     11.8     29.0     33.7     82.9     81.7     17.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30       24       21       20       22       63       61
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       56,590
COMMITMENTS
  20,539    3,699   15,090   10,098   12,550   45,726   31,338   10,864   25,252

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -1,730)
    -470      -81      301   -1,048     -531   -1,216     -311     -514   -1,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      6.5     26.7     17.8     22.2     80.8     55.4     19.2     44.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      65       41       50       58       75      147      151
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       10,294
COMMITMENTS
     241    5,212       97    8,899    3,203    9,237    8,512    1,057    1,782

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        572)
     -10      496        8      610        6      607      509      -35       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     50.6      0.9     86.4     31.1     89.7     82.7     10.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        8        4       14       11       19       20
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,136
COMMITMENTS
  11,349    6,333    3,193  111,037  116,459  125,579  125,985      557      151

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -104)
    -337       40        0      201     -106     -136      -66       32      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      5.0      2.5     88.0     92.3     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        1       14       14       18       18
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      129,603
COMMITMENTS
  53,149   29,241    2,973   33,712   79,018   89,834  111,232   39,769   18,370

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -66,535)
  -9,345    9,200  -18,883  -33,794  -51,178  -62,022  -60,861   -4,513   -5,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.0     22.6      2.3     26.0     61.0     69.3     85.8     30.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      36       10       10       24       25       64       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,808
COMMITMENTS
   6,293   21,211      513   24,743    8,031   31,550   29,755   12,258   14,053

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -775)
  -5,454   -1,556       -1    2,360    3,695   -3,095    2,138    2,320   -2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     48.4      1.2     56.5     18.3     72.0     67.9     28.0     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8       13        4        8       10       18       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      178,551
COMMITMENTS
  91,900    9,067      371   78,429  166,888  170,700  176,326    7,851    2,225

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      3,860)
   4,418  -54,086       98   -1,074   60,733    3,442    6,745      418   -2,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.5      5.1      0.2     43.9     93.5     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      63        9        2       18       19       82       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      141,842
COMMITMENTS
  25,436   37,996    2,878   87,644   76,575  115,958  117,448   25,885   24,394

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -5,473)
     389   -3,790      594  -11,570     -547  -10,587   -3,743    5,114   -1,730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     26.8      2.0     61.8     54.0     81.8     82.8     18.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      25       24        8       26       28       54       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      164,786
COMMITMENTS
  11,086   78,551    9,271  130,473   26,203  150,829  114,024   13,957   50,762

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      5,809)
 -24,005   17,591      287   30,752  -13,677    7,034    4,200   -1,225    1,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     47.7      5.6     79.2     15.9     91.5     69.2      8.5     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      20       56       26       27       25       61       93
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      284,400
COMMITMENTS
  32,635  121,815   31,455  181,507   65,385  245,597  218,656   38,803   65,744

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -16,880)
 -17,145   -9,951    1,885   -6,863   -8,265  -22,122  -16,330    5,242     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     42.8     11.1     63.8     23.0     86.4     76.9     13.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      35       79       49       48       48      116      143
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,247
COMMITMENTS
  14,046   10,062      152    2,594    8,703   16,792   18,917    3,455    1,330

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        -41)
    -640     -414      -64      294      946     -410      468      369     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.4     49.7      0.8     12.8     43.0     82.9     93.4     17.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      23       12        1        4        8       27       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,399,133
COMMITMENTS
 637,032  527,502  5204903  6701353  6690567 12543288 12422972  855,845  976,161

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     20,121)
  73,455  -24,228 -165,477   58,470  204,478  -33,552   14,773   53,673    5,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      3.9     38.8     50.0     49.9     93.6     92.7      6.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      56       58      101      141      141      259      248
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      918,825
COMMITMENTS
  81,086  110,619   61,267  630,078  625,685  772,431  797,572  146,394  121,253

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     22,256)
   3,185     -754    5,521    6,498   16,630   15,204   21,397    7,053      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     12.0      6.7     68.6     68.1     84.1     86.8     15.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     109      131      100      244      227      415      396
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      306,008
COMMITMENTS
  13,368    7,602   26,247  199,954  203,944  239,570  237,793   66,438   68,215

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      9,744)
   1,814    1,801    3,140    2,416    4,734    7,370    9,674    2,374       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.5      8.6     65.3     66.6     78.3     77.7     21.7     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      19       21       34       71       62      110       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,064,087
COMMITMENTS
 361,425  537,923  152,265  2150617  2108708  2664308  2798896  399,779  265,191

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     62,560)
  21,301    1,672   -2,537   20,405   59,480   39,169   58,615   23,391    3,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     17.6      5.0     70.2     68.8     87.0     91.3     13.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      533)
     102      121       86      218      212      372      367
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,642
COMMITMENTS
  13,095    5,171        0   77,394   92,634   90,489   97,805   10,153    2,837

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,693)
    -810      632      -26    2,503    1,902    1,667    2,508       26     -815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      5.1      0.0     76.9     92.0     89.9     97.2     10.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      13        4        0       58       37       71       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,534
COMMITMENTS
  25,078    8,252    2,255   56,422   71,724   83,756   82,231    5,778    7,303

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -782)
  -1,557      -68      549     -173   -2,580   -1,181   -2,099      399    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      9.2      2.5     63.0     80.1     93.5     91.8      6.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      79       46       17       74       83      160      139
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      447,672
COMMITMENTS
 125,392   41,259   11,277  282,112  358,621  418,781  411,157   28,892   36,515

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -3,908)
  -7,785     -339    2,747     -865  -12,901   -5,903  -10,493    1,995    6,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      9.2      2.5     63.0     80.1     93.5     91.8      6.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      79       46       17       74       83      160      139
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      157,558
COMMITMENTS
  91,287   31,894    5,475   31,895   99,358  128,656  136,726   28,902   20,832

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -12,446)
  -5,436  -20,255    1,519   -5,463    7,645   -9,381  -11,091   -3,065   -1,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.9     20.2      3.5     20.2     63.1     81.7     86.8     18.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       25       17       23       27       67       58
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       45,659
COMMITMENTS
   7,467   18,304        0   31,768    5,183   39,235   23,487    6,424   22,172

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        749)
     739      925        0      407      -10    1,146      915     -397     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     40.1      0.0     69.6     11.4     85.9     51.4     14.1     48.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        8        0       26        7       42       15
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       46,875
COMMITMENTS
  18,312    2,588    3,383   17,408   13,095   39,103   19,066    7,772   27,809

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,703)
     331     -626    2,550   -2,409    4,612      472    6,536    1,231   -4,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      5.5      7.2     37.1     27.9     83.4     40.7     16.6     59.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      11        4        3       21       23       34       28
```

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Updated March 30, 2012