```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,758
COMMITMENTS
     444      120      150    5,421    5,692    6,015    5,963      743      795

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        241)
       1       16       15      244      189      260      220      -19       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      1.8      2.2     80.2     84.2     89.0     88.2     11.0     11.8

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 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,101
COMMITMENTS
   6,370    4,332   13,164   29,564   24,328   49,098   41,824    6,003   13,277

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      1,023)
     363       -5       87      653      572    1,103      654      -80      369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      7.9     23.9     53.7     44.2     89.1     75.9     10.9     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       17       21       34       32       61       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      310,881
COMMITMENTS
  59,137   43,699   94,083  125,420  128,386  278,640  266,168   32,241   44,713

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      7,171)
  -5,768    4,465    9,846    3,207   -6,268    7,284    8,043     -113     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     14.1     30.3     40.3     41.3     89.6     85.6     10.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      94       98      130       69       78      234      255
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      446,496
COMMITMENTS
 119,013   40,118  133,064  163,938  196,264  416,014  369,445   30,482   77,051

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      2,472)
  -5,873    2,744    4,770    3,289   -3,496    2,186    4,018      286   -1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.0     29.8     36.7     44.0     93.2     82.7      6.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     153       93      158      105      154      330      340
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,526
COMMITMENTS
   4,122    3,104    1,745    2,630    3,728    8,497    8,578    2,029    1,948

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        319)
      67      -95      105       33       83      204       92      115      227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2     29.5     16.6     25.0     35.4     80.7     81.5     19.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      28       24       19       13       22       53       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       58,320
COMMITMENTS
  21,009    3,779   14,789   11,145   13,081   46,943   31,649   11,378   26,671

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -2,250)
  -2,087     -373     -421     -102     -684   -2,611   -1,478      361     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      6.5     25.4     19.1     22.4     80.5     54.3     19.5     45.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      69       38       53       56       74      149      149
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,722
COMMITMENTS
     251    4,716       90    8,289    3,197    8,630    8,003    1,092    1,719

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        367)
      23      279        6      204       79      233      364      135        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     48.5      0.9     85.3     32.9     88.8     82.3     11.2     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       13       11       17       19
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      126,240
COMMITMENTS
  11,686    6,293    3,193  110,836  116,565  125,715  126,051      525      189

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -11,401)
      97     -535     -123  -11,313  -10,609  -11,339  -11,267      -62     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      5.0      2.5     87.8     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 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      196,138
COMMITMENTS
  62,495   20,041   21,856   67,505  130,196  151,856  172,093   44,282   24,044

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     17,580)
   3,189  -12,514   10,233    3,527   15,589   16,950   13,308      631    4,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     10.2     11.1     34.4     66.4     77.4     87.7     22.6     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      36       13       14       30       29       74       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,583
COMMITMENTS
  11,747   22,768      515   22,383    4,335   34,645   27,618    9,938   16,965

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -12,406)
   2,396   -1,506   -2,961  -11,437   -6,473  -12,002  -10,940     -404   -1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     51.1      1.2     50.2      9.7     77.7     61.9     22.3     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6       14        3        9        9       17       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      174,691
COMMITMENTS
  87,482   63,153      273   79,503  106,155  167,258  169,581    7,433    5,110

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -73,086)
   1,033   55,596  -37,239  -36,066  -92,762  -72,272  -74,405     -814    1,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.1     36.2      0.2     45.5     60.8     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      60       15        2       17       21       79       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      147,315
COMMITMENTS
  25,047   41,786    2,284   99,214   77,122  126,545  121,192   20,771   26,124

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -60,189)
   3,495  -21,502   -6,830  -59,249  -28,343  -62,584  -56,676    2,395   -3,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     28.4      1.6     67.3     52.4     85.9     82.3     14.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       26        7       28       28       54       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      158,978
COMMITMENTS
  35,091   60,960    8,984   99,721   39,880  143,795  109,824   15,182   49,154

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -54,032)
  12,776   -3,812   -4,354  -62,638  -40,367  -54,216  -48,533      184   -5,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1     38.3      5.7     62.7     25.1     90.5     69.1      9.5     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      18       51       22       27       27       57       88
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      301,280
COMMITMENTS
  49,780  131,766   29,570  188,370   73,650  267,719  234,986   33,560   66,294

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -51,558)
   9,910   -6,411  -13,477  -34,155  -19,536  -37,721  -39,425  -13,837  -12,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     43.7      9.8     62.5     24.4     88.9     78.0     11.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      31       80       44       50       48      113      140
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,288
COMMITMENTS
  14,686   10,476      216    2,300    7,757   17,202   18,449    3,086    1,839

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -12,623)
  -4,537    4,476   -4,238   -2,980  -12,956  -11,755  -12,718     -868       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.4     51.6      1.1     11.3     38.2     84.8     90.9     15.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      22        9        1        4        7       26       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,379,012
COMMITMENTS
 563,577  551,730  5370380  6642883  6486089 12576840 12408199  802,171  970,813

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,645,011)
-175,371 -104,256 -787,556 -642,551 -741,732 -1605478 -1633543  -39,534  -11,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      4.1     40.1     49.7     48.5     94.0     92.7      6.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      61       54       99      139      141      252      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      896,569
COMMITMENTS
  77,901  111,373   55,746  623,580  609,055  757,228  776,175  139,341  120,394

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -251,100)
  -9,783    8,009  -43,925 -172,440 -186,231 -226,147 -222,147  -24,952  -28,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     12.4      6.2     69.6     67.9     84.5     86.6     15.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      575)
     110      123       94      239      236      403      399
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      296,263
COMMITMENTS
  11,554    5,801   23,108  197,538  199,210  232,200  228,119   64,064   68,145

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -107,311)
  -4,319   -7,493  -13,599  -69,118  -72,739  -87,037  -93,832  -20,274  -13,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.0      7.8     66.7     67.2     78.4     77.0     21.6     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       16       25       69       60      100       85
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,001,528
COMMITMENTS
 340,125  536,251  154,803  2130212  2049228  2625139  2740281  376,389  261,247

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -718,943)
 -70,759   34,069 -108,186 -516,608 -567,458 -695,554 -641,575  -23,389  -77,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     17.9      5.2     71.0     68.3     87.5     91.3     12.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     103      117       85      213      216      364      370
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,948
COMMITMENTS
  13,905    4,539       26   74,891   90,732   88,822   95,297   10,127    3,652

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -27,608)
  -2,170   -1,783       17  -25,199  -24,421  -27,352  -26,187     -256   -1,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      4.6      0.0     75.7     91.7     89.8     96.3     10.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13        3        1       53       36       66       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,316
COMMITMENTS
  26,635    8,320    1,706   56,595   74,304   84,937   84,330    5,379    5,986

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -52,347)
  -7,530    2,098   -4,401  -33,680  -47,128  -45,611  -49,431   -6,736   -2,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      9.2      1.9     62.7     82.3     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      80       40       14       75       86      162      133
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      451,580
COMMITMENTS
 133,177   41,598    8,530  282,977  371,522  424,684  421,650   26,896   29,930

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:   -148,225)
 -40,684    8,104   -8,186  -94,786 -144,545 -143,656 -144,627   -4,569   -3,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      9.2      1.9     62.7     82.3     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      80       40       14       75       86      162      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      170,004
COMMITMENTS
  96,724   52,149    3,956   37,358   91,713  138,037  147,817   31,966   22,186

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -38,026)
  -1,394   20,720  -16,179  -19,431  -41,757  -37,004  -37,216   -1,022     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     30.7      2.3     22.0     53.9     81.2     86.9     18.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       31       14       21       26       64       61
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,910
COMMITMENTS
   6,728   17,379        0   31,361    5,193   38,089   22,572    6,821   22,338

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -1,040)
     437     -877        0   -1,689     -240   -1,252   -1,117      212       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     38.7      0.0     69.8     11.6     84.8     50.3     15.2     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      14        8        0       24        6       38       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,172
COMMITMENTS
  17,981    3,214      833   19,817    8,483   38,631   12,530    6,541   32,642

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -721)
  -1,317   -6,045      679    1,612   -2,408      974   -7,774   -1,695    7,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      7.1      1.8     43.9     18.8     85.5     27.7     14.5     72.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11        5        2       25       15       37       21
```

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Updated March 23, 2012