```
Traders in Financial Futures - Futures Only Positions as of March 13, 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   172,856
Positions
    22,170     27,652     18,029     18,311     34,588        168     47,590     57,507     16,343      8,088        217          0     42,157     18,352
 
Changes from:       March 6, 2012                                    Total Change is:    26,085
      -334      5,588     11,612       -490        482        -17      7,949      3,328      6,274     -2,163        217          0      3,254     -1,399
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       16.0       10.4       10.6       20.0        0.1       27.5       33.3        9.5        4.7        0.1        0.0       24.4       10.6
 
Number of Traders in Each Category                                    Total Traders:        82
         8          9          6          7          4          .         26         18         11          9          .          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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    56,305
Positions
    16,761     15,519      2,187        835      1,491        160     22,661     15,601      3,241        601          0          0      9,859     18,106
 
Changes from:       March 6, 2012                                    Total Change is:     2,656
    -1,119       -504      1,006        -42          2          0      1,644     -3,299      2,620          0          0          0     -1,453      2,831
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       27.6        3.9        1.5        2.6        0.3       40.2       27.7        5.8        1.1        0.0        0.0       17.5       32.2
 
Number of Traders in Each Category                                    Total Traders:        44
         5          9          4          .          .          .         10         13          9          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   202,880
Positions
   125,625     10,819      2,685      9,792     73,704      2,809     25,585     63,475     17,477      2,059      3,697          0     16,848     28,214
 
Changes from:       March 6, 2012                                    Total Change is:    18,776
     7,098       -959        493     -1,046       -900        170      4,101      2,984     12,070     -1,785      2,104          0     -2,325      2,814
 
Percent of Open Interest Represented by Each Category of Trader
      61.9        5.3        1.3        4.8       36.3        1.4       12.6       31.3        8.6        1.0        1.8        0.0        8.3       13.9
 
Number of Traders in Each Category                                    Total Traders:        93
        11          8          7          8         14          6         15         29         14          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   196,396
Positions
    47,574     25,360     31,075     64,153      8,630        704     25,032     61,537     15,389        750      2,440          0     11,719     51,261
 
Changes from:       March 6, 2012                                    Total Change is:    48,444
    17,569     -1,057     22,404        809     -1,127         34     -4,546      8,214     12,172          0         19         -4          6      7,789
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       12.9       15.8       32.7        4.4        0.4       12.7       31.3        7.8        0.4        1.2        0.0        6.0       26.1
 
Number of Traders in Each Category                                    Total Traders:       102
        10         13         10          8          7          .         12         47         11          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   311,057
Positions
   127,444     41,715      6,945     45,762     28,500      4,217     61,643    129,820     13,841      6,856     12,242        669     43,680     73,108
 
Changes from:       March 6, 2012                                    Total Change is:    26,318
     8,849     -4,247      2,231     -9,722       -364        557      4,621      7,166      8,659        900     -1,520       -345     10,568     14,181
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       13.4        2.2       14.7        9.2        1.4       19.8       41.7        4.4        2.2        3.9        0.2       14.0       23.5
 
Number of Traders in Each Category                                    Total Traders:       177
        24         16         12         17         14         12         21         62         21          6         17          4
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   200,719
Positions
    15,988     45,119     31,580      3,962     40,647        737    100,252     45,001     15,875        975        756         36     31,314     20,968
 
Changes from:       March 6, 2012                                    Total Change is:    36,712
       385      4,504     21,878     -1,188         82         -4      5,245      1,703     12,673       -854     -2,493         24     -1,447     -1,655
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       22.5       15.7        2.0       20.3        0.4       49.9       22.4        7.9        0.5        0.4        0.0       15.6       10.4
 
Number of Traders in Each Category                                    Total Traders:        97
         6         15         10          4          8          .         37         22         10          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   133,461
Positions
    41,387     44,474     76,288          0          0          0      7,909      5,236      7,140        150          0          0        587        323
 
Changes from:       March 6, 2012                                    Total Change is:       277
         3     -1,820        233          0          0          0         15      1,630          0         -5          0          0         31        234
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       33.3       57.2        0.0        0.0        0.0        5.9        3.9        5.3        0.1        0.0        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         12          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   247,777
Positions
    52,445     81,492     19,560     19,718        209      3,142     90,368     85,909     51,462      2,835      2,212          0      8,247      3,791
 
Changes from:       March 6, 2012                                    Total Change is:    39,783
    -5,801      8,822      4,530     -2,220       -552          0      3,456     -9,712     37,092        113        -74       -114      2,727       -209
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       32.9        7.9        8.0        0.1        1.3       36.5       34.7       20.8        1.1        0.9        0.0        3.3        1.5
 
Number of Traders in Each Category                                    Total Traders:       115
         6         15          4         11          .          .         51         16         11          7          5          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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    32,911
Positions
     1,614     11,192      3,920        848        325          0     18,199     11,409      3,983        393        338          0      3,954      1,744
 
Changes from:       March 6, 2012                                    Total Change is:     2,961
        30     -3,702      3,690        104        -76          0     -3,897       -258      3,558       -556          0          0         32       -251
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       34.0       11.9        2.6        1.0        0.0       55.3       34.7       12.1        1.2        1.0        0.0       12.0        5.3
 
Number of Traders in Each Category                                    Total Traders:        51
         .         13          5          .          .          0         21          7          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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    95,629
Positions
    17,838     40,224     24,453      4,447      1,471        297     28,396      9,047      6,921      1,781      4,515      1,276     10,222      7,427
 
Changes from:       March 6, 2012                                    Total Change is:    41,625
     2,148      6,675     24,288      1,001     -1,096        -76      5,113       -290      5,743     -1,144      3,587      1,170      3,383      1,624
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       42.1       25.6        4.7        1.5        0.3       29.7        9.5        7.2        1.9        4.7        1.3       10.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19         13          7          4          .         38         12         11          4          8          .
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Traders in Financial Futures - Futures Only Positions as of March 13, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    20,058
Positions
     7,691      7,275      5,260          0          0          0      2,850        644      1,904          0      3,118        377      1,976      1,480
 
Changes from:       March 6, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       36.3       26.2        0.0        0.0        0.0       14.2        3.2        9.5        0.0       15.5        1.9        9.9        7.4
 
Number of Traders in Each Category                                    Total Traders:        20
         5          5          5          0          0          0          4          .          4          0          .          .
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   151,141
Positions
    28,948     74,552     29,731      8,894      2,941        593     56,784     22,499      4,340      5,359      4,591          0     16,492     11,894
 
Changes from:       March 6, 2012                                    Total Change is:    43,134
    -2,432      7,455     29,401      2,002     -2,191       -152     10,218      3,826      1,985       -489      2,736       -213      2,814        287
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       49.3       19.7        5.9        1.9        0.4       37.6       14.9        2.9        3.5        3.0        0.0       10.9        7.9
 
Number of Traders in Each Category                                    Total Traders:       107
        17         17         11          7          4          .         35         16         11          4          7          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   967,328
Positions
    41,088    197,395     98,962    390,623    170,408     57,295    103,392    189,418     71,287     38,793     35,376     12,848    153,040    134,340
 
Changes from:       March 6, 2012                                    Total Change is:   120,541
    -3,259     20,840     43,779     12,665     -1,767        834     11,715        803     21,668      2,673      6,792      5,729     24,739     21,863
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       20.4       10.2       40.4       17.6        5.9       10.7       19.6        7.4        4.0        3.7        1.3       15.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       563
        34         50         47        121         59         66        102        120         98         39         37         17
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   303,611
Positions
    30,723     86,160     25,278    103,878     40,101     10,474     22,523     28,426     20,520      4,915     11,276      8,203     77,097     73,173
 
Changes from:       March 6, 2012                                    Total Change is:    50,906
     1,816     -2,515     19,389        965       -694         57        618     -7,642     16,705      1,346        261      5,063      4,947     20,282
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       28.4        8.3       34.2       13.2        3.4        7.4        9.4        6.8        1.6        3.7        2.7       25.4       24.1
 
Number of Traders in Each Category                                    Total Traders:       108
         9         17         12         25         11         16         15         21         25          4          5          5
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Traders in Financial Futures - Futures Only Positions as of March 13, 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 3,318,585
Positions
   143,818    648,166    276,426  1,493,681    711,488    174,150    524,465    925,081    133,716    173,460    124,570     19,153    379,716    305,835
 
Changes from:       March 6, 2012                                    Total Change is:   348,176
   -48,102     94,050    144,677     57,096     -6,767      5,285     37,644     24,387     42,652      2,013     28,035      7,952     98,959      7,905
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       19.5        8.3       45.0       21.4        5.2       15.8       27.9        4.0        5.2        3.8        0.6       11.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       537
        30         52         42        107         55         57        101        117         82         36         37         13
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   126,548
Positions
    18,650     30,592     10,904     58,619     58,207      5,146     18,330     13,218        295      4,224      3,119          0     10,380      5,067
 
Changes from:       March 6, 2012                                    Total Change is:    14,058
       299      4,302     10,845      3,025     -2,842       -258     -1,046      1,429        295         59       -463          0        839        750
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       24.2        8.6       46.3       46.0        4.1       14.5       10.4        0.2        3.3        2.5        0.0        8.2        4.0
 
Number of Traders in Each Category                                    Total Traders:        96
        11          9         14         33         12         13         16          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   140,207
Positions
     6,086     67,041     18,376     32,914     10,223      3,436     49,314     10,865     14,147      2,414      6,017      1,558     11,961      8,544
 
Changes from:       March 6, 2012                                    Total Change is:    24,477
      -704      2,598      9,216        655      1,085      1,485      2,162       -894      7,299        648       -431      1,154      2,561      2,964
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       47.8       13.1       23.5        7.3        2.5       35.2        7.7       10.1        1.7        4.3        1.1        8.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       260
        20         28         22         37         22         13         81         40         25         16         14          4
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,693
Positions
    10,431     13,787        310          0        300      1,036      3,952      3,807          0        250        365        901      5,813      2,187
 
Changes from:       March 6, 2012                                    Total Change is:     3,075
       868       -187        287          0          0        800     -2,355        983          0         30       -614        629      2,816      1,177
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       60.8        1.4        0.0        1.3        4.6       17.4       16.8        0.0        1.1        1.6        4.0       25.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          0          .          .          .          .          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   587,569
Positions
    29,270    317,267     39,332    164,572     49,614     12,000    250,436     58,914     47,110     10,822     28,261      3,285     30,742     31,786
 
Changes from:       March 6, 2012                                    Total Change is:   107,010
       856     22,642     35,928      3,277      5,425      3,426     15,624    -16,347     43,458      3,091        915      2,627     -1,277      8,936
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       54.0        6.7       28.0        8.4        2.0       42.6       10.0        8.0        1.8        4.8        0.6        5.2        5.4
 
Number of Traders in Each Category                                    Total Traders:       259
        19         29         18         37         22         12         81         40         24         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   458,679
Positions
   130,220     30,031     58,294    139,540    208,570     21,501     69,109     99,001      8,579      7,283     13,968      1,258     22,895     17,477
 
Changes from:       March 6, 2012                                    Total Change is:    42,058
      -548     -1,641     32,330      5,936      2,333     -2,735     -1,599     -2,556      6,661       -612      4,516        882      1,743      2,268
 
Percent of Open Interest Represented by Each Category of Trader
      28.4        6.5       12.7       30.4       45.5        4.7       15.1       21.6        1.9        1.6        3.0        0.3        5.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       243
        18         16         16         47         42         25         43         51         22         11         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    45,950
Positions
    16,093        677          0     13,882        310        216      6,021     17,627          0      3,129      4,859          0      6,609     22,261
 
Changes from:       March 6, 2012                                    Total Change is:    -4,260
     7,168       -544     -9,906      1,896        310        126      2,026      7,041     -4,095         40     -1,031          0     -1,515      3,839
 
Percent of Open Interest Represented by Each Category of Trader
      35.0        1.5        0.0       30.2        0.7        0.5       13.1       38.4        0.0        6.8       10.6        0.0       14.4       48.4
 
Number of Traders in Each Category                                    Total Traders:        52
        10          .          0         11          .          .          9         10          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    45,893
Positions
     7,228      7,417        249      7,940      2,470        756     19,042      7,959         50      2,392      1,403          0      8,236     25,589
 
Changes from:       March 6, 2012                                    Total Change is:   -22,747
      -845     -8,869     -2,152     -1,730     -1,808        -88      6,615        621     -8,525        -22     -1,374     -1,720    -14,280      1,168
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       16.2        0.5       17.3        5.4        1.6       41.5       17.3        0.1        5.2        3.1        0.0       17.9       55.8
 
Number of Traders in Each Category                                    Total Traders:        56
        10         10          .          5          .          .         14          7          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    56,170
Positions
       477      6,035      5,543     35,930     25,131      4,548      3,732     11,460        523          0          0          0      5,417      2,930
 
Changes from:       March 6, 2012                                    Total Change is:     8,786
    -1,920      1,852      5,478      3,688       -674        587         57        892        349          0          0          0        547        302
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       10.7        9.9       64.0       44.7        8.1        6.6       20.4        0.9        0.0        0.0        0.0        9.6        5.2
 
Number of Traders in Each Category                                    Total Traders:        59
         .          .          .         23         20         10          5          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   100,075
Positions
    12,281     29,035      7,480     32,367     25,798      3,924     11,057     17,249      4,192      8,064          0      1,361     19,349     11,036
 
Changes from:       March 6, 2012                                    Total Change is:    17,748
       821        772      6,436       -675        583        222       -985     -2,064      3,452       -843       -240        672      8,648      7,915
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       29.0        7.5       32.3       25.8        3.9       11.0       17.2        4.2        8.1        0.0        1.4       19.3       11.0
 
Number of Traders in Each Category                                    Total Traders:        91
         9         15          7         21         11          9         17          6          6         11          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   593,501
Positions
    27,484     63,697      5,883    243,818    166,836     90,336     73,743     62,071      8,147      7,436     44,885          0    136,654    151,646
 
Changes from:       March 6, 2012                                    Total Change is:   -11,673
    19,162    -18,139      2,177    -22,521      4,556        615     -6,161     -1,814      2,288     -2,567     -5,466          0     -4,666      4,110
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       10.7        1.0       41.1       28.1       15.2       12.4       10.5        1.4        1.3        7.6        0.0       23.0       25.6
 
Number of Traders in Each Category                                    Total Traders:       170
        10         16          8         43         26         34         36         27         12          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   351,049
Positions
     2,481    132,066      7,988    246,157     25,421     28,747      1,647     95,786        738          0      4,225          0     63,291     56,078
 
Changes from:       March 6, 2012                                    Total Change is:    -4,659
    -2,033     -5,811     -8,079        978          9        -71        -24      3,030     -1,346          0      4,225          0      5,916      3,384
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.6        2.3       70.1        7.2        8.2        0.5       27.3        0.2        0.0        1.2        0.0       18.0       16.0
 
Number of Traders in Each Category                                    Total Traders:        63
         .          9          4         33          7         20          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   827,665
Positions
   101,138     62,149     13,084    119,840    286,184     71,415    251,829    190,892     50,878    114,958     33,582      8,351     96,172    111,130
 
Changes from:       March 6, 2012                                    Total Change is:   -23,824
    29,548      3,741     -9,817     -9,099      6,194     -1,936    -35,792    -17,647    -11,160     24,634      2,520      1,621    -11,823      2,660
 
Percent of Open Interest Represented by Each Category of Trader
      12.2        7.5        1.6       14.5       34.6        8.6       30.4       23.1        6.1       13.9        4.1        1.0       11.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       205
        18         16         11         34         33         44         36         37         19         14         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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 1,795,780
Positions
    89,741    165,721     23,649    713,715    747,745    169,392    422,914    221,774     33,087     54,202     78,239     13,017    276,063    343,156
 
Changes from:       March 6, 2012                                    Total Change is:   -62,687
    -4,266      8,697    -22,218    -12,937    -93,666     25,090    -47,629     47,281     -2,067      3,237    -23,547      2,019     -3,916     -4,276
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        9.2        1.3       39.7       41.6        9.4       23.6       12.3        1.8        3.0        4.4        0.7       15.4       19.1
 
Number of Traders in Each Category                                    Total Traders:       281
        21         33         14         29         63         50         49         58         31         10         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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 1,380,796
Positions
   120,767    119,604     26,970    392,359    682,326    126,856    331,737     96,849     13,978    174,382     65,150         50    193,697    249,013
 
Changes from:       March 6, 2012                                    Total Change is:     3,143
    13,981    -30,211    -10,909    -19,037     12,331     -2,720     35,350     19,352      3,302      2,816     -1,962        -36    -19,604     13,996
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        8.7        2.0       28.4       49.4        9.2       24.0        7.0        1.0       12.6        4.7        0.0       14.0       18.0
 
Number of Traders in Each Category                                    Total Traders:       187
        17         21         13         24         39         33         35         27         15          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   530,754
Positions
   164,513    174,634    201,972      1,420      1,105      1,703     80,049     55,668     45,097      3,784      3,850      4,341     27,875     42,384
 
Changes from:       March 6, 2012                                    Total Change is:    17,925
     3,203       -940     15,197        302          0       -302      5,690      5,780     -4,202      1,966        100        908     -4,837      1,384
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       32.9       38.1        0.3        0.2        0.3       15.1       10.5        8.5        0.7        0.7        0.8        5.3        8.0
 
Number of Traders in Each Category                                    Total Traders:        87
        19         26         42          .          .          .         14         15         21          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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 is 8,870,995
Positions
 2,182,252  2,086,678  2,045,488    629,170    626,542    135,995    923,519    616,000  1,918,923     70,552    352,410    186,291    778,805    902,668
 
Changes from:       March 6, 2012                                    Total Change is:   148,056
    97,634    -36,864     96,895    -45,866    -24,893     44,504    -48,299     13,065     33,912     -7,760     11,658     21,589    -44,553    -11,810
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       23.5       23.1        7.1        7.1        1.5       10.4        6.9       21.6        0.8        4.0        2.1        8.8       10.2
 
Number of Traders in Each Category                                    Total Traders:       271
        31         58         85         11         12         16         58         56         93         12         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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     9,315
Positions
     4,741      4,101          0      1,383        877          6      1,521      4,016         45      1,390        165          0        229        105
 
Changes from:       March 6, 2012                                    Total Change is:      -359
       171        100          0         -7         25        -25       -162       -273       -270        -20         65          0        -46         19
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       44.0        0.0       14.8        9.4        0.1       16.3       43.1        0.5       14.9        1.8        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          7          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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     8,535
Positions
     4,751      4,958          0        984      1,741          0      2,439      1,571         33         40        140          0        288         92
 
Changes from:       March 6, 2012                                    Total Change is:    -2,921
    -1,549     -1,606          0         -7        171          0       -633       -373       -781          0          0          0         49       -332
 
Percent of Open Interest Represented by Each Category of Trader
      55.7       58.1        0.0       11.5       20.4        0.0       28.6       18.4        0.4        0.5        1.6        0.0        3.4        1.1
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          4          0          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    62,925
Positions
    15,920     30,678          0      3,149         22        484     28,203     26,863      2,645      3,654        535          0      8,870      1,698
 
Changes from:       March 6, 2012                                    Total Change is:     9,940
       112        680       -209        785       -182         69      8,132      8,471        605       -745        173          0      1,191        333
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       48.8        0.0        5.0        0.0        0.8       44.8       42.7        4.2        5.8        0.9        0.0       14.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         8          4          0          9          .          .         39         13          7         23          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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   308,953
Positions
   147,154     64,098     29,004     39,234      5,522      3,586      9,968    104,097     16,002      3,059     24,744     39,170     21,776     22,730
 
Changes from:       March 6, 2012                                    Total Change is:    37,879
     2,692        909      1,542      8,076        520        204      3,502      7,329      6,942      1,652      7,725     12,854        415       -146
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       20.7        9.4       12.7        1.8        1.2        3.2       33.7        5.2        1.0        8.0       12.7        7.0        7.4
 
Number of Traders in Each Category                                    Total Traders:       143
        13         15         19         11          9          8         22         39         39         12         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    17,370
Positions
    10,545        459        167      3,203      1,078          0      1,842     13,279        594        290      1,075        678         51         40
 
Changes from:       March 6, 2012                                    Total Change is:       196
        -4       -156        167        477          0          0       -130        -28          0          0         91        204       -518        -82
 
Percent of Open Interest Represented by Each Category of Trader
      60.7        2.6        1.0       18.4        6.2        0.0       10.6       76.4        3.4        1.7        6.2        3.9        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          .          5          .          0          .          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 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    11,692
Positions
       966      8,296        980      6,981          0          0      1,140      2,003          0          0          0          0      1,625        413
 
Changes from:       March 6, 2012                                    Total Change is:     1,342
       -29         12        980         71          0          0        110        204          0          0          0          0        210        146
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       71.0        8.4       59.7        0.0        0.0        9.8       17.1        0.0        0.0        0.0        0.0       13.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .         11          0          0          4          .          0          0          0          0
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```

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Updated March 16, 2012