```
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   178,558
Positions
    21,558     28,072     20,527     18,311     34,588        168     47,942     57,142     17,906      8,117          5        378     43,651     19,772
 
Changes from:       March 6, 2012                                    Total Change is:    21,359
        15      4,706      9,753       -490        482        -17      7,324      3,478      4,947     -2,077          5       -117      2,022     -1,878
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       15.7       11.5       10.3       19.4        0.1       26.8       32.0       10.0        4.5        0.0        0.2       24.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        84
         7         10          8          7          4          .         29         16         16         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,989
Positions
    16,747     15,535      2,327        835      1,491        160     22,663     15,731      3,314        601          0          0     10,342     18,431
 
Changes from:       March 6, 2012                                    Total Change is:       734
      -979       -678        358        -42          2          0      1,162     -3,187      1,793          0          0          0     -1,558      2,446
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       27.3        4.1        1.5        2.6        0.3       39.8       27.6        5.8        1.1        0.0        0.0       18.1       32.3
 
Number of Traders in Each Category                                    Total Traders:        44
         5          9          6          .          .          .         10         13         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   207,505
Positions
   125,431     11,214      4,439      9,742     73,870      2,859     25,585     62,774     19,014      2,059      3,697          0     18,376     29,637
 
Changes from:       March 6, 2012                                    Total Change is:    17,133
     6,989     -1,049         -7     -1,225       -734        -85      4,101      2,253     12,169     -1,785      2,232       -128     -2,896      2,482
 
Percent of Open Interest Represented by Each Category of Trader
      60.4        5.4        2.1        4.7       35.6        1.4       12.3       30.3        9.2        1.0        1.8        0.0        8.9       14.3
 
Number of Traders in Each Category                                    Total Traders:        94
        11          9         10          7         15          7         15         29         17          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   213,010
Positions
    48,882     25,139     36,704     64,153      8,901        804     25,098     61,697     21,318        750      3,491        302     14,999     54,653
 
Changes from:       March 6, 2012                                    Total Change is:    38,899
    16,868     -1,491     20,219        638       -691     -2,290     -4,129      7,906      8,451          0        492        -15       -843      6,318
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       11.8       17.2       30.1        4.2        0.4       11.8       29.0       10.0        0.4        1.6        0.1        7.0       25.7
 
Number of Traders in Each Category                                    Total Traders:       111
        10         13         12          8          9          5         17         46         24          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   352,838
Positions
   128,034     39,390     16,032     45,699     29,593      5,327     61,138    129,256     39,230      6,920     12,524      3,059     47,397     78,427
 
Changes from:       March 6, 2012                                    Total Change is:     9,666
    12,242     -3,459     -4,245    -10,094        -35        116      4,071      7,514       -780        966       -587     -1,647      9,037     12,790
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       11.2        4.5       13.0        8.4        1.5       17.3       36.6       11.1        2.0        3.5        0.9       13.4       22.2
 
Number of Traders in Each Category                                    Total Traders:       193
        25         16         18         17         17         13         26         64         43          7         21         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   208,030
Positions
    16,260     44,552     34,218      3,962     40,647        737     99,575     45,119     18,486      1,227        698        576     32,989     22,997
 
Changes from:       March 6, 2012                                    Total Change is:    30,315
       495      3,664     20,679     -1,188        267       -487      5,056      2,580      9,328       -726     -2,305       -349     -2,493     -3,061
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       21.4       16.4        1.9       19.5        0.4       47.9       21.7        8.9        0.6        0.3        0.3       15.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       101
         7         14         13          4          8          .         37         23         15          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   137,641
Positions
    42,132     45,219     79,724          0          0          0      7,909      5,236      7,140        150          0          0        587        323
 
Changes from:       March 6, 2012                                    Total Change is:       342
       -61     -1,884        362          0          0          0         15      1,630          0         -5          0          0         31        234
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       32.9       57.9        0.0        0.0        0.0        5.7        3.8        5.2        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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    97,989
Positions
    17,872     40,224     24,466      4,447      1,471        297     28,399      9,834      8,012      1,781      3,718      2,421     10,296      7,547
 
Changes from:       March 6, 2012                                    Total Change is:    42,187
     2,155      6,676     24,286      1,001     -1,096        -76      5,147        -81      5,995     -1,144      3,360      1,448      3,374      1,674
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       41.0       25.0        4.5        1.5        0.3       29.0       10.0        8.2        1.8        3.8        2.5       10.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19         15          7          4          .         38         12         14          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    20,082
Positions
     7,691      7,275      5,260          0          0          0      2,851        644      1,913          0      3,123        377      1,990      1,490
 
Changes from:       March 6, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       36.2       26.2        0.0        0.0        0.0       14.2        3.2        9.5        0.0       15.6        1.9        9.9        7.4
 
Number of Traders in Each Category                                    Total Traders:        20
         5          5          5          0          0          0          4          .          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   155,815
Positions
    29,016     74,554     29,757      8,894      2,941        593     56,794     24,079      6,500      5,359      2,989      2,289     16,613     12,113
 
Changes from:       March 6, 2012                                    Total Change is:    44,210
    -2,418      7,457     29,398      2,002     -2,191       -152     10,290      4,248      2,467       -489      2,272        343      2,769        368
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       47.8       19.1        5.7        1.9        0.4       36.4       15.5        4.2        3.4        1.9        1.5       10.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       107
        17         17         13          7          4          .         35         16         14          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,147,669
Positions
    41,766    197,106    108,229    389,859    168,317     61,565    100,284    176,857    207,981     30,987     35,564     42,702    164,294    149,347
 
Changes from:       March 6, 2012                                    Total Change is:   146,827
    -2,071     21,054     44,969     12,723     -3,178      1,521     10,205     -2,729     45,234        590      5,910      9,287     24,369     24,759
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       17.2        9.4       34.0       14.7        5.4        8.7       15.4       18.1        2.7        3.1        3.7       14.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       593
        35         49         55        120         61         71        101        136        133         44         47         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   403,574
Positions
    30,633     86,587     30,182    103,305     37,918     14,328     26,765     32,985     89,059      4,849     10,776     20,116     84,338     81,624
 
Changes from:       March 6, 2012                                    Total Change is:    64,604
     1,035     -2,529     21,145      1,118     -1,714        749      3,454     -4,313     25,968      1,347     -1,525      4,822      4,965     22,002
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       21.5        7.5       25.6        9.4        3.6        6.6        8.2       22.1        1.2        2.7        5.0       20.9       20.2
 
Number of Traders in Each Category                                    Total Traders:       126
         9         18         14         26         11         18         20         26         40          8          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,720,471
Positions
   149,186    646,115    296,718  1,492,886    712,109    176,072    514,851    866,613    447,356    134,796    128,045    108,828    399,778    338,614
 
Changes from:       March 6, 2012                                    Total Change is:   411,117
   -40,697     92,748    144,291     56,732     -8,613      5,152     18,048     -7,779    112,034     -8,351     32,611     26,891     97,017     13,783
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       17.4        8.0       40.1       19.1        4.7       13.8       23.3       12.0        3.6        3.4        2.9       10.7        9.1
 
Number of Traders in Each Category                                    Total Traders:       555
        31         51         51        106         57         61         98        128        124         39         44         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   126,556
Positions
    18,650     30,592     10,904     58,619     58,207      5,146     18,330     13,215        301      4,224      3,119          0     10,382      5,073
 
Changes from:       March 6, 2012                                    Total Change is:    14,059
       299      4,302     10,845      3,025     -2,842       -258     -1,046      1,428        296         59       -463          0        839        751
 
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          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   142,663
Positions
     6,007     66,790     18,960     32,914     10,223      3,436     49,072     10,740     15,646      2,446      5,901      2,067     12,115      8,902
 
Changes from:       March 6, 2012                                    Total Change is:    24,957
      -724      2,577      9,341        655      1,085      1,485      1,942     -1,307      7,812        656       -403      1,254      2,535      3,112
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       46.8       13.3       23.1        7.2        2.4       34.4        7.5       11.0        1.7        4.1        1.4        8.5        6.2
 
Number of Traders in Each Category                                    Total Traders:       264
        21         27         24         37         22         13         80         41         31         18         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,702
Positions
    10,431     13,787        310          0        300      1,036      3,952      3,807          0        250        365        901      5,822      2,196
 
Changes from:       March 6, 2012                                    Total Change is:     3,077
       868       -187        287          0          0        800     -2,355        983          0         30       -614        629      2,818      1,179
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       60.7        1.4        0.0        1.3        4.6       17.4       16.8        0.0        1.1        1.6        4.0       25.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        24
         8          8          .          0          .          .          .          .          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   599,805
Positions
    28,877    316,010     42,252    164,572     49,614     12,000    249,228     58,289     54,602     10,980     27,680      5,830     31,465     33,528
 
Changes from:       March 6, 2012                                    Total Change is:   109,399
       754     22,533     36,556      3,277      5,425      3,426     14,524    -18,411     46,021      3,130      1,055      3,127     -1,416      9,667
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       52.7        7.0       27.4        8.3        2.0       41.6        9.7        9.1        1.8        4.6        1.0        5.2        5.6
 
Number of Traders in Each Category                                    Total Traders:       263
        20         28         21         37         22         12         80         41         30         17         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   461,614
Positions
   130,220     30,032     58,297    139,540    208,570     21,501     69,960     99,228      9,898      7,284     14,324      1,648     23,266     18,117
 
Changes from:       March 6, 2012                                    Total Change is:    42,160
      -548     -1,643     32,329      5,936      2,333     -2,735     -1,075     -2,411      6,380       -636      4,394        913      1,596      2,599
 
Percent of Open Interest Represented by Each Category of Trader
      28.2        6.5       12.6       30.2       45.2        4.7       15.2       21.5        2.1        1.6        3.1        0.4        5.0        3.9
 
Number of Traders in Each Category                                    Total Traders:       244
        18         16         16         47         42         25         42         52         28         11         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   732,277
Positions
    26,516     62,548     47,750    249,116    165,763     93,421     61,144     61,738     85,564     10,171     43,370      6,728    151,868    165,397
 
Changes from:       March 6, 2012                                    Total Change is:    13,665
    19,986    -17,058      8,398    -20,479      5,568     -1,864    -12,698     -1,738     23,019     -1,267     -5,593      1,059     -2,489      1,873
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.5        6.5       34.0       22.6       12.8        8.3        8.4       11.7        1.4        5.9        0.9       20.7       22.6
 
Number of Traders in Each Category                                    Total Traders:       174
        11         15         23         44         27         38         40         25         44          6          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   352,500
Positions
     2,481    132,066      7,988    245,743     25,421     29,312      1,647     95,786        738          0      4,225          0     64,591     56,964
 
Changes from:       March 6, 2012                                    Total Change is:    -4,271
    -2,033     -5,811     -8,079        748          9        248        -24      3,030     -1,346          0      4,225          0      6,215      3,453
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.5        2.3       69.7        7.2        8.3        0.5       27.2        0.2        0.0        1.2        0.0       18.3       16.2
 
Number of Traders in Each Category                                    Total Traders:        63
         .          9          4         33          7         20          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   874,011
Positions
   100,933     61,086     23,638    119,840    286,786     72,065    243,315    180,931     90,543    115,173     34,725     10,301     98,202    113,935
 
Changes from:       March 6, 2012                                    Total Change is:   -26,317
    28,863      3,392     -9,326     -9,099      6,381     -1,693    -39,526    -21,513     -8,883     23,861      2,392      1,544    -12,057      1,389
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        7.0        2.7       13.7       32.8        8.2       27.8       20.7       10.4       13.2        4.0        1.2       11.2       13.0
 
Number of Traders in Each Category                                    Total Traders:       207
        18         16         16         34         33         45         40         33         30         16         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,176,397
Positions
    91,097    185,425    125,038    716,221    740,503    208,406    418,797    216,243    197,653     64,084     70,254     51,553    303,546    381,320
 
Changes from:       March 6, 2012                                    Total Change is:      -812
       670      5,068     -8,620    -10,077    -84,918     24,441    -40,720     58,019     11,195      8,468    -23,329     12,960        872      4,373
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        8.5        5.7       32.9       34.0        9.6       19.2        9.9        9.1        2.9        3.2        2.4       13.9       17.5
 
Number of Traders in Each Category                                    Total Traders:       292
        17         38         46         30         64         55         49         64         76         11         19         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,498,138
Positions
   120,331    126,583     53,737    392,595    682,384    130,512    333,684     90,451     78,583    174,603     64,176     10,556    203,537    261,155
 
Changes from:       March 6, 2012                                    Total Change is:    33,930
    16,752    -25,382     -3,897    -19,069     11,217       -627     37,805     20,595     15,314      3,295     -2,038      2,345    -17,987     16,404
 
Percent of Open Interest Represented by Each Category of Trader
       8.0        8.4        3.6       26.2       45.5        8.7       22.3        6.0        5.2       11.7        4.3        0.7       13.6       17.4
 
Number of Traders in Each Category                                    Total Traders:       192
        14         24         27         24         39         35         39         27         35          9         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   617,826
Positions
   164,580    177,332    220,785      1,420      1,105      1,703     75,977     51,766    100,896      8,842      4,832     14,489     29,134     44,918
 
Changes from:       March 6, 2012                                    Total Change is:    42,184
     4,652      1,087     20,665        302          0       -302      5,833      3,745      9,914      1,567        569      4,528     -4,976      1,978
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       28.7       35.7        0.2        0.2        0.3       12.3        8.4       16.3        1.4        0.8        2.3        4.7        7.3
 
Number of Traders in Each Category                                    Total Traders:        93
        20         28         44          .          .          .         17         13         23          4          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is15,024,023
Positions
 2,132,558  2,141,163  3,629,259    658,897    696,207    220,434    858,193    379,621  5,859,866     66,429    358,510    756,683    841,705    982,281
 
Changes from:       March 6, 2012                                    Total Change is:   341,430
    61,727    -59,032    189,008    -38,621     -1,158     55,889    -35,749    -15,373    177,122     -9,287     20,949    -23,579    -35,079     -2,396
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       14.3       24.2        4.4        4.6        1.5        5.7        2.5       39.0        0.4        2.4        5.0        5.6        6.5
 
Number of Traders in Each Category                                    Total Traders:       301
        33         59         92          8         20         21         67         72        120         13         20         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    63,369
Positions
    15,920     30,724          2      3,149         22        484     28,056     26,681      3,158      3,620        536         34      8,946      1,727
 
Changes from:       March 6, 2012                                    Total Change is:     9,613
       112        683       -211        785       -182         69      8,135      8,489        309       -781        175         33      1,161        247
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       48.5        0.0        5.0        0.0        0.8       44.3       42.1        5.0        5.7        0.8        0.1       14.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         8          4          .          9          .          .         38         14          9         22          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 16, 2012