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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   196,138
Positions
    19,685     30,424     29,628     18,456     34,788        166     51,059     52,995     23,705      8,769          1        388     44,282     24,044
 
Changes from:       March 13, 2012                                   Total Change is:    17,580
    -1,873      2,351      9,101        145        200         -2      3,117     -4,147      5,799        653         -4         10        631      4,273
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       15.5       15.1        9.4       17.7        0.1       26.0       27.0       12.1        4.5        0.0        0.2       22.6       12.3
 
Number of Traders in Each Category                                    Total Traders:        86
         7         10         11          7          4          .         30         16         19         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    44,583
Positions
    17,295     10,800        282        868      1,513        160     14,988     14,348        515        537          0          0      9,938     16,965
 
Changes from:       March 13, 2012                                   Total Change is:   -12,406
       548     -4,735     -2,045         33         22          0     -7,675     -1,384     -2,799        -64          0          0       -404     -1,466
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       24.2        0.6        1.9        3.4        0.4       33.6       32.2        1.2        1.2        0.0        0.0       22.3       38.1
 
Number of Traders in Each Category                                    Total Traders:        33
         6          5          .          .          .          .          5         12          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   147,315
Positions
    63,287        870      3,201      9,369     73,177      3,624     43,049     33,448      1,945      2,069      4,926          0     20,771     26,124
 
Changes from:       March 13, 2012                                   Total Change is:   -60,189
   -62,144    -10,344     -1,238       -373       -693        765     17,464    -29,326    -17,069         10      1,229          0      2,395     -3,514
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        0.6        2.2        6.4       49.7        2.5       29.2       22.7        1.3        1.4        3.3        0.0       14.1       17.7
 
Number of Traders in Each Category                                    Total Traders:        88
        10          4          9          7         14          7         22         23          8          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   158,978
Positions
    27,865     17,244      7,162     63,494      9,286        826     35,402     64,535      7,806      1,081      2,805        160     15,182     49,154
 
Changes from:       March 13, 2012                                   Total Change is:   -54,032
   -21,017     -7,896    -29,543       -659        385         22     10,304      2,839    -13,512        331       -685       -142        184     -5,500
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       10.8        4.5       39.9        5.8        0.5       22.3       40.6        4.9        0.7        1.8        0.1        9.5       30.9
 
Number of Traders in Each Category                                    Total Traders:       108
         9          7          9          8         10          5         17         47         21          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   301,280
Positions
   124,422     23,589      9,528     44,805     31,009      4,584     47,947    122,507     27,198      6,297     13,634      2,938     33,560     66,294
 
Changes from:       March 13, 2012                                   Total Change is:   -51,558
    -3,612    -15,800     -6,505       -894      1,416       -743    -13,191     -6,749    -12,032       -623      1,110       -121    -13,837    -12,134
 
Percent of Open Interest Represented by Each Category of Trader
      41.3        7.8        3.2       14.9       10.3        1.5       15.9       40.7        9.0        2.1        4.5        1.0       11.1       22.0
 
Number of Traders in Each Category                                    Total Traders:       181
        23          7         12         17         19         13         25         61         33          7         22         14
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   170,004
Positions
    26,697     41,632      4,013      4,015     40,608        757     96,978     55,910      3,611      1,376        696        591     31,966     22,186
 
Changes from:       March 13, 2012                                   Total Change is:   -38,026
    10,437     -2,920    -30,205         53        -39         20     -2,597     10,791    -14,875        149         -2         15     -1,022       -810
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       24.5        2.4        2.4       23.9        0.4       57.0       32.9        2.1        0.8        0.4        0.3       18.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        98
         7         11         10          4          9          .         30         28         12          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   126,240
Positions
    40,849     45,233     69,693          0          0          0      7,868      3,985      7,140        165          0          0        525        189
 
Changes from:       March 13, 2012                                   Total Change is:   -11,401
    -1,282         15    -10,031          0          0          0        -41     -1,251          0         15          0          0        -62       -134
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       35.8       55.2        0.0        0.0        0.0        6.2        3.2        5.7        0.1        0.0        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         7          9         12          0          0          0          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   174,691
Positions
    47,317     75,419          0     20,388        201      3,142     92,560     87,808        278      3,573      2,733          0      7,433      5,110
 
Changes from:       March 13, 2012                                   Total Change is:   -73,086
    -5,128     -6,073    -19,560        670         -8          0      2,192      1,899    -51,184        738        521          0       -814      1,319
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       43.2        0.0       11.7        0.1        1.8       53.0       50.3        0.2        2.0        1.6        0.0        4.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       111
         5          9          0         12          .          .         51         19          .          8          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    20,288
Positions
     1,826     11,058          0        626        388          0     14,135      6,449        216        399        338          0      3,086      1,839
 
Changes from:       March 13, 2012                                   Total Change is:   -12,623
       212       -134     -3,920       -222         63          0     -4,064     -4,960     -3,767          6          0          0       -868         95
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       54.5        0.0        3.1        1.9        0.0       69.7       31.8        1.1        2.0        1.7        0.0       15.2        9.1
 
Number of Traders in Each Category                                    Total Traders:        42
         .          7          0          .          .          0         18          7          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    54,497
Positions
    11,874     33,537        982      4,551      1,349        567     25,687     11,304        730      2,809        704        510      6,787      4,813
 
Changes from:       March 13, 2012                                   Total Change is:   -43,492
    -5,997     -6,687    -23,484        104       -122        271     -2,712      1,470     -7,282      1,028     -3,014     -1,910     -3,509     -2,734
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       61.5        1.8        8.4        2.5        1.0       47.1       20.7        1.3        5.2        1.3        0.9       12.5        8.8
 
Number of Traders in Each Category                                    Total Traders:        99
        13         19          .          8          4          .         31         16          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   108,994
Positions
    23,749     67,074      1,963      9,102      2,698      1,134     51,373     22,608      1,461      5,617      1,409      1,021     13,574      9,626
 
Changes from:       March 13, 2012                                   Total Change is:   -46,821
    -5,267     -7,479    -27,794        208       -243        541     -5,421     -1,471     -5,040        258     -1,580     -1,268     -3,039     -2,487
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       61.5        1.8        8.4        2.5        1.0       47.1       20.7        1.3        5.2        1.3        0.9       12.5        8.8
 
Number of Traders in Each Category                                    Total Traders:        99
        13         19          .          8          4          .         31         16          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   896,569
Positions
    38,183    201,327     19,776    388,182    161,047     52,643     84,701    171,449    114,130     34,221     30,412     25,391    139,341    120,394
 
Changes from:       March 13, 2012                                   Total Change is:  -251,100
    -3,583      4,221    -88,454     -1,677     -7,270     -8,922    -15,583     -5,407    -93,851      3,234     -5,152    -17,311    -24,952    -28,953
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       22.5        2.2       43.3       18.0        5.9        9.4       19.1       12.7        3.8        3.4        2.8       15.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       575
        28         56         36        122         63         61         91        133        100         41         41         30
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   296,263
Positions
    14,975     78,591      4,988    110,522     30,176     13,094     14,153     31,474     52,517     12,167      7,494      9,784     64,064     68,145
 
Changes from:       March 13, 2012                                   Total Change is:  -107,311
   -15,658     -7,995    -25,194      7,216     -7,742     -1,234    -12,612     -1,511    -36,542      7,319     -3,282    -10,332    -20,274    -13,479
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       26.5        1.7       37.3       10.2        4.4        4.8       10.6       17.7        4.1        2.5        3.3       21.6       23.0
 
Number of Traders in Each Category                                    Total Traders:       119
         9         14          6         29          9         14         16         28         35          9          5         11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 3,001,528
Positions
   144,433    642,070     45,545  1,421,455    687,507    164,594    388,847    735,981    271,962    111,520    115,840     76,783    376,389    261,247
 
Changes from:       March 13, 2012                                   Total Change is:  -718,943
    -4,753     -4,045   -251,172    -71,431    -24,602    -11,479   -126,004   -130,632   -175,394    -23,276    -12,206    -32,045    -23,389    -77,367
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       21.4        1.5       47.4       22.9        5.5       13.0       24.5        9.1        3.7        3.9        2.6       12.5        8.7
 
Number of Traders in Each Category                                    Total Traders:       535
        28         50         29        107         61         53         93        121         93         34         41         24
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    98,948
Positions
     7,470     20,441         87     56,200     57,233      5,498     15,048      8,892         27      4,492      3,119          0     10,127      3,652
 
Changes from:       March 13, 2012                                   Total Change is:   -27,608
   -11,180    -10,151    -10,817     -2,419       -974        352     -3,282     -4,323       -274        268          0          0       -256     -1,421
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       20.7        0.1       56.8       57.8        5.6       15.2        9.0        0.0        4.5        3.2        0.0       10.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        90
        10         10          .         32         11         13         15          6          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,316
Positions
     3,910     50,297        778     32,049      8,209      1,061     43,381     15,740      1,460      1,540      6,028        757      5,379      5,986
 
Changes from:       March 13, 2012                                   Total Change is:   -52,347
    -2,097    -16,493    -18,182       -865     -2,014     -2,375     -5,691      5,000    -14,186       -906        127     -1,310     -6,736     -2,916
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       55.7        0.9       35.5        9.1        1.2       48.0       17.4        1.6        1.7        6.7        0.8        6.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       256
        19         33          6         35         23         10         71         41         18         15         19          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   451,580
Positions
    19,549    251,485      3,888    160,246     41,043      5,307    216,907     78,701      7,300      7,701     30,142      3,785     26,896     29,930
 
Changes from:       March 13, 2012                                   Total Change is:  -148,225
    -9,327    -64,525    -38,364     -4,326     -8,571     -6,693    -32,320     20,411    -47,302     -3,278      2,462     -2,045     -4,569     -3,598
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       55.7        0.9       35.5        9.1        1.2       48.0       17.4        1.6        1.7        6.7        0.8        6.0        6.6
 
Number of Traders in Each Category                                    Total Traders:       256
        19         33          6         35         23         10         71         41         18         15         19          5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   378,253
Positions
   129,109     25,433      7,610    136,249    194,434     20,721     56,388     99,392      2,047      6,068     14,968        222     19,838     13,424
 
Changes from:       March 13, 2012                                   Total Change is:   -83,362
    -1,111     -4,599    -50,687     -3,291    -14,136       -780    -13,572        165     -7,851     -1,216        645     -1,426     -3,428     -4,693
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        6.7        2.0       36.0       51.4        5.5       14.9       26.3        0.5        1.6        4.0        0.1        5.2        3.5
 
Number of Traders in Each Category                                    Total Traders:       239
        19         12          4         45         42         23         45         51         16         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    44,910
Positions
    16,443        460          7     14,560        310        216      3,836     15,794          0      3,027      5,785          0      6,821     22,338
 
Changes from:       March 13, 2012                                   Total Change is:    -1,040
       350       -217          7        678          0          0     -2,185     -1,833          0       -102        926          0        212         77
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        1.0        0.0       32.4        0.7        0.5        8.5       35.2        0.0        6.7       12.9        0.0       15.2       49.7
 
Number of Traders in Each Category                                    Total Traders:        49
        11          .          .         12          .          .          9          7          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    45,172
Positions
     8,258      5,187        758      8,403      2,450        842     16,895      1,410        617      2,858      1,266          0      6,541     32,642
 
Changes from:       March 13, 2012                                   Total Change is:      -721
     1,030     -2,230        509        463        -20         86     -2,147     -6,549        567        466       -137          0     -1,695      7,053
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       11.5        1.7       18.6        5.4        1.9       37.4        3.1        1.4        6.3        2.8        0.0       14.5       72.3
 
Number of Traders in Each Category                                    Total Traders:        50
        14          8          4          6          .          .         11          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    49,260
Positions
       220      7,899      1,030     35,874     23,585      3,854      3,444     10,704        115          0          0          0      4,723      2,073
 
Changes from:       March 13, 2012                                   Total Change is:    -6,910
      -257      1,864     -4,513        -56     -1,546       -694       -288       -756       -408          0          0          0       -694       -857
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.0        2.1       72.8       47.9        7.8        7.0       21.7        0.2        0.0        0.0        0.0        9.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        56
         .          4          .         21         21          9          4          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    81,535
Positions
    12,651     27,019        921     32,696     24,144      3,908     11,462     21,745         26      9,175        330        236     10,460      3,206
 
Changes from:       March 13, 2012                                   Total Change is:   -18,540
       370     -2,016     -6,559        329     -1,654        -16        405      4,496     -4,166      1,111        330     -1,125     -8,889     -7,830
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       33.1        1.1       40.1       29.6        4.8       14.1       26.7        0.0       11.3        0.4        0.3       12.8        3.9
 
Number of Traders in Each Category                                    Total Traders:        92
        10         13          .         22         12          8         16          7          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   776,031
Positions
    27,230     56,453     59,139    234,780    144,256    102,017     55,600     80,959    122,135     12,690     40,143     13,927    148,513    157,002
 
Changes from:       March 13, 2012                                   Total Change is:    43,754
       714     -6,095     11,389    -14,336    -21,506      8,596     -5,544     19,221     36,571      2,519     -3,227      7,199     -3,355     -8,395
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        7.3        7.6       30.3       18.6       13.1        7.2       10.4       15.7        1.6        5.2        1.8       19.1       20.2
 
Number of Traders in Each Category                                    Total Traders:       179
        11         18         25         45         27         41         28         36         47          7          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   359,145
Positions
     2,481    149,000      5,090    255,366     24,163     28,765      1,647     94,869        738      3,000      1,500          0     62,058     55,020
 
Changes from:       March 13, 2012                                   Total Change is:     6,644
         0     16,934     -2,898      9,623     -1,258       -548          0       -917          0      3,000     -2,725          0     -2,533     -1,944
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.5        1.4       71.1        6.7        8.0        0.5       26.4        0.2        0.8        0.4        0.0       17.3       15.3
 
Number of Traders in Each Category                                    Total Traders:        65
         .         12          4         32          7         22          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   920,875
Positions
   132,554     47,830     29,076    123,017    332,898     80,337    193,709    144,591    107,910    140,528     39,923     16,294     97,450    122,016
 
Changes from:       March 13, 2012                                   Total Change is:    46,865
    31,621    -13,256      5,438      3,177     46,112      8,272    -49,606    -36,340     17,367     25,355      5,197      5,992       -752      8,081
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        5.2        3.2       13.4       36.2        8.7       21.0       15.7       11.7       15.3        4.3        1.8       10.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       203
        19         16         19         34         32         44         33         36         34         16         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 2,459,446
Positions
   117,278    123,922    212,695    652,059    751,671    242,742    443,033    219,699    333,648     71,764     85,205    110,734    275,491    379,130
 
Changes from:       March 13, 2012                                   Total Change is:   283,049
    26,181    -61,504     87,657    -64,162     11,167     34,336     24,237      3,456    135,995      7,679     14,951     59,181    -28,055     -2,191
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        5.0        8.6       26.5       30.6        9.9       18.0        8.9       13.6        2.9        3.5        4.5       11.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       306
        35         28         51         33         69         61         54         60         81         14         13         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 1,636,384
Positions
   133,790    142,925     71,864    355,473    647,492    146,765    398,542    136,376    132,494    196,624     64,842     16,735    184,096    276,889
 
Changes from:       March 13, 2012                                   Total Change is:   138,245
    13,459     16,343     18,126    -37,122    -34,892     16,253     64,858     45,925     53,911     22,021        666      6,179    -19,440     15,734
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        8.7        4.4       21.7       39.6        9.0       24.4        8.3        8.1       12.0        4.0        1.0       11.3       16.9
 
Number of Traders in Each Category                                    Total Traders:       198
        15         24         27         27         39         38         32         37         40         10         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   647,628
Positions
   181,985    192,205    222,159      1,695      4,046      1,428     83,006     51,571    108,921      5,030      6,295     17,667     25,738     43,337
 
Changes from:       March 13, 2012                                   Total Change is:    29,802
    17,405     14,873      1,374        275      2,941       -275      7,029       -196      8,024     -3,811      1,464      3,178     -3,396     -1,581
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       29.7       34.3        0.3        0.6        0.2       12.8        8.0       16.8        0.8        1.0        2.7        4.0        6.7
 
Number of Traders in Each Category                                    Total Traders:        93
        21         28         43          .          .          .         19         11         24          4          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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 is13,379,012
Positions
 2,169,605  1,776,077  3,250,343    506,597    790,298    235,354    635,570    336,477  4,958,527     65,062    305,339    755,784    802,171    970,813
 
Changes from:       March 13, 2012                                   Total Change is:-1,645,011
    37,046   -365,086   -378,916   -152,299     94,091     14,920   -222,624    -43,143   -901,339     -1,367    -53,171       -899    -39,534    -11,468
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       13.3       24.3        3.8        5.9        1.8        4.8        2.5       37.1        0.5        2.3        5.6        6.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       268
        31         53         83          8         18         21         65         60        109         11         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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     8,643
Positions
     4,268      2,528          0        594        867          6      2,234      4,870         41      1,340        180          0        160        151
 
Changes from:       March 13, 2012                                   Total Change is:      -672
      -473     -1,573          0       -789        -10          0        713        854         -4        -50         15          0        -69         46
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       29.2        0.0        6.9       10.0        0.1       25.8       56.3        0.5       15.5        2.1        0.0        1.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        27
         .          4          0          .          4          .          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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     7,047
Positions
     3,917      3,300          0        984      1,932          0      1,910      1,615          0         65        100          0        171        100
 
Changes from:       March 13, 2012                                   Total Change is:    -1,488
      -834     -1,658          0          0        191          0       -529         44        -33         25        -40          0       -117          8
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       46.8        0.0       14.0       27.4        0.0       27.1       22.9        0.0        0.9        1.4        0.0        2.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          0          .          4          0          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    60,975
Positions
    17,006     21,244          2      3,633         22        476     25,613     36,530        923      4,120        234         31      9,171      1,513
 
Changes from:       March 13, 2012                                   Total Change is:    -2,394
     1,086     -9,480          0        484          0         -8     -2,443      9,849     -2,235        500       -302         -3        226       -214
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       34.8        0.0        6.0        0.0        0.8       42.0       59.9        1.5        6.8        0.4        0.1       15.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        94
         6          .          .          8          .          .         31         15          5         26          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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   363,883
Positions
   175,665     74,767     30,737     44,295      8,322      5,081      7,325    118,684     22,696      2,617     26,099     44,312     31,155     33,185
 
Changes from:       March 13, 2012                                   Total Change is:    54,930
    28,511     10,669      1,733      5,061      2,800      1,495     -2,643     14,587      6,694       -442      1,355      5,142      9,379     10,455
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       20.5        8.4       12.2        2.3        1.4        2.0       32.6        6.2        0.7        7.2       12.2        8.6        9.1
 
Number of Traders in Each Category                                    Total Traders:       147
        11         17         20          9         11         10         17         49         43          9         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 20, 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    18,831
Positions
    10,541        467      1,698      3,203      1,093          0      1,630     13,165        944        290        949        472         53         43
 
Changes from:       March 13, 2012                                   Total Change is:     1,461
        -4          8      1,531          0         15          0       -212       -114        350          0       -126       -206          2          3
 
Percent of Open Interest Represented by Each Category of Trader
      56.0        2.5        9.0       17.0        5.8        0.0        8.7       69.9        5.0        1.5        5.0        2.5        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          5          .          0          .          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated March 23, 2012