Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   198,703
Positions
     6,524     75,148     57,510     11,383      7,086        328     54,734     31,355      5,568      7,036          3        500     55,120     21,205
 
Changes from:       March 8, 2011                                    Total Change is:    17,329
       677    -10,874     33,635        683         40        185    -16,272     -8,070      1,696     -1,446       -647        124     -1,953      1,240
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       37.8       28.9        5.7        3.6        0.2       27.5       15.8        2.8        3.5        0.0        0.3       27.7       10.7
 
Number of Traders in Each Category                                    Total Traders:        83
         4         16         12          5          4          .         33         11         17          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,528
Positions
     3,269     37,483        812        931      1,071         69     31,282     11,479        408          0          0          0     26,758     12,206
 
Changes from:       March 8, 2011                                    Total Change is:    -1,023
     3,170      7,854     -2,791       -609          7         -8        596     -7,705       -684          0          0          0       -697      2,304
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       59.0        1.3        1.5        1.7        0.1       49.2       18.1        0.6        0.0        0.0        0.0       42.1       19.2
 
Number of Traders in Each Category                                    Total Traders:        44
         4          9          5          .          .          .         21          7          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   106,074
Positions
    10,105     26,985      4,946      7,237     20,835      1,220     49,543     23,904      2,112        490      4,389      1,369     29,051     20,312
 
Changes from:       March 8, 2011                                    Total Change is:   -46,535
     2,909    -16,259    -12,303       -725      1,267        -17    -20,224     -9,108     -4,006       -502         55         83    -11,750     -6,248
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       25.4        4.7        6.8       19.6        1.2       46.7       22.5        2.0        0.5        4.1        1.3       27.4       19.1
 
Number of Traders in Each Category                                    Total Traders:        89
         9          9         10          4         12          5         29         21         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   133,962
Positions
    10,151     39,584      8,299     26,499      6,992        444     45,743     23,179      6,977        900      8,695        243     34,705     39,548
 
Changes from:       March 8, 2011                                    Total Change is:    -8,648
    -2,659    -16,842      1,232       -661     -1,231        112    -14,949         55      2,800          0      3,821       -127      5,605      1,533
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       29.5        6.2       19.8        5.2        0.3       34.1       17.3        5.2        0.7        6.5        0.2       25.9       29.5
 
Number of Traders in Each Category                                    Total Traders:       109
         9         15         11          9          8          .         27         25         17          .         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   228,442
Positions
    10,063     73,407     13,170     29,447     18,717      2,696     61,480     35,434     17,740     23,179     12,158      8,032     62,634     47,087
 
Changes from:       March 8, 2011                                    Total Change is:   -67,701
   -27,181    -31,017    -18,741       -172        708       -863     -8,956     -5,411     -7,764     -1,563      2,274        648     -3,108     -7,534
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       32.1        5.8       12.9        8.2        1.2       26.9       15.5        7.8       10.1        5.3        3.5       27.4       20.6
 
Number of Traders in Each Category                                    Total Traders:       157
        13         16         13         19         13         11         39         36         32         11         10         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   108,889
Positions
     6,348     67,742      3,866      9,792      5,687        134     51,282      8,446      2,751      1,697        500        250     32,768     19,512
 
Changes from:       March 8, 2011                                    Total Change is:   -50,267
    -1,892    -35,155    -12,581        143      1,448          0    -26,177     -1,718     -4,800        -30       -556         88     -5,019      3,006
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       62.2        3.6        9.0        5.2        0.1       47.1        7.8        2.5        1.6        0.5        0.2       30.1       17.9
 
Number of Traders in Each Category                                    Total Traders:        68
         5         12          7          5          5          .         23         14         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    70,466
Positions
    18,600     40,045     18,193          0          0          0     29,345      9,359      1,658      1,255          0          0      1,415      1,211
 
Changes from:       March 8, 2011                                    Total Change is:     4,934
     2,261      2,353      2,220          0          0          0        213       -170       -376          0          0          0        616        907
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       56.8       25.8        0.0        0.0        0.0       41.6       13.3        2.4        1.8        0.0        0.0        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10         11          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   161,361
Positions
       698    129,481        104     15,571        243         58    130,573     26,340        231      6,353      2,477          0      7,773      2,427
 
Changes from:       March 8, 2011                                    Total Change is:     3,586
    -1,222      7,546     -2,895     -1,224          0         58     14,029      3,029     -5,227        743         98          0       -676        977
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       80.2        0.1        9.6        0.2        0.0       80.9       16.3        0.1        3.9        1.5        0.0        4.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       121
         5         15          .          9          .          .         65         11          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    15,851
Positions
     4,216      1,747        130        147      1,209          0      7,995     10,295        210        775          0          0      2,378      2,260
 
Changes from:       March 8, 2011                                    Total Change is:   -11,848
    -5,058     -5,835     -1,388       -114        210          0     -4,496     -4,176       -639         69          0          0       -222        -20
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       11.0        0.8        0.9        7.6        0.0       50.4       64.9        1.3        4.9        0.0        0.0       15.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        46
         7          5          .          .          .          0         13         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    66,092
Positions
    22,022     26,974      9,697      3,219      2,173         17     11,020      6,431      8,630        811          0        761      9,915     11,410
 
Changes from:       March 8, 2011                                    Total Change is:     4,577
      -307     -5,329      7,711       -970        -99       -139     -4,194     -1,394        825        -44     -1,164        310      1,386      3,856
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       40.8       14.7        4.9        3.3        0.0       16.7        9.7       13.1        1.2        0.0        1.2       15.0       17.3
 
Number of Traders in Each Category                                    Total Traders:       104
        20         18         13          5          5          .         28         18         28          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,926
Positions
     6,124      9,539        903        372          0          0      4,220        250        283          0          0          0      3,024      3,951
 
Changes from:       March 8, 2011                                    Total Change is:     1,062
       383       -614        735         -2          0          0     -1,291       -553        229          0       -260          0      1,008      1,525
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       63.9        6.0        2.5        0.0        0.0       28.3        1.7        1.9        0.0        0.0        0.0       20.3       26.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          7          .          .          0          0          5          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   102,333
Positions
    35,113     38,186     14,273      5,694      4,346         34     22,508     21,268      7,787      1,622          0      1,521     13,782     14,918
 
Changes from:       March 8, 2011                                    Total Change is:     7,031
       684     -7,366     11,889     -1,936       -198       -278     -8,927     -4,803      4,312        -89     -1,808        619        756      4,662
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       37.3       13.9        5.6        4.2        0.0       22.0       20.8        7.6        1.6        0.0        1.5       13.5       14.6
 
Number of Traders in Each Category                                    Total Traders:       101
        19         17         12          4          5          .         28         21         23          6          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,348,052
Positions
    60,905    231,178    210,711    421,653    129,622     76,184     86,067    214,407    251,788     22,532     32,788     41,311    176,903    160,064
 
Changes from:       March 8, 2011                                    Total Change is:   220,112
      -451    -29,516     91,153      8,210      8,323     10,047        579     18,259     80,282       -506     -5,840      8,126     22,674     39,279
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       17.1       15.6       31.3        9.6        5.7        6.4       15.9       18.7        1.7        2.4        3.1       13.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       596
        38         52         60        113         60         75        104        147        135         41         37         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   567,081
Positions
    66,034    132,871     78,723    151,000     37,799     12,513     19,255    118,653     90,275      8,052      8,990     23,706    117,523     63,552
 
Changes from:       March 8, 2011                                    Total Change is:    99,460
     6,906    -21,373     49,609      5,433      1,995      3,415       -298     36,033     20,444        373     -2,934      1,666     11,913     10,606
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       23.4       13.9       26.6        6.7        2.2        3.4       20.9       15.9        1.4        1.6        4.2       20.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       151
        12         19         20         32         13         17         22         33         50         11          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,904,852
Positions
   269,689    786,873    364,604  1,395,989    501,841    275,628    772,980    917,688    368,642     90,584    137,177     69,839    296,897    482,560
 
Changes from:       March 8, 2011                                    Total Change is:   603,258
     3,190       -740    167,745     23,017     40,773     24,027    181,717     88,464    121,853     -6,550    -16,686     34,453     53,807    143,369
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       20.2        9.3       35.8       12.9        7.1       19.8       23.5        9.4        2.3        3.5        1.8        7.6       12.4
 
Number of Traders in Each Category                                    Total Traders:       545
        39         48         56         93         58         67        101        138        118         32         34         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   128,955
Positions
    19,897     34,549     27,355     51,753     37,581      5,489     10,855     19,383        591      1,247          0          0     11,768      4,006
 
Changes from:       March 8, 2011                                    Total Change is:    24,976
        53       -839     26,337     -1,301      2,507         74        320     -2,452       -465       -245          0          0        203       -186
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       26.8       21.2       40.1       29.1        4.3        8.4       15.0        0.5        1.0        0.0        0.0        9.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        94
         7         10          8         32         14         13         14         15          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   117,089
Positions
    14,411     29,746     26,057     17,855      9,103      3,419     16,277     11,395     25,229      2,179      3,315        689     10,973      8,138
 
Changes from:       March 8, 2011                                    Total Change is:    19,783
     3,447     -9,036     12,823     -3,204      1,669      1,253     -8,346     -2,524     14,708        195        254       -285       -807        922
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       25.4       22.3       15.2        7.8        2.9       13.9        9.7       21.5        1.9        2.8        0.6        9.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       242
        27         31         24         30         24         18         62         39         37         17         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,466
Positions
    12,660      7,141      2,272      1,994          0        800      5,161     11,399        632          3      2,265          0      4,945      3,958
 
Changes from:       March 8, 2011                                    Total Change is:     6,138
     2,239     -2,016        710       -368          0        800      2,720      6,203         46       -563         55          0        554        339
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       25.1        8.0        7.0        0.0        2.8       18.1       40.0        2.2        0.0        8.0        0.0       17.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        30
         8          8          6          .          0          .          4          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   443,112
Positions
    66,972    171,242     60,711     79,307     45,513     13,094    138,311     82,708     40,254     10,878      5,248      3,443     30,143     20,900
 
Changes from:       March 8, 2011                                    Total Change is:    68,225
    25,710    -15,434     40,896    -14,181      8,346      2,266    -10,780        913     28,758      1,289     -1,505      1,073     -6,806      2,913
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       38.6       13.7       17.9       10.3        3.0       31.2       18.7        9.1        2.5        1.2        0.8        6.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       238
        24         32         19         29         24         18         62         40         33         16         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   376,022
Positions
   126,682     34,333     20,038    112,463    131,994     18,934     62,068    124,328     13,656      2,192     14,178         25     19,963     18,535
 
Changes from:       March 8, 2011                                    Total Change is:    25,905
    17,111     -4,314      1,477     -2,833      8,132        104     -1,833      5,744      9,192       -367      1,843         17      3,037      3,710
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        9.1        5.3       29.9       35.1        5.0       16.5       33.1        3.6        0.6        3.8        0.0        5.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       260
        19         21         10         49         50         23         44         60         31          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,888
Positions
     9,208     12,045      2,898      7,529      2,889      1,014     12,428      4,233        539        540      3,489         15     13,717     20,766
 
Changes from:       March 8, 2011                                    Total Change is:   -16,467
    -5,648      3,375     -4,752     -5,695      2,673        523      8,989     -8,960     -1,797     -1,594      2,266       -683     -5,810     -9,112
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       25.2        6.1       15.7        6.0        2.1       26.0        8.8        1.1        1.1        7.3        0.0       28.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        62
         9         11          .         10          4          .         13         10          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    76,375
Positions
    30,591     14,878      4,662     16,458     11,098      1,102     11,696     14,271        134      4,759      2,406          0      6,973     27,824
 
Changes from:       March 8, 2011                                    Total Change is:     2,345
     7,672    -10,915     -6,039      6,660      1,261        447     -4,463     10,398     -1,538      3,802      1,698       -157     -4,039      7,190
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       19.5        6.1       21.5       14.5        1.4       15.3       18.7        0.2        6.2        3.2        0.0        9.1       36.4
 
Number of Traders in Each Category                                    Total Traders:        76
        20          9          4          9          5          .         14         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    34,230
Positions
       250      5,922      2,185     19,544     11,187      3,633      2,219      6,245         18        681          0          0      5,700      5,040
 
Changes from:       March 8, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       17.3        6.4       57.1       32.7       10.6        6.5       18.2        0.1        2.0        0.0        0.0       16.7       14.7
 
Number of Traders in Each Category                                    Total Traders:        45
         .          .          .         18         13          8          .          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    41,402
Positions
     6,615     15,046      6,104     11,672      5,318        883      7,539      9,372        647      1,384        685          0      6,558      3,347
 
Changes from:       March 8, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       36.3       14.7       28.2       12.8        2.1       18.2       22.6        1.6        3.3        1.7        0.0       15.8        8.1
 
Number of Traders in Each Category                                    Total Traders:        55
         7          8          5         11          9          5         12          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   680,448
Positions
    13,581     80,521     30,593    312,697    153,870     58,597     51,278     99,507     44,915     18,674     45,293      4,118    145,994    163,034
 
Changes from:       March 8, 2011                                    Total Change is:   -12,026
    -4,424      1,781     -1,949      4,120     -3,397      3,509    -20,096    -18,615     11,423     -2,179      5,391        239     -2,669    -10,408
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       11.8        4.5       46.0       22.6        8.6        7.5       14.6        6.6        2.7        6.7        0.6       21.5       24.0
 
Number of Traders in Each Category                                    Total Traders:       158
         9         20         21         44         22         33         20         29         33          4         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   324,495
Positions
     5,265    109,666      6,038    214,301      4,805     23,161          0    131,058      6,139          0          0          0     69,592     43,629
 
Changes from:       March 8, 2011                                    Total Change is:    -8,416
      -675       -176       -828     -8,850     -1,826      3,904     -4,048      1,655     -7,134          0          0          0      9,214     -4,011
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       33.8        1.9       66.0        1.5        7.1        0.0       40.4        1.9        0.0        0.0        0.0       21.4       13.4
 
Number of Traders in Each Category                                    Total Traders:        64
         .         10          .         33          .         16          0         18          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   920,289
Positions
    55,747     92,365     21,274    318,311    377,847     83,367    211,529     81,053     52,592     63,485     70,435      6,923    107,060    134,432
 
Changes from:       March 8, 2011                                    Total Change is:    19,317
    -3,161     26,132     -5,001     -2,031    -12,941      1,758      8,846     11,492      3,842      2,649      2,086       -392     12,807     -7,659
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       10.0        2.3       34.6       41.1        9.1       23.0        8.8        5.7        6.9        7.7        0.8       11.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       235
        18         32         18         34         52         38         41         28         32          6         24          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,050,869
Positions
    90,445    115,920    199,718    566,092    506,608    268,443    250,534    208,214    245,800     49,601     59,474     56,865    323,370    389,827
 
Changes from:       March 8, 2011                                    Total Change is:   147,704
   -40,775    -12,930     32,207     10,058    -51,826     34,319     -3,960     39,774     40,382     -3,963     23,748     21,069     58,367     20,961
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.7        9.7       27.6       24.7       13.1       12.2       10.2       12.0        2.4        2.9        2.8       15.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       269
        31         30         53         34         51         55         52         47         69         11         13         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,306,788
Positions
    54,283    119,964     52,555    305,454    469,161    144,426    356,934     67,355    110,433     60,551     59,629     14,300    207,852    268,965
 
Changes from:       March 8, 2011                                    Total Change is:   -13,000
   -45,479     19,414    -10,784     83,616    -53,688     -2,055    -89,139      7,796     21,827        390     -2,934      3,816     24,809      3,609
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        9.2        4.0       23.4       35.9       11.1       27.3        5.2        8.5        4.6        4.6        1.1       15.9       20.6
 
Number of Traders in Each Category                                    Total Traders:       191
        14         24         26         28         41         39         39         25         39          9         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   869,199
Positions
   167,315    193,345    272,358     11,254      2,442      9,184     83,726     52,739    258,616      6,656      5,318     29,973     30,117     45,225
 
Changes from:       March 8, 2011                                    Total Change is:    42,749
    20,582     12,311     19,387       -161          0      1,719       -729      9,844      9,210       -791       -752     -3,982     -2,487     -4,988
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       22.2       31.3        1.3        0.3        1.1        9.6        6.1       29.8        0.8        0.6        3.4        3.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       138
        30         30         47          5          .          5         26         29         41          4          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is13,327,767
Positions
 1,093,958  3,419,094  2,701,438  2,657,021    531,800    316,466  1,060,876    474,938  3,801,689     51,706    354,457    698,133    946,481  1,029,751
 
Changes from:       March 8, 2011                                    Total Change is:-1,807,495
  -204,364     38,682   -585,538    -60,605    -98,830    -27,332     23,172    -37,326   -915,661    -22,585    -70,004    -56,763     42,181    -54,724
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       25.7       20.3       19.9        4.0        2.4        8.0        3.6       28.5        0.4        2.7        5.2        7.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       279
        24         68         89         10         15         21         61         67        106         10         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,721
Positions
     3,506      5,376          0      1,457        839         25        877      3,545          7      4,800        568          0         49        361
 
Changes from:       March 8, 2011                                    Total Change is:    -3,958
    -2,039     -1,877     -1,002       -154         -1          2         78       -343       -836          0          0          0         -7         99
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       50.1        0.0       13.6        7.8        0.2        8.2       33.1        0.1       44.8        5.3        0.0        0.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          5          .          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,233
Positions
    24,270     15,394          0      2,010      2,156        116      2,569      5,975          0         40      5,456          0        228        136
 
Changes from:       March 8, 2011                                    Total Change is:   -17,919
    -4,344     -3,551    -14,232         11        357         -7      1,395        404       -874         40         50          0         92        -66
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       52.7        0.0        6.9        7.4        0.4        8.8       20.4        0.0        0.1       18.7        0.0        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          5          .          4          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    51,371
Positions
    25,527      1,723         61         90        628        731     16,494     41,162        832      1,845      1,933        158      5,633      4,143
 
Changes from:       March 8, 2011                                    Total Change is:    -1,501
    12,350       -873     -1,166       -145        122        -39    -12,309      1,086       -209       -440        215       -235        693       -401
 
Percent of Open Interest Represented by Each Category of Trader
      49.7        3.4        0.1        0.2        1.2        1.4       32.1       80.1        1.6        3.6        3.8        0.3       11.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       110
         9          5          .          .          4          .         23         42          6         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   194,208
Positions
    69,537     55,479     47,243      6,299      4,834      3,128     10,455     28,475     25,077      1,541      2,825      8,945     21,982     18,202
 
Changes from:       March 8, 2011                                    Total Change is:    13,166
    -1,452       -201      9,344        575      2,476        -62     -1,263       -905      2,648        661     -3,309      1,113      1,601      2,061
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       28.6       24.3        3.2        2.5        1.6        5.4       14.7       12.9        0.8        1.5        4.6       11.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       106
        11         10         18          9          6          6         18         27         30          7          5         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,312
Positions
       985      3,857      1,487      2,542          0          0      1,821      2,351         37        830         77          0      2,610      2,503
 
Changes from:       March 8, 2011                                    Total Change is:     3,891
         0       -128      1,487       -116          0          0         61        -48          0        -61         77          0      2,520      2,503
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       37.4       14.4       24.7        0.0        0.0       17.7       22.8        0.4        8.0        0.7        0.0       25.3       24.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          .          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,407
Positions
       656     13,153          3      8,336          0          0      2,211        225         74          0        104         12      3,115        836
 
Changes from:       March 8, 2011                                    Total Change is:      -309
       242        -98          3       -722          0          0        -63       -415         32          0          0          0        199        169
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       91.3        0.0       57.9        0.0        0.0       15.3        1.6        0.5        0.0        0.7        0.1       21.6        5.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          8          0          0          7          .          .          0          .          .
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Updated March 18, 2011