MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,227
COMMITMENTS
     944    9,522    1,063   26,321   15,716   28,328   26,301    3,899    5,926

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:        576)
    -115     -726      106      184      731      175      111      401      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     29.5      3.3     81.7     48.8     87.9     81.6     12.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       6       26       14       30       30       48       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      196,573
COMMITMENTS
  59,578   24,562   26,080   88,395  119,314  174,053  169,956   22,520   26,617

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     -6,386)
  -2,874     -757   -3,157     -661   -1,273   -6,692   -5,187      306   -1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     12.5     13.3     45.0     60.7     88.5     86.5     11.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      98       49       78       39       52      176      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      363,471
COMMITMENTS
 127,846   30,688   75,771  130,220  184,065  333,837  290,524   29,634   72,947

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      5,454)
  -3,137   -5,382    7,451      381    3,275    4,695    5,344      759      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      8.4     20.8     35.8     50.6     91.8     79.9      8.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      443)
     153       57      118       97      180      319      318
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,586
COMMITMENTS
   3,724      648    1,137    2,615    6,266    7,476    8,051    2,110    1,535

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:         45)
     -94        8      -84     -161        4     -339      -72      384      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.8      6.8     11.9     27.3     65.4     78.0     84.0     22.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      31       10       12       15       24       53       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,985
COMMITMENTS
  21,554    6,819    4,368    9,034   11,951   34,956   23,138    6,029   17,847

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:       -728)
     609      556     -775     -244     -198     -410     -417     -318     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     16.6     10.7     22.0     29.2     85.3     56.5     14.7     43.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      54       34       20       27       50       94       94
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,734
COMMITMENTS
   6,782      200        0   13,951   27,328   20,733   27,528    7,001      206

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      1,903)
  -2,215        0        0    3,817    1,872    1,602    1,872      301       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.7      0.0     50.3     98.5     74.8     99.3     25.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        1        0       11       13       18       14
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      152,133
COMMITMENTS
  88,595   18,299       20   18,473  119,260  107,088  137,579   45,045   14,554

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:       -752)
  -1,683    1,048      -95    3,520     -800    1,742      153   -2,494     -905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.2     12.0      0.0     12.1     78.4     70.4     90.4     29.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      45        8        2       18       25       64       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       28,290
COMMITMENTS
   6,735   13,275        0   11,652    4,984   18,387   18,259    9,903   10,031

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     -2,620)
  -2,504    2,948     -131    2,219   -6,351     -416   -3,534   -2,204      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     46.9      0.0     41.2     17.6     65.0     64.5     35.0     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8       13        0        8        8       16       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      131,061
COMMITMENTS
 113,370    3,772      439    9,685  124,757  123,494  128,968    7,567    2,093

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     -1,779)
  -1,316   -1,052       54     -437   -1,141   -1,699   -2,139      -80      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    86.5      2.9      0.3      7.4     95.2     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      58       11        2       12       21       70       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      132,818
COMMITMENTS
  11,965   79,038      470  104,446   21,916  116,881  101,424   15,937   31,394

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      2,172)
     616   -3,935      350     -583    5,935      383    2,350    1,789     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     59.5      0.4     78.6     16.5     88.0     76.4     12.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       9       43        2       12       23       23       66
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      109,417
COMMITMENTS
  17,174   48,040        0   74,872   23,538   92,046   71,578   17,371   37,839

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     12,504)
 -23,856   17,171      -58   37,519  -15,049   13,605    2,064   -1,101   10,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     43.9      0.0     68.4     21.5     84.1     65.4     15.9     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       42        0       19       19       32       61
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      223,554
COMMITMENTS
  35,205  120,531    1,736  147,689   49,896  184,630  172,163   38,924   51,391

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     28,267)
  -4,748    5,661      422   33,829   18,012   29,503   24,095   -1,236    4,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     53.9      0.8     66.1     22.3     82.6     77.0     17.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      41       70       11       24       34       72      109
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       17,143
COMMITMENTS
  13,049    7,243        0    1,073    9,012   14,122   16,255    3,021      888

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:       -456)
    -572     -889        0     -221      857     -793      -32      337     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1     42.3      0.0      6.3     52.6     82.4     94.8     17.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       10        0        4       10       19       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,333,532
COMMITMENTS
 1123169  423,786  994,096  4488401  5026612  6605666  6444494  727,866  889,038

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:    -17,898)
-101,373  -60,466  -38,406  124,483   95,991  -15,296   -2,881   -2,602  -15,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      5.8     13.6     61.2     68.5     90.1     87.9      9.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      64       57       91      123      134      241      239
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,580
COMMITMENTS
  17,803   28,740      768  219,178  220,343  237,749  249,851   78,831   66,729

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      6,700)
  -5,722     -989      451   10,330    7,443    5,059    6,905    1,641     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      9.1      0.2     69.2     69.6     75.1     78.9     24.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      19       17        6       63       60       85       80
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,419,469
COMMITMENTS
 296,557  306,195   39,298  1765846  1856916  2101701  2202409  317,768  217,060

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:     70,552)
 -55,010  -69,020   13,358  121,599  146,543   79,947   90,881   -9,395  -20,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     12.7      1.6     73.0     76.7     86.9     91.0     13.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      459)
      97      104       32      143      177      254      299
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,461
COMMITMENTS
  12,701    8,432        0   78,313   88,867   91,014   97,299    9,447    3,162

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:        848)
  -1,122     -982     -312    3,198      896    1,764     -398     -916    1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      8.4      0.0     78.0     88.5     90.6     96.9      9.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16        3        0       49       38       65       41
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,192
COMMITMENTS
   4,250    1,445        0    5,575   10,062    9,825   11,507    4,367    2,685

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      1,308)
   1,476        0        0      162    2,619    1,638    2,619     -330   -1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     10.2      0.0     39.3     70.9     69.2     81.1     30.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       10       12       13       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      292,716
COMMITMENTS
 137,240   82,236    1,570  127,569  193,061  266,379  276,867   26,337   15,849

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      5,241)
    -424    1,901      -42   16,353   12,403   15,887   14,262  -10,646   -9,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     28.1      0.5     43.6     66.0     91.0     94.6      9.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      76       43        9       65       72      145      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,815
COMMITMENTS
  79,698   10,358      451   28,480  116,105  108,629  126,914   34,186   15,901

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:        402)
  -4,550      449     -216    2,966     -603   -1,800     -370    2,202      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      7.3      0.3     19.9     81.3     76.1     88.9     23.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      38       11        2       11       18       49       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,669
COMMITMENTS
  14,142   13,075        0   20,569   18,577   34,711   31,652    9,958   13,017

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      1,418)
    -116     -790        0      441    3,122      325    2,332    1,093     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     29.3      0.0     46.0     41.6     77.7     70.9     22.3     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      16       12        0       15       15       31       27
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,353
COMMITMENTS
  19,197    4,775      626   13,412   20,482   33,235   25,883    6,118   13,470

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      2,544)
     624      175       87    1,552    4,124    2,263    4,386      281   -1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     12.1      1.6     34.1     52.0     84.5     65.8     15.5     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        9        3       18       19       36       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       29,189
COMMITMENTS
   4,188      580       80   22,062   27,088   26,330   27,748    2,859    1,441

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:      1,688)
  -1,540      310        0    3,215    1,541    1,675    1,851       13     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      2.0      0.3     75.6     92.8     90.2     95.1      9.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        1       19       22       25       25
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       20,261
COMMITMENTS
   4,935      500       82    8,080   18,090   13,097   18,672    7,164    1,589

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:        288)
     569     -293        0     -635      750      -66      457      354     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      2.5      0.4     39.9     89.3     64.6     92.2     35.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10        1        1       10       11       20       13
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       18,149
COMMITMENTS
   4,124    1,634        0   12,458   15,561   16,582   17,195    1,567      954

CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST:       -612)
    -293      -72        0     -135     -556     -428     -628     -184       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      9.0      0.0     68.6     85.7     91.4     94.7      8.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        5        0        6        2       17        7
 

Updated April 2, 2010