BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        2,637
COMMITMENTS
     228      587        2    1,664    1,328    1,894    1,917      743      720

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        167)
       0      102       -2       92       66       90      166       77        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     22.3      0.1     63.1     50.4     71.8     72.7     28.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       13       13       16       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       40,590
COMMITMENTS
   7,619    5,255    1,365   26,013   29,209   34,997   35,829    5,593    4,761

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        752)
     272     -624      189      767    1,042    1,228      607     -476      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     12.9      3.4     64.1     72.0     86.2     88.3     13.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      27       11       18       33       36       67       59
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      238,847
COMMITMENTS
  74,888   29,501   43,979   94,627  129,478  213,494  202,958   25,353   35,889

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -6,152)
     621   -1,818   -2,763   -1,179   -1,105   -3,321   -5,686   -2,831     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     12.4     18.4     39.6     54.2     89.4     85.0     10.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
     106       65      111       60       72      236      205
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      355,843
COMMITMENTS
 127,418   58,570   57,332  143,011  174,299  327,761  290,201   28,082   65,642

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,237)
  -1,607    2,108    2,988   -2,322   -3,692     -941    1,404   -2,296   -4,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     16.5     16.1     40.2     49.0     92.1     81.6      7.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     138       88      116       76      188      277      345
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,781
COMMITMENTS
   4,481    1,569      852    2,864    5,773    8,197    8,194    1,584    1,587

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -580)
    -257      198      -88      151     -966     -194     -856     -386      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     16.0      8.7     29.3     59.0     83.8     83.8     16.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      26       15       12       21       29       56       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       50,018
COMMITMENTS
  20,594    5,519    6,706   15,251   13,917   42,551   26,142    7,467   23,876

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,158)
     289      231   -1,595      207       37   -1,099   -1,327      -59      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     11.0     13.4     30.5     27.8     85.1     52.3     14.9     47.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      51       41       41       38       78      119      138
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       66,447
COMMITMENTS
  16,235        0    3,755   45,291   61,707   65,281   65,462    1,166      985

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,003)
     391        0        0       -6      109      385      109      618      894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      0.0      5.7     68.2     92.9     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        1       12       12       20       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,414
COMMITMENTS
  78,365    5,538      343   16,779  123,061   95,487  128,942   52,927   19,472

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      7,804)
   5,591    1,112      217   -1,134    4,019    4,674    5,348    3,130    2,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8      3.7      0.2     11.3     82.9     64.3     86.9     35.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      42        8        5       14       29       58       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,360
COMMITMENTS
  29,218   11,201       96    1,976   34,891   31,290   46,188   26,070   11,172

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     13,429)
  10,892    5,166       30   -4,850    9,662    6,072   14,858    7,357   -1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     19.5      0.2      3.4     60.8     54.6     80.5     45.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        7        2        5       20       23       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      134,821
COMMITMENTS
 101,537    4,335      721   25,227  128,045  127,485  133,101    7,336    1,720

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -15,034)
 -16,911      163      -28    2,809  -14,432  -14,130  -14,297     -904     -737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.3      3.2      0.5     18.7     95.0     94.6     98.7      5.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      68       12        4       16       23       87       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      126,350
COMMITMENTS
  52,122   26,313      303   38,690   77,923   91,115  104,539   35,235   21,811

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      2,576)
    -975    9,225       95      958   -6,912       78    2,408    2,498      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     20.8      0.2     30.6     61.7     72.1     82.7     27.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      32       23        8       22       33       57       62
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      136,561
COMMITMENTS
  62,396   21,122      967   47,763   79,625  111,126  101,714   25,435   34,847

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     12,545)
  38,939  -30,081      254  -30,573   41,769    8,620   11,942    3,925      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     15.5      0.7     35.0     58.3     81.4     74.5     18.6     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       32        8       24       32       61       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      217,066
COMMITMENTS
  83,104   31,796    4,271   66,564  129,694  153,939  165,761   63,127   51,305

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      9,197)
   5,650      -60      541   -2,225    7,071    3,966    7,552    5,231    1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     14.6      2.0     30.7     59.7     70.9     76.4     29.1     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      53       40       24       42       48      108       99
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,966
COMMITMENTS
  15,326    7,915      142    8,738   17,260   24,206   25,317    2,760    1,649

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -864)
    -649       41        0      272   -1,010     -377     -969     -487      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     29.4      0.5     32.4     64.0     89.8     93.9     10.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10        1       12       12       26       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,326,908
COMMITMENTS
 913,935  811,096  1014350  6560675  6478894  8488960  8304340  837,948  1022568

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    356,543)
  53,701  181,222 -263,321  564,711  467,388  355,091  385,289    1,452  -28,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      8.7     10.9     70.3     69.5     91.0     89.0      9.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      62       52       85      131      146      244      243
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      946,217
COMMITMENTS
  78,801   96,475   52,797  672,042  695,056  803,640  844,329  142,577  101,888

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     29,040)
  -4,510   -4,862    8,755    6,785   21,304   11,030   25,197   18,010    3,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     10.2      5.6     71.0     73.5     84.9     89.2     15.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     106      111       62      233      230      373      371
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      352,098
COMMITMENTS
  16,672   46,079    8,844  234,396  254,945  259,912  309,868   92,186   42,230

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     14,921)
   1,040    1,187    4,840      949    7,069    6,829   13,096    8,092    1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     13.1      2.5     66.6     72.4     73.8     88.0     26.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      17       18        9       61       59       82       82
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,970,595
COMMITMENTS
 498,715  440,053   31,694  2188229  2200557  2718638  2672304  251,957  298,291

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     70,596)
  -5,596   -8,092   -2,579   29,181   71,174   21,006   60,503   49,590   10,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     14.8      1.1     73.7     74.1     91.5     90.0      8.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
     102      107       47      201      211      329      339
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,525
COMMITMENTS
  11,119    6,516    1,530   76,673   89,298   89,322   97,344   12,203    4,181

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:        698)
  -3,035     -228    1,526      648   -1,488     -861     -190    1,559      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      6.4      1.5     75.5     88.0     88.0     95.9     12.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      13        6        1       47       43       60       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,733
COMMITMENTS
  19,461    9,738    2,411   58,933   73,790   80,805   85,938   10,928    5,794

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,199)
  -6,261      562   -1,114    1,298   -2,271   -6,077   -2,824    2,878     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     10.6      2.6     64.2     80.4     88.1     93.7     11.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      73       40       15       83       81      162      130
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,655
COMMITMENTS
     568    2,792        0   15,253   13,802   15,821   16,594    3,834    3,061

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:       -612)
  -2,746      492       -3    1,911   -1,134     -838     -645      226       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     14.2      0.0     77.6     70.2     80.5     84.4     19.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       13       12       15       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      360,389
COMMITMENTS
  99,147   39,409    7,373  218,401  299,940  324,921  346,722   35,468   13,667

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:    -12,936)
 -28,491  -10,567    5,359   -3,064   -5,687  -26,196  -10,895   13,260   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     10.9      2.0     60.6     83.2     90.2     96.2      9.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      74       38       13       77       78      155      125
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,527
COMMITMENTS
  80,398    8,545    1,007   17,715  110,206   99,120  119,758   36,407   15,769

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     10,186)
   7,672    1,883      165       70    8,368    7,907   10,416    2,279     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3      6.3      0.7     13.1     81.3     73.1     88.4     26.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      38       14        6       14       25       54       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,396
COMMITMENTS
   8,632   12,154      406   24,819   10,572   33,857   23,132   10,539   21,264

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -3,488)
    -680   -3,380      214   -1,915       90   -2,381   -3,076   -1,107     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     27.4      0.9     55.9     23.8     76.3     52.1     23.7     47.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       12        3       22       15       41       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,564
COMMITMENTS
  15,065    3,941    1,379   36,048   33,069   52,492   38,389   12,072   26,175

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,905)
  -1,067    1,192     -226      835   -1,138     -458     -172    2,363    2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      6.1      2.1     55.8     51.2     81.3     59.5     18.7     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      21        5        4       20       23       42       31
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 03/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       14,328
COMMITMENTS
   3,916    3,122        0    7,907   10,890   11,823   14,012    2,505      316

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:         45)
      88       15        0      -60       -3       28       12       17       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     21.8      0.0     55.2     76.0     82.5     97.8     17.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        4        0        6        2       15        6
 

Updated March 4, 2011