MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       38,562
COMMITMENTS
   7,458    5,435    1,623   23,554   26,692   32,635   33,750    5,927    4,812

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      1,967)
     699     -179      139    1,353    1,993    2,191    1,953     -224       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     14.1      4.2     61.1     69.2     84.6     87.5     15.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      24       14       19       32       34       67       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,629
COMMITMENTS
  74,208   30,066   44,014   95,039  129,675  213,261  203,755   28,368   37,874

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -3,699)
   1,991   -3,988   -1,250   -3,592     -822   -2,851   -6,060     -848    2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     12.4     18.2     39.3     53.7     88.3     84.3     11.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
     104       62      101       58       74      227      197
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      353,698
COMMITMENTS
 127,233   55,991   52,188  145,522  177,294  324,943  285,473   28,755   68,225

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,597)
   3,224    1,831   -2,179   -1,128     -984      -83   -1,332   -1,514     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     15.8     14.8     41.1     50.1     91.9     80.7      8.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      451)
     132       96      110       87      197      291      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,607
COMMITMENTS
   5,199    1,397      897    2,601    7,005    8,697    9,299    1,910    1,308

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        429)
     122      -12      252       77      266      451      506      -22      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     13.2      8.5     24.5     66.0     82.0     87.7     18.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      40       12       13       18       34       68       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       49,716
COMMITMENTS
  20,104    5,355    7,619   14,584   13,707   42,307   26,681    7,409   23,035

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -732)
     258     -358     -821      -47     -209     -610   -1,388     -122      656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     10.8     15.3     29.3     27.6     85.1     53.7     14.9     46.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      52       34       42       38       81      117      140
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       64,686
COMMITMENTS
  14,484        0    3,755   45,164   60,868   63,403   64,623    1,283       63

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,083)
     999        0        0      380    2,152    1,379    2,152      704      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      0.0      5.8     69.8     94.1     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        1       11       12       19       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      140,822
COMMITMENTS
  77,018    4,928      131   17,558  119,384   94,707  124,443   46,115   16,379

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -782)
   4,119  -28,181     -394       91   25,557    3,816   -3,018   -4,598    2,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.7      3.5      0.1     12.5     84.8     67.3     88.4     32.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      44        9        3       14       29       59       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,934
COMMITMENTS
  17,467    6,949        0    7,204   24,263   24,671   31,212   17,263   10,722

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -5,942)
  -5,219   -7,556        0    5,163      705      -56   -6,851   -5,886      909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     16.6      0.0     17.2     57.9     58.8     74.4     41.2     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        6        0        9       16       19       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      149,874
COMMITMENTS
 116,892    7,796      693   24,857  139,470  142,442  147,959    7,432    1,915

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,997)
  -5,723  -11,007      442    3,890    8,188   -1,391   -2,377     -606      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.0      5.2      0.5     16.6     93.1     95.0     98.7      5.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      74       14        2       14       21       90       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      132,763
COMMITMENTS
  68,885   16,313      187   28,577   95,012   97,649  111,512   35,114   21,251

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     21,400)
  19,681   -8,416       23   -1,836   29,876   17,868   21,483    3,532      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     12.3      0.1     21.5     71.6     73.6     84.0     26.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      32       19        8       17       32       51       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      116,803
COMMITMENTS
  24,389   42,937      488   71,070   37,558   95,947   80,983   20,856   35,820

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -902)
 -32,218   23,061      -81   36,636  -25,816    4,337   -2,836   -5,239    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     36.8      0.4     60.8     32.2     82.1     69.3     17.9     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      23       39        8       31       24       59       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      193,304
COMMITMENTS
  63,395   30,931    3,356   69,268  111,581  136,019  145,868   57,285   47,436

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -10,237)
 -10,107   -7,837     -165    3,274   -2,296   -6,998  -10,298   -3,239       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     16.0      1.7     35.8     57.7     70.4     75.5     29.6     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      47       41       26       44       50      104      104
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,735
COMMITMENTS
  18,018    8,208        0    6,570   18,389   24,588   26,597    3,147    1,138

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -162)
  -2,786   -1,739        0    3,102    1,395      316     -344     -478      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.0     29.6      0.0     23.7     66.3     88.7     95.9     11.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22       11        0        8       10       30       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    8,886,901
COMMITMENTS
 739,452  627,140  1319875  5995956  5930277  8055283  7877292  831,618  1009609

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    202,881)
  19,007    1,641  -18,461  151,468  127,317  152,014  110,497   50,867   92,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      7.1     14.9     67.5     66.7     90.6     88.6      9.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      55       58       90      122      137      238      235
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      893,447
COMMITMENTS
  78,530   94,614   36,526  657,919  671,408  772,975  802,548  120,472   90,898

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     15,279)
   1,606      677    2,833   10,478   10,521   14,917   14,030      362    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     10.6      4.1     73.6     75.1     86.5     89.8     13.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      554)
     116      103       58      232      217      379      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      326,026
COMMITMENTS
  16,132   39,248    4,959  225,349  243,898  246,440  288,105   79,586   37,921

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,033)
  -3,460    3,295      654    4,212       94    1,406    4,043    1,627   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.0      1.5     69.1     74.8     75.6     88.4     24.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      17       23        9       65       56       86       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,837,103
COMMITMENTS
 443,832  408,673   25,991  2162852  2137552  2632675  2572216  204,428  264,887

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     61,230)
  40,172    1,748   -3,947   31,332   52,134   67,557   49,935   -6,327   11,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     14.4      0.9     76.2     75.3     92.8     90.7      7.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     110       99       42      197      197      330      315
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,588
COMMITMENTS
  15,103    6,845        0   76,039   90,631   91,142   97,476    9,446    3,112

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      1,929)
     656     -475      -37    2,301    2,369    2,920    1,857     -991       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      6.8      0.0     75.6     90.1     90.6     96.9      9.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13        6        0       46       44       59       50
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,253
COMMITMENTS
  20,979    7,219    3,875   54,188   72,024   79,042   83,119   10,210    6,134

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,645)
     351   -1,553     -377    3,034    4,875    3,009    2,945     -364     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      8.1      4.3     60.7     80.7     88.6     93.1     11.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      73       34       13       83       78      159      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,377
COMMITMENTS
   2,497      613      556   11,860   14,487   14,913   15,656    3,464    2,721

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      1,886)
    -736      123      300    2,285    1,532    1,849    1,955       37      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.3      3.0     64.5     78.8     81.2     85.2     18.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       12       12       15       14
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      354,378
COMMITMENTS
 105,630   46,250    3,376  211,640  287,687  320,646  337,313   33,732   17,065

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,796)
   2,616  -11,202     -563    3,746   16,713    5,799    4,948   -2,003   -1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     13.1      1.0     59.7     81.2     90.5     95.2      9.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      72       34       10       79       75      152      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      122,473
COMMITMENTS
  70,847    5,333      685   17,094  102,368   88,626  108,386   33,847   14,087

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:    -12,861)
 -14,894   -8,429      510    1,265   -4,547  -13,119  -12,466      258     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      4.4      0.6     14.0     83.6     72.4     88.5     27.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      31       10        6       16       23       50       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       48,292
COMMITMENTS
   8,917   15,311       12   27,163    9,315   36,092   24,638   12,200   23,654

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,897)
     569    2,661        0    1,540     -603    2,109    2,058      788      839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     31.7      0.0     56.2     19.3     74.7     51.0     25.3     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      15       13        1       23       12       38       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       64,421
COMMITMENTS
  15,755    4,773    1,335   35,178   31,926   52,268   38,034   12,153   26,387

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,878)
   2,221   -3,187     -114    1,093    6,589    3,200    3,288     -322     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      7.4      2.1     54.6     49.6     81.1     59.0     18.9     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17        7        3       21       21       41       29
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,302
COMMITMENTS
   4,622    1,908      310   21,785   25,766   26,717   27,984    3,585    2,318

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        874)
     363      110        0      673      971    1,036    1,081     -162     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      6.3      1.0     71.9     85.0     88.2     92.4     11.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7        5        1       20       24       27       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       33,720
COMMITMENTS
   8,473    1,659       84   18,601   29,517   27,158   31,260    6,562    2,460

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -873)
    -731   -1,306        0     -162      864     -893     -442       20     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      4.9      0.2     55.2     87.5     80.5     92.7     19.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      13        3        1       17       21       31       24
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,315
COMMITMENTS
   4,216    3,145      134    7,991   11,077   12,341   14,356    2,974      959

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:        138)
     110      -69       15      -93       67       32       13      106      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     20.5      0.9     52.2     72.3     80.6     93.7     19.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        3        1        5        3       16        7
 

Updated February 18, 2011