Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   128,842
Positions
     3,604     67,138      4,477     10,337      7,121        142     45,417      6,135      5,537      8,449     19,476        469     50,411     18,347
 
Changes from:       January 25, 2011                                 Total Change is:     2,717
     1,191     -1,345         87        -92        163         10     -1,290         -0      1,005        685        474         87      1,034      2,236
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       52.1        3.5        8.0        5.5        0.1       35.3        4.8        4.3        6.6       15.1        0.4       39.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        84
         .         17          6          4          4          .         28         14         14         12          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    50,666
Positions
       932     20,322      1,729      1,402      1,106         77     22,801      9,053      1,111          0      5,000          0     22,614     12,268
 
Changes from:       January 25, 2011                                 Total Change is:     6,688
       -98      3,571         16        -92        -10          0      4,576      2,616        104          0          0          0      2,182        390
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       40.1        3.4        2.8        2.2        0.2       45.0       17.9        2.2        0.0        9.9        0.0       44.6       24.2
 
Number of Traders in Each Category                                    Total Traders:        46
         .         14          5          .          .          .         19          6          8          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   124,413
Positions
     9,782     34,190     13,070      7,563     18,228      1,243     52,817     17,647      4,865      1,285      9,693        534     33,253     24,942
 
Changes from:       January 25, 2011                                 Total Change is:    15,655
    -1,376     10,993      2,811         62       -285         18      9,697     -1,170        986        842        887       -253      2,868      1,669
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       27.5       10.5        6.1       14.7        1.0       42.5       14.2        3.9        1.0        7.8        0.4       26.7       20.0
 
Number of Traders in Each Category                                    Total Traders:        94
         5         15         11          4         12          6         30         19         19          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   128,885
Positions
     8,057     52,001      7,359     29,986      5,690        918     43,090     16,492      4,647      5,654      5,381          9     29,165     36,388
 
Changes from:       January 25, 2011                                 Total Change is:     1,326
       428     -1,377      1,537     -1,551         94          4     -1,874     -2,718        -28        754        -16          8      2,049      3,823
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       40.3        5.7       23.3        4.4        0.7       33.4       12.8        3.6        4.4        4.2        0.0       22.6       28.2
 
Number of Traders in Each Category                                    Total Traders:       116
         7         21         12         11          7          .         28         27         20          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   279,549
Positions
    32,229     67,442     27,552     25,677     18,934      2,783     60,241     34,706     32,671     18,874     14,810     10,700     68,823     69,952
 
Changes from:       January 25, 2011                                 Total Change is:    25,432
    -5,009     15,120      6,819      4,085       -659       -304     10,655     -9,204      6,499     -2,056      2,372      2,087      2,656      2,702
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       24.1        9.9        9.2        6.8        1.0       21.5       12.4       11.7        6.8        5.3        3.8       24.6       25.0
 
Number of Traders in Each Category                                    Total Traders:       181
        20         17         14         16         15         12         36         45         42         13         19         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   129,328
Positions
     5,845     89,743      4,503      9,430      3,961        154     69,299      7,118      3,125        947      4,044        273     35,752     16,407
 
Changes from:       January 25, 2011                                 Total Change is:     8,526
    -4,715      9,600        224     -1,335       -537          0      9,947     -1,813        984       -469       -686         52      3,837        702
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       69.4        3.5        7.3        3.1        0.1       53.6        5.5        2.4        0.7        3.1        0.2       27.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        73
         5         14          8          4          5          .         29         10         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    59,095
Positions
     9,078     32,663     14,552          0          0          0     30,189     10,542      1,278      2,616          0          0      1,382         60
 
Changes from:       January 25, 2011                                 Total Change is:       111
    -2,474       -198        618          0          0          0         -2        346         88      1,361          0          0        520       -743
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       55.3       24.6        0.0        0.0        0.0       51.1       17.8        2.2        4.4        0.0        0.0        2.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         5          8          9          0          0          0          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   151,734
Positions
     1,673    117,482         51     17,066        243          0    118,980     18,011        122      5,783     14,513          0      8,059      1,312
 
Changes from:       January 25, 2011                                 Total Change is:     8,948
       338      5,997          0       -203        243          0      8,500      3,013        -30        520         -5          0       -177       -270
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       77.4        0.0       11.2        0.2        0.0       78.4       11.9        0.1        3.8        9.6        0.0        5.3        0.9
 
Number of Traders in Each Category                                    Total Traders:       118
         5         17          .         11          .          0         59         10          .         10          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    27,450
Positions
     3,808     15,162         26          0        105          0     18,797      6,995          0        896      4,150          0      3,923      1,012
 
Changes from:       January 25, 2011                                 Total Change is:     1,251
      -651      1,271        -12       -163        105          0      2,024        132          0         78       -117          0        -25       -128
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       55.2        0.1        0.0        0.4        0.0       68.5       25.5        0.0        3.3       15.1        0.0       14.3        3.7
 
Number of Traders in Each Category                                    Total Traders:        46
         5          7          .          0          .          0         19         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    62,445
Positions
    22,164     32,437      1,548      3,538      2,646        818     20,608     10,877      4,852        109      1,754        504      8,304      7,008
 
Changes from:       January 25, 2011                                 Total Change is:    10,912
     6,044      7,227        522        234       -804        187       -432     -1,376      3,397       -125         84         16      1,070      1,659
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       51.9        2.5        5.7        4.2        1.3       33.0       17.4        7.8        0.2        2.8        0.8       13.3       11.2
 
Number of Traders in Each Category                                    Total Traders:       112
        22         18          6          7          5          .         37         15         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    10,639
Positions
     4,895      7,576        168        380          0          0      3,401        765          0          0          0          0      1,795      2,130
 
Changes from:       January 25, 2011                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       71.2        1.6        3.6        0.0        0.0       32.0        7.2        0.0        0.0        0.0        0.0       16.9       20.0
 
Number of Traders in Each Category                                    Total Traders:        20
         6          5          .          .          0          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   103,612
Positions
    34,537     49,721      2,761      6,315      5,292      1,635     41,523     27,333      2,597        217      3,508      1,008     13,019      9,756
 
Changes from:       January 25, 2011                                 Total Change is:       546
     2,299       -698        708       -293     -1,608        374       -559      2,825       -315       -250        169         32     -1,450       -942
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       48.0        2.7        6.1        5.1        1.6       40.1       26.4        2.5        0.2        3.4        1.0       12.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       108
        20         17          6          6          5          .         36         19          5          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   984,073
Positions
    52,469    293,652     62,098    421,961    127,532     59,658     85,304    164,526    122,952     20,607     34,438     21,211    137,813     98,007
 
Changes from:       January 25, 2011                                 Total Change is:    43,060
      -338    -11,628     13,027       -736      4,836          1     -2,886      1,391     28,433       -371      3,947      5,771        158     -2,719
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       29.8        6.3       42.9       13.0        6.1        8.7       16.7       12.5        2.1        3.5        2.2       14.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       567
        32         54         38        118         58         65         95        143        121         33         34         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   394,749
Positions
    30,223    161,682     16,181    152,804     33,707      9,258     22,831     46,532     55,928      8,029     12,463     14,119     85,377     44,880
 
Changes from:       January 25, 2011                                 Total Change is:    21,318
     6,253     -3,555      3,805      4,461       -189         53     -2,256      4,067     11,077        221      2,426      4,272     -6,568       -638
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       41.0        4.1       38.7        8.5        2.3        5.8       11.8       14.2        2.0        3.2        3.6       21.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       149
         9         20         11         33         13         12         23         33         47          7         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 2,946,619
Positions
   205,664    754,286    135,148  1,360,518    483,853    237,270    397,735    675,337    249,754     74,238    121,221     24,116    262,177    265,635
 
Changes from:       January 25, 2011                                 Total Change is:   108,710
       603     -6,806     12,554    -23,614     27,497     -2,630     14,283      4,053     69,345      2,359     12,923      2,177     33,633    -10,403
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       25.6        4.6       46.2       16.4        8.1       13.5       22.9        8.5        2.5        4.1        0.8        8.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       515
        35         50         34         97         53         57         94        132        106         28         26         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    99,041
Positions
    19,008     33,811      1,151     49,289     34,472      5,237     11,977     21,473        355      1,422          0          0     10,603      2,543
 
Changes from:       January 25, 2011                                 Total Change is:     1,515
        93      1,019         39        311      2,279       -147      1,507       -491       -468         38          0          0        142       -716
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       34.1        1.2       49.8       34.8        5.3       12.1       21.7        0.4        1.4        0.0        0.0       10.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        93
         4         13          .         33         13         12         14         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    91,724
Positions
     8,733     49,216      6,937     21,886      8,321      2,705     31,192      9,662      6,745      2,225      1,085        580     10,721      6,473
 
Changes from:       January 25, 2011                                 Total Change is:    -3,394
       345     -6,379      3,148     -4,525       -327        -48       -914      1,197     -1,691       -351       -269        132        509        842
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       53.7        7.6       23.9        9.1        2.9       34.0       10.5        7.4        2.4        1.2        0.6       11.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       251
        21         35         10         38         17         13         73         42         22         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    16,812
Positions
     4,186     10,877      1,157      2,314          0          0      4,431        670        200        393        439        256      3,875      3,213
 
Changes from:       January 25, 2011                                 Total Change is:      -386
     1,333     -2,398        557         -1          0          0     -2,528        670          0         45         55          0        209        730
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       64.7        6.9       13.8        0.0        0.0       26.4        4.0        1.2        2.3        2.6        1.5       23.1       19.1
 
Number of Traders in Each Category                                    Total Traders:        23
         5          7          4          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   374,560
Positions
    38,467    207,429     13,167     97,858     41,604     13,525    158,487     69,641      8,045      9,765      3,836      1,016     34,231     16,298
 
Changes from:       January 25, 2011                                 Total Change is:   -15,043
     5,058     -9,906      2,959    -22,620     -1,636       -239     -2,040     -7,481      1,658     -1,376     -1,019         57      1,500        563
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       55.4        3.5       26.1       11.1        3.6       42.3       18.6        2.1        2.6        1.0        0.3        9.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       248
        21         34          7         37         17         13         75         41         17         15          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   337,111
Positions
   103,930     42,227     18,881    113,776    116,855     19,914     51,274    106,978      6,453      1,968      8,709        885     20,030     16,209
 
Changes from:       January 25, 2011                                 Total Change is:     5,055
     9,042     -6,104        311     -8,682      3,077     -1,135      5,126      6,426      1,701       -321        656        -21       -966        145
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       12.5        5.6       33.8       34.7        5.9       15.2       31.7        1.9        0.6        2.6        0.3        5.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       254
        13         25          6         53         43         21         44         61         18          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    40,398
Positions
    10,358      4,403        240     12,979        350        122      3,759     14,954          0      1,990      1,680          0     10,950     18,649
 
Changes from:       January 25, 2011                                 Total Change is:      -389
     1,380        180        -50      1,178        150        110     -1,152      1,495          0        143         20          0     -1,998     -2,294
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       10.9        0.6       32.1        0.9        0.3        9.3       37.0        0.0        4.9        4.2        0.0       27.1       46.2
 
Number of Traders in Each Category                                    Total Traders:        61
        18          5          .         10          .          .          8         13          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    64,245
Positions
    22,761     14,142      1,389     11,578      6,579        655      8,581      4,386      1,473      2,512      4,300          0     15,296     31,321
 
Changes from:       January 25, 2011                                 Total Change is:     6,532
     4,373       -415       -514        595          5          0       -443        281        936        703         45          0        882      6,194
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       22.0        2.2       18.0       10.2        1.0       13.4        6.8        2.3        3.9        6.7        0.0       23.8       48.8
 
Number of Traders in Each Category                                    Total Traders:        60
        17          9          .          7          .          .          9          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    28,493
Positions
         0      4,393        203     15,812     11,429      4,112      3,641      5,626          0      1,003          0          0      3,722      2,730
 
Changes from:       January 25, 2011                                 Total Change is:       354
         0        653          3        898       -924        223       -709        101          0          0          0          0        -61        298
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.4        0.7       55.5       40.1       14.4       12.8       19.7        0.0        3.5        0.0        0.0       13.1        9.6
 
Number of Traders in Each Category                                    Total Traders:        45
         0          4          .         17         13          9          5          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    34,150
Positions
     4,847     14,503         80     12,665      6,748        972      6,052      9,865         38      2,215          0          0      7,281      1,944
 
Changes from:       January 25, 2011                                 Total Change is:    -4,075
       -14     -1,750       -159     -1,815        510        -64       -260     -2,972          0     -1,038          0          0       -725        360
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       42.5        0.2       37.1       19.8        2.8       17.7       28.9        0.1        6.5        0.0        0.0       21.3        5.7
 
Number of Traders in Each Category                                    Total Traders:        52
         .          6          .         12          9          6         11          6          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   620,085
Positions
    12,888     79,675     22,386    299,778    149,551     56,701     25,429     92,482     37,026     25,376     22,694      2,956    137,546    156,615
 
Changes from:       January 25, 2011                                 Total Change is:      -390
    -4,550    -12,553      3,650      1,691     -7,868      4,666    -11,533      3,152      6,236      4,085     -1,663        320     -4,953      3,671
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.8        3.6       48.3       24.1        9.1        4.1       14.9        6.0        4.1        3.7        0.5       22.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       148
         8         17         16         43         22         38         18         33         29          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   307,445
Positions
         0    118,635      1,646    225,398      1,738     15,519          0    116,271        211          0      1,819          0     64,672     51,608
 
Changes from:       January 25, 2011                                 Total Change is:     3,480
         0      5,674        211      3,326     -1,460       -248          0     -2,425         21          0         43          0        170      1,664
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       38.6        0.5       73.3        0.6        5.0        0.0       37.8        0.1        0.0        0.6        0.0       21.0       16.8
 
Number of Traders in Each Category                                    Total Traders:        53
         0         10          .         27          .         14          0         14          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   824,448
Positions
    52,452    135,875     10,448    307,169    255,836     95,296    185,103     79,015     29,244     30,295     76,206      7,330    107,111    135,198
 
Changes from:       January 25, 2011                                 Total Change is:    59,302
       666      4,527        567     -6,455     21,037      6,057     67,352      4,608      3,360    -14,431     14,524        275      1,911      4,348
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.5        1.3       37.3       31.0       11.6       22.5        9.6        3.5        3.7        9.2        0.9       13.0       16.4
 
Number of Traders in Each Category                                    Total Traders:       206
         7         30         14         34         45         36         37         27         25         10         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 1,768,805
Positions
    96,681    134,049    214,183    519,151    395,992    226,186    129,706    192,399    186,340     49,126     22,700     51,061    296,373    345,895
 
Changes from:       January 25, 2011                                 Total Change is:    69,153
     2,293      6,903     20,767     -1,024    -10,752     -4,264    -10,212     25,751     23,848     15,833       -587      9,683     12,229     -2,197
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        7.6       12.1       29.4       22.4       12.8        7.3       10.9       10.5        2.8        1.3        2.9       16.8       19.6
 
Number of Traders in Each Category                                    Total Traders:       256
        27         32         48         32         54         52         42         50         65         11          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 1,234,248
Positions
    74,992    129,711     46,546    234,559    450,632    156,299    338,839     46,531     75,257     89,891     54,524      8,242    209,624    266,505
 
Changes from:       January 25, 2011                                 Total Change is:     4,256
    28,224    -10,705      3,876     11,861     -7,184     10,119    -85,226     -6,458      6,888     11,486        128      2,113     14,915      5,480
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       10.5        3.8       19.0       36.5       12.7       27.5        3.8        6.1        7.3        4.4        0.7       17.0       21.6
 
Number of Traders in Each Category                                    Total Traders:       182
        16         17         24         23         42         38         42         21         31         11         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   730,481
Positions
   116,639    176,055    256,807      7,699      1,114      4,540     83,398     22,651    194,253     18,395     10,349     20,465     28,284     44,246
 
Changes from:       January 25, 2011                                 Total Change is:  -121,262
    -6,684    -19,127    -26,628        993        -79       -295     -8,172       -967    -42,835     -4,144       -122    -27,439     -6,057     -3,770
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       24.1       35.2        1.1        0.2        0.6       11.4        3.1       26.6        2.5        1.4        2.8        3.9        6.1
 
Number of Traders in Each Category                                    Total Traders:       117
        27         28         40          5          .          4         23         18         32          4          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 is13,446,763
Positions
 1,546,566  2,956,219  2,873,839  1,773,574    481,680    386,986    825,374    398,350  4,278,986     60,305    328,035    796,368    904,764    946,299
 
Changes from:       January 25, 2011                                 Total Change is:   628,642
   -50,600      5,263    163,568     79,665     29,305     61,503     27,313     35,011    306,655     -3,354     19,342     13,986     29,906     -5,991
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       22.0       21.4       13.2        3.6        2.9        6.1        3.0       31.8        0.4        2.4        5.9        6.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       287
        32         61         90          8         17         21         66         56        106         15         20         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    15,404
Positions
     6,702      7,016        987      1,338        966         91      1,392      5,637         20      4,800        472          0         74        215
 
Changes from:       January 25, 2011                                 Total Change is:       108
       359        492          0       -113       -159         32       -188       -251          3          0         -5          0         15         -4
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       45.5        6.4        8.7        6.3        0.6        9.0       36.6        0.1       31.2        3.1        0.0        0.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          .          .          6          .          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    55,615
Positions
    41,818     25,742      8,941      1,972      1,855        157      2,363     13,229          0         35      5,512          0        329        179
 
Changes from:       January 25, 2011                                 Total Change is:     5,035
     4,311      2,123      1,369         25       -522         30       -821      2,346          0         35          0          0         86       -311
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       46.3       16.1        3.5        3.3        0.3        4.2       23.8        0.0        0.1        9.9        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          .          .          5          .          4         10          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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    42,970
Positions
    10,971      5,264        122        351        495        715     20,815     29,539      1,066      2,765      1,008          0      6,166      4,761
 
Changes from:       January 25, 2011                                 Total Change is:     3,219
      -173     -4,104        -36       -109        255       -101      3,578      7,018         61       -252         -8         -1        251        135
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       12.3        0.3        0.8        1.2        1.7       48.4       68.7        2.5        6.4        2.3        0.0       14.3       11.1
 
Number of Traders in Each Category                                    Total Traders:       101
         6          5          .          .          .          .         25         34          8         16          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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   167,414
Positions
    67,691     47,114     24,537      1,888      1,082      3,945      6,420     31,093     35,669      2,178      4,292      6,071     19,015     13,611
 
Changes from:       January 25, 2011                                 Total Change is:    16,195
       -80      3,229      3,524     -1,320         96       -441      2,103        125      7,588       -179       -981      1,297      3,702      1,758
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       28.1       14.7        1.1        0.6        2.4        3.8       18.6       21.3        1.3        2.6        3.6       11.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       103
        10         13         16          4          4          4         20         27         33          6          7         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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     5,378
Positions
       975      3,431          0      2,604          0          0        800      1,742         37        891        148          0         71         20
 
Changes from:       January 25, 2011                                 Total Change is:       252
         5        -14          0        140          0          0         87        279          0          0          0          0         20        -13
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       63.8        0.0       48.4        0.0        0.0       14.9       32.4        0.7       16.6        2.8        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,827
Positions
       449     13,659         18      9,711          0         13      2,152        568          0          0          0          0      2,484        569
 
Changes from:       January 25, 2011                                 Total Change is:       234
         1        -12          0        -42          0          8        341        436        -50          0       -125        -14        -10         -9
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       92.1        0.1       65.5        0.0        0.1       14.5        3.8        0.0        0.0        0.0        0.0       16.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          9          0          .          7          .          0          0          0          0
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Updated February 4, 2011