Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   140,822
Positions
     4,207     77,724      1,842      9,511      7,025        143     67,888      7,362      2,310      8,769     28,000         37     46,115     16,379
 
Changes from:       February 8, 2011                                 Total Change is:      -782
       792       -990       -436       -100        -96          0      4,306     -1,136       -383       -386          0         23     -4,598      2,236
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       55.2        1.3        6.8        5.0        0.1       48.2        5.2        1.6        6.2       19.9        0.0       32.7       11.6
 
Number of Traders in Each Category                                    Total Traders:        87
         4         17          5          4          4          .         33         13          4         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    41,934
Positions
     4,855     16,726        436        930      1,128         77     18,372      7,844          1          0      5,000          0     17,263     10,722
 
Changes from:       February 8, 2011                                 Total Change is:    -5,942
     4,413     -4,770        305       -901         14          0     -3,862     -2,389        -11          0          0          0     -5,886        909
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       39.9        1.0        2.2        2.7        0.2       43.8       18.7        0.0        0.0       11.9        0.0       41.2       25.6
 
Number of Traders in Each Category                                    Total Traders:        37
         4         11          .          .          .          .         12          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   132,763
Positions
     4,001     47,705      3,654      6,820     19,565      1,212     80,744     12,270        196      1,022     26,910          0     35,114     21,251
 
Changes from:       February 8, 2011                                 Total Change is:    21,400
    -2,078      5,149         28       -171        178         -2     20,069      3,448         20          2     12,662          0      3,532        -83
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       35.9        2.8        5.1       14.7        0.9       60.8        9.2        0.1        0.8       20.3        0.0       26.4       16.0
 
Number of Traders in Each Category                                    Total Traders:        90
         .         17          5          4         13          5         33         12          8          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   116,803
Positions
    16,781     25,750      2,522     26,476      7,514        901     23,786     39,895        433     25,048      3,968          0     20,856     35,820
 
Changes from:       February 8, 2011                                 Total Change is:      -902
     9,006    -28,811      1,067       -872      1,786         -2    -23,988     23,015       -126     19,252        235          0     -5,239      1,934
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       22.0        2.2       22.7        6.4        0.8       20.4       34.2        0.4       21.4        3.4        0.0       17.9       30.7
 
Number of Traders in Each Category                                    Total Traders:       109
        11         13          .         11          6          4         24         33          9          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   193,304
Positions
    27,948     66,437      6,631     27,883     18,698      2,511     48,288     33,887      3,522     18,725     13,671        511     57,285     47,436
 
Changes from:       February 8, 2011                                 Total Change is:   -10,237
      -586     -8,688        421      2,053       -451       -240     -7,802     -1,898       -143       -610        792        -91     -3,239         61
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       34.4        3.4       14.4        9.7        1.3       25.0       17.5        1.8        9.7        7.1        0.3       29.6       24.5
 
Number of Traders in Each Category                                    Total Traders:       162
        19         22         11         16         13         10         42         31         20          7         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   122,473
Positions
     6,587     92,846      1,413      8,582      3,279        134     69,283      6,014        496      2,131      4,204          0     33,847     14,087
 
Changes from:       February 8, 2011                                 Total Change is:   -12,861
     1,284     -7,724         19       -288        -25          0    -15,284     -4,825        486        664       -397          0        258       -395
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       75.8        1.2        7.0        2.7        0.1       56.6        4.9        0.4        1.7        3.4        0.0       27.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        73
         5         13          7          4          4          .         30         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    64,686
Positions
    13,911     36,123     16,713          0          0          0     31,119     11,382        405      1,255          0          0      1,283         63
 
Changes from:       February 8, 2011                                 Total Change is:     2,083
      -461      1,978      1,105          0          0          0      1,136       -530       -401          0          0          0        704        -69
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       55.8       25.8        0.0        0.0        0.0       48.1       17.6        0.6        1.9        0.0        0.0        2.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         6          8          9          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   149,874
Positions
     1,330    110,216         51     17,069        421          0    117,504     14,776      1,255      5,233     21,240          0      7,432      1,915
 
Changes from:       February 8, 2011                                 Total Change is:    -1,997
        24     -9,338          0       -187        178          0     -1,263       -733        914       -879      6,602          0       -606        380
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       73.5        0.0       11.4        0.3        0.0       78.4        9.9        0.8        3.5       14.2        0.0        5.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       121
         5         14          .          8          .          0         64         13          .          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,735
Positions
     5,431     12,730        235        156        207          0     17,529      9,051          0      1,237      4,374          0      3,147      1,138
 
Changes from:       February 8, 2011                                 Total Change is:      -162
     1,700     -2,604        226       -137         52          0     -2,004      1,758          0        531        224          0       -478        182
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       45.9        0.8        0.6        0.7        0.0       63.2       32.6        0.0        4.5       15.8        0.0       11.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        50
         4          7          .          .          .          0         22         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,212
Positions
    21,877     30,287      1,860      4,184      2,397        307     15,993      8,319      4,253        569      2,463          0      9,170      8,327
 
Changes from:       February 8, 2011                                 Total Change is:     2,583
      -473      4,278        495        580       -197       -391        583     -2,835        781        460        328          0        549        123
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       52.0        3.2        7.2        4.1        0.5       27.5       14.3        7.3        1.0        4.2        0.0       15.8       14.3
 
Number of Traders in Each Category                                    Total Traders:       102
        19         18          4          7          5          .         29         13          8          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    11,537
Positions
     5,278      8,371        168        348          0          0      3,830        550          0          0        263          0      1,913      2,185
 
Changes from:       February 8, 2011                                 Total Change is:       766
       383        795          0        -13          0          0        266       -226          0          0        263          0        130        -66
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       72.6        1.5        3.0        0.0        0.0       33.2        4.8        0.0        0.0        2.3        0.0       16.6       18.9
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          .          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    93,349
Positions
    34,041     44,676      2,540      7,672      4,793        614     32,485     23,697        346      1,137      4,399          0     14,514     12,284
 
Changes from:       February 8, 2011                                 Total Change is:     3,634
      -868      7,810        145      1,185       -393       -781      2,552     -3,299       -356        920        130          0        837        378
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       47.9        2.7        8.2        5.1        0.7       34.8       25.4        0.4        1.2        4.7        0.0       15.5       13.2
 
Number of Traders in Each Category                                    Total Traders:        97
        18         16          .          6          5          .         30         16          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   893,447
Positions
    58,529    274,812     71,480    428,804    121,034     56,981     82,287    194,947     42,750     24,248     32,649      7,895    120,472     90,898
 
Changes from:       February 8, 2011                                 Total Change is:    15,279
       926     -8,299      6,552      1,012     -1,579        826     -3,392      7,909      7,535      1,986      1,614       -528        362      1,249
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       30.8        8.0       48.0       13.5        6.4        9.2       21.8        4.8        2.7        3.7        0.9       13.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       554
        36         53         31        121         53         63         95        133         72         37         24          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   326,026
Positions
    35,837    157,708     14,124    154,676     34,290      6,721     19,433     56,668      4,384      7,065     10,010      4,200     79,586     37,921
 
Changes from:       February 8, 2011                                 Total Change is:     3,033
     1,307     -2,631      1,614      1,160       -761        545     -1,263      3,923        700     -3,322        -12        665      1,627     -1,010
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       48.4        4.3       47.4       10.5        2.1        6.0       17.4        1.3        2.2        3.1        1.3       24.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       138
        10         19          9         34         13         11         18         32         10          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,837,103
Positions
   256,716    728,776    143,525  1,387,809    450,887    234,134    464,932    842,054     41,169    102,575    129,856      1,815    204,428    264,887
 
Changes from:       February 8, 2011                                 Total Change is:    61,230
    15,413    -11,023      7,369      2,066     -1,285     -1,400     22,884     53,460        646     20,447      2,036        132     -6,327     11,295
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       25.7        5.1       48.9       15.9        8.3       16.4       29.7        1.5        3.6        4.6        0.1        7.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       513
        39         48         19         99         49         56         94        128         53         35         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,588
Positions
    19,458     36,407      1,070     52,634     34,965      5,579     10,903     19,455          0      1,498          0          0      9,446      3,112
 
Changes from:       February 8, 2011                                 Total Change is:     1,929
       393        619        -47      1,469        954        133        952        250        -52         72          0          0       -991         72
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       36.2        1.1       52.3       34.8        5.5       10.8       19.3        0.0        1.5        0.0        0.0        9.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        95
         5         11          .         35         14         12         12         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    89,253
Positions
     9,027     46,021      8,805     25,910      7,482      2,537     23,394      9,706      6,558      2,194      1,391        619     10,210      6,134
 
Changes from:       February 8, 2011                                 Total Change is:     2,645
      -650     -1,389      3,053        287        268         14       -576       -193        584         29        339        269       -364       -299
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       51.6        9.9       29.0        8.4        2.8       26.2       10.9        7.3        2.5        1.6        0.7       11.4        6.9
 
Number of Traders in Each Category                                    Total Traders:       241
        20         31          8         41         16         13         70         36         17         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,377
Positions
     6,203     11,800      1,459      2,308          0          0      4,187      1,397        200          0        244        556      3,464      2,721
 
Changes from:       February 8, 2011                                 Total Change is:     1,886
     1,493        492        302         -2          0          0       -244        861          0          0          0        300         37        -69
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       64.2        7.9       12.6        0.0        0.0       22.8        7.6        1.1        0.0        1.3        3.0       18.8       14.8
 
Number of Traders in Each Category                                    Total Traders:        22
         5          8          5          .          0          0          .          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   354,378
Positions
    33,380    190,366     17,468    118,010     37,412     12,683    123,955     69,467      3,868     10,968      5,735        314     33,732     17,065
 
Changes from:       February 8, 2011                                 Total Change is:     3,796
    -2,390     -1,079      5,429      1,444      1,341         69      1,859     -1,752       -598        -47      1,505         33     -2,003     -1,152
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       53.7        4.9       33.3       10.6        3.6       35.0       19.6        1.1        3.1        1.6        0.1        9.5        4.8
 
Number of Traders in Each Category                                    Total Traders:       239
        21         29          5         40         16         13         70         36         12         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   345,272
Positions
   114,708     37,545     16,481    117,293    113,925     20,339     48,534    123,978      4,526      2,176     11,490          0     21,215     16,988
 
Changes from:       February 8, 2011                                 Total Change is:    13,830
     7,911     -3,512     -1,304      5,233     -1,585       -249      1,774     18,556       -314       -110      1,898       -163      1,052        503
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       10.9        4.8       34.0       33.0        5.9       14.1       35.9        1.3        0.6        3.3        0.0        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       253
        15         23          .         51         42         22         46         59         15          6         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    48,292
Positions
    13,573      4,530        142     16,564        350         12      2,901     17,888          0      2,900      1,716          0     12,200     23,654
 
Changes from:       February 8, 2011                                 Total Change is:     2,897
     1,012        135         12        963          0          0        333      1,855          0       -211         56          0        788        839
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        9.4        0.3       34.3        0.7        0.0        6.0       37.0        0.0        6.0        3.6        0.0       25.3       49.0
 
Number of Traders in Each Category                                    Total Traders:        61
        16          5          .         12          .          .          7         15          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    64,421
Positions
    19,269     18,201      2,786     12,257      6,003        655     13,859      4,380      1,338      2,104      4,671          0     12,153     26,387
 
Changes from:       February 8, 2011                                 Total Change is:     2,878
    -2,226      2,278        538        670        -23          0      4,134        471       -111        195        135          0       -322       -410
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       28.3        4.3       19.0        9.3        1.0       21.5        6.8        2.1        3.3        7.3        0.0       18.9       41.0
 
Number of Traders in Each Category                                    Total Traders:        60
        13         12          4          6          .          .         12          7          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,302
Positions
         0      6,687        275     17,664      9,668      4,260      3,515      7,094          0      1,003          0          0      3,585      2,318
 
Changes from:       February 8, 2011                                 Total Change is:       874
         0        834          0        772       -271        289        -25        229          0          0          0          0       -162       -207
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       22.1        0.9       58.3       31.9       14.1       11.6       23.4        0.0        3.3        0.0        0.0       11.8        7.6
 
Number of Traders in Each Category                                    Total Traders:        48
         0          4          .         20         11          8          4          8          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    33,720
Positions
     6,663     14,973         80     12,949      6,863        788      4,844      8,526         30      1,804          0          0      6,562      2,460
 
Changes from:       February 8, 2011                                 Total Change is:      -873
       539        653          0        178        510       -119     -1,153     -1,478         -8       -330          0          0         20       -431
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       44.4        0.2       38.4       20.4        2.3       14.4       25.3        0.1        5.3        0.0        0.0       19.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        47
         4          6          .         11         11          6          7          4          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   591,848
Positions
    15,317     87,147      9,647    329,048    146,770     43,511     31,217    104,168      5,487     28,159     32,305      1,027    128,435    161,786
 
Changes from:       February 8, 2011                                 Total Change is:     5,878
       901     16,425        703     26,939    -10,727     -9,177     -7,671        934     -1,773     -3,811      2,249        987     -1,220      6,257
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       14.7        1.6       55.6       24.8        7.4        5.3       17.6        0.9        4.8        5.5        0.2       21.7       27.3
 
Number of Traders in Each Category                                    Total Traders:       156
         9         17          9         44         24         37         19         31         18          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   323,620
Positions
     1,572    116,291      8,146    230,600      6,324     15,928          0    126,167      1,519          0      1,547          0     65,855     47,698
 
Changes from:       February 8, 2011                                 Total Change is:    10,747
     1,572      2,053      6,928        819     -1,500        360          0      1,846      1,493          0        -11          0       -425       -422
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.9        2.5       71.3        2.0        4.9        0.0       39.0        0.5        0.0        0.5        0.0       20.3       14.7
 
Number of Traders in Each Category                                    Total Traders:        60
         .         10          4         29          .         14          0         16          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   928,551
Positions
    78,990     94,592     13,311    312,334    342,982     91,454    249,049    113,184     25,852     66,421     97,199      3,570     87,570    146,407
 
Changes from:       February 8, 2011                                 Total Change is:    62,925
   -24,731     -9,197      1,483      5,986     32,525     -5,686     50,420      4,080     13,520     26,051     18,946        418     -4,536      6,836
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       10.2        1.4       33.6       36.9        9.8       26.8       12.2        2.8        7.2       10.5        0.4        9.4       15.8
 
Number of Traders in Each Category                                    Total Traders:       227
        16         33         11         35         45         34         28         40         23          8         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,562,735
Positions
   189,161    166,217     47,519    562,813    465,734    188,529    183,306    265,825     56,772     73,507     31,013     10,333    250,795    330,793
 
Changes from:       February 8, 2011                                 Total Change is:    55,832
    22,005     22,643      6,087     52,215     -3,954    -18,100    -29,228     54,735     15,180     23,787     -2,888     -1,589    -14,525    -16,282
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       10.6        3.0       36.0       29.8       12.1       11.7       17.0        3.6        4.7        2.0        0.7       16.0       21.2
 
Number of Traders in Each Category                                    Total Traders:       272
        32         35         22         36         56         49         49         47         51          9          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,360,754
Positions
   178,017    133,281     40,363    229,250    516,925    155,094    502,183    114,272     26,473     60,681     73,586      1,850    166,843    298,910
 
Changes from:       February 8, 2011                                 Total Change is:    70,427
    10,875      1,014     11,497     -3,578     28,043     13,998     20,786      8,657     10,801     -7,941    -10,827        409     13,580      6,835
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        9.8        3.0       16.8       38.0       11.4       36.9        8.4        1.9        4.5        5.4        0.1       12.3       22.0
 
Number of Traders in Each Category                                    Total Traders:       194
        21         16         16         24         45         40         37         30         19          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   598,736
Positions
   129,984    207,717    238,359      9,408      1,400      3,642     95,678     24,506     63,610     17,658     12,198      3,998     36,399     43,306
 
Changes from:       February 8, 2011                                 Total Change is:    27,927
    10,937      6,090      5,365        253          0          0     -4,275      1,710      9,011       -741      2,077       -454      7,831      4,128
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       34.7       39.8        1.6        0.2        0.6       16.0        4.1       10.6        2.9        2.0        0.7        6.1        7.2
 
Number of Traders in Each Category                                    Total Traders:       111
        25         30         42          4          .          .         24         14         30          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,886,901
Positions
 1,644,751  2,850,717  1,788,956  2,198,104    569,674    159,477    698,582    683,331  1,362,369     67,191    326,915    135,853    831,618  1,009,609
 
Changes from:       February 8, 2011                                 Total Change is:   202,881
   -33,834     93,851     40,162    178,279     40,662    -65,566     22,755    -42,597     45,580     10,243     44,010    -45,605     50,867     92,384
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       32.1       20.1       24.7        6.4        1.8        7.9        7.7       15.3        0.8        3.7        1.5        9.4       11.4
 
Number of Traders in Each Category                                    Total Traders:       267
        35         56         84         10         12         16         56         56         89          7         21         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,430
Positions
     6,880      7,160        987      1,373        997        133        195      4,309          0      4,800        625          0         62        219
 
Changes from:       February 8, 2011                                 Total Change is:    -1,272
      -290       -185          0         28       -152         42     -1,032     -1,144          0          0        173          0        -20         -6
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       49.6        6.8        9.5        6.9        0.9        1.4       29.9        0.0       33.3        4.3        0.0        0.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    49,316
Positions
    32,347     20,842     14,288      1,975      2,062        122        191      6,292         16          0      5,512          0        377        182
 
Changes from:       February 8, 2011                                 Total Change is:    -4,582
    -6,415     -1,982      3,132         -6        372        -21     -1,393     -6,154         16        -31          0          0        136         55
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       42.3       29.0        4.0        4.2        0.2        0.4       12.8        0.0        0.0       11.2        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          6          .          .          5          .          .          7          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    40,052
Positions
    10,595      2,610        396        441        289        775     17,809     29,778      1,652      2,795      1,061         18      5,571      3,473
 
Changes from:       February 8, 2011                                 Total Change is:    -3,987
       -63         43        291         16         -5        -55     -4,575     -4,382        823       -381         77         17        -60       -796
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        6.5        1.0        1.1        0.7        1.9       44.5       74.3        4.1        7.0        2.6        0.0       13.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        96
         5          5          .          4          .          .         25         31          7         16          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   178,591
Positions
    60,903     45,738     35,750      6,479      1,862      3,652     12,263     33,498     31,424      2,315      8,342      6,141     19,664     12,184
 
Changes from:       February 8, 2011                                 Total Change is:    -1,359
    -5,866     -2,927      6,927        561       -101       -233        -30     -1,892     -3,882        823      1,503     -1,252      1,593        498
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       25.6       20.0        3.6        1.0        2.0        6.9       18.8       17.6        1.3        4.7        3.4       11.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       113
        14         11         20          9          4          4         25         28         34          7          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,613
Positions
       985      3,571          0      2,694          0          0        894      1,857         37        931        148          0         72          0
 
Changes from:       February 8, 2011                                 Total Change is:       149
         0         56          0         20          0          0        112         93          0         40          0          0        -23          0
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       63.6        0.0       48.0        0.0        0.0       15.9       33.1        0.7       16.6        2.6        0.0        1.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          0          0          5          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 15, 2011               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    15,315
Positions
       408     13,696          0      9,742          0          0      2,057        526        134          0          0          0      2,974        959
 
Changes from:       February 8, 2011                                 Total Change is:       138
        -6         -6          0        108          0          0        -85          4         15          0          0          0        106        125
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       89.4        0.0       63.6        0.0        0.0       13.4        3.4        0.9        0.0        0.0        0.0       19.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          9          0          0          6          .          .          0          0          0
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Updated February 18, 2011