Traders in Financial Futures- Futures Only Positions as of February 22, 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   140,610
Positions
     4,054     76,950      2,022      9,612      7,085        142     62,465     34,867      2,487      9,990          0         41     49,797     17,016
 
Changes from:       February 15, 2011                                Total Change is:      -212
      -153       -774        180        101         60         -1     -5,423     27,505        177      1,221    -28,000          4      3,682        637
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       54.7        1.4        6.8        5.0        0.1       44.4       24.8        1.8        7.1        0.0        0.0       35.4       12.1
 
Number of Traders in Each Category                                    Total Traders:        84
         4         16          6          4          4          .         32         12          5         12          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    43,931
Positions
     5,231     17,630        529        930      1,084         77     18,385     11,944         66          0          0          0     18,713     12,601
 
Changes from:       February 15, 2011                                Total Change is:     1,997
       376        904         93          0        -44          0         13      4,100         65          0     -5,000          0      1,450      1,879
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       40.1        1.2        2.1        2.5        0.2       41.8       27.2        0.2        0.0        0.0        0.0       42.6       28.7
 
Number of Traders in Each Category                                    Total Traders:        41
         4         11          .          .          .          .         14          9          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of February 22, 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   123,774
Positions
     8,628     42,974      4,430      6,813     19,446      1,219     67,120     27,944        220      2,607      5,898          0     32,737     21,643
 
Changes from:       February 15, 2011                                Total Change is:    -8,989
     4,627     -4,731        776         -7       -119          7    -13,624     15,674         24      1,585    -21,012          0     -2,377        392
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       34.7        3.6        5.5       15.7        1.0       54.2       22.6        0.2        2.1        4.8        0.0       26.4       17.5
 
Number of Traders in Each Category                                    Total Traders:        91
         5         16          5          4         13          5         31         14          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   124,016
Positions
    27,541     29,116        584     25,704      7,480        933     45,552     46,274        808      1,384      4,577          0     21,510     34,244
 
Changes from:       February 15, 2011                                Total Change is:     7,213
    10,760      3,366     -1,938       -772        -34         32     21,766      6,379        375    -23,664        609          0        654     -1,576
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       23.5        0.5       20.7        6.0        0.8       36.7       37.3        0.7        1.1        3.7        0.0       17.3       27.6
 
Number of Traders in Each Category                                    Total Traders:       106
        12         12          4         10          6          .         20         35          7          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   207,869
Positions
    27,999     76,087      6,575     30,151     19,709      2,387     58,959     41,991      4,236     19,069      6,627        597     57,896     49,660
 
Changes from:       February 15, 2011                                Total Change is:    14,565
        51      9,650        -56      2,268      1,011       -124     10,671      8,104        714        344     -7,044         86        611      2,224
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       36.6        3.2       14.5        9.5        1.1       28.4       20.2        2.0        9.2        3.2        0.3       27.9       23.9
 
Number of Traders in Each Category                                    Total Traders:       168
        17         22         10         17         15         12         44         34         21          7         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   125,341
Positions
     8,261     92,672      1,449      8,672      3,270        134     70,504      9,968        703      1,490      1,146          0     34,128     15,999
 
Changes from:       February 15, 2011                                Total Change is:     2,868
     1,674       -174         36         90         -9          0      1,221      3,954        207       -641     -3,058          0        281      1,912
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       73.9        1.2        6.9        2.6        0.1       56.2        8.0        0.6        1.2        0.9        0.0       27.2       12.8
 
Number of Traders in Each Category                                    Total Traders:        73
         6         12          6          4          4          .         28         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    65,444
Positions
    14,906     36,862     16,713          0          0          0     31,484     11,240        538      1,255          0          0        548         91
 
Changes from:       February 15, 2011                                Total Change is:       758
       995        739          0          0          0          0        365       -142        133          0          0          0       -735         28
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       56.3       25.5        0.0        0.0        0.0       48.1       17.2        0.8        1.9        0.0        0.0        0.8        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 22, 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   149,855
Positions
     1,690    114,174         51     17,190        425          0    116,297     29,805      1,026      5,361      1,917          0      8,240      2,457
 
Changes from:       February 15, 2011                                Total Change is:       -19
       360      3,958          0        121          4          0     -1,207     15,029       -229        128    -19,323          0        808        542
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       76.2        0.0       11.5        0.3        0.0       77.6       19.9        0.7        3.6        1.3        0.0        5.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       121
         6         15          .          8          .          0         63         12          4         10          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    27,830
Positions
     7,514     12,157        275          0        399          0     15,523     13,163        142      1,129        150          0      3,247      1,544
 
Changes from:       February 15, 2011                                Total Change is:        95
     2,083       -573         40       -156        192          0     -2,006      4,112        142       -108     -4,224          0        100        406
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       43.7        1.0        0.0        1.4        0.0       55.8       47.3        0.5        4.1        0.5        0.0       11.7        5.5
 
Number of Traders in Each Category                                    Total Traders:        47
         7          7          .          0          .          0         16         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    57,762
Positions
    21,372     28,773      2,081      4,301      2,822        252     15,587      8,502      4,897        576      2,359          0      8,698      8,079
 
Changes from:       February 15, 2011                                Total Change is:      -450
      -505     -1,515        221        117        425        -56       -406        183        644          7       -104          0       -473       -248
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       49.8        3.6        7.4        4.9        0.4       27.0       14.7        8.5        1.0        4.1        0.0       15.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       106
        20         19          4          7          5          .         29         16         13          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    11,833
Positions
     5,286      8,371        168        374          0          0      4,080        752          0          0        301          0      1,925      2,241
 
Changes from:       February 15, 2011                                Total Change is:       296
         8          0          0         26          0          0        250        202          0          0         38          0         12         56
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       70.7        1.4        3.2        0.0        0.0       34.5        6.4        0.0        0.0        2.5        0.0       16.3       18.9
 
Number of Traders in Each Category                                    Total Traders:        23
         7          6          .          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    91,858
Positions
    33,386     42,017      2,611      7,854      5,643        503     32,078     24,563        730      1,151      4,115          0     13,545     11,676
 
Changes from:       February 15, 2011                                Total Change is:    -1,491
      -655     -2,659         71        182        850       -111       -407        866        384         14       -284          0       -969       -608
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       45.7        2.8        8.6        6.1        0.5       34.9       26.7        0.8        1.3        4.5        0.0       14.7       12.7
 
Number of Traders in Each Category                                    Total Traders:       101
        19         17          4          6          5          .         31         18          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   917,177
Positions
    62,820    266,525     78,953    427,807    120,110     57,026     85,373    194,518     50,401     22,781     44,150      7,449    124,567     98,045
 
Changes from:       February 15, 2011                                Total Change is:    23,730
     4,290     -8,288      7,473       -997       -924         45      3,086       -428      7,651     -1,467     11,501       -446      4,096      7,146
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       29.1        8.6       46.6       13.1        6.2        9.3       21.2        5.5        2.5        4.8        0.8       13.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       566
        37         53         29        118         58         62         99        135         81         32         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   337,177
Positions
    44,041    155,977     14,870    152,647     34,510      7,130     20,685     66,302      3,443      7,184     11,457      3,083     84,094     40,405
 
Changes from:       February 15, 2011                                Total Change is:    11,151
     8,204     -1,731        746     -2,029        220        409      1,252      9,634       -941        119      1,447     -1,117      4,508      2,484
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       46.3        4.4       45.3       10.2        2.1        6.1       19.7        1.0        2.1        3.4        0.9       24.9       12.0
 
Number of Traders in Each Category                                    Total Traders:       129
        10         19          9         32         14         11         17         28          9          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 2,899,999
Positions
   274,475    733,320    139,834  1,390,907    443,105    234,374    514,808    832,450     43,421     96,043    181,527      3,770    202,367    288,198
 
Changes from:       February 15, 2011                                Total Change is:    62,896
    17,759      4,544     -3,691      3,098     -7,782        240     49,876     -9,604      2,252     -6,532     51,671      1,955     -2,061     23,311
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       25.3        4.8       48.0       15.3        8.1       17.8       28.7        1.5        3.3        6.3        0.1        7.0        9.9
 
Number of Traders in Each Category                                    Total Traders:       528
        40         48         20         98         52         56        101        129         60         29         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   100,827
Positions
    19,590     37,739        916     52,626     34,201      5,561     10,225     19,113          4      1,261          0          0     10,644      3,293
 
Changes from:       February 15, 2011                                Total Change is:       239
       132      1,332       -154         -8       -764        -18       -678       -342          4       -237          0          0      1,198        181
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       37.4        0.9       52.2       33.9        5.5       10.1       19.0        0.0        1.3        0.0        0.0       10.6        3.3
 
Number of Traders in Each Category                                    Total Traders:        92
         6         10          .         34         13         12         14         14          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    94,932
Positions
     9,583     47,145     10,783     26,209      7,311      2,537     29,257     11,330      6,556      1,873      3,018         83      8,050      6,170
 
Changes from:       February 15, 2011                                Total Change is:     5,679
       557      1,124      1,978        299       -172          1      5,863      1,624         -2       -320      1,627       -536     -2,161         36
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       49.7       11.4       27.6        7.7        2.7       30.8       11.9        6.9        2.0        3.2        0.1        8.5        6.5
 
Number of Traders in Each Category                                    Total Traders:       248
        21         31          8         41         17         13         73         39         17         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    20,267
Positions
     7,436     12,291      1,663      2,298          0          0      5,059      1,151        203          0      1,931          0      3,608      3,028
 
Changes from:       February 15, 2011                                Total Change is:     1,890
     1,233        491        204        -10          0          0        872       -246          3          0      1,687       -556        144        307
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       60.6        8.2       11.3        0.0        0.0       25.0        5.7        1.0        0.0        9.5        0.0       17.8       14.9
 
Number of Traders in Each Category                                    Total Traders:        25
         6          9          5          .          0          0          4          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   373,325
Positions
    34,183    197,714     22,152    119,555     36,553     12,687    150,558     80,463      2,199      9,367      5,433        416     22,208     15,708
 
Changes from:       February 15, 2011                                Total Change is:    18,947
       803      7,348      4,684      1,545       -859          4     26,603     10,996     -1,669     -1,601       -302        102    -11,524     -1,357
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       53.0        5.9       32.0        9.8        3.4       40.3       21.6        0.6        2.5        1.5        0.1        5.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       246
        21         30          5         40         17         13         72         40         11         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   343,954
Positions
   113,930     41,589     13,331    114,718    119,727     19,892     54,642    116,484      4,534      2,179     11,523          0     20,728     16,874
 
Changes from:       February 15, 2011                                Total Change is:    -1,318
      -778      4,044     -3,150     -2,575      5,802       -447      6,108     -7,494          8          3         33          0       -487       -114
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       12.1        3.9       33.4       34.8        5.8       15.9       33.9        1.3        0.6        3.4        0.0        6.0        4.9
 
Number of Traders in Each Category                                    Total Traders:       253
        14         25          4         50         47         20         44         56         13          6         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    47,884
Positions
    13,268      5,722        166     16,164        344         12      3,950     18,026        222      2,456      1,716          0     11,646     21,676
 
Changes from:       February 15, 2011                                Total Change is:      -408
      -305      1,192         24       -400         -6          0      1,049        138        222       -444          0          0       -554     -1,978
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       11.9        0.3       33.8        0.7        0.0        8.2       37.6        0.5        5.1        3.6        0.0       24.3       45.3
 
Number of Traders in Each Category                                    Total Traders:        66
        14          7          .         14          .          .         10         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    62,659
Positions
    21,017     19,519      2,226     12,257      5,995        655     11,759      2,521      3,259      1,777      4,386          0      9,709     24,098
 
Changes from:       February 15, 2011                                Total Change is:    -1,762
     1,748      1,318       -560          0         -8          0     -2,100     -1,859      1,921       -327       -285          0     -2,444     -2,289
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       31.2        3.6       19.6        9.6        1.0       18.8        4.0        5.2        2.8        7.0        0.0       15.5       38.5
 
Number of Traders in Each Category                                    Total Traders:        57
        16         11          .          6          .          .         11          5          6          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    31,274
Positions
         0      6,763        193     18,657      9,645      4,170      3,338      7,969          0      1,003          0          0      3,913      2,534
 
Changes from:       February 15, 2011                                Total Change is:       972
         0         76        -82        993        -23        -90       -177        875          0          0          0          0        328        216
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       21.6        0.6       59.7       30.8       13.3       10.7       25.5        0.0        3.2        0.0        0.0       12.5        8.1
 
Number of Traders in Each Category                                    Total Traders:        46
         0          .          .         19         12          8          .          8          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    35,145
Positions
     8,400     14,968         52     13,133      6,403        778      5,104     10,342         30      1,724          0          0      5,924      2,572
 
Changes from:       February 15, 2011                                Total Change is:     1,425
     1,737         -5        -28        184       -460        -10        260      1,816          0        -80          0          0       -638        112
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       42.6        0.1       37.4       18.2        2.2       14.5       29.4        0.1        4.9        0.0        0.0       16.9        7.3
 
Number of Traders in Each Category                                    Total Traders:        56
         7          6          .         12         11          6          8          8          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   665,717
Positions
    15,011    100,984     26,708    321,174    137,101     50,600     40,599    116,838     16,270     24,611     39,210      2,716    168,028    175,290
 
Changes from:       February 15, 2011                                Total Change is:    73,869
      -306     13,837     17,061     -7,874     -9,669      7,089      9,382     12,670     10,783     -3,548      6,905      1,689     39,593     13,504
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       15.2        4.0       48.2       20.6        7.6        6.1       17.6        2.4        3.7        5.9        0.4       25.2       26.3
 
Number of Traders in Each Category                                    Total Traders:       143
         5         18          9         40         21         34         15         27         15          6         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   330,946
Positions
     2,770    114,033      4,366    229,218      3,238     16,214      1,650    132,129      4,290          0          0          0     72,438     56,676
 
Changes from:       February 15, 2011                                Total Change is:     7,326
     1,198     -2,258     -3,780     -1,382     -3,086        286      1,650      5,962      2,771          0     -1,547          0      6,583      8,978
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       34.5        1.3       69.3        1.0        4.9        0.5       39.9        1.3        0.0        0.0        0.0       21.9       17.1
 
Number of Traders in Each Category                                    Total Traders:        59
         .         10          4         28          .         13          .         17          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   987,414
Positions
    90,966     86,456     19,757    308,450    356,226     83,139    277,965    153,849     32,519     64,798     97,321      7,396    102,424    150,751
 
Changes from:       February 15, 2011                                Total Change is:    58,863
    11,976     -8,136      6,446     -3,884     13,244     -8,315     28,916     40,665      6,667     -1,623        122      3,826     14,854      4,344
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        8.8        2.0       31.2       36.1        8.4       28.2       15.6        3.3        6.6        9.9        0.7       10.4       15.3
 
Number of Traders in Each Category                                    Total Traders:       224
        19         31         14         33         45         34         24         43         26          7         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 1,590,703
Positions
   156,645    125,587     66,643    572,799    464,795    215,924    184,204    273,150     40,478     63,265     31,999      9,323    281,422    362,804
 
Changes from:       February 15, 2011                                Total Change is:    27,968
   -32,516    -40,630     19,124      9,986       -939     27,395        898      7,325    -16,294    -10,242        986     -1,010     30,627     32,011
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        7.9        4.2       36.0       29.2       13.6       11.6       17.2        2.5        4.0        2.0        0.6       17.7       22.8
 
Number of Traders in Each Category                                    Total Traders:       239
        29         27         25         33         51         46         33         49         37          9          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 1,326,630
Positions
   137,826    149,463     40,140    216,899    441,983    171,786    479,025     97,594     29,185     62,935     91,878        491    188,343    304,110
 
Changes from:       February 15, 2011                                Total Change is:   -34,124
   -40,191     16,182       -223    -12,351    -74,942     16,692    -23,158    -16,678      2,712      2,254     18,292     -1,359     21,500      5,200
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       11.3        3.0       16.3       33.3       12.9       36.1        7.4        2.2        4.7        6.9        0.0       14.2       22.9
 
Number of Traders in Each Category                                    Total Traders:       193
        18         20         17         24         41         40         35         32         26         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   611,996
Positions
   144,904    211,449    227,737      9,796      1,400      4,330     92,254     27,876     70,625     17,079     11,832      2,984     42,287     53,763
 
Changes from:       February 15, 2011                                Total Change is:    13,260
    14,920      3,732    -10,622        388          0        688     -3,424      3,370      7,015       -579       -366     -1,014      5,888     10,457
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       34.6       37.2        1.6        0.2        0.7       15.1        4.6       11.5        2.8        1.9        0.5        6.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       114
        28         26         39          4          .          .         24         16         31          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 8,970,365
Positions
 1,446,053  2,929,464  1,806,546  2,351,644    559,861    168,244    817,585    689,615  1,340,955     88,508    310,032    114,334    836,496  1,051,314
 
Changes from:       February 15, 2011                                Total Change is:    83,464
  -198,698     78,747     17,590    153,540     -9,813      8,767    119,003      6,284    -21,414     21,317    -16,883    -21,519      4,878     41,705
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       32.7       20.1       26.2        6.2        1.9        9.1        7.7       14.9        1.0        3.5        1.3        9.3       11.7
 
Number of Traders in Each Category                                    Total Traders:       268
        32         55         84         12         10         14         60         59         89         10         12         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    14,635
Positions
     6,414      7,526        987      1,562        839         25        530      4,073        255      4,800        680          0         62        250
 
Changes from:       February 15, 2011                                Total Change is:       205
      -466        366          0        189       -158       -108        335       -236        255          0         55          0          0         31
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       51.4        6.7       10.7        5.7        0.2        3.6       27.8        1.7       32.8        4.6        0.0        0.4        1.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          4          .          .          5          .          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    47,125
Positions
    28,979     19,908     14,288      1,975      1,821        119      1,316      5,364          0          0      5,512          0        448        113
 
Changes from:       February 15, 2011                                Total Change is:    -2,191
    -3,368       -934          0          0       -241         -3      1,125       -928        -16          0          0          0         71        -69
 
Percent of Open Interest Represented by Each Category of Trader
      61.5       42.2       30.3        4.2        3.9        0.3        2.8       11.4        0.0        0.0       11.7        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          .          5          .          4          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    40,335
Positions
    13,100      2,639        634        248        308        788     16,789     30,633        780      2,073        930          1      5,922      3,622
 
Changes from:       February 15, 2011                                Total Change is:       283
     2,505         29        238       -193         19         13     -1,020        855       -872       -722       -131        -17        351        149
 
Percent of Open Interest Represented by Each Category of Trader
      32.5        6.5        1.6        0.6        0.8        2.0       41.6       75.9        1.9        5.1        2.3        0.0       14.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        96
         6          5          .          .          .          .         28         31          7         14          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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   162,568
Positions
    58,607     39,038     36,524      5,358      2,090      3,425      6,464     25,984     22,548      1,296      9,698      6,205     22,141     17,056
 
Changes from:       February 15, 2011                                Total Change is:   -16,023
    -2,296     -6,700        774     -1,121        228       -227     -5,799     -7,514     -8,876     -1,019      1,356         64      2,477      4,872
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       24.0       22.5        3.3        1.3        2.1        4.0       16.0       13.9        0.8        6.0        3.8       13.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       101
        14          9         18          8          5          5         16         28         27          4          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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     5,634
Positions
       985      3,543          0      2,710          0          0        899      1,877         37        931        148          0         72         29
 
Changes from:       February 15, 2011                                Total Change is:        21
         0        -28          0         16          0          0          5         20          0          0          0          0          0         29
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       62.9        0.0       48.1        0.0        0.0       16.0       33.3        0.7       16.5        2.6        0.0        1.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          0          0          5          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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    14,283
Positions
       412     13,419          0      9,689          0          0      1,670        557         24          0          0          0      2,488        283
 
Changes from:       February 15, 2011                                Total Change is:    -1,032
         4       -277          0        -53          0          0       -387         31       -110          0          0          0       -486       -676
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       94.0        0.0       67.8        0.0        0.0       11.7        3.9        0.2        0.0        0.0        0.0       17.4        2.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          9          0          0          4          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated February 25, 2011