Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   122,896
Positions
    25,583     12,337      4,111     19,300     34,116        198     25,837     47,236      4,699      7,938         28          5     35,225     20,166
 
Changes from:       February 7, 2012                                 Total Change is:       -59
    -1,172        635         17      1,361          8       -410       -551     -1,466        248        178       -392         -2        272      1,303
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       10.0        3.3       15.7       27.8        0.2       21.0       38.4        3.8        6.5        0.0        0.0       28.7       16.4
 
Number of Traders in Each Category                                    Total Traders:        76
        10          6          6          8          4          .         23         15          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    48,092
Positions
    14,102     10,788        841      1,009      1,938        151     21,447     19,009        271        537          0          0      9,734     15,094
 
Changes from:       February 7, 2012                                 Total Change is:     5,266
     1,929      4,345         -7        139         -2       -139      3,613      1,836       -127          0          0          0       -142       -640
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       22.4        1.7        2.1        4.0        0.3       44.6       39.5        0.6        1.1        0.0        0.0       20.2       31.4
 
Number of Traders in Each Category                                    Total Traders:        47
         7          9          .          .          4          .         10         15          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   192,071
Positions
   124,927      8,466        842     10,743     76,487      2,456     31,161     75,147      1,148      2,589        755          0     18,205     26,770
 
Changes from:       February 7, 2012                                 Total Change is:    -3,662
    -5,258        496        126        -24        317       -789      1,588     -2,034        125        986     -1,455          0       -416       -448
 
Percent of Open Interest Represented by Each Category of Trader
      65.0        4.4        0.4        5.6       39.8        1.3       16.2       39.1        0.6        1.3        0.4        0.0        9.5       13.9
 
Number of Traders in Each Category                                    Total Traders:        92
        10         10          6          6         14          5         20         28          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   153,683
Positions
     3,093     52,247      1,332     65,577      6,833        538     60,802     53,826        749      1,279      2,785          0     20,313     35,373
 
Changes from:       February 7, 2012                                 Total Change is:   -24,829
     1,212    -23,201        751     -1,044       -356       -420    -20,292     -6,991        372        529        843          0     -5,937      4,173
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       34.0        0.9       42.7        4.4        0.4       39.6       35.0        0.5        0.8        1.8        0.0       13.2       23.0
 
Number of Traders in Each Category                                    Total Traders:        98
         .         18          6          9          5          .         17         38          6          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   291,060
Positions
   128,914     36,569        507     65,440     31,967      3,527     51,873    149,048      2,461      5,293      7,444      1,091     31,954     58,446
 
Changes from:       February 7, 2012                                 Total Change is:     2,403
     5,651     -1,417          6      4,508      1,307       -608     -7,941      3,074        721        160     -2,507        335       -429      1,492
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       12.6        0.2       22.5       11.0        1.2       17.8       51.2        0.8        1.8        2.6        0.4       11.0       20.1
 
Number of Traders in Each Category                                    Total Traders:       177
        25         14          6         17         18         11         16         67         15          4         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   151,885
Positions
    12,642     53,586      3,359      6,328     40,378        744     93,077     30,451        719      1,116      2,449          2     33,898     20,197
 
Changes from:       February 7, 2012                                 Total Change is:     3,006
       607      1,617         -5        769     -1,270       -293         65      1,640        230        626       -898          0      1,007      1,985
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       35.3        2.2        4.2       26.6        0.5       61.3       20.0        0.5        0.7        1.6        0.0       22.3       13.3
 
Number of Traders in Each Category                                    Total Traders:        90
         6         13          4          7          7          .         32         17          5          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   123,471
Positions
    41,491     40,158     71,745          0          0          0      6,548      7,957      3,405          0        120          0        282         86
 
Changes from:       February 7, 2012                                 Total Change is:       463
         3          9        263          0          0          0        237        -74        141          0        120          0       -181          4
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       32.5       58.1        0.0        0.0        0.0        5.3        6.4        2.8        0.0        0.1        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         6         11         12          0          0          0          .          .          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   159,768
Positions
    61,166     61,924      1,063     25,540        669          0     58,254     84,850      3,131      2,512      2,282          0      8,102      5,849
 
Changes from:       February 7, 2012                                 Total Change is:    14,123
      -788       -149       -150      3,407       -146       -707      7,134     11,085      2,193        291       -253          0      2,743      2,250
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       38.8        0.7       16.0        0.4        0.0       36.5       53.1        2.0        1.6        1.4        0.0        5.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       105
         5         15          .         11          .          0         36         19          4         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    36,704
Positions
     1,692     22,974        205        457        353          0     29,368     10,935        216        454        342          0      4,312      1,679
 
Changes from:       February 7, 2012                                 Total Change is:     1,684
       -20        904          0        192        163          0      1,621        431         41        -15          0          0       -135        145
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       62.6        0.6        1.2        1.0        0.0       80.0       29.8        0.6        1.2        0.9        0.0       11.7        4.6
 
Number of Traders in Each Category                                    Total Traders:        52
         .         12          .          .          .          0         22          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,993
Positions
    15,212     33,771         33      3,508      2,275        596     24,451     10,962         24      3,026      1,128          0      7,146      5,207
 
Changes from:       February 7, 2012                                 Total Change is:      -897
       699         17       -169         22         63       -128       -870     -1,546          0       -427         45          0        -25        820
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       62.5        0.1        6.5        4.2        1.1       45.3       20.3        0.0        5.6        2.1        0.0       13.2        9.6
 
Number of Traders in Each Category                                    Total Traders:        96
        19         14          .          .          6          .         27         18          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   107,986
Positions
    30,424     67,541         66      7,015      4,549      1,191     48,901     21,923         47      6,051      2,256          0     14,291     10,413
 
Changes from:       February 7, 2012                                 Total Change is:    -1,794
     1,397         34       -337         43        126       -255     -1,740     -3,091          0       -853         90          0        -49      1,639
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       62.5        0.1        6.5        4.2        1.1       45.3       20.3        0.0        5.6        2.1        0.0       13.2        9.6
 
Number of Traders in Each Category                                    Total Traders:        96
        19         14          .          .          6          .         27         18          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   796,294
Positions
    47,244    200,656     41,613    381,164    172,950     55,802     89,195    167,259     31,299     31,768     34,291      4,908    113,302     87,516
 
Changes from:       February 7, 2012                                 Total Change is:    -2,302
       403     -2,065      2,885      8,225     -3,697     -2,713      2,375     13,501     -2,328     -1,530        840        240     -9,860     -8,965
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.2        5.2       47.9       21.7        7.0       11.2       21.0        3.9        4.0        4.3        0.6       14.2       11.0
 
Number of Traders in Each Category                                    Total Traders:       540
        34         55         31        117         60         60         83        121         67         38         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   244,939
Positions
    29,804    109,088      4,591    106,853     44,758     11,550     18,053     24,608      1,995      2,626     10,604      1,911     67,556     35,834
 
Changes from:       February 7, 2012                                 Total Change is:    -8,678
      -301     -8,394      2,586     -1,749       -250         30        137     -1,684        -84       -396       -896        600     -9,501       -586
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       44.5        1.9       43.6       18.3        4.7        7.4       10.0        0.8        1.1        4.3        0.8       27.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       112
         9         17          7         27         14         13         13         22          9          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,756,775
Positions
   179,053    549,694     93,254  1,420,411    689,818    172,404    420,032    777,578     82,197    153,989    126,717      6,704    228,731    258,409
 
Changes from:       February 7, 2012                                 Total Change is:    31,878
    -2,429     25,693      7,444     56,512    -10,591    -20,357    -19,553     45,182     19,524     -5,088      9,260     -2,382     -1,793    -41,895
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       19.9        3.4       51.5       25.0        6.3       15.2       28.2        3.0        5.6        4.6        0.2        8.3        9.4
 
Number of Traders in Each Category                                    Total Traders:       515
        33         54         21        105         53         54         86        117         60         36         31          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   109,029
Positions
    20,593     26,033          0     54,683     60,709      5,132     15,594      8,983          0      1,690      3,871          0     11,337      4,301
 
Changes from:       February 7, 2012                                 Total Change is:    -1,003
      -432        813          0        744       -754        327       -189        451     -1,784       -270       -415          0        601        359
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       23.9        0.0       50.2       55.7        4.7       14.3        8.2        0.0        1.6        3.6        0.0       10.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        91
         8          9          0         30         12         13         16         10          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   106,024
Positions
     6,818     53,310      9,956     28,829      9,264      1,518     39,114     14,584      6,759      2,891      4,943        381      9,758      5,309
 
Changes from:       February 7, 2012                                 Total Change is:    13,212
      -495      6,672         95      6,012       -145       -112      4,036      2,351      1,961        816      1,348        255        643        787
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       50.3        9.4       27.2        8.7        1.4       36.9       13.8        6.4        2.7        4.7        0.4        9.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       250
        19         32         12         38         22         11         70         40         14         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    18,495
Positions
     9,179     13,360         22          0        300          0      6,141      2,824          0          0      1,225          0      3,153        764
 
Changes from:       February 7, 2012                                 Total Change is:     2,764
       984      2,212          0          0          0          0      1,825        245          0          0        246          0        -45         61
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       72.2        0.1        0.0        1.6        0.0       33.2       15.3        0.0        0.0        6.6        0.0       17.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        25
         9          9          .          0          .          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   437,643
Positions
    35,258    246,813      2,607    144,147     44,821      7,590    195,570     89,503      3,089     14,454     18,591      1,904     33,024     22,725
 
Changes from:       February 7, 2012                                 Total Change is:    52,238
    -7,121     22,574        199     30,060       -725       -559     20,181     19,653        680      4,082      5,509      1,275      3,441      3,632
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       56.4        0.6       32.9       10.2        1.7       44.7       20.5        0.7        3.3        4.2        0.4        7.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       249
        20         30          4         38         22         11         70         40         11         15         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   402,862
Positions
   136,265     30,205     17,540    133,016    204,609     26,232     58,624     95,002      2,187      8,499     10,172        351     20,148     16,564
 
Changes from:       February 7, 2012                                 Total Change is:    16,226
     5,293       -383       -988      3,961     11,934     -2,125     10,561      9,312       -144     -1,092       -829        -16        776       -535
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        7.5        4.4       33.0       50.8        6.5       14.6       23.6        0.5        2.1        2.5        0.1        5.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       252
        21         13          5         49         43         24         45         55         13         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,302
Positions
     5,788        836          0      7,357        853         32      3,497      5,774        500      1,527      5,629          0      6,601     11,678
 
Changes from:       February 7, 2012                                 Total Change is:     1,228
       -80       -557          0        771          0          0       -976       -192         -1        927        194          0        587      1,784
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        3.3        0.0       29.1        3.4        0.1       13.8       22.8        2.0        6.0       22.2        0.0       26.1       46.2
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0          9          .          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,081
Positions
    11,387      8,161      1,438      8,176      2,950        752      9,785      2,270      3,154      2,566        206          0      8,823     27,150
 
Changes from:       February 7, 2012                                 Total Change is:     1,388
    -2,473      2,987        -87        490         36       -124     -1,038       -130        905        114        -22          0      3,601     -2,177
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       17.7        3.1       17.7        6.4        1.6       21.2        4.9        6.8        5.6        0.4        0.0       19.1       58.9
 
Number of Traders in Each Category                                    Total Traders:        54
        10         13          4          7          .          .         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    46,451
Positions
     2,188      3,909        179     32,292     25,196      4,157      2,804     10,745        165          0          0          0      4,666      2,100
 
Changes from:       February 7, 2012                                 Total Change is:       490
      -150        246          0        605       -241        105       -335        139          0          0          0          0        265        241
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.4        0.4       69.5       54.2        8.9        6.0       23.1        0.4        0.0        0.0        0.0       10.0        4.5
 
Number of Traders in Each Category                                    Total Traders:        53
         .          .          .         19         20          9          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    79,498
Positions
    11,933     25,307        794     32,654     24,065      4,379     11,630     19,894        637      7,009        263        671      9,791      3,488
 
Changes from:       February 7, 2012                                 Total Change is:     3,024
       792      2,327       -113     -1,266        -21        960      1,347       -914        320        715          0         71        198        394
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       31.8        1.0       41.1       30.3        5.5       14.6       25.0        0.8        8.8        0.3        0.8       12.3        4.4
 
Number of Traders in Each Category                                    Total Traders:        84
         9         12          .         19          9          8         17          5          .         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   605,045
Positions
    16,264     80,948      5,036    267,650    145,528     91,416     70,092     79,551      8,000      9,388     53,632        407    136,792    140,527
 
Changes from:       February 7, 2012                                 Total Change is:   -16,076
    -5,743        577       -392       -240      8,123     -7,899     -2,368     -8,379      1,729        745     -5,375        -93     -1,815     -4,367
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       13.4        0.8       44.2       24.1       15.1       11.6       13.1        1.3        1.6        8.9        0.1       22.6       23.2
 
Number of Traders in Each Category                                    Total Traders:       165
         8         17         14         43         22         33         29         30         22          .         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   378,075
Positions
     4,615    149,125      2,262    274,380     28,469     33,021      1,830    108,096      3,477      1,375      2,161      2,944     54,171     48,520
 
Changes from:       February 7, 2012                                 Total Change is:      -488
         0      3,382      1,406     -5,844         15        903          0    -10,913      2,649          0        212      2,674     -2,276       -816
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       39.4        0.6       72.6        7.5        8.7        0.5       28.6        0.9        0.4        0.6        0.8       14.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          5         38          7         19          .          9          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   892,123
Positions
   104,836     93,640      6,782    160,221    278,880     85,197    320,909    269,748     12,174     76,817     31,754      7,628    117,559    106,320
 
Changes from:       February 7, 2012                                 Total Change is:   -34,493
    23,788    -39,241      3,794    -10,546     27,166        688    -52,222    -34,185     -1,831     -2,106        378        -64      4,006      8,802
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       10.5        0.8       18.0       31.3        9.5       36.0       30.2        1.4        8.6        3.6        0.9       13.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       221
        15         23          9         35         36         43         45         38         22         13         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,803,352
Positions
   150,883    123,096     37,258    725,564    847,904    146,871    338,616    153,508     54,445     51,981    108,182      7,556    290,178    324,532
 
Changes from:       February 7, 2012                                 Total Change is:    10,635
   -12,771      9,410      6,035      5,883     16,077      2,293     -5,792      5,499      7,207     -3,197    -15,100        300     10,677    -21,086
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        6.8        2.1       40.2       47.0        8.1       18.8        8.5        3.0        2.9        6.0        0.4       16.1       18.0
 
Number of Traders in Each Category                                    Total Traders:       262
        31         25         22         25         61         45         42         50         40          7         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,436,134
Positions
    77,587    166,522     14,858    505,712    674,698    157,501    251,870     96,174     24,863    164,554     66,650        691    238,498    234,177
 
Changes from:       February 7, 2012                                 Total Change is:   -28,683
   -10,298    -28,208      2,191    -33,331     13,809    -10,351     -9,804    -17,848      3,029     19,139     -1,928        -89     10,831     10,712
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       11.6        1.0       35.2       47.0       11.0       17.5        6.7        1.7       11.5        4.6        0.0       16.6       16.3
 
Number of Traders in Each Category                                    Total Traders:       185
        13         29         16         24         40         39         32         24         20         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   526,334
Positions
   154,097    200,074    190,103        540      1,093      2,583     94,571     39,694     49,617      4,890      3,600      2,252     27,681     37,318
 
Changes from:       February 7, 2012                                 Total Change is:    16,223
    18,245     14,600     -3,066          0          0          0      8,222      5,524      2,797       -210       -179     -2,752     -7,013       -701
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       38.0       36.1        0.1        0.2        0.5       18.0        7.5        9.4        0.9        0.7        0.4        5.3        7.1
 
Number of Traders in Each Category                                    Total Traders:        87
        22         24         39          .          .          .         16         15         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 8,349,156
Positions
 1,500,350  2,178,465  1,897,676  1,075,830    608,087     72,346  1,005,595    537,828  1,678,676     84,281    288,543    164,809    869,593    922,726
 
Changes from:       February 7, 2012                                 Total Change is:    61,314
   185,490     16,074    -49,740    -41,143    143,523     -8,412    -17,670      2,169     24,272        697    -35,533    -29,532     -2,648     -1,507
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       26.1       22.7       12.9        7.3        0.9       12.0        6.4       20.1        1.0        3.5        2.0       10.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       256
        29         57         82         12          7         12         65         47         91         10         13         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,975
Positions
     5,121      3,324          0      1,393        902         11      1,803      5,458         10      1,390        160          0        247        110
 
Changes from:       February 7, 2012                                 Total Change is:       456
         3        430          0       -175         -1          0        616         34        -23         10          0          0         25         16
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       33.3        0.0       14.0        9.0        0.1       18.1       54.7        0.1       13.9        1.6        0.0        2.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,690
Positions
     9,178      8,396          0        943      1,985          0      2,282      1,842          0         40        305          0        247        162
 
Changes from:       February 7, 2012                                 Total Change is:      -487
      -698       -130          0       -103        175          0        354       -570          0        -30          0          0        -10         38
 
Percent of Open Interest Represented by Each Category of Trader
      72.3       66.2        0.0        7.4       15.6        0.0       18.0       14.5        0.0        0.3        2.4        0.0        1.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          0          .          4          0          6          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    51,997
Positions
    18,673     29,841        193      2,171        137        499     17,102     18,484        689      3,940        470         27      8,703      1,657
 
Changes from:       February 7, 2012                                 Total Change is:    -1,365
       551         60         38       -414       -223        -68       -941      2,069        -29        254       -183         27       -783     -3,056
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       57.4        0.4        4.2        0.3        1.0       32.9       35.5        1.3        7.6        0.9        0.1       16.7        3.2
 
Number of Traders in Each Category                                    Total Traders:       102
         7          .          .          8          .          .         32         22          .         23          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   209,554
Positions
    94,820     43,192     25,053     13,228      2,105      2,625      7,812     67,498     11,986      1,289     10,212     26,293     26,448     20,590
 
Changes from:       February 7, 2012                                 Total Change is:    18,420
    22,026     12,461     -4,142        234       -739      1,340     -1,991      8,356     -1,824       -313      1,215       -708      3,798      2,461
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       20.6       12.0        6.3        1.0        1.3        3.7       32.2        5.7        0.6        4.9       12.5       12.6        9.8
 
Number of Traders in Each Category                                    Total Traders:        95
        13         11         18         10          4          7         14         27         20          5          5          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    16,312
Positions
    10,581        865          0      2,581      1,118        150      1,817     12,328        403        290        987        435         55         26
 
Changes from:       February 7, 2012                                 Total Change is:       -24
      -707         -3          0        671        139        -50          0       -361        235          0       -109        120       -293          5
 
Percent of Open Interest Represented by Each Category of Trader
      64.9        5.3        0.0       15.8        6.9        0.9       11.1       75.6        2.5        1.8        6.1        2.7        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          5          .          .          .          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 2012               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,903
Positions
       976      8,245      1,204      6,633          0          0        482      1,131          0        250          0          0      1,358        323
 
Changes from:       February 7, 2012                                 Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       75.6       11.0       60.8        0.0        0.0        4.4       10.4        0.0        2.3        0.0        0.0       12.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          9          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated February 17, 2012