Traders in Financial Futures - Options and Futures Combined 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   130,299
Positions
    26,297     13,391      6,722     19,300     34,116        198     25,924     47,508      6,135      7,928          5        333     37,463     21,890
 
Changes from:       February 7, 2012                                 Total Change is:     1,110
      -465      1,771       -146      1,361          8       -410       -389     -1,530        348        178       -416         85        548      1,401
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       10.3        5.2       14.8       26.2        0.2       19.9       36.5        4.7        6.1        0.0        0.3       28.8       16.8
 
Number of Traders in Each Category                                    Total Traders:        78
         8          8          8          8          4          .         24         15         10         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    50,276
Positions
    13,831     10,763      1,917      1,009      1,938        151     21,456     18,668      1,010        537          0          0     10,366     15,829
 
Changes from:       February 7, 2012                                 Total Change is:     5,417
     1,940      4,403         64        139         -2       -139      3,556      1,852        -78          0          0          0        -65       -683
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       21.4        3.8        2.0        3.9        0.3       42.7       37.1        2.0        1.1        0.0        0.0       20.6       31.5
 
Number of Traders in Each Category                                    Total Traders:        47
         7          9          7          .          4          .         10         15          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   196,862
Positions
   124,708      8,548      2,780     10,743     76,487      2,456     31,120     75,169      2,413      2,589        493        262     19,791     28,254
 
Changes from:       February 7, 2012                                 Total Change is:    -3,008
    -5,583        882        511        -24        317       -789      1,548     -2,012        222        986     -1,582        127         -5       -683
 
Percent of Open Interest Represented by Each Category of Trader
      63.3        4.3        1.4        5.5       38.9        1.2       15.8       38.2        1.2        1.3        0.3        0.1       10.1       14.4
 
Number of Traders in Each Category                                    Total Traders:        92
        10         10          9          6         14          5         21         27         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   166,355
Positions
     3,438     50,887      6,618     65,577      7,034      1,149     60,801     54,093      3,825      1,290      2,771        593     23,063     39,384
 
Changes from:       February 7, 2012                                 Total Change is:   -21,351
     1,557    -22,928      1,547     -1,044       -496        -99    -20,442     -6,595      1,139        539        843        397     -4,945      4,839
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       30.6        4.0       39.4        4.2        0.7       36.5       32.5        2.3        0.8        1.7        0.4       13.9       23.7
 
Number of Traders in Each Category                                    Total Traders:       105
         4         19          9          9          6          .         18         40         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   334,469
Positions
   127,483     34,383     11,629     65,412     32,346      4,325     51,896    147,996     27,093      5,529      6,812      4,631     36,471     65,254
 
Changes from:       February 7, 2012                                 Total Change is:     8,621
     3,300     -1,760      2,558      4,500      1,220        -29     -7,992      3,271      4,965        372     -2,985        833        115        548
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       10.3        3.5       19.6        9.7        1.3       15.5       44.2        8.1        1.7        2.0        1.4       10.9       19.5
 
Number of Traders in Each Category                                    Total Traders:       191
        25         14         14         17         20         14         22         69         35          6         18         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   160,729
Positions
    12,659     53,982      5,851      6,328     40,454        767     93,288     29,470      4,330      1,142      2,138        793     35,571     22,944
 
Changes from:       February 7, 2012                                 Total Change is:     3,243
       624      1,835       -186        769     -1,246       -290        182      1,470        542        618       -903         44        940      1,978
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       33.6        3.6        3.9       25.2        0.5       58.0       18.3        2.7        0.7        1.3        0.5       22.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        94
         6         13          9          7          8          .         33         16         13          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   127,670
Positions
    42,725     41,392     74,710          0          0          0      6,548      7,957      3,405          0        120          0        282         86
 
Changes from:       February 7, 2012                                 Total Change is:       712
       336        342        179          0          0          0        237        -74        141          0        120          0       -181          4
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       32.4       58.5        0.0        0.0        0.0        5.1        6.2        2.7        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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    56,015
Positions
    15,251     33,777         37      3,508      2,275        596     24,483     11,544      1,007      3,026        550        909      7,201      5,321
 
Changes from:       February 7, 2012                                 Total Change is:      -837
       703         22       -172         22         63       -128       -866     -1,548         33       -702       -237        293        -18        837
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       60.3        0.1        6.3        4.1        1.1       43.7       20.6        1.8        5.4        1.0        1.6       12.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        96
        19         14          .          .          6          .         27         18          7          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   112,031
Positions
    30,501     67,554         74      7,015      4,549      1,191     48,965     23,088      2,014      6,051      1,101      1,818     14,401     10,642
 
Changes from:       February 7, 2012                                 Total Change is:    -1,674
     1,405         45       -345         43        126       -255     -1,732     -3,096         65     -1,404       -474        586        -37      1,674
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       60.3        0.1        6.3        4.1        1.1       43.7       20.6        1.8        5.4        1.0        1.6       12.9        9.5
 
Number of Traders in Each Category                                    Total Traders:        96
        19         14          .          .          6          .         27         18          7          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   951,720
Positions
    47,703    199,505     50,937    380,132    171,688     59,677     88,397    158,424    143,933     26,208     35,467     32,588    122,144     99,501
 
Changes from:       February 7, 2012                                 Total Change is:     7,027
       646     -2,599      3,649      8,200     -3,405     -2,752     -1,990      9,337      8,392     -1,711      1,570      1,974     -9,381     -9,140
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       21.0        5.4       39.9       18.0        6.3        9.3       16.6       15.1        2.8        3.7        3.4       12.8       10.5
 
Number of Traders in Each Category                                    Total Traders:       571
        38         52         45        115         64         64         82        136        109         40         44         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   332,115
Positions
    30,389    109,473      8,472    105,919     43,438     14,949     20,022     25,085     62,181      2,552     12,060     14,416     73,214     42,041
 
Changes from:       February 7, 2012                                 Total Change is:    -7,476
      -210     -8,386      2,683     -1,764          6       -114       -442     -2,489        925       -392       -729      1,229     -9,391       -601
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       33.0        2.6       31.9       13.1        4.5        6.0        7.6       18.7        0.8        3.6        4.3       22.0       12.7
 
Number of Traders in Each Category                                    Total Traders:       130
         9         18         11         27         14         14         16         29         39          5         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,098,021
Positions
   182,628    546,220    116,262  1,420,043    690,228    174,663    411,844    736,661    338,789    126,530    125,284     82,613    244,651    287,301
 
Changes from:       February 7, 2012                                 Total Change is:    72,512
    -1,442     23,214     10,554     56,471    -10,400    -19,845    -30,362     36,510     59,956     -6,052     12,036      3,183         50    -42,695
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       17.6        3.8       45.8       22.3        5.6       13.3       23.8       10.9        4.1        4.0        2.7        7.9        9.3
 
Number of Traders in Each Category                                    Total Traders:       533
        36         52         35        103         57         58         85        125        101         39         36         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   109,036
Positions
    20,593     26,033          0     54,683     60,709      5,132     15,594      8,981          4      1,690      3,871          0     11,340      4,305
 
Changes from:       February 7, 2012                                 Total Change is:    -1,007
      -432        813          0        744       -754        327       -189        456     -1,788       -270       -415          0        601        355
 
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        1.5        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          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   108,024
Positions
     6,816     53,149     10,315     28,829      9,264      1,518     38,982     14,664      7,992      3,029      4,884        671      9,871      5,567
 
Changes from:       February 7, 2012                                 Total Change is:    13,649
      -517      6,656        184      6,012       -145       -112      3,887      2,240      2,338        887      1,347        336        635        806
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       49.2        9.5       26.7        8.6        1.4       36.1       13.6        7.4        2.8        4.5        0.6        9.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       253
        19         32         14         38         22         11         69         41         22         18         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    18,500
Positions
     9,179     13,360         22          0        300          0      6,141      2,824          0          0      1,225          0      3,158        769
 
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       17.1        4.2
 
Number of Traders in Each Category                                    Total Traders:        25
         9          9          .          0          .          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   447,619
Positions
    35,249    246,008      4,402    144,147     44,821      7,590    194,912     89,906      9,253     15,145     18,296      3,355     33,566     23,989
 
Changes from:       February 7, 2012                                 Total Change is:    54,424
    -7,230     22,496        642     30,060       -725       -559     19,435     19,101      2,564      4,435      5,507      1,678      3,399      3,721
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       55.0        1.0       32.2       10.0        1.7       43.5       20.1        2.1        3.4        4.1        0.7        7.5        5.4
 
Number of Traders in Each Category                                    Total Traders:       252
        20         30          7         38         22         11         69         41         19         18         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   405,849
Positions
   136,265     30,207     17,543    133,016    204,609     26,232     59,291     95,005      3,761      8,500     10,519        663     20,579     17,311
 
Changes from:       February 7, 2012                                 Total Change is:    16,419
     5,293       -383       -987      3,961     11,934     -2,125     10,493      9,245        -24     -1,091       -767         19        880       -492
 
Percent of Open Interest Represented by Each Category of Trader
      33.6        7.4        4.3       32.8       50.4        6.5       14.6       23.4        0.9        2.1        2.6        0.2        5.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       253
        21         13          5         49         43         24         45         55         18         10         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   733,392
Positions
    14,761     78,448     40,760    270,800    145,118     94,513     62,422     76,994     81,197     10,148     50,369      6,917    151,874    159,077
 
Changes from:       February 7, 2012                                 Total Change is:   -13,248
    -5,864      1,248        627        131      8,759     -7,990       -157     -8,264      3,228        647     -5,049       -770     -3,100     -5,038
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.7        5.6       36.9       19.8       12.9        8.5       10.5       11.1        1.4        6.9        0.9       20.7       21.7
 
Number of Traders in Each Category                                    Total Traders:       168
         6         19         20         43         22         35         31         31         43          6         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   379,832
Positions
     4,615    149,125      2,262    274,374     28,469     33,032      1,830    108,015      3,608      1,375      2,161      2,944     55,792     50,216
 
Changes from:       February 7, 2012                                 Total Change is:      -316
         0      3,382      1,406     -5,844         15        900          0    -10,934      2,657          0        212      2,674     -2,109       -628
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       39.3        0.6       72.2        7.5        8.7        0.5       28.4        0.9        0.4        0.6        0.8       14.7       13.2
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          5         38          7         19          .          9          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   922,705
Positions
   106,025     93,420     12,660    160,221    279,347     85,684    316,975    265,284     36,189     76,817     32,526      8,455    119,679    109,141
 
Changes from:       February 7, 2012                                 Total Change is:   -28,600
    25,294    -40,625      5,286    -10,546     27,302        853    -52,445    -31,596        887     -2,106        114        127      4,048      9,050
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       10.1        1.4       17.4       30.3        9.3       34.4       28.8        3.9        8.3        3.5        0.9       13.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       222
        18         21         15         35         36         44         46         37         29         13         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,157,634
Positions
   121,270    129,895    171,182    730,524    842,684    165,195    330,481    140,946    212,692     55,796     87,174     58,028    312,466    349,837
 
Changes from:       February 7, 2012                                 Total Change is:    35,760
   -18,138      8,513     19,002      7,854      6,342      6,371    -10,802     12,683     25,512     -7,510    -20,706      6,094      7,378    -28,050
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        6.0        7.9       33.9       39.1        7.7       15.3        6.5        9.9        2.6        4.0        2.7       14.5       16.2
 
Number of Traders in Each Category                                    Total Traders:       272
        28         28         49         25         63         50         51         47         67         10         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,586,156
Positions
    78,844    158,417     59,974    507,133    676,929    159,335    244,774     93,372    106,644    159,869     66,776     17,093    252,489    247,613
 
Changes from:       February 7, 2012                                 Total Change is:   -29,629
    -8,351    -27,828      1,187    -33,300     13,017    -10,150     -7,069    -14,186     -2,216     18,807     -2,012        911     10,553     11,649
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       10.0        3.8       32.0       42.7       10.0       15.4        5.9        6.7       10.1        4.2        1.1       15.9       15.6
 
Number of Traders in Each Category                                    Total Traders:       192
        13         29         26         24         41         44         35         27         33         11         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   613,577
Positions
   149,381    200,940    206,430        540      1,093      2,583     89,813     34,609    110,655     10,463      3,899     14,442     29,270     38,926
 
Changes from:       February 7, 2012                                 Total Change is:    27,287
    15,768     14,692        950          0          0          0      9,459      5,473      8,376      1,042        -17     -1,376     -6,932       -811
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       32.7       33.6        0.1        0.2        0.4       14.6        5.6       18.0        1.7        0.6        2.4        4.8        6.3
 
Number of Traders in Each Category                                    Total Traders:        94
        19         29         42          .          .          .         17         17         29          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is14,078,033
Positions
 1,472,721  2,229,894  3,302,022  1,101,504    640,537    141,427    917,154    371,617  5,314,790     84,034    270,492    804,308    940,072  1,002,946
 
Changes from:       February 7, 2012                                 Total Change is:   162,313
   173,536     53,296     28,995    -34,892    145,377    -11,763     -1,864     -9,167     85,435     -2,111    -55,599    -64,397    -10,627     -9,864
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       15.8       23.5        7.8        4.5        1.0        6.5        2.6       37.8        0.6        1.9        5.7        6.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       282
        28         60         86         12         13         18         73         58        110         13         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    52,476
Positions
    18,672     29,879        199      2,171        137        499     17,120     18,540      1,009      3,943        470         28      8,837      1,716
 
Changes from:       February 7, 2012                                 Total Change is:    -1,388
       579         98          8       -414       -223        -68       -911      2,108        -90        258       -183         25       -775     -3,063
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       56.9        0.4        4.1        0.3        1.0       32.6       35.3        1.9        7.5        0.9        0.1       16.8        3.3
 
Number of Traders in Each Category                                    Total Traders:       103
         6          4          .          8          .          .         32         22          5         23          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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